Merge pull request #226 from dekz/feature/calculate-remaining-proportions

Calculate remaining proportions from fee to ratio proportions

packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts

@@ -0,0 +1,86 @@
+import {SignedOrder} from '../types';
+import {BigNumber} from 'bignumber.js';
+
+export class RemainingFillableCalculator {
+    private signedOrder: SignedOrder;
+    private isMakerTokenZRX: boolean;
+    // Transferrable Amount is the minimum of Approval and Balance
+    private transferrableMakerTokenAmount: BigNumber;
+    private transferrableMakerFeeTokenAmount: BigNumber;
+    private remainingMakerTokenAmount: BigNumber;
+    private remainingMakerFeeAmount: BigNumber;
+    constructor(signedOrder: SignedOrder,
+                isMakerTokenZRX: boolean,
+                transferrableMakerTokenAmount: BigNumber,
+                transferrableMakerFeeTokenAmount: BigNumber,
+                remainingMakerTokenAmount: BigNumber) {
+        this.signedOrder = signedOrder;
+        this.isMakerTokenZRX = isMakerTokenZRX;
+        this.transferrableMakerTokenAmount = transferrableMakerTokenAmount;
+        this.transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount;
+        this.remainingMakerTokenAmount = remainingMakerTokenAmount;
+        this.remainingMakerFeeAmount = remainingMakerTokenAmount.times(signedOrder.makerFee)
+                                                                .dividedToIntegerBy(signedOrder.makerTokenAmount);
+    }
+    public computeRemainingMakerFillable(): BigNumber {
+        if (this.hasSufficientFundsForFeeAndTransferAmount()) {
+            return this.remainingMakerTokenAmount;
+        }
+        if (this.signedOrder.makerFee.isZero()) {
+            return BigNumber.min(this.remainingMakerTokenAmount, this.transferrableMakerTokenAmount);
+        }
+        return this.calculatePartiallyFillableMakerTokenAmount();
+    }
+    public computeRemainingTakerFillable(): BigNumber {
+        return this.computeRemainingMakerFillable().times(this.signedOrder.takerTokenAmount)
+                                                   .dividedToIntegerBy(this.signedOrder.makerTokenAmount);
+    }
+    private hasSufficientFundsForFeeAndTransferAmount(): boolean {
+        if (this.isMakerTokenZRX) {
+            const totalZRXTransferAmountRequired = this.remainingMakerTokenAmount.plus(this.remainingMakerFeeAmount);
+            const hasSufficientFunds = this.transferrableMakerTokenAmount.greaterThanOrEqualTo(
+                                                                            totalZRXTransferAmountRequired);
+            return hasSufficientFunds;
+        } else {
+            const hasSufficientFundsForTransferAmount = this.transferrableMakerTokenAmount.greaterThanOrEqualTo(
+                                                            this.remainingMakerTokenAmount);
+            const hasSufficientFundsForFeeAmount = this.transferrableMakerFeeTokenAmount.greaterThanOrEqualTo(
+                                                       this.remainingMakerFeeAmount);
+            const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount;
+            return hasSufficientFunds;
+        }
+    }
+    private calculatePartiallyFillableMakerTokenAmount(): BigNumber {
+        // Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1
+        const orderToFeeRatio = this.signedOrder.makerTokenAmount.dividedBy(this.signedOrder.makerFee);
+        // The number of times the maker can fill the order, if each fill only required the transfer of a single
+        // baseUnit of fee tokens.
+        // Given 2 ZRXwei, the maximum amount of times Maker can fill this order, in terms of fees, is 2
+        const fillableTimesInFeeTokenBaseUnits = BigNumber.min(this.transferrableMakerFeeTokenAmount,
+                                                               this.remainingMakerFeeAmount);
+        // The number of times the Maker can fill the order, given the Maker Token Balance
+        // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, maker can fill this order 1 time.
+        let fillableTimesInMakerTokenUnits = this.transferrableMakerTokenAmount.dividedBy(orderToFeeRatio);
+        if (this.isMakerTokenZRX) {
+            // If ZRX is the maker token, the Fee and the Maker amount need to be removed from the same pool;
+            // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei)
+            const totalZRXTokenPooled = this.transferrableMakerTokenAmount;
+            // The purchasing power here is less as the tokens are taken from the same Pool
+            // For every one number of fills, we have to take an extra ZRX out of the pool
+            fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedBy(
+                                                                     orderToFeeRatio.plus(new BigNumber(1)));
+
+        }
+        // When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored.
+        // This can result in a RoundingError being thrown by the Exchange Contract.
+        const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits
+                                                     .times(this.signedOrder.makerTokenAmount)
+                                                     .dividedToIntegerBy(this.signedOrder.makerFee);
+        const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits
+                                                     .times(this.signedOrder.makerTokenAmount)
+                                                     .dividedToIntegerBy(this.signedOrder.makerFee);
+        const partiallyFillableAmount = BigNumber.min(partiallyFillableMakerTokenAmount,
+                                                      partiallyFillableFeeTokenAmount);
+        return partiallyFillableAmount;
+    }
+}

packages/0x.js/src/utils/order_state_utils.ts

@@ -17,6 +17,7 @@ import {utils} from '../utils/utils';
 import {constants} from '../utils/constants';
 import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store';
 import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store';
+import {RemainingFillableCalculator} from '../order_watcher/remaining_fillable_calculator';
 
 const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
 
@@ -78,12 +79,17 @@ export class OrderStateUtils {
         const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount);
         const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount)
                                                                    .dividedToIntegerBy(totalTakerTokenAmount);
-        const fillableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
+        const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
-        const remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount);
+        const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
-        const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount
+
-                                                  .times(totalTakerTokenAmount)
+        const isMakerTokenZRX = signedOrder.makerTokenAddress === zrxTokenAddress;
-                                                  .dividedToIntegerBy(totalMakerTokenAmount);
+        const remainingFillableCalculator = new RemainingFillableCalculator(signedOrder,
-        // TODO: Handle edge case where maker token is ZRX with fee
+                                                isMakerTokenZRX,
+                                                transferrableMakerTokenAmount,
+                                                transferrableFeeTokenAmount,
+                                                remainingMakerTokenAmount);
+        const remainingFillableMakerTokenAmount = remainingFillableCalculator.computeRemainingMakerFillable();
+        const remainingFillableTakerTokenAmount = remainingFillableCalculator.computeRemainingTakerFillable();
         const orderRelevantState = {
             makerBalance,
             makerProxyAllowance,

packages/0x.js/test/order_state_watcher_test.ts

@@ -25,6 +25,7 @@ import { FillScenarios } from './utils/fill_scenarios';
 import {DoneCallback} from '../src/types';
 import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
 import {reportCallbackErrors} from './utils/report_callback_errors';
+import {constants as constants} from './utils/constants';
 
 const TIMEOUT_MS = 150;
 
@@ -47,7 +48,8 @@ describe('OrderStateWatcher', () => {
     let taker: string;
     let web3Wrapper: Web3Wrapper;
     let signedOrder: SignedOrder;
-    const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), 18);
+    const decimals = constants.ZRX_DECIMALS;
+    const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
     before(async () => {
         web3 = web3Factory.create();
         zeroEx = new ZeroEx(web3.currentProvider);
@@ -254,15 +256,15 @@ describe('OrderStateWatcher', () => {
         describe('remainingFillable(M|T)akerTokenAmount', () => {
             it('should calculate correct remaining fillable', (done: DoneCallback) => {
                 (async () => {
-                    const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), 18);
+                    const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), decimals);
-                    const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), 18);
+                    const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), decimals);
                     signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
                         makerToken.address, takerToken.address, maker, taker, makerFillableAmount,
                         takerFillableAmount,
                     );
                     const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
                     const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker);
-                    const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18);
+                    const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
                     const orderHash = ZeroEx.getOrderHashHex(signedOrder);
                     await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
                     let eventCount = 0;
@@ -273,9 +275,9 @@ describe('OrderStateWatcher', () => {
                         expect(validOrderState.orderHash).to.be.equal(orderHash);
                         const orderRelevantState = validOrderState.orderRelevantState;
                         expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
-                            ZeroEx.toBaseUnitAmount(new BigNumber(16), 18));
+                            ZeroEx.toBaseUnitAmount(new BigNumber(16), decimals));
                         expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
-                            ZeroEx.toBaseUnitAmount(new BigNumber(8), 18));
+                            ZeroEx.toBaseUnitAmount(new BigNumber(8), decimals));
                         if (eventCount === 2) {
                             done();
                         }
@@ -295,7 +297,7 @@ describe('OrderStateWatcher', () => {
 
                     const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
 
-                    const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), 18);
+                    const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals);
                     await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
 
                     const callback = reportCallbackErrors(done)((orderState: OrderState) => {
@@ -319,11 +321,12 @@ describe('OrderStateWatcher', () => {
 
                     const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
 
-                    const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18);
+                    const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
                     const transferAmount = makerBalance.sub(remainingAmount);
                     await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
 
                     const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+                        expect(orderState.isValid).to.be.true();
                         const validOrderState = orderState as OrderStateValid;
                         const orderRelevantState = validOrderState.orderRelevantState;
                         expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
@@ -337,6 +340,88 @@ describe('OrderStateWatcher', () => {
                         makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount);
                 })().catch(done);
             });
+            it('should equal remaining amount when partially cancelled and order has fees', (done: DoneCallback) => {
+                (async () => {
+                    const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
+                    const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
+                    const feeRecipient = taker;
+                    signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+                        makerToken.address, takerToken.address, makerFee, takerFee, maker,
+                        taker, fillableAmount, feeRecipient);
+
+                    const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+
+                    const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals);
+                    const transferTokenAmount = makerFee.sub(remainingTokenAmount);
+                    await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
+
+                    const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+                        expect(orderState.isValid).to.be.true();
+                        const validOrderState = orderState as OrderStateValid;
+                        const orderRelevantState = validOrderState.orderRelevantState;
+                        expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+                            remainingTokenAmount);
+                        done();
+                    });
+                    zeroEx.orderStateWatcher.subscribe(callback);
+                    await zeroEx.exchange.cancelOrderAsync(signedOrder, transferTokenAmount);
+                })().catch(done);
+            });
+            it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => {
+                (async () => {
+                    const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
+                    const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
+                    const feeRecipient = taker;
+                    signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+                        makerToken.address, takerToken.address, makerFee, takerFee, maker,
+                        taker, fillableAmount, feeRecipient);
+
+                    const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+
+                    const remainingFeeAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals);
+                    const transferFeeAmount = makerFee.sub(remainingFeeAmount);
+
+                    const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals);
+                    const transferTokenAmount = makerFee.sub(remainingTokenAmount);
+                    await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
+
+                    const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+                        const validOrderState = orderState as OrderStateValid;
+                        const orderRelevantState = validOrderState.orderRelevantState;
+                        expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+                            remainingFeeAmount);
+                        done();
+                    });
+                    zeroEx.orderStateWatcher.subscribe(callback);
+                    await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingFeeAmount);
+                    await zeroEx.token.transferAsync(
+                        makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferTokenAmount);
+                })().catch(done);
+            });
+            it('should calculate full amount when all available and non-divisible', (done: DoneCallback) => {
+                (async () => {
+                    const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
+                    const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+                    const feeRecipient = taker;
+                    signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+                        makerToken.address, takerToken.address, makerFee, takerFee, maker,
+                        taker, fillableAmount, feeRecipient);
+
+                    const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+                    await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
+
+                    const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+                        const validOrderState = orderState as OrderStateValid;
+                        const orderRelevantState = validOrderState.orderRelevantState;
+                        expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+                            fillableAmount);
+                        done();
+                    });
+                    zeroEx.orderStateWatcher.subscribe(callback);
+                    await zeroEx.token.setProxyAllowanceAsync(
+                        makerToken.address, maker, ZeroEx.toBaseUnitAmount(new BigNumber(100), decimals));
+                })().catch(done);
+            });
         });
         it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => {
             (async () => {

packages/0x.js/test/remaining_fillable_calculator_test.ts

@@ -0,0 +1,176 @@
+import 'mocha';
+import * as chai from 'chai';
+import BigNumber from 'bignumber.js';
+import { chaiSetup } from './utils/chai_setup';
+import { RemainingFillableCalculator } from '../src/order_watcher/remaining_fillable_calculator';
+import { SignedOrder, ECSignature } from '../src/types';
+import { TokenUtils } from './utils/token_utils';
+import { ZeroEx } from '../src/0x';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('RemainingFillableCalculator', () => {
+    let calculator: RemainingFillableCalculator;
+    let signedOrder: SignedOrder;
+    let transferrableMakerTokenAmount: BigNumber;
+    let transferrableMakerFeeTokenAmount: BigNumber;
+    let remainingMakerTokenAmount: BigNumber;
+    let makerAmount: BigNumber;
+    let takerAmount: BigNumber;
+    let makerFeeAmount: BigNumber;
+    let isMakerTokenZRX: boolean;
+    const makerToken: string = '0x1';
+    const takerToken: string = '0x2';
+    const decimals: number = 4;
+    const zero: BigNumber = new BigNumber(0);
+    const zeroAddress = '0x0';
+    const signature: ECSignature = { v: 27, r: '', s: ''};
+    beforeEach(async () => {
+        [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals),
+                                                      ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals),
+                                                      ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals)];
+        [transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [
+                                                ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals),
+                                                ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals)];
+    });
+    function buildSignedOrder(): SignedOrder {
+        return { ecSignature: signature,
+                 exchangeContractAddress: zeroAddress,
+                 feeRecipient: zeroAddress,
+                 maker: zeroAddress,
+                 taker: zeroAddress,
+                 makerFee: makerFeeAmount,
+                 takerFee: zero,
+                 makerTokenAmount: makerAmount,
+                 takerTokenAmount: takerAmount,
+                 makerTokenAddress: makerToken,
+                 takerTokenAddress: takerToken,
+                 salt: zero,
+                 expirationUnixTimestampSec: zero };
+    }
+    describe('Maker token is NOT ZRX', () => {
+        before(async () => {
+            isMakerTokenZRX = false;
+        });
+        it('calculates the correct amount when unfilled and funds available', () => {
+            signedOrder = buildSignedOrder();
+            remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+            calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+                           transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+        });
+        it('calculates the correct amount when partially filled and funds available', () => {
+            signedOrder = buildSignedOrder();
+            remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
+            calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+                           transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+        });
+        it('calculates the amount to be 0 when all fee funds are transferred', () => {
+            signedOrder = buildSignedOrder();
+            transferrableMakerFeeTokenAmount = zero;
+            remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+            calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+                           transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero);
+        });
+        it('calculates the correct amount when balance is less than remaining fillable', () => {
+            signedOrder = buildSignedOrder();
+            const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+            remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
+            transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
+            calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+                           transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
+        });
+        describe('Order to Fee Ratio is < 1', () => {
+            beforeEach(async () => {
+                [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals),
+                                                              ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals),
+                                                              ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals)];
+            });
+            it('calculates the correct amount when funds unavailable', () => {
+                signedOrder = buildSignedOrder();
+                remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+                const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+                transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
+                calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+                                 transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount,
+                                 remainingMakerTokenAmount);
+                expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
+            });
+        });
+        describe('Ratio is not evenly divisble', () => {
+            beforeEach(async () => {
+                [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals),
+                                                              ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals),
+                                                              ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals)];
+            });
+            it('calculates the correct amount when funds unavailable', () => {
+                signedOrder = buildSignedOrder();
+                remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+                const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+                transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
+                calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+                                 transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount,
+                                 remainingMakerTokenAmount);
+                const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
+                expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true();
+                expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0));
+                const orderToFeeRatio = signedOrder.makerTokenAmount.dividedBy(signedOrder.makerFee);
+                const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio);
+                expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount);
+            });
+        });
+    });
+    describe('Maker Token is ZRX', () => {
+        before(async () => {
+            isMakerTokenZRX = true;
+        });
+        it('calculates the correct amount when unfilled and funds available', () => {
+            signedOrder = buildSignedOrder();
+            transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount);
+            transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
+            remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+            calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+                           transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+        });
+        it('calculates the correct amount when partially filled and funds available', () => {
+            signedOrder = buildSignedOrder();
+            remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
+            calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+                           transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+        });
+        it('calculates the amount to be 0 when all fee funds are transferred', () => {
+            signedOrder = buildSignedOrder();
+            transferrableMakerTokenAmount = zero;
+            transferrableMakerFeeTokenAmount = zero;
+            remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+            calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+                           transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero);
+        });
+        it('calculates the correct amount when balance is less than remaining fillable', () => {
+            signedOrder = buildSignedOrder();
+            const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+            remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
+            transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
+            transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
+
+            const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee);
+            const expectedFillableAmount = new BigNumber(450980);
+            calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+                           transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+            const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
+            const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio);
+            const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio);
+            expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakerTokenAmount);
+            expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakerTokenAmount);
+            expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount);
+            expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0);
+        });
+    });
+});

packages/0x.js/test/utils/constants.ts

@@ -5,4 +5,5 @@ export const constants = {
     TESTRPC_NETWORK_ID: 50,
     KOVAN_RPC_URL: 'https://kovan.infura.io',
     ROPSTEN_RPC_URL: 'https://ropsten.infura.io',
+    ZRX_DECIMALS: 18,
 };