crowetic/protocol
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

@0x:contracts-exchange-libs Added protocol fees to LibFillResults

Browse Source 
* This commit also squashed some bugs in the reference functions.
Thankfully, combinatorial testing had our back!
This commit is contained in:
Alex Towle
2019-08-22 10:36:40 -07:00
parent bf3751fd9e
commit 3a4e72bb08
2 changed files with 37 additions and 69 deletions
Download Patch File Download Diff File Expand all files Collapse all files

95
contracts/exchange-libs/test/lib_fill_results.ts
View File

@@ -93,9 +93,6 @@ blockchainTests('LibFillResults', env => {
return ReferenceFunctions.calculateFillResults(
makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount),
takerAssetFilledAmount,
// We have to pick a gasprice and a protocolFeeMultiplier for these combinatorial tests because otherwise the stack size limit will be exceeded.
new BigNumber(150000),
new BigNumber(1),
);
}
@@ -106,15 +103,7 @@ blockchainTests('LibFillResults', env => {
otherAmount: BigNumber,
): Promise<FillResults> {
const order = makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount);
return libsContract.calculateFillResults.callAsync(
order,
takerAssetFilledAmount,
// We have to pick a gasprice and a protocolFeeMultiplier for these combinatorial tests because otherwise the stack size limit will be exceeded.
new BigNumber(150000),
{
gasPrice: new BigNumber(1),
},
);
return libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount);
}
testCombinatoriallyWithReferenceFunc(
@@ -139,20 +128,8 @@ blockchainTests('LibFillResults', env => {
takerFee: ONE_ETHER.times(0.0025),
});
const takerAssetFilledAmount = ONE_ETHER.dividedToIntegerBy(3);
const expected = ReferenceFunctions.calculateFillResults(
order,
takerAssetFilledAmount,
new BigNumber(1500000),
new BigNumber(1000000),
);
const actual = await libsContract.calculateFillResults.callAsync(
order,
takerAssetFilledAmount,
new BigNumber(1500000),
{
gasPrice: new BigNumber(1000000),
},
);
const expected = ReferenceFunctions.calculateFillResults(order, takerAssetFilledAmount);
const actual = await libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount);
expect(actual).to.deep.eq(expected);
});
@@ -168,9 +145,9 @@ blockchainTests('LibFillResults', env => {
takerAssetFilledAmount,
order.makerAssetAmount,
);
return expect(
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
).to.revertWith(expectedError);
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
expectedError,
);
});
it('reverts if computing `fillResults.makerFeePaid` overflows', async () => {
@@ -191,9 +168,9 @@ blockchainTests('LibFillResults', env => {
makerAssetFilledAmount,
order.makerFee,
);
return expect(
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
).to.revertWith(expectedError);
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
expectedError,
);
});
it('reverts if computing `fillResults.takerFeePaid` overflows', async () => {
@@ -209,9 +186,9 @@ blockchainTests('LibFillResults', env => {
takerAssetFilledAmount,
order.takerFee,
);
return expect(
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
).to.revertWith(expectedError);
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
expectedError,
);
});
it('reverts if `order.makerAssetAmount` is 0', async () => {
@@ -221,9 +198,9 @@ blockchainTests('LibFillResults', env => {
});
const takerAssetFilledAmount = ONE_ETHER;
const expectedError = new LibMathRevertErrors.DivisionByZeroError();
return expect(
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
).to.revertWith(expectedError);
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
expectedError,
);
});
it('reverts if `order.takerAssetAmount` is 0', async () => {
@@ -233,9 +210,9 @@ blockchainTests('LibFillResults', env => {
});
const takerAssetFilledAmount = ONE_ETHER;
const expectedError = new LibMathRevertErrors.DivisionByZeroError();
return expect(
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
).to.revertWith(expectedError);
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
expectedError,
);
});
it('reverts if there is a rounding error computing `makerAsssetFilledAmount`', async () => {
@@ -249,9 +226,9 @@ blockchainTests('LibFillResults', env => {
order.takerAssetAmount,
order.makerAssetAmount,
);
return expect(
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
).to.revertWith(expectedError);
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
expectedError,
);
});
it('reverts if there is a rounding error computing `makerFeePaid`', async () => {
@@ -271,9 +248,9 @@ blockchainTests('LibFillResults', env => {
order.makerAssetAmount,
order.makerFee,
);
return expect(
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
).to.revertWith(expectedError);
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
expectedError,
);
});
it('reverts if there is a rounding error computing `takerFeePaid`', async () => {
@@ -293,9 +270,9 @@ blockchainTests('LibFillResults', env => {
order.makerAssetAmount,
order.takerFee,
);
return expect(
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
).to.revertWith(expectedError);
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
expectedError,
);
});
it('reverts if there is an overflow when computing `protocolFeePaid`', async () => {
@@ -314,11 +291,9 @@ blockchainTests('LibFillResults', env => {
gasPrice,
protocolFeeMultiplier,
);
return expect(
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, protocolFeeMultiplier, {
gasPrice,
}),
).to.revertWith(expectedError);
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
expectedError,
);
});
});
});
@@ -427,14 +402,14 @@ blockchainTests('LibFillResults', env => {
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(150000, 0),
protocolFeePaid: constants.ZERO_AMOUNT,
},
right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(150000, 0),
protocolFeePaid: constants.ZERO_AMOUNT,
},
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18),
profitInRightMakerAsset: constants.ZERO_AMOUNT,
@@ -470,9 +445,8 @@ blockchainTests('LibFillResults', env => {
rightOrder,
leftOrderTakerAssetFilledAmount,
rightOrderTakerAssetFilledAmount,
protocolFeeMultiplier,
false,
{ from, gasPrice },
{ from },
);
expect(actualMatchedFillResults).to.be.deep.eq(expectedMatchedFillResults);
}
@@ -1142,9 +1116,8 @@ blockchainTests('LibFillResults', env => {
rightOrder,
leftOrderTakerAssetFilledAmount,
rightOrderTakerAssetFilledAmount,
protocolFeeMultiplier,
true,
{ from, gasPrice },
{ from },
);
expect(actualMatchedFillResults).to.be.deep.eq(expectedMatchedFillResults);
}