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import { schemas } from '@0x/json-schemas';
import { Order } from '@0x/types';
import { BigNumber } from '@0x/utils';
import { assert } from './assert';
import { constants } from './constants';
export const rateUtils = {
/**
* Takes an order and calculates the fee adjusted rate (takerAsset/makerAsset) by calculating how much takerAsset
* is required to cover the fees (feeRate * takerFee), adding the takerAssetAmount and dividing by makerAssetAmount
* @param order An object that conforms to the order interface
* @param feeRate The market rate of ZRX denominated in takerAssetAmount
* (ex. feeRate is 0.1 takerAsset/ZRX if it takes 1 unit of takerAsset to buy 10 ZRX)
* Defaults to 0
* @return The rate (takerAsset/makerAsset) of the order adjusted for fees
*/
getFeeAdjustedRateOfOrder(order: Order, feeRate: BigNumber = constants.ZERO_AMOUNT): BigNumber {
assert.doesConformToSchema('order', order, schemas.orderSchema);
assert.isBigNumber('feeRate', feeRate);
assert.assert(
feeRate.gte(constants.ZERO_AMOUNT),
`Expected feeRate: ${feeRate} to be greater than or equal to 0`,
);
const takerAssetAmountNeededToPayForFees = order.takerFee.multipliedBy(feeRate);
const totalTakerAssetAmount = takerAssetAmountNeededToPayForFees.plus(order.takerAssetAmount);
const rate = totalTakerAssetAmount.div(order.makerAssetAmount);
return rate;
},
/**
* Takes a fee order (makerAssetData corresponds to ZRX and takerAssetData corresponds to WETH) and calculates
* the fee adjusted rate (WETH/ZRX) by dividing the takerAssetAmount by the makerAmount minus the takerFee
* @param feeOrder An object that conforms to the order interface
* @return The rate (WETH/ZRX) of the fee order adjusted for fees
*/
getFeeAdjustedRateOfFeeOrder(feeOrder: Order): BigNumber {
assert.doesConformToSchema('feeOrder', feeOrder, schemas.orderSchema);
const zrxAmountAfterFees = feeOrder.makerAssetAmount.minus(feeOrder.takerFee);
assert.assert(
zrxAmountAfterFees.isGreaterThan(constants.ZERO_AMOUNT),
`Expected takerFee: ${JSON.stringify(feeOrder.takerFee)} to be less than makerAssetAmount: ${JSON.stringify(
feeOrder.makerAssetAmount,
)}`,
);
const rate = feeOrder.takerAssetAmount.div(zrxAmountAfterFees);
return rate;
},
};
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