@0x:contracts-integrations Added tests with protocol fees for batch order matching
This commit is contained in:
Alex Towle
parent
b976101dca
commit
b7d92c3c12
@ -14,7 +14,7 @@ import { MatchOrderTester, MatchTransferAmounts } from '../utils/match_order_tes
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const { isRoundingErrorCeil, isRoundingErrorFloor } = LibReferenceFunctions;
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blockchainTests.resets('matchOrders', env => {
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blockchainTests.resets.only('matchOrders', env => {
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// The fee recipient addresses.
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let feeRecipientLeft: Actor;
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let feeRecipientRight: Actor;
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@ -50,6 +50,7 @@ blockchainTests.resets('matchOrders', env => {
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numErc721TokensToDeploy: 1,
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numErc1155TokensToDeploy: 1,
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});
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makerAssetAddressLeft = deployment.tokens.erc20[0].address;
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makerAssetAddressRight = deployment.tokens.erc20[1].address;
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feeAssetAddress = deployment.tokens.erc20[2].address;
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@ -180,6 +181,26 @@ blockchainTests.resets('matchOrders', env => {
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await env.blockchainLifecycle.revertAsync();
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await env.blockchainLifecycle.startAsync();
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await matchOrderTester.matchOrdersAndAssertEffectsAsync(
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{
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leftOrder: signedOrderLeft,
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rightOrder: signedOrderRight,
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},
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{
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...expectedTransferAmounts,
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leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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rightProtocolFeePaidByTakerInEthAmount: constants.ZERO_AMOUNT,
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leftProtocolFeePaidByTakerInWethAmount: constants.ZERO_AMOUNT,
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rightProtocolFeePaidByTakerInWethAmount: PROTOCOL_FEE,
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},
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matcherAddress || matcher.address,
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PROTOCOL_FEE,
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withMaximalFill,
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);
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await env.blockchainLifecycle.revertAsync();
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await env.blockchainLifecycle.startAsync();
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await matchOrderTester.matchOrdersAndAssertEffectsAsync(
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{
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leftOrder: signedOrderLeft,
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@ -199,7 +220,7 @@ blockchainTests.resets('matchOrders', env => {
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}
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describe('matchOrders', () => {
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it('Should transfer correct amounts when right order is fully filled and values pass isRoundingErrorFloor but fail isRoundingErrorCeil', async () => {
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it('should transfer correct amounts when right order is fully filled and values pass isRoundingErrorFloor but fail isRoundingErrorCeil', async () => {
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// Create orders to match
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const signedOrderLeft = await makerLeft.signOrderAsync({
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makerAssetAmount: toBaseUnitAmount(17, 0),
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@ -253,7 +274,7 @@ blockchainTests.resets('matchOrders', env => {
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);
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});
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it('Should transfer correct amounts when left order is fully filled and values pass isRoundingErrorCeil but fail isRoundingErrorFloor', async () => {
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it('should transfer correct amounts when left 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 makerLeft.signOrderAsync({
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makerAssetAmount: toBaseUnitAmount(15, 0),
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@ -1194,7 +1215,7 @@ blockchainTests.resets('matchOrders', env => {
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);
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});
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it('Should transfer correct amounts when left order is fully filled and values pass isRoundingErrorCeil and isRoundingErrorFloor', async () => {
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it('should transfer correct amounts when left order is fully filled and values pass isRoundingErrorCeil and isRoundingErrorFloor', async () => {
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// Create orders to match
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const signedOrderLeft = await makerLeft.signOrderAsync({
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makerAssetAmount: toBaseUnitAmount(15, 0),
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@ -1250,7 +1271,7 @@ blockchainTests.resets('matchOrders', env => {
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);
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});
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it('Should transfer correct amounts when left order is fully filled', async () => {
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it('should transfer correct amounts when left order is fully filled', async () => {
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await testMatchOrdersAsync(
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{
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makerAssetAmount: toBaseUnitAmount(16, 0),
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@ -1310,7 +1331,7 @@ blockchainTests.resets('matchOrders', env => {
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);
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});
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it('Should give left maker a better sell price when rounding', async () => {
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it('should give left maker a better sell price when rounding', async () => {
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await testMatchOrdersAsync(
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{
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makerAssetAmount: toBaseUnitAmount(12, 0),
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@ -1337,7 +1358,7 @@ blockchainTests.resets('matchOrders', env => {
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);
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});
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it('Should give right maker and right taker a favorable fee price when rounding', async () => {
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it('should give right maker and right taker a favorable fee price when rounding', async () => {
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await testMatchOrdersAsync(
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{
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makerAssetAmount: toBaseUnitAmount(16, 0),
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@ -1367,7 +1388,7 @@ blockchainTests.resets('matchOrders', env => {
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);
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});
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it('Should give left maker and left taker a favorable fee price when rounding', async () => {
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it('should give left maker and left taker a favorable fee price when rounding', async () => {
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await testMatchOrdersAsync(
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{
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makerAssetAmount: toBaseUnitAmount(12, 0),
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@ -1396,7 +1417,7 @@ blockchainTests.resets('matchOrders', env => {
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);
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});
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it('Should give left maker a better sell price when rounding', async () => {
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it('should give left maker a better sell price when rounding', async () => {
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await testMatchOrdersAsync(
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{
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makerAssetAmount: toBaseUnitAmount(12, 0),
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@ -2197,21 +2218,87 @@ blockchainTests.resets('matchOrders', env => {
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});
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});
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interface TestBatchMatchOrdersArgs {
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leftOrders: Array<Partial<Order>>;
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rightOrders: Array<Partial<Order>>;
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expectedTransferAmounts: Array<Partial<MatchTransferAmounts>>;
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leftOrdersTakerAssetFilledAmounts: BigNumber[];
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rightOrdersTakerAssetFilledAmounts: BigNumber[];
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matchIndices: Array<[number, number]>;
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shouldMaximallyFill: boolean;
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matcherAddress?: string;
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}
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async function testBatchMatchOrdersAsync(args: TestBatchMatchOrdersArgs): Promise<void> {
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const signedLeftOrders = await Promise.all(args.leftOrders.map(async order => makerLeft.signOrderAsync(order)));
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const signedRightOrders = await Promise.all(
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args.rightOrders.map(async order => makerRight.signOrderAsync(order)),
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);
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await matchOrderTester.batchMatchOrdersAndAssertEffectsAsync(
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{
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leftOrders: signedLeftOrders,
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rightOrders: signedRightOrders,
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leftOrdersTakerAssetFilledAmounts: args.leftOrdersTakerAssetFilledAmounts,
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rightOrdersTakerAssetFilledAmounts: args.rightOrdersTakerAssetFilledAmounts,
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},
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args.matcherAddress || matcher.address,
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PROTOCOL_FEE.times(args.matchIndices.length).times(2),
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args.matchIndices,
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args.expectedTransferAmounts.map(transferAmounts => {
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return {
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...transferAmounts,
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leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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leftProtocolFeePaidByTakerInWethAmount: constants.ZERO_AMOUNT,
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rightProtocolFeePaidByTakerInWethAmount: constants.ZERO_AMOUNT,
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};
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}),
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args.shouldMaximallyFill,
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);
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await env.blockchainLifecycle.revertAsync();
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await env.blockchainLifecycle.startAsync();
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await matchOrderTester.batchMatchOrdersAndAssertEffectsAsync(
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{
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leftOrders: signedLeftOrders,
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rightOrders: signedRightOrders,
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leftOrdersTakerAssetFilledAmounts: args.leftOrdersTakerAssetFilledAmounts,
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rightOrdersTakerAssetFilledAmounts: args.rightOrdersTakerAssetFilledAmounts,
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},
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args.matcherAddress || matcher.address,
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constants.ZERO_AMOUNT,
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args.matchIndices,
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args.expectedTransferAmounts.map(transferAmounts => {
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return {
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...transferAmounts,
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leftProtocolFeePaidByTakerInEthAmount: constants.ZERO_AMOUNT,
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rightProtocolFeePaidByTakerInEthAmount: constants.ZERO_AMOUNT,
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leftProtocolFeePaidByTakerInWethAmount: PROTOCOL_FEE,
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rightProtocolFeePaidByTakerInWethAmount: PROTOCOL_FEE,
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};
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}),
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args.shouldMaximallyFill,
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);
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}
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describe('batchMatchOrders', () => {
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it('should correctly match two opposite orders', async () => {
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const leftOrders = [
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await makerLeft.signOrderAsync({
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await testBatchMatchOrdersAsync({
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leftOrders: [
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{
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makerAssetAmount: toBaseUnitAmount(2, 0),
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takerAssetAmount: toBaseUnitAmount(1, 0),
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}),
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];
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const rightOrders = [
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await makerRight.signOrderAsync({
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},
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],
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rightOrders: [
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{
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makerAssetAmount: toBaseUnitAmount(1, 0),
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takerAssetAmount: toBaseUnitAmount(2, 0),
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}),
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];
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const expectedTransferAmounts = [
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},
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],
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expectedTransferAmounts: [
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{
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// Left Maker
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leftMakerAssetSoldByLeftMakerAmount: toBaseUnitAmount(2, 0),
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@ -2222,38 +2309,30 @@ blockchainTests.resets('matchOrders', env => {
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// Taker
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leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
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rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
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leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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},
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];
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await matchOrderTester.batchMatchOrdersAndAssertEffectsAsync(
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{
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leftOrders,
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rightOrders,
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],
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leftOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT],
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rightOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT],
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},
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matcher.address,
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PROTOCOL_FEE.times(2),
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[[0, 0]],
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expectedTransferAmounts,
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false,
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);
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matchIndices: [[0, 0]],
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shouldMaximallyFill: false,
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});
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it('Should correctly match a partial fill', async () => {
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const leftOrders = [
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await makerLeft.signOrderAsync({
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});
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it('should correctly match a partial fill', async () => {
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await testBatchMatchOrdersAsync({
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leftOrders: [
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{
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makerAssetAmount: toBaseUnitAmount(4, 0),
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takerAssetAmount: toBaseUnitAmount(2, 0),
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}),
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];
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const rightOrders = [
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await makerRight.signOrderAsync({
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},
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],
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rightOrders: [
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{
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makerAssetAmount: toBaseUnitAmount(1, 0),
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takerAssetAmount: toBaseUnitAmount(2, 0),
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}),
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];
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const expectedTransferAmounts = [
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},
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],
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expectedTransferAmounts: [
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{
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// Left Maker
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leftMakerAssetSoldByLeftMakerAmount: toBaseUnitAmount(2, 0),
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@ -2264,42 +2343,34 @@ blockchainTests.resets('matchOrders', env => {
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// Taker
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leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(50, 16), // 50%
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rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
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leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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},
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];
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await matchOrderTester.batchMatchOrdersAndAssertEffectsAsync(
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{
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leftOrders,
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rightOrders,
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],
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leftOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT],
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rightOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT],
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},
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matcher.address,
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PROTOCOL_FEE.times(2),
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[[0, 0]],
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expectedTransferAmounts,
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false,
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);
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matchIndices: [[0, 0]],
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shouldMaximallyFill: false,
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});
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});
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it('should correctly match two left orders to one complementary right order', async () => {
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const leftOrders = [
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await makerLeft.signOrderAsync({
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await testBatchMatchOrdersAsync({
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leftOrders: [
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{
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makerAssetAmount: toBaseUnitAmount(2, 0),
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takerAssetAmount: toBaseUnitAmount(1, 0),
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}),
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await makerLeft.signOrderAsync({
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},
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{
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makerAssetAmount: toBaseUnitAmount(2, 0),
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takerAssetAmount: toBaseUnitAmount(1, 0),
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}),
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];
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const rightOrders = [
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await makerRight.signOrderAsync({
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},
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],
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rightOrders: [
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{
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makerAssetAmount: toBaseUnitAmount(2, 0),
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takerAssetAmount: toBaseUnitAmount(4, 0),
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}),
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];
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const expectedTransferAmounts = [
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},
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],
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expectedTransferAmounts: [
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{
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// Left Maker
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leftMakerAssetSoldByLeftMakerAmount: toBaseUnitAmount(2, 0),
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@ -2311,8 +2382,6 @@ blockchainTests.resets('matchOrders', env => {
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// Taker
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leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 50%
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rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(50, 16), // 50%
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leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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},
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{
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// Left Maker
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@ -2325,42 +2394,34 @@ blockchainTests.resets('matchOrders', env => {
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// Taker
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leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 50%
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rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(50, 16), // 50%
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leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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},
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];
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await matchOrderTester.batchMatchOrdersAndAssertEffectsAsync(
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{
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leftOrders,
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rightOrders,
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],
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leftOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT, constants.ZERO_AMOUNT],
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rightOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT],
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},
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matcher.address,
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PROTOCOL_FEE.times(4),
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[[0, 0], [1, 0]],
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expectedTransferAmounts,
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false,
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);
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matchIndices: [[0, 0], [1, 0]],
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shouldMaximallyFill: false,
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});
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});
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it('should correctly match one left order to two complementary right orders', async () => {
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const leftOrders = [
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await makerLeft.signOrderAsync({
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await testBatchMatchOrdersAsync({
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leftOrders: [
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{
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makerAssetAmount: toBaseUnitAmount(4, 0),
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takerAssetAmount: toBaseUnitAmount(2, 0),
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}),
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];
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const rightOrders = [
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await makerRight.signOrderAsync({
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},
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],
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rightOrders: [
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{
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makerAssetAmount: toBaseUnitAmount(1, 0),
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takerAssetAmount: toBaseUnitAmount(2, 0),
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}),
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await makerRight.signOrderAsync({
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},
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{
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makerAssetAmount: toBaseUnitAmount(1, 0),
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takerAssetAmount: toBaseUnitAmount(2, 0),
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}),
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];
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const expectedTransferAmounts = [
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},
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],
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expectedTransferAmounts: [
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{
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// Left Maker
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leftMakerAssetSoldByLeftMakerAmount: toBaseUnitAmount(2, 0),
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@ -2371,8 +2432,6 @@ blockchainTests.resets('matchOrders', env => {
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// Taker
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leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(50, 16), // 50%
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rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
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leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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},
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{
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// Left Maker
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@ -2384,42 +2443,34 @@ blockchainTests.resets('matchOrders', env => {
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// Taker
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leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(50, 16), // 50%
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rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
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leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
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},
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];
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await matchOrderTester.batchMatchOrdersAndAssertEffectsAsync(
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{
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leftOrders,
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rightOrders,
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],
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leftOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT],
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rightOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT, constants.ZERO_AMOUNT],
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},
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matcher.address,
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PROTOCOL_FEE.times(4),
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[[0, 0], [0, 1]],
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expectedTransferAmounts,
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false,
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);
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matchIndices: [[0, 0], [0, 1]],
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shouldMaximallyFill: false,
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});
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});
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it('should correctly match one left order to two right orders, where the last should not be touched', async () => {
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const leftOrders = [
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await makerLeft.signOrderAsync({
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await testBatchMatchOrdersAsync({
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leftOrders: [
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{
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makerAssetAmount: toBaseUnitAmount(2, 0),
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takerAssetAmount: toBaseUnitAmount(1, 0),
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}),
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];
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const rightOrders = [
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await makerRight.signOrderAsync({
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},
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],
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rightOrders: [
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{
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makerAssetAmount: toBaseUnitAmount(1, 0),
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takerAssetAmount: toBaseUnitAmount(2, 0),
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}),
|
||||
await makerRight.signOrderAsync({
|
||||
},
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(1, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(2, 0),
|
||||
}),
|
||||
];
|
||||
const expectedTransferAmounts = [
|
||||
},
|
||||
],
|
||||
expectedTransferAmounts: [
|
||||
{
|
||||
// Left Maker
|
||||
leftMakerAssetSoldByLeftMakerAmount: toBaseUnitAmount(2, 0),
|
||||
@ -2430,46 +2481,38 @@ blockchainTests.resets('matchOrders', env => {
|
||||
// Taker
|
||||
leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
|
||||
rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
|
||||
leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
},
|
||||
];
|
||||
await matchOrderTester.batchMatchOrdersAndAssertEffectsAsync(
|
||||
{
|
||||
leftOrders,
|
||||
rightOrders,
|
||||
],
|
||||
leftOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT],
|
||||
rightOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT, constants.ZERO_AMOUNT],
|
||||
},
|
||||
matcher.address,
|
||||
PROTOCOL_FEE.times(2),
|
||||
[[0, 0]],
|
||||
expectedTransferAmounts,
|
||||
false,
|
||||
);
|
||||
matchIndices: [[0, 0]],
|
||||
shouldMaximallyFill: false,
|
||||
});
|
||||
});
|
||||
|
||||
it('should have three order matchings with only two left orders and two right orders', async () => {
|
||||
const leftOrders = [
|
||||
await makerLeft.signOrderAsync({
|
||||
await testBatchMatchOrdersAsync({
|
||||
leftOrders: [
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(4, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(2, 0),
|
||||
}),
|
||||
await makerLeft.signOrderAsync({
|
||||
},
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(2, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(1, 0),
|
||||
}),
|
||||
];
|
||||
const rightOrders = [
|
||||
await makerRight.signOrderAsync({
|
||||
},
|
||||
],
|
||||
rightOrders: [
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(1, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(2, 0),
|
||||
}),
|
||||
await makerRight.signOrderAsync({
|
||||
},
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(2, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(4, 0),
|
||||
}),
|
||||
];
|
||||
const expectedTransferAmounts = [
|
||||
},
|
||||
],
|
||||
expectedTransferAmounts: [
|
||||
{
|
||||
// Left Maker
|
||||
leftMakerAssetSoldByLeftMakerAmount: toBaseUnitAmount(2, 0),
|
||||
@ -2480,8 +2523,6 @@ blockchainTests.resets('matchOrders', env => {
|
||||
// Taker
|
||||
leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(50, 16), // 50%
|
||||
rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
|
||||
leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
},
|
||||
{
|
||||
// Left Maker
|
||||
@ -2493,8 +2534,6 @@ blockchainTests.resets('matchOrders', env => {
|
||||
// Taker
|
||||
leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(50, 16), // 50%
|
||||
rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(50, 16), // 50%
|
||||
leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
},
|
||||
{
|
||||
// Left Maker
|
||||
@ -2506,91 +2545,69 @@ blockchainTests.resets('matchOrders', env => {
|
||||
// Taker
|
||||
leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
|
||||
rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(50, 16), // 50%
|
||||
leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
},
|
||||
];
|
||||
await matchOrderTester.batchMatchOrdersAndAssertEffectsAsync(
|
||||
{
|
||||
leftOrders,
|
||||
rightOrders,
|
||||
],
|
||||
leftOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT, constants.ZERO_AMOUNT],
|
||||
rightOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT, constants.ZERO_AMOUNT],
|
||||
},
|
||||
matcher.address,
|
||||
PROTOCOL_FEE.times(6),
|
||||
[[0, 0], [0, 1], [1, 1]],
|
||||
expectedTransferAmounts,
|
||||
false,
|
||||
);
|
||||
matchIndices: [[0, 0], [0, 1], [1, 1]],
|
||||
shouldMaximallyFill: false,
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
describe('batchMatchOrdersWithMaximalFill', () => {
|
||||
it('should fully fill the the right order and pay the profit denominated in the left maker asset', async () => {
|
||||
// Create orders to match
|
||||
const leftOrders = [
|
||||
await makerLeft.signOrderAsync({
|
||||
await testBatchMatchOrdersAsync({
|
||||
leftOrders: [
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(17, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(98, 0),
|
||||
}),
|
||||
];
|
||||
const rightOrders = [
|
||||
await makerRight.signOrderAsync({
|
||||
},
|
||||
],
|
||||
rightOrders: [
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(75, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(13, 0),
|
||||
}),
|
||||
];
|
||||
const expectedTransferAmounts = [
|
||||
},
|
||||
],
|
||||
expectedTransferAmounts: [
|
||||
{
|
||||
// Left Maker
|
||||
leftMakerAssetSoldByLeftMakerAmount: toBaseUnitAmount(13, 0),
|
||||
leftMakerFeeAssetPaidByLeftMakerAmount: toBaseUnitAmount(new BigNumber('76.4705882352941176'), 16), // 76.47%
|
||||
leftMakerFeeAssetPaidByLeftMakerAmount: toBaseUnitAmount(
|
||||
new BigNumber('76.4705882352941176'),
|
||||
16,
|
||||
), // 76.47%
|
||||
// Right Maker
|
||||
rightMakerAssetSoldByRightMakerAmount: toBaseUnitAmount(75, 0),
|
||||
rightMakerFeeAssetPaidByRightMakerAmount: toBaseUnitAmount(100, 16), // 100%
|
||||
// Taker
|
||||
leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(new BigNumber('76.5306122448979591'), 16), // 76.53%
|
||||
rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
|
||||
leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
},
|
||||
];
|
||||
await matchOrderTester.batchMatchOrdersAndAssertEffectsAsync(
|
||||
{
|
||||
leftOrders,
|
||||
rightOrders,
|
||||
],
|
||||
leftOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT],
|
||||
rightOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT],
|
||||
},
|
||||
matcher.address,
|
||||
PROTOCOL_FEE.times(2),
|
||||
[[0, 0]],
|
||||
expectedTransferAmounts,
|
||||
true,
|
||||
);
|
||||
matchIndices: [[0, 0]],
|
||||
shouldMaximallyFill: true,
|
||||
});
|
||||
it('Should transfer correct amounts when left order is fully filled', async () => {
|
||||
// Create orders to match
|
||||
const leftOrders = [
|
||||
await makerLeft.signOrderAsync({
|
||||
});
|
||||
|
||||
it('should transfer correct amounts when left order is fully filled', async () => {
|
||||
await testBatchMatchOrdersAsync({
|
||||
leftOrders: [
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(15, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(90, 0),
|
||||
}),
|
||||
];
|
||||
const rightOrders = [
|
||||
await makerRight.signOrderAsync({
|
||||
},
|
||||
],
|
||||
rightOrders: [
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(196, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(28, 0),
|
||||
}),
|
||||
];
|
||||
// Match signedOrderLeft with signedOrderRight
|
||||
// Note that the right maker received a slightly better purchase price.
|
||||
// This is intentional; see note in MixinMatchOrders.calculateMatchedFillResults.
|
||||
// Because the right maker received a slightly more favorable buy price, the fee
|
||||
// paid by the right taker is slightly higher than that paid by the right maker.
|
||||
// Fees can be thought of as a tax paid by the seller, derived from the sale price.
|
||||
const expectedTransferAmounts = [
|
||||
},
|
||||
],
|
||||
expectedTransferAmounts: [
|
||||
{
|
||||
// Left Maker
|
||||
leftMakerAssetSoldByLeftMakerAmount: toBaseUnitAmount(15, 0),
|
||||
@ -2607,42 +2624,34 @@ blockchainTests.resets('matchOrders', env => {
|
||||
rightMakerAssetReceivedByTakerAmount: toBaseUnitAmount(15, 0),
|
||||
leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
|
||||
rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(new BigNumber('53.5714285714285714'), 16), // 53.57%
|
||||
leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
},
|
||||
];
|
||||
await matchOrderTester.batchMatchOrdersAndAssertEffectsAsync(
|
||||
{
|
||||
leftOrders,
|
||||
rightOrders,
|
||||
],
|
||||
leftOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT],
|
||||
rightOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT],
|
||||
},
|
||||
matcher.address,
|
||||
PROTOCOL_FEE.times(2),
|
||||
[[0, 0]],
|
||||
expectedTransferAmounts,
|
||||
true,
|
||||
);
|
||||
matchIndices: [[0, 0]],
|
||||
shouldMaximallyFill: true,
|
||||
});
|
||||
});
|
||||
|
||||
it('should correctly match one left order to two right orders, where the last should not be touched', async () => {
|
||||
const leftOrders = [
|
||||
await makerLeft.signOrderAsync({
|
||||
await testBatchMatchOrdersAsync({
|
||||
leftOrders: [
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(2, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(1, 0),
|
||||
}),
|
||||
];
|
||||
const rightOrders = [
|
||||
await makerRight.signOrderAsync({
|
||||
},
|
||||
],
|
||||
rightOrders: [
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(1, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(2, 0),
|
||||
}),
|
||||
await makerRight.signOrderAsync({
|
||||
},
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(1, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(2, 0),
|
||||
}),
|
||||
];
|
||||
const expectedTransferAmounts = [
|
||||
},
|
||||
],
|
||||
expectedTransferAmounts: [
|
||||
{
|
||||
// Left Maker
|
||||
leftMakerAssetSoldByLeftMakerAmount: toBaseUnitAmount(2, 0),
|
||||
@ -2653,63 +2662,59 @@ blockchainTests.resets('matchOrders', env => {
|
||||
// Taker
|
||||
leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
|
||||
rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
|
||||
leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
},
|
||||
];
|
||||
await matchOrderTester.batchMatchOrdersAndAssertEffectsAsync(
|
||||
{
|
||||
leftOrders,
|
||||
rightOrders,
|
||||
],
|
||||
leftOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT],
|
||||
rightOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT, constants.ZERO_AMOUNT],
|
||||
},
|
||||
matcher.address,
|
||||
PROTOCOL_FEE.times(2),
|
||||
[[0, 0]],
|
||||
expectedTransferAmounts,
|
||||
true,
|
||||
);
|
||||
matchIndices: [[0, 0]],
|
||||
shouldMaximallyFill: true,
|
||||
});
|
||||
});
|
||||
|
||||
it('should correctly fill all four orders in three matches', async () => {
|
||||
const leftOrders = [
|
||||
await makerLeft.signOrderAsync({
|
||||
await testBatchMatchOrdersAsync({
|
||||
leftOrders: [
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(2, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(1, 0),
|
||||
}),
|
||||
await makerLeft.signOrderAsync({
|
||||
},
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(72, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(36, 0),
|
||||
}),
|
||||
];
|
||||
const rightOrders = [
|
||||
await makerRight.signOrderAsync({
|
||||
},
|
||||
],
|
||||
rightOrders: [
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(15, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(30, 0),
|
||||
}),
|
||||
await makerRight.signOrderAsync({
|
||||
},
|
||||
{
|
||||
makerAssetAmount: toBaseUnitAmount(22, 0),
|
||||
takerAssetAmount: toBaseUnitAmount(44, 0),
|
||||
}),
|
||||
];
|
||||
const expectedTransferAmounts = [
|
||||
},
|
||||
],
|
||||
expectedTransferAmounts: [
|
||||
{
|
||||
// Left Maker
|
||||
leftMakerAssetSoldByLeftMakerAmount: toBaseUnitAmount(2, 0),
|
||||
leftMakerFeeAssetPaidByLeftMakerAmount: toBaseUnitAmount(100, 16), // 100%
|
||||
// Right Maker
|
||||
rightMakerAssetSoldByRightMakerAmount: toBaseUnitAmount(1, 0),
|
||||
rightMakerFeeAssetPaidByRightMakerAmount: toBaseUnitAmount(new BigNumber('6.6666666666666666'), 16), // 6.66%
|
||||
rightMakerFeeAssetPaidByRightMakerAmount: toBaseUnitAmount(
|
||||
new BigNumber('6.6666666666666666'),
|
||||
16,
|
||||
), // 6.66%
|
||||
// Taker
|
||||
leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
|
||||
rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(new BigNumber('6.6666666666666666'), 16), // 6.66%
|
||||
leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
},
|
||||
{
|
||||
// Left Maker
|
||||
leftMakerAssetSoldByLeftMakerAmount: toBaseUnitAmount(28, 0),
|
||||
leftMakerFeeAssetPaidByLeftMakerAmount: toBaseUnitAmount(new BigNumber('38.8888888888888888'), 16), // 38.88%
|
||||
leftMakerFeeAssetPaidByLeftMakerAmount: toBaseUnitAmount(
|
||||
new BigNumber('38.8888888888888888'),
|
||||
16,
|
||||
), // 38.88%
|
||||
// Right Maker
|
||||
rightMakerAssetSoldByRightMakerAmount: toBaseUnitAmount(14, 0),
|
||||
rightMakerFeeAssetPaidByRightMakerAmount: toBaseUnitAmount(
|
||||
@ -2719,36 +2724,27 @@ blockchainTests.resets('matchOrders', env => {
|
||||
// Taker
|
||||
leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(new BigNumber('38.8888888888888888'), 16), // 38.88%
|
||||
rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(new BigNumber('93.3333333333333333'), 16), // 93.33%
|
||||
leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
},
|
||||
{
|
||||
// Left Maker
|
||||
leftMakerAssetSoldByLeftMakerAmount: toBaseUnitAmount(44, 0),
|
||||
leftMakerFeeAssetPaidByLeftMakerAmount: toBaseUnitAmount(new BigNumber('61.1111111111111111'), 16), // 61.11%
|
||||
leftMakerFeeAssetPaidByLeftMakerAmount: toBaseUnitAmount(
|
||||
new BigNumber('61.1111111111111111'),
|
||||
16,
|
||||
), // 61.11%
|
||||
// Right Maker
|
||||
rightMakerAssetSoldByRightMakerAmount: toBaseUnitAmount(22, 0),
|
||||
rightMakerFeeAssetPaidByRightMakerAmount: toBaseUnitAmount(100, 16), // 100%
|
||||
// Taker
|
||||
leftTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(new BigNumber('61.1111111111111111'), 16), // 61.11%
|
||||
rightTakerFeeAssetPaidByTakerAmount: toBaseUnitAmount(100, 16), // 100%
|
||||
leftProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
rightProtocolFeePaidByTakerInEthAmount: PROTOCOL_FEE,
|
||||
},
|
||||
];
|
||||
await matchOrderTester.batchMatchOrdersAndAssertEffectsAsync(
|
||||
{
|
||||
leftOrders,
|
||||
rightOrders,
|
||||
],
|
||||
leftOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT, constants.ZERO_AMOUNT],
|
||||
rightOrdersTakerAssetFilledAmounts: [constants.ZERO_AMOUNT, constants.ZERO_AMOUNT],
|
||||
},
|
||||
matcher.address,
|
||||
PROTOCOL_FEE.times(6),
|
||||
[[0, 0], [1, 0], [1, 1]],
|
||||
expectedTransferAmounts,
|
||||
true,
|
||||
);
|
||||
matchIndices: [[0, 0], [1, 0], [1, 1]],
|
||||
shouldMaximallyFill: true,
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
|
||||
@ -149,6 +149,7 @@ export class MatchOrderTester {
|
||||
expectedTransferAmounts,
|
||||
this._devUtils,
|
||||
);
|
||||
|
||||
const expectedResults = convertToBatchMatchResults(expectedBatchMatchResults);
|
||||
expect(actualBatchMatchResults).to.be.eql(expectedResults);
|
||||
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user