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author | Leonid Logvinov <logvinov.leon@gmail.com> | 2019-01-14 22:50:32 +0800 |
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committer | Leonid Logvinov <logvinov.leon@gmail.com> | 2019-01-15 23:25:24 +0800 |
commit | c3afc13dd660348e99b727c2dd01930eec8d99c3 (patch) | |
tree | 9a05e88e55200fdf72d08af10b5a753535e23256 /packages/asset-buyer/src/utils | |
parent | f570f80674c22f69712c45e8e3c48e948b51f357 (diff) | |
download | dexon-sol-tools-c3afc13dd660348e99b727c2dd01930eec8d99c3.tar.gz dexon-sol-tools-c3afc13dd660348e99b727c2dd01930eec8d99c3.tar.zst dexon-sol-tools-c3afc13dd660348e99b727c2dd01930eec8d99c3.zip |
Upgrade bignumber.js version
Diffstat (limited to 'packages/asset-buyer/src/utils')
3 files changed, 21 insertions, 24 deletions
diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts index fcded6ab1..9205678e7 100644 --- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts +++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts @@ -22,7 +22,7 @@ export const buyQuoteCalculator = { const remainingFillableMakerAssetAmounts = ordersAndFillableAmounts.remainingFillableMakerAssetAmounts; const feeOrders = feeOrdersAndFillableAmounts.orders; const remainingFillableFeeAmounts = feeOrdersAndFillableAmounts.remainingFillableMakerAssetAmounts; - const slippageBufferAmount = assetBuyAmount.mul(slippagePercentage).round(); + const slippageBufferAmount = assetBuyAmount.multipliedBy(slippagePercentage).integerValue(); // find the orders that cover the desired assetBuyAmount (with slippage) const { resultOrders, @@ -43,7 +43,7 @@ export const buyQuoteCalculator = { const multiplierNeededWithSlippage = new BigNumber(1).plus(slippagePercentage); // Given amountAvailableToFillConsideringSlippage * multiplierNeededWithSlippage = amountAbleToFill // We divide amountUnableToFill by multiplierNeededWithSlippage to determine amountAvailableToFillConsideringSlippage - const amountAvailableToFillConsideringSlippage = amountAbleToFill.div(multiplierNeededWithSlippage).floor(); + const amountAvailableToFillConsideringSlippage = amountAbleToFill.div(multiplierNeededWithSlippage).integerValue(BigNumber.ROUND_FLOOR); throw new InsufficientAssetLiquidityError(amountAvailableToFillConsideringSlippage); } @@ -131,7 +131,7 @@ function calculateQuoteInfo( zrxEthAmount = findEthAmountNeededToBuyZrx(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset); } // eth amount needed to buy the affiliate fee - const affiliateFeeEthAmount = assetEthAmount.mul(feePercentage).ceil(); + const affiliateFeeEthAmount = assetEthAmount.multipliedBy(feePercentage).integerValue(BigNumber.ROUND_CEIL); // eth amount needed for fees is the sum of affiliate fee and zrx fee const feeEthAmount = affiliateFeeEthAmount.plus(zrxEthAmount); // eth amount needed in total is the sum of the amount needed for the asset and the amount needed for fees @@ -168,9 +168,9 @@ function findEthAmountNeededToBuyZrx( order, makerFillAmount, ); - const extraFeeAmount = remainingFillableMakerAssetAmount.greaterThanOrEqualTo(adjustedMakerFillAmount) + const extraFeeAmount = remainingFillableMakerAssetAmount.isGreaterThanOrEqualTo(adjustedMakerFillAmount) ? constants.ZERO_AMOUNT - : adjustedMakerFillAmount.sub(makerFillAmount); + : adjustedMakerFillAmount.minus(makerFillAmount); return { totalEthAmount: totalEthAmount.plus(takerFillAmount), remainingZrxBuyAmount: BigNumber.max( diff --git a/packages/asset-buyer/src/utils/order_provider_response_processor.ts b/packages/asset-buyer/src/utils/order_provider_response_processor.ts index 4244d196c..f08cd6150 100644 --- a/packages/asset-buyer/src/utils/order_provider_response_processor.ts +++ b/packages/asset-buyer/src/utils/order_provider_response_processor.ts @@ -109,11 +109,8 @@ function getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain( return accOrders; } // if the order IS fillable, add the order and calculate the remaining fillable amount - const transferrableAssetAmount = BigNumber.min([traderInfo.makerAllowance, traderInfo.makerBalance]); - const transferrableFeeAssetAmount = BigNumber.min([ - traderInfo.makerZrxAllowance, - traderInfo.makerZrxBalance, - ]); + const transferrableAssetAmount = BigNumber.min(traderInfo.makerAllowance, traderInfo.makerBalance); + const transferrableFeeAssetAmount = BigNumber.min(traderInfo.makerZrxAllowance, traderInfo.makerZrxBalance); const remainingTakerAssetAmount = order.takerAssetAmount.minus(orderInfo.orderTakerAssetFilledAmount); const remainingMakerAssetAmount = orderUtils.getRemainingMakerAmount(order, remainingTakerAssetAmount); const remainingFillableCalculator = new RemainingFillableCalculator( diff --git a/packages/asset-buyer/src/utils/order_utils.ts b/packages/asset-buyer/src/utils/order_utils.ts index 1cc2cf95f..3ea3cafd3 100644 --- a/packages/asset-buyer/src/utils/order_utils.ts +++ b/packages/asset-buyer/src/utils/order_utils.ts @@ -9,8 +9,8 @@ export const orderUtils = { }, willOrderExpire(order: SignedOrder, secondsFromNow: number): boolean { const millisecondsInSecond = 1000; - const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).round(); - return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec.plus(secondsFromNow)); + const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).integerValue(); + return order.expirationTimeSeconds.isLessThan(currentUnixTimestampSec.plus(secondsFromNow)); }, isOpenOrder(order: SignedOrder): boolean { return order.takerAddress === constants.NULL_ADDRESS; @@ -20,43 +20,43 @@ export const orderUtils = { const remainingMakerAmount = remainingTakerAmount .times(order.makerAssetAmount) .div(order.takerAssetAmount) - .floor(); + .integerValue(BigNumber.ROUND_FLOOR); return remainingMakerAmount; }, // given a desired amount of makerAsset, calculate how much takerAsset is required to fill that amount getTakerFillAmount(order: SignedOrder, makerFillAmount: BigNumber): BigNumber { // Round up because exchange rate favors Maker const takerFillAmount = makerFillAmount - .mul(order.takerAssetAmount) + .multipliedBy(order.takerAssetAmount) .div(order.makerAssetAmount) - .ceil(); + .integerValue(BigNumber.ROUND_CEIL); return takerFillAmount; }, // given a desired amount of takerAsset to fill, calculate how much fee is required by the taker to fill that amount getTakerFeeAmount(order: SignedOrder, takerFillAmount: BigNumber): BigNumber { // Round down because Taker fee rate favors Taker const takerFeeAmount = takerFillAmount - .mul(order.takerFee) + .multipliedBy(order.takerFee) .div(order.takerAssetAmount) - .floor(); + .integerValue(BigNumber.ROUND_FLOOR); return takerFeeAmount; }, // given a desired amount of takerAsset to fill, calculate how much makerAsset will be filled getMakerFillAmount(order: SignedOrder, takerFillAmount: BigNumber): BigNumber { // Round down because exchange rate favors Maker const makerFillAmount = takerFillAmount - .mul(order.makerAssetAmount) + .multipliedBy(order.makerAssetAmount) .div(order.takerAssetAmount) - .floor(); + .integerValue(BigNumber.ROUND_FLOOR); return makerFillAmount; }, // given a desired amount of makerAsset, calculate how much fee is required by the maker to fill that amount getMakerFeeAmount(order: SignedOrder, makerFillAmount: BigNumber): BigNumber { // Round down because Maker fee rate favors Maker const makerFeeAmount = makerFillAmount - .mul(order.makerFee) + .multipliedBy(order.makerFee) .div(order.makerAssetAmount) - .floor(); + .integerValue(BigNumber.ROUND_FLOOR); return makerFeeAmount; }, // given a desired amount of ZRX from a fee order, calculate how much takerAsset is required to fill that amount @@ -64,9 +64,9 @@ export const orderUtils = { getTakerFillAmountForFeeOrder(order: SignedOrder, makerFillAmount: BigNumber): [BigNumber, BigNumber] { // For each unit of TakerAsset we buy (MakerAsset - TakerFee) const adjustedTakerFillAmount = makerFillAmount - .mul(order.takerAssetAmount) - .div(order.makerAssetAmount.sub(order.takerFee)) - .ceil(); + .multipliedBy(order.takerAssetAmount) + .div(order.makerAssetAmount.minus(order.takerFee)) + .integerValue(BigNumber.ROUND_CEIL); // The amount that we buy will be greater than makerFillAmount, since we buy some amount for fees. const adjustedMakerFillAmount = orderUtils.getMakerFillAmount(order, adjustedTakerFillAmount); return [adjustedTakerFillAmount, adjustedMakerFillAmount]; |