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Rounding for fees in match orders addressed, plus example

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This commit is contained in:
Greg Hysen
2018-08-20 17:00:08 -07:00
parent 0ecdf1e213
commit a32b201afe
2 changed files with 83 additions and 9 deletions
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8
packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol vendored
View File

@@ -214,8 +214,8 @@ contract MixinMatchOrders is
// Compute fees for left order
matchedFillResults.left.makerFeePaid = getPartialAmount(
matchedFillResults.left.takerAssetFilledAmount,
leftOrder.takerAssetAmount,
matchedFillResults.left.makerAssetFilledAmount,
leftOrder.makerAssetAmount,
leftOrder.makerFee
);
matchedFillResults.left.takerFeePaid = getPartialAmount(
@@ -226,8 +226,8 @@ contract MixinMatchOrders is
// Compute fees for right order
matchedFillResults.right.makerFeePaid = getPartialAmount(
matchedFillResults.right.takerAssetFilledAmount,
rightOrder.takerAssetAmount,
matchedFillResults.right.makerAssetFilledAmount,
rightOrder.makerAssetAmount,
rightOrder.makerFee
);
matchedFillResults.right.takerFeePaid = getPartialAmount(

84
packages/contracts/test/utils/match_order_tester.ts
View File

@@ -139,7 +139,78 @@ export class MatchOrderTester {
newERC721TokenIdsByOwner,
);
// Compute actual transfer amounts
let actualTransferAmounts = <TransferAmounts>{};
const makerAssetProxyIdLeft = assetDataUtils.decodeAssetProxyId(signedOrderLeft.makerAssetData);
if (makerAssetProxyIdLeft === AssetProxyId.ERC20) {
const erc20AssetData = assetDataUtils.decodeERC20AssetData(signedOrderLeft.makerAssetData);
const makerAssetAddressLeft = erc20AssetData.tokenAddress;
actualTransferAmounts.amountSoldByLeftMaker = erc20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft].sub(newERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft]);
actualTransferAmounts.amountBoughtByRightMaker = newERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft].sub(erc20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft]);
actualTransferAmounts.amountReceivedByRightMaker = actualTransferAmounts.amountBoughtByRightMaker;
actualTransferAmounts.amountReceivedByTaker = newERC20BalancesByOwner[takerAddress][makerAssetAddressLeft].sub(erc20BalancesByOwner[takerAddress][makerAssetAddressLeft]);
} else if(makerAssetProxyIdLeft === AssetProxyId.ERC721) {
}
const makerAssetProxyIdRight = assetDataUtils.decodeAssetProxyId(signedOrderRight.makerAssetData);
if (makerAssetProxyIdRight === AssetProxyId.ERC20) {
const erc20AssetData = assetDataUtils.decodeERC20AssetData(signedOrderRight.makerAssetData);
const makerAssetAddressRight = erc20AssetData.tokenAddress;
actualTransferAmounts.amountSoldByRightMaker = erc20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressRight].sub(newERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressRight]);
actualTransferAmounts.amountBoughtByLeftMaker = newERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight].sub(erc20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight]);
actualTransferAmounts.amountReceivedByLeftMaker = actualTransferAmounts.amountBoughtByLeftMaker;
} else if(makerAssetProxyIdRight === AssetProxyId.ERC721) {
}
// Fees
actualTransferAmounts.feePaidByLeftMaker = erc20BalancesByOwner[signedOrderLeft.makerAddress][this._feeTokenAddress].sub(newERC20BalancesByOwner[signedOrderLeft.makerAddress][this._feeTokenAddress]);
actualTransferAmounts.feePaidByRightMaker = erc20BalancesByOwner[signedOrderRight.makerAddress][this._feeTokenAddress].sub(newERC20BalancesByOwner[signedOrderRight.makerAddress][this._feeTokenAddress]);
actualTransferAmounts.totalFeePaidByTaker = erc20BalancesByOwner[takerAddress][this._feeTokenAddress].sub(newERC20BalancesByOwner[takerAddress][this._feeTokenAddress]);
console.log("amountBoughtByLeftMaker");
expect(expectedTransferAmounts.amountBoughtByLeftMaker).to.be.bignumber.equal(actualTransferAmounts.amountBoughtByLeftMaker);
console.log("amountSoldByLeftMaker");
expect(expectedTransferAmounts.amountSoldByLeftMaker).to.be.bignumber.equal(actualTransferAmounts.amountSoldByLeftMaker);
console.log("amountBoughtByRightMaker");
expect(expectedTransferAmounts.amountBoughtByRightMaker).to.be.bignumber.equal(actualTransferAmounts.amountBoughtByRightMaker);
console.log("amountSoldByRightMaker");
expect(expectedTransferAmounts.amountSoldByRightMaker).to.be.bignumber.equal(actualTransferAmounts.amountSoldByRightMaker);
console.log("amountReceivedByTaker");
expect(expectedTransferAmounts.amountReceivedByTaker).to.be.bignumber.equal(actualTransferAmounts.amountReceivedByTaker);
console.log("feePaidByLeftMaker");
expect(expectedTransferAmounts.feePaidByLeftMaker).to.be.bignumber.equal(actualTransferAmounts.feePaidByLeftMaker);
console.log("feePaidByRightMaker");
expect(expectedTransferAmounts.feePaidByRightMaker).to.be.bignumber.equal(actualTransferAmounts.feePaidByRightMaker);
console.log("totalFeePaidByTaker");
expect(expectedTransferAmounts.totalFeePaidByTaker).to.be.bignumber.equal(actualTransferAmounts.totalFeePaidByTaker);
/*
const actualTransferAmounts = {
// Left Maker
amountBoughtByLeftMaker,
amountSoldByLeftMaker,
amountReceivedByLeftMaker,
feePaidByLeftMaker,
// Right Maker
amountBoughtByRightMaker,
amountSoldByRightMaker,
amountReceivedByRightMaker,
feePaidByRightMaker,
// Taker
amountReceivedByTaker,
feePaidByTakerLeft,
feePaidByTakerRight,
totalFeePaidByTaker,
// Fee Recipients
feeReceivedLeft,
feeReceivedRight,
};*/
// This is a catch-all to ensure that no other balances changed
console.log("Catch-all");
expect(didExpectedBalancesMatchRealBalances).to.be.true();
return [newERC20BalancesByOwner, newERC721TokenIdsByOwner];
}
/// @dev Calculates expected transfer amounts between order makers, fee recipients, and
@@ -180,7 +251,7 @@ export class MatchOrderTester {
console.log("Amount bought by left maker = ", JSON.stringify(amountBoughtByLeftMaker));
console.log("Amount sold by left maker = ", JSON.stringify(amountSoldByLeftMaker));
console.log("Amount bought by right maker = ", JSON.stringify(amountBoughtByRightMaker));
console.log("Amount sold by right maker = ", JSON.stringify(amountSoldByRightMaker));
console.log("Amount sold by right maker = ", JSON.stringify(amountSoldByRightMaker));
console.log("Amount received by taker = ", JSON.stringify(amountReceivedByTaker));
//const amountReceivedByLeftMaker = amountSoldByRightMaker;
const feePaidByLeftMaker = signedOrderLeft.makerFee
@@ -189,12 +260,15 @@ export class MatchOrderTester {
const feePaidByRightMaker = signedOrderRight.makerFee
.times(amountSoldByRightMaker)
.dividedToIntegerBy(signedOrderRight.makerAssetAmount);
const feePaidByTakerLeft = signedOrderLeft.takerFee
.times(amountSoldByLeftMaker)
.dividedToIntegerBy(signedOrderLeft.makerAssetAmount);
.times(amountBoughtByLeftMaker)
.dividedToIntegerBy(signedOrderLeft.takerAssetAmount);
const feePaidByTakerRight = signedOrderRight.takerFee
.times(amountSoldByRightMaker)
.dividedToIntegerBy(signedOrderRight.makerAssetAmount);
.times(amountBoughtByRightMaker)
.dividedToIntegerBy(signedOrderRight.takerAssetAmount);
const totalFeePaidByTaker = feePaidByTakerLeft.add(feePaidByTakerRight);
const feeReceivedLeft = feePaidByLeftMaker.add(feePaidByTakerLeft);
const feeReceivedRight = feePaidByRightMaker.add(feePaidByTakerRight);