Merge pull request #2043 from jalextowle/feature/contracts/3.0/order-matching-unit-tests
MatchOrders Unit Tests
This commit is contained in:
James Towle
GitHub
commit
434d027133
@ -473,6 +473,116 @@ contract MixinMatchOrders is
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);
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}
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/// @dev Settles matched order by transferring appropriate funds between order makers, taker, and fee recipient.
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/// @param leftOrderHash First matched order hash.
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/// @param rightOrderHash Second matched order hash.
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/// @param leftOrder First matched order.
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/// @param rightOrder Second matched order.
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/// @param takerAddress Address that matched the orders. The taker receives the spread between orders as profit.
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/// @param matchedFillResults Struct holding amounts to transfer between makers, taker, and fee recipients.
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function _settleMatchedOrders(
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bytes32 leftOrderHash,
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bytes32 rightOrderHash,
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LibOrder.Order memory leftOrder,
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LibOrder.Order memory rightOrder,
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address takerAddress,
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LibFillResults.MatchedFillResults memory matchedFillResults
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)
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internal
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{
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address leftFeeRecipientAddress = leftOrder.feeRecipientAddress;
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address rightFeeRecipientAddress = rightOrder.feeRecipientAddress;
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// Right maker asset -> left maker
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_dispatchTransferFrom(
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rightOrderHash,
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rightOrder.makerAssetData,
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rightOrder.makerAddress,
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leftOrder.makerAddress,
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matchedFillResults.left.takerAssetFilledAmount
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);
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// Left maker asset -> right maker
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_dispatchTransferFrom(
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leftOrderHash,
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leftOrder.makerAssetData,
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leftOrder.makerAddress,
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rightOrder.makerAddress,
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matchedFillResults.right.takerAssetFilledAmount
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);
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// Right maker fee -> right fee recipient
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_dispatchTransferFrom(
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rightOrderHash,
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rightOrder.makerFeeAssetData,
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rightOrder.makerAddress,
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rightFeeRecipientAddress,
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matchedFillResults.right.makerFeePaid
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);
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// Left maker fee -> left fee recipient
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_dispatchTransferFrom(
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leftOrderHash,
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leftOrder.makerFeeAssetData,
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leftOrder.makerAddress,
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leftFeeRecipientAddress,
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matchedFillResults.left.makerFeePaid
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);
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// Settle taker profits.
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_dispatchTransferFrom(
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leftOrderHash,
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leftOrder.makerAssetData,
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leftOrder.makerAddress,
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takerAddress,
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matchedFillResults.profitInLeftMakerAsset
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);
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_dispatchTransferFrom(
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rightOrderHash,
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rightOrder.makerAssetData,
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rightOrder.makerAddress,
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takerAddress,
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matchedFillResults.profitInRightMakerAsset
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);
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// Settle taker fees.
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if (
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leftFeeRecipientAddress == rightFeeRecipientAddress &&
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leftOrder.takerFeeAssetData.equals(rightOrder.takerFeeAssetData)
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) {
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// Fee recipients and taker fee assets are identical, so we can
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// transfer them in one go.
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_dispatchTransferFrom(
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leftOrderHash,
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leftOrder.takerFeeAssetData,
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takerAddress,
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leftFeeRecipientAddress,
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_safeAdd(
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matchedFillResults.left.takerFeePaid,
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matchedFillResults.right.takerFeePaid
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)
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);
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} else {
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// Right taker fee -> right fee recipient
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_dispatchTransferFrom(
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rightOrderHash,
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rightOrder.takerFeeAssetData,
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takerAddress,
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rightFeeRecipientAddress,
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matchedFillResults.right.takerFeePaid
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);
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// Left taker fee -> left fee recipient
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_dispatchTransferFrom(
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leftOrderHash,
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leftOrder.takerFeeAssetData,
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takerAddress,
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leftFeeRecipientAddress,
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matchedFillResults.left.takerFeePaid
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);
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}
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}
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/// @dev Match complementary orders that have a profitable spread.
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/// Each order is filled at their respective price point, and
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/// the matcher receives a profit denominated in the left maker asset.
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@ -708,115 +818,4 @@ contract MixinMatchOrders is
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return matchedFillResults;
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}
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/// @dev Settles matched order by transferring appropriate funds between order makers, taker, and fee recipient.
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/// @param leftOrderHash First matched order hash.
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/// @param rightOrderHash Second matched order hash.
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/// @param leftOrder First matched order.
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/// @param rightOrder Second matched order.
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/// @param takerAddress Address that matched the orders. The taker receives the spread between orders as profit.
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/// @param matchedFillResults Struct holding amounts to transfer between makers, taker, and fee recipients.
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function _settleMatchedOrders(
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bytes32 leftOrderHash,
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bytes32 rightOrderHash,
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LibOrder.Order memory leftOrder,
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LibOrder.Order memory rightOrder,
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address takerAddress,
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LibFillResults.MatchedFillResults memory matchedFillResults
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)
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private
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{
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address leftFeeRecipientAddress = leftOrder.feeRecipientAddress;
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address rightFeeRecipientAddress = rightOrder.feeRecipientAddress;
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// Right maker asset -> left maker
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_dispatchTransferFrom(
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rightOrderHash,
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rightOrder.makerAssetData,
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rightOrder.makerAddress,
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leftOrder.makerAddress,
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matchedFillResults.left.takerAssetFilledAmount
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);
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// Left maker asset -> right maker
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_dispatchTransferFrom(
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leftOrderHash,
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leftOrder.makerAssetData,
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leftOrder.makerAddress,
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rightOrder.makerAddress,
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matchedFillResults.right.takerAssetFilledAmount
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);
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// Right maker fee -> right fee recipient
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_dispatchTransferFrom(
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rightOrderHash,
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rightOrder.makerFeeAssetData,
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rightOrder.makerAddress,
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rightFeeRecipientAddress,
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matchedFillResults.right.makerFeePaid
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);
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// Left maker fee -> left fee recipient
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_dispatchTransferFrom(
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leftOrderHash,
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leftOrder.makerFeeAssetData,
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leftOrder.makerAddress,
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leftFeeRecipientAddress,
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matchedFillResults.left.makerFeePaid
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);
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// Settle taker profits.
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_dispatchTransferFrom(
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leftOrderHash,
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leftOrder.makerAssetData,
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leftOrder.makerAddress,
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takerAddress,
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matchedFillResults.profitInLeftMakerAsset
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);
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_dispatchTransferFrom(
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rightOrderHash,
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rightOrder.makerAssetData,
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rightOrder.makerAddress,
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takerAddress,
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matchedFillResults.profitInRightMakerAsset
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);
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// Settle taker fees.
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if (
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leftFeeRecipientAddress == rightFeeRecipientAddress &&
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leftOrder.takerFeeAssetData.equals(rightOrder.takerFeeAssetData)
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) {
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// Fee recipients and taker fee assets are identical, so we can
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// transfer them in one go.
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_dispatchTransferFrom(
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leftOrderHash,
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leftOrder.takerFeeAssetData,
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takerAddress,
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leftFeeRecipientAddress,
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_safeAdd(
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matchedFillResults.left.takerFeePaid,
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matchedFillResults.right.takerFeePaid
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)
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);
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} else {
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// Right taker fee -> right fee recipient
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_dispatchTransferFrom(
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rightOrderHash,
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rightOrder.takerFeeAssetData,
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takerAddress,
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rightFeeRecipientAddress,
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matchedFillResults.right.takerFeePaid
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);
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// Left taker fee -> left fee recipient
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_dispatchTransferFrom(
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leftOrderHash,
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leftOrder.takerFeeAssetData,
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takerAddress,
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leftFeeRecipientAddress,
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matchedFillResults.left.takerFeePaid
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);
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}
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}
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}
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@ -39,6 +39,16 @@ contract TestExchangeInternals is
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Exchange(chainId)
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{}
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function assertValidMatch(
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LibOrder.Order memory leftOrder,
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LibOrder.Order memory rightOrder
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)
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public
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view
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{
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_assertValidMatch(leftOrder, rightOrder);
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}
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function calculateFillResults(
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Order memory order,
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uint256 takerAssetFilledAmount
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@ -50,6 +60,43 @@ contract TestExchangeInternals is
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return _calculateFillResults(order, takerAssetFilledAmount);
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}
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function calculateCompleteFillBoth(
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uint256 leftMakerAssetAmountRemaining,
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uint256 leftTakerAssetAmountRemaining,
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uint256 rightMakerAssetAmountRemaining,
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uint256 rightTakerAssetAmountRemaining
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)
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public
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pure
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returns (MatchedFillResults memory fillResults)
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{
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_calculateCompleteFillBoth(
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fillResults,
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leftMakerAssetAmountRemaining,
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leftTakerAssetAmountRemaining,
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rightMakerAssetAmountRemaining,
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rightTakerAssetAmountRemaining
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);
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return fillResults;
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}
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function calculateCompleteRightFill(
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LibOrder.Order memory leftOrder,
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uint256 rightMakerAssetAmountRemaining,
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uint256 rightTakerAssetAmountRemaining
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)
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public
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pure
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returns (MatchedFillResults memory fillResults)
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{
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_calculateCompleteRightFill(
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fillResults,
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leftOrder,
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rightMakerAssetAmountRemaining,
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rightTakerAssetAmountRemaining
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);
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}
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/// @dev Call `_updateFilledState()` but first set `filled[order]` to
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/// `orderTakerAssetFilledAmount`.
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function testUpdateFilledState(
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@ -82,6 +129,26 @@ contract TestExchangeInternals is
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_settleOrder(orderHash, order, takerAddress, fillResults);
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}
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function settleMatchOrders(
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bytes32 leftOrderHash,
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bytes32 rightOrderHash,
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LibOrder.Order memory leftOrder,
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LibOrder.Order memory rightOrder,
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address takerAddress,
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LibFillResults.MatchedFillResults memory matchedFillResults
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)
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public
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{
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_settleMatchedOrders(
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leftOrderHash,
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rightOrderHash,
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leftOrder,
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rightOrder,
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takerAddress,
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matchedFillResults
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);
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}
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/// @dev Overidden to only log arguments so we can test `_settleOrder()`.
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function _dispatchTransferFrom(
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bytes32 orderHash,
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@ -34,8 +34,8 @@
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"lint-contracts": "solhint -c ../.solhint.json contracts/**/**/**/**/*.sol"
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},
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"config": {
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"abis": "./generated-artifacts/@(Exchange|ExchangeWrapper|IAssetProxyDispatcher|IEIP1271Wallet|IExchange|IExchangeCore|IMatchOrders|ISignatureValidator|ITransactions|IWallet|IWrapperFunctions|IsolatedExchange|ReentrancyTester|TestAssetProxyDispatcher|TestExchangeInternals|TestLibExchangeRichErrorDecoder|TestSignatureValidator|TestValidatorWallet|TestWrapperFunctions|Whitelist).json",
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"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually."
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"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
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"abis": "./generated-artifacts/@(Exchange|ExchangeWrapper|IAssetProxyDispatcher|IEIP1271Wallet|IExchange|IExchangeCore|IMatchOrders|ISignatureValidator|ITransactions|IWallet|IWrapperFunctions|IsolatedExchange|ReentrancyTester|TestAssetProxyDispatcher|TestExchangeInternals|TestLibExchangeRichErrorDecoder|TestSignatureValidator|TestValidatorWallet|TestWrapperFunctions|Whitelist).json"
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},
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"repository": {
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"type": "git",
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@ -271,7 +271,7 @@ describe('AssetProxyDispatcher', () => {
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return expect(tx).to.revertWith(expectedError);
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});
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it('should should revert with the correct error when assetData length < 4 bytes', async () => {
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it('should revert with the correct error when assetData length < 4 bytes', async () => {
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await assetProxyDispatcher.registerAssetProxy.awaitTransactionSuccessAsync(erc20Proxy.address, {
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from: owner,
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});
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File diff suppressed because it is too large
Load Diff
@ -1336,7 +1336,7 @@ describe('matchOrders', () => {
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});
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});
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describe('matchOrdersWithMaximalFill', () => {
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it('Should transfer correct amounts when right order is fully filled and values pass isRoundingErrorCeil but fail isRoundingErrorFloor', async () => {
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it('should transfer correct amounts when right order is fully filled and values pass isRoundingErrorCeil but fail isRoundingErrorFloor', async () => {
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// Create orders to match
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const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({
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makerAddress: makerAddressLeft,
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