1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
|
import { schemas } from '@0xproject/json-schemas';
import { SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { assert } from './assert';
import { constants } from './constants';
export const rateUtils = {
/**
* Takes a signed 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 signedOrder An object that conforms to the signedOrder 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(signedOrder: SignedOrder, feeRate: BigNumber = constants.ZERO_AMOUNT): BigNumber {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
assert.isBigNumber('feeRate', feeRate);
assert.assert(
feeRate.gte(constants.ZERO_AMOUNT),
`Expected feeRate: ${feeRate} to be greater than or equal to 0`,
);
const takerAssetAmountNeededToPayForFees = signedOrder.takerFee.mul(feeRate);
const totalTakerAssetAmount = takerAssetAmountNeededToPayForFees.plus(signedOrder.takerAssetAmount);
const rate = totalTakerAssetAmount.div(signedOrder.makerAssetAmount);
return rate;
},
/**
* Takes a signed 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 signedFeeOrder An object that conforms to the signedOrder interface
* @return The rate (WETH/ZRX) of the fee order adjusted for fees
*/
getFeeAdjustedRateOfFeeOrder(signedFeeOrder: SignedOrder): BigNumber {
assert.doesConformToSchema('signedFeeOrder', signedFeeOrder, schemas.signedOrderSchema);
const zrxAmountAfterFees = signedFeeOrder.makerAssetAmount.sub(signedFeeOrder.takerFee);
assert.assert(
zrxAmountAfterFees.greaterThan(constants.ZERO_AMOUNT),
`Expected takerFee: ${JSON.stringify(
signedFeeOrder.takerFee,
)} to be less than makerAssetAmount: ${JSON.stringify(signedFeeOrder.makerAssetAmount)}`,
);
const rate = signedFeeOrder.takerAssetAmount.div(zrxAmountAfterFees);
return rate;
},
};
|
