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

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Calculate remaining proportions from fee to ratio proportions
This commit is contained in:
Fabio Berger
2017-11-23 12:33:06 -06:00
committed by GitHub
parent 215740fab2 5a18f43b51
commit bd81124b5a
5 changed files with 375 additions and 21 deletions
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86
packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts Normal file
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@@ -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;
}
}

18
packages/0x.js/src/utils/order_state_utils.ts
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@@ -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 remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount);
const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount
.times(totalTakerTokenAmount)
.dividedToIntegerBy(totalMakerTokenAmount);
// TODO: Handle edge case where maker token is ZRX with fee
const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
const isMakerTokenZRX = signedOrder.makerTokenAddress === zrxTokenAddress;
const remainingFillableCalculator = new RemainingFillableCalculator(signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableFeeTokenAmount,
remainingMakerTokenAmount);
const remainingFillableMakerTokenAmount = remainingFillableCalculator.computeRemainingMakerFillable();
const remainingFillableTakerTokenAmount = remainingFillableCalculator.computeRemainingTakerFillable();
const orderRelevantState = {
makerBalance,
makerProxyAllowance,

101
packages/0x.js/test/order_state_watcher_test.ts
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@@ -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 makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), 18);
const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), decimals);
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 () => {

176
packages/0x.js/test/remaining_fillable_calculator_test.ts Normal file
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@@ -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);
});
});
});

1
packages/0x.js/test/utils/constants.ts
View File

@@ -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,
};