diff options
Diffstat (limited to 'packages/order-utils')
| -rw-r--r-- | packages/order-utils/CHANGELOG.json | 9 | ||||
| -rw-r--r-- | packages/order-utils/CHANGELOG.md | 4 | ||||
| -rw-r--r-- | packages/order-utils/package.json | 16 | ||||
| -rw-r--r-- | packages/order-utils/src/market_utils.ts | 39 | ||||
| -rw-r--r-- | packages/order-utils/src/types.ts | 2 |
5 files changed, 48 insertions, 22 deletions
diff --git a/packages/order-utils/CHANGELOG.json b/packages/order-utils/CHANGELOG.json index 5bf538c1f..d6742df2e 100644 --- a/packages/order-utils/CHANGELOG.json +++ b/packages/order-utils/CHANGELOG.json @@ -1,5 +1,14 @@ [ { + "timestamp": 1537875740, + "version": "1.0.4", + "changes": [ + { + "note": "Dependencies updated" + } + ] + }, + { "timestamp": 1537541580, "version": "1.0.3", "changes": [ diff --git a/packages/order-utils/CHANGELOG.md b/packages/order-utils/CHANGELOG.md index e35867fa6..67e5a54a6 100644 --- a/packages/order-utils/CHANGELOG.md +++ b/packages/order-utils/CHANGELOG.md @@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only. CHANGELOG +## v1.0.4 - _September 25, 2018_ + + * Dependencies updated + ## v1.0.3 - _September 21, 2018_ * Dependencies updated diff --git a/packages/order-utils/package.json b/packages/order-utils/package.json index c9620bffa..167d32608 100644 --- a/packages/order-utils/package.json +++ b/packages/order-utils/package.json @@ -1,6 +1,6 @@ { "name": "@0xproject/order-utils", - "version": "1.0.3", + "version": "1.0.4", "engines": { "node": ">=6.12" }, @@ -38,7 +38,7 @@ }, "homepage": "https://github.com/0xProject/0x-monorepo/packages/order-utils/README.md", "devDependencies": { - "@0xproject/dev-utils": "^1.0.8", + "@0xproject/dev-utils": "^1.0.9", "@0xproject/tslint-config": "^1.0.7", "@types/bn.js": "^4.11.0", "@types/lodash": "4.14.104", @@ -57,13 +57,13 @@ "typescript": "3.0.1" }, "dependencies": { - "@0xproject/assert": "^1.0.9", - "@0xproject/base-contract": "^2.0.3", - "@0xproject/json-schemas": "^1.0.2", - "@0xproject/types": "^1.0.2", + "@0xproject/assert": "^1.0.10", + "@0xproject/base-contract": "^2.0.4", + "@0xproject/json-schemas": "^1.0.3", + "@0xproject/types": "^1.1.0", "@0xproject/typescript-typings": "^2.0.1", - "@0xproject/utils": "^1.0.9", - "@0xproject/web3-wrapper": "^2.0.3", + "@0xproject/utils": "^1.0.10", + "@0xproject/web3-wrapper": "^3.0.0", "@types/node": "*", "bn.js": "^4.11.8", "ethereum-types": "^1.0.7", diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts index 4a664cb14..ed6af7d85 100644 --- a/packages/order-utils/src/market_utils.ts +++ b/packages/order-utils/src/market_utils.ts @@ -51,17 +51,23 @@ export const marketUtils = { // iterate through the orders input from left to right until we have enough makerAsset to fill totalFillAmount const result = _.reduce( orders, - ({ resultOrders, remainingFillAmount }, order, index) => { + ({ resultOrders, remainingFillAmount, ordersRemainingFillableMakerAssetAmounts }, order, index) => { if (remainingFillAmount.lessThanOrEqualTo(constants.ZERO_AMOUNT)) { - return { resultOrders, remainingFillAmount: constants.ZERO_AMOUNT }; + return { + resultOrders, + remainingFillAmount: constants.ZERO_AMOUNT, + ordersRemainingFillableMakerAssetAmounts, + }; } else { const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index]; + const shouldIncludeOrder = makerAssetAmountAvailable.gt(constants.ZERO_AMOUNT); // if there is no makerAssetAmountAvailable do not append order to resultOrders // if we have exceeded the total amount we want to fill set remainingFillAmount to 0 return { - resultOrders: makerAssetAmountAvailable.gt(constants.ZERO_AMOUNT) - ? _.concat(resultOrders, order) - : resultOrders, + resultOrders: shouldIncludeOrder ? _.concat(resultOrders, order) : resultOrders, + ordersRemainingFillableMakerAssetAmounts: shouldIncludeOrder + ? _.concat(ordersRemainingFillableMakerAssetAmounts, makerAssetAmountAvailable) + : ordersRemainingFillableMakerAssetAmounts, remainingFillAmount: BigNumber.max( constants.ZERO_AMOUNT, remainingFillAmount.minus(makerAssetAmountAvailable), @@ -69,7 +75,11 @@ export const marketUtils = { }; } }, - { resultOrders: [] as T[], remainingFillAmount: totalFillAmount }, + { + resultOrders: [] as T[], + remainingFillAmount: totalFillAmount, + ordersRemainingFillableMakerAssetAmounts: [] as BigNumber[], + }, ); return result; }, @@ -133,17 +143,18 @@ export const marketUtils = { }, constants.ZERO_AMOUNT, ); - const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( - feeOrders, - totalFeeAmount, - { - remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts, - slippageBufferAmount, - }, - ); + const { + resultOrders, + remainingFillAmount, + ordersRemainingFillableMakerAssetAmounts, + } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(feeOrders, totalFeeAmount, { + remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts, + slippageBufferAmount, + }); return { resultFeeOrders: resultOrders, remainingFeeAmount: remainingFillAmount, + feeOrdersRemainingFillableMakerAssetAmounts: ordersRemainingFillableMakerAssetAmounts, }; // TODO: add more orders here to cover rounding // https://github.com/0xProject/0x-protocol-specification/blob/master/v2/forwarding-contract-specification.md#over-buying-zrx diff --git a/packages/order-utils/src/types.ts b/packages/order-utils/src/types.ts index 09292e557..a843efaa4 100644 --- a/packages/order-utils/src/types.ts +++ b/packages/order-utils/src/types.ts @@ -72,10 +72,12 @@ export interface FindFeeOrdersThatCoverFeesForTargetOrdersOpts { export interface FeeOrdersAndRemainingFeeAmount<T> { resultFeeOrders: T[]; + feeOrdersRemainingFillableMakerAssetAmounts: BigNumber[]; remainingFeeAmount: BigNumber; } export interface OrdersAndRemainingFillAmount<T> { resultOrders: T[]; + ordersRemainingFillableMakerAssetAmounts: BigNumber[]; remainingFillAmount: BigNumber; } |