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Merge pull request #1046 from 0xProject/fix/contracts/roundingFeeTestsMatchOrders

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Test cases for rounding fees in matchOrders
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Greg Hysen 2018-08-30 14:27:01 -07:00 committed by GitHub
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94
packages/contracts/test/exchange/match_orders.ts
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@ -406,6 +406,100 @@ describe('matchOrders', () => {
); );
}); });
it('Should give right maker and right taker a favorable fee price when rounding', async () => {
// Create orders to match
const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({
makerAddress: makerAddressLeft,
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0),
feeRecipientAddress: feeRecipientAddressLeft,
});
const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({
makerAddress: makerAddressRight,
makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress),
takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress),
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(83), 0),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(49), 0),
feeRecipientAddress: feeRecipientAddressRight,
makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0),
});
// Note:
// The maker/taker fee percentage paid on the right order differs because
// they received different sale prices. The right maker pays a
// fee slightly lower than the right taker.
const expectedTransferAmounts = {
// Left Maker
amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0),
amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0),
feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
// Right Maker
amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0),
amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0),
feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2650), 0), // 2650.6 rounded down tro 2650
// Taker
amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0),
feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(2653), 0), // 2653.1 rounded down to 2653
};
// Match signedOrderLeft with signedOrderRight
await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
expectedTransferAmounts,
);
});
it('Should give left maker and left taker a favorable fee price when rounding', async () => {
// Create orders to match
const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({
makerAddress: makerAddressLeft,
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(12), 0),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0),
feeRecipientAddress: feeRecipientAddressLeft,
makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0),
});
const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({
makerAddress: makerAddressRight,
makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress),
takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress),
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0),
feeRecipientAddress: feeRecipientAddressRight,
});
// Note:
// The maker/taker fee percentage paid on the left order differs because
// they received different sale prices. The left maker pays a
// fee slightly lower than the left taker.
const expectedTransferAmounts = {
// Left Maker
amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(11), 0),
amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0),
feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(9166), 0), // 9166.6 rounded down to 9166
// Right Maker
amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0),
amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0),
feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
// Taker
amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0),
feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(9175), 0), // 9175.2 rounded down to 9175
feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
};
// Match signedOrderLeft with signedOrderRight
await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
expectedTransferAmounts,
);
});
it('Should transfer correct amounts when right order fill amount deviates from amount derived by `Exchange.fillOrder`', async () => { it('Should transfer correct amounts when right order fill amount deviates from amount derived by `Exchange.fillOrder`', async () => {
// Create orders to match // Create orders to match
const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({