@0x:contracts-exchange-libs Added protocol fees to LibFillResults
* This commit also squashed some bugs in the reference functions. Thankfully, combinatorial testing had our back!
This commit is contained in:
Alex Towle
parent
749c0354b3
commit
c688b11c86
@ -37,8 +37,9 @@ library LibFillResults {
|
||||
struct FillResults {
|
||||
uint256 makerAssetFilledAmount; // Total amount of makerAsset(s) filled.
|
||||
uint256 takerAssetFilledAmount; // Total amount of takerAsset(s) filled.
|
||||
uint256 makerFeePaid; // Total amount of ZRX paid by maker(s) to feeRecipient(s).
|
||||
uint256 takerFeePaid; // Total amount of ZRX paid by taker to feeRecipients(s).
|
||||
uint256 makerFeePaid; // Total amount of fees paid by maker(s) to feeRecipient(s).
|
||||
uint256 takerFeePaid; // Total amount of fees paid by taker to feeRecipients(s).
|
||||
uint256 protocolFeePaid; // Total amount of fees paid by taker to the staking contract.
|
||||
}
|
||||
|
||||
struct MatchedFillResults {
|
||||
@ -51,13 +52,15 @@ library LibFillResults {
|
||||
/// @dev Calculates amounts filled and fees paid by maker and taker.
|
||||
/// @param order to be filled.
|
||||
/// @param takerAssetFilledAmount Amount of takerAsset that will be filled.
|
||||
/// @param protocolFeeMultiplier The multiplier used to calculate protocol fees.
|
||||
/// @return fillResults Amounts filled and fees paid by maker and taker.
|
||||
function calculateFillResults(
|
||||
LibOrder.Order memory order,
|
||||
uint256 takerAssetFilledAmount
|
||||
uint256 takerAssetFilledAmount,
|
||||
uint256 protocolFeeMultiplier
|
||||
)
|
||||
internal
|
||||
pure
|
||||
view
|
||||
returns (FillResults memory fillResults)
|
||||
{
|
||||
// Compute proportional transfer amounts
|
||||
@ -78,6 +81,9 @@ library LibFillResults {
|
||||
order.takerFee
|
||||
);
|
||||
|
||||
// Compute the protocol fee for a single fill.
|
||||
fillResults.protocolFeePaid = tx.gasprice.safeMul(protocolFeeMultiplier);
|
||||
|
||||
return fillResults;
|
||||
}
|
||||
|
||||
@ -89,6 +95,7 @@ library LibFillResults {
|
||||
/// @param rightOrder Second order to match.
|
||||
/// @param leftOrderTakerAssetFilledAmount Amount of left order already filled.
|
||||
/// @param rightOrderTakerAssetFilledAmount Amount of right order already filled.
|
||||
/// @param protocolFeeMultiplier The multiplier used to calculate protocol fees.
|
||||
/// @param shouldMaximallyFillOrders A value that indicates whether or not this calculation should use
|
||||
/// the maximal fill order matching strategy.
|
||||
/// @param matchedFillResults Amounts to fill and fees to pay by maker and taker of matched orders.
|
||||
@ -97,10 +104,11 @@ library LibFillResults {
|
||||
LibOrder.Order memory rightOrder,
|
||||
uint256 leftOrderTakerAssetFilledAmount,
|
||||
uint256 rightOrderTakerAssetFilledAmount,
|
||||
uint256 protocolFeeMultiplier,
|
||||
bool shouldMaximallyFillOrders
|
||||
)
|
||||
internal
|
||||
pure
|
||||
view
|
||||
returns (MatchedFillResults memory matchedFillResults)
|
||||
{
|
||||
// Derive maker asset amounts for left & right orders, given store taker assert amounts
|
||||
@ -149,6 +157,7 @@ library LibFillResults {
|
||||
leftOrder.takerAssetAmount,
|
||||
leftOrder.takerFee
|
||||
);
|
||||
matchedFillResults.left.protocolFeePaid = tx.gasprice.safeMul(protocolFeeMultiplier);
|
||||
|
||||
// Compute fees for right order
|
||||
matchedFillResults.right.makerFeePaid = LibMath.safeGetPartialAmountFloor(
|
||||
@ -161,6 +170,7 @@ library LibFillResults {
|
||||
rightOrder.takerAssetAmount,
|
||||
rightOrder.takerFee
|
||||
);
|
||||
matchedFillResults.right.protocolFeePaid = tx.gasprice.safeMul(protocolFeeMultiplier);
|
||||
|
||||
// Return fill results
|
||||
return matchedFillResults;
|
||||
@ -182,6 +192,7 @@ library LibFillResults {
|
||||
totalFillResults.takerAssetFilledAmount = fillResults1.takerAssetFilledAmount.safeAdd(fillResults2.takerAssetFilledAmount);
|
||||
totalFillResults.makerFeePaid = fillResults1.makerFeePaid.safeAdd(fillResults2.makerFeePaid);
|
||||
totalFillResults.takerFeePaid = fillResults1.takerFeePaid.safeAdd(fillResults2.takerFeePaid);
|
||||
totalFillResults.protocolFeePaid = fillResults1.protocolFeePaid.safeAdd(fillResults2.protocolFeePaid);
|
||||
|
||||
return totalFillResults;
|
||||
}
|
||||
@ -237,7 +248,7 @@ library LibFillResults {
|
||||
rightOrder.makerAssetAmount,
|
||||
leftTakerAssetAmountRemaining // matchedFillResults.right.makerAssetFilledAmount
|
||||
);
|
||||
} else {
|
||||
} else {
|
||||
// leftTakerAssetAmountRemaining == rightMakerAssetAmountRemaining
|
||||
// Case 3: Both orders are fully filled. Technically, this could be captured by the above cases, but
|
||||
// this calculation will be more precise since it does not include rounding.
|
||||
|
||||
@ -29,13 +29,14 @@ contract TestLibFillResults {
|
||||
|
||||
function calculateFillResults(
|
||||
LibOrder.Order memory order,
|
||||
uint256 takerAssetFilledAmount
|
||||
uint256 takerAssetFilledAmount,
|
||||
uint256 protocolFeeMultiplier
|
||||
)
|
||||
public
|
||||
pure
|
||||
view
|
||||
returns (LibFillResults.FillResults memory fillResults)
|
||||
{
|
||||
fillResults = LibFillResults.calculateFillResults(order, takerAssetFilledAmount);
|
||||
fillResults = LibFillResults.calculateFillResults(order, takerAssetFilledAmount, protocolFeeMultiplier);
|
||||
return fillResults;
|
||||
}
|
||||
|
||||
@ -44,10 +45,11 @@ contract TestLibFillResults {
|
||||
LibOrder.Order memory rightOrder,
|
||||
uint256 leftOrderTakerAssetFilledAmount,
|
||||
uint256 rightOrderTakerAssetFilledAmount,
|
||||
uint256 protocolFeeMultiplier,
|
||||
bool shouldMaximallyFillOrders
|
||||
)
|
||||
public
|
||||
pure
|
||||
view
|
||||
returns (LibFillResults.MatchedFillResults memory matchedFillResults)
|
||||
{
|
||||
matchedFillResults = LibFillResults.calculateMatchedFillResults(
|
||||
@ -55,6 +57,7 @@ contract TestLibFillResults {
|
||||
rightOrder,
|
||||
leftOrderTakerAssetFilledAmount,
|
||||
rightOrderTakerAssetFilledAmount,
|
||||
protocolFeeMultiplier,
|
||||
shouldMaximallyFillOrders
|
||||
);
|
||||
return matchedFillResults;
|
||||
|
||||
@ -18,7 +18,7 @@ export function isRoundingErrorFloor(numerator: BigNumber, denominator: BigNumbe
|
||||
const remainder = numerator.times(target).mod(denominator);
|
||||
// Need to do this separately because solidity evaluates RHS of the comparison expression first.
|
||||
const rhs = safeMul(numerator, target);
|
||||
const lhs = safeMul(new BigNumber(1000), remainder);
|
||||
const lhs = safeMul(remainder, new BigNumber(1000));
|
||||
return lhs.gte(rhs);
|
||||
}
|
||||
|
||||
@ -36,7 +36,7 @@ export function isRoundingErrorCeil(numerator: BigNumber, denominator: BigNumber
|
||||
remainder = safeSub(denominator, remainder).mod(denominator);
|
||||
// Need to do this separately because solidity evaluates RHS of the comparison expression first.
|
||||
const rhs = safeMul(numerator, target);
|
||||
const lhs = safeMul(new BigNumber(1000), remainder);
|
||||
const lhs = safeMul(remainder, new BigNumber(1000));
|
||||
return lhs.gte(rhs);
|
||||
}
|
||||
|
||||
@ -73,7 +73,8 @@ export function getPartialAmountFloor(numerator: BigNumber, denominator: BigNumb
|
||||
* Calculates partial value given a numerator and denominator rounded down.
|
||||
*/
|
||||
export function getPartialAmountCeil(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
|
||||
return safeDiv(safeAdd(safeMul(numerator, target), safeSub(denominator, new BigNumber(1))), denominator);
|
||||
const sub = safeSub(denominator, new BigNumber(1)); // This is computed first to simulate Solidity's order of operations
|
||||
return safeDiv(safeAdd(safeMul(numerator, target), sub), denominator);
|
||||
}
|
||||
|
||||
/**
|
||||
@ -85,13 +86,19 @@ export function addFillResults(a: FillResults, b: FillResults): FillResults {
|
||||
takerAssetFilledAmount: safeAdd(a.takerAssetFilledAmount, b.takerAssetFilledAmount),
|
||||
makerFeePaid: safeAdd(a.makerFeePaid, b.makerFeePaid),
|
||||
takerFeePaid: safeAdd(a.takerFeePaid, b.takerFeePaid),
|
||||
protocolFeePaid: safeAdd(a.protocolFeePaid, b.protocolFeePaid),
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculates amounts filled and fees paid by maker and taker.
|
||||
*/
|
||||
export function calculateFillResults(order: OrderWithoutDomain, takerAssetFilledAmount: BigNumber): FillResults {
|
||||
export function calculateFillResults(
|
||||
order: OrderWithoutDomain,
|
||||
takerAssetFilledAmount: BigNumber,
|
||||
protocolFeeMultiplier: BigNumber,
|
||||
gasPrice: BigNumber,
|
||||
): FillResults {
|
||||
const makerAssetFilledAmount = safeGetPartialAmountFloor(
|
||||
takerAssetFilledAmount,
|
||||
order.takerAssetAmount,
|
||||
@ -99,10 +106,12 @@ export function calculateFillResults(order: OrderWithoutDomain, takerAssetFilled
|
||||
);
|
||||
const makerFeePaid = safeGetPartialAmountFloor(makerAssetFilledAmount, order.makerAssetAmount, order.makerFee);
|
||||
const takerFeePaid = safeGetPartialAmountFloor(takerAssetFilledAmount, order.takerAssetAmount, order.takerFee);
|
||||
const protocolFeePaid = safeMul(gasPrice, protocolFeeMultiplier);
|
||||
return {
|
||||
makerAssetFilledAmount,
|
||||
takerAssetFilledAmount,
|
||||
makerFeePaid,
|
||||
takerFeePaid,
|
||||
protocolFeePaid,
|
||||
};
|
||||
}
|
||||
|
||||
@ -93,16 +93,28 @@ 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),
|
||||
);
|
||||
}
|
||||
|
||||
// TODO(jalextowle): We might want to add combinatorial testing for protocol fees
|
||||
async function testCalculateFillResultsAsync(
|
||||
orderTakerAssetAmount: BigNumber,
|
||||
takerAssetFilledAmount: BigNumber,
|
||||
otherAmount: BigNumber,
|
||||
): Promise<FillResults> {
|
||||
const order = makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount);
|
||||
return libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount);
|
||||
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),
|
||||
},
|
||||
);
|
||||
}
|
||||
|
||||
testCombinatoriallyWithReferenceFunc(
|
||||
@ -127,8 +139,20 @@ blockchainTests('LibFillResults', env => {
|
||||
takerFee: ONE_ETHER.times(0.0025),
|
||||
});
|
||||
const takerAssetFilledAmount = ONE_ETHER.dividedToIntegerBy(3);
|
||||
const expected = ReferenceFunctions.calculateFillResults(order, takerAssetFilledAmount);
|
||||
const actual = await libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount);
|
||||
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),
|
||||
},
|
||||
);
|
||||
expect(actual).to.deep.eq(expected);
|
||||
});
|
||||
|
||||
@ -144,9 +168,9 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount,
|
||||
order.makerAssetAmount,
|
||||
);
|
||||
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
|
||||
expectedError,
|
||||
);
|
||||
return expect(
|
||||
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
|
||||
).to.revertWith(expectedError);
|
||||
});
|
||||
|
||||
it('reverts if computing `fillResults.makerFeePaid` overflows', async () => {
|
||||
@ -167,9 +191,9 @@ blockchainTests('LibFillResults', env => {
|
||||
makerAssetFilledAmount,
|
||||
order.makerFee,
|
||||
);
|
||||
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
|
||||
expectedError,
|
||||
);
|
||||
return expect(
|
||||
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
|
||||
).to.revertWith(expectedError);
|
||||
});
|
||||
|
||||
it('reverts if computing `fillResults.takerFeePaid` overflows', async () => {
|
||||
@ -185,9 +209,9 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount,
|
||||
order.takerFee,
|
||||
);
|
||||
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
|
||||
expectedError,
|
||||
);
|
||||
return expect(
|
||||
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
|
||||
).to.revertWith(expectedError);
|
||||
});
|
||||
|
||||
it('reverts if `order.makerAssetAmount` is 0', async () => {
|
||||
@ -197,9 +221,9 @@ blockchainTests('LibFillResults', env => {
|
||||
});
|
||||
const takerAssetFilledAmount = ONE_ETHER;
|
||||
const expectedError = new LibMathRevertErrors.DivisionByZeroError();
|
||||
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
|
||||
expectedError,
|
||||
);
|
||||
return expect(
|
||||
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
|
||||
).to.revertWith(expectedError);
|
||||
});
|
||||
|
||||
it('reverts if `order.takerAssetAmount` is 0', async () => {
|
||||
@ -209,9 +233,9 @@ blockchainTests('LibFillResults', env => {
|
||||
});
|
||||
const takerAssetFilledAmount = ONE_ETHER;
|
||||
const expectedError = new LibMathRevertErrors.DivisionByZeroError();
|
||||
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
|
||||
expectedError,
|
||||
);
|
||||
return expect(
|
||||
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
|
||||
).to.revertWith(expectedError);
|
||||
});
|
||||
|
||||
it('reverts if there is a rounding error computing `makerAsssetFilledAmount`', async () => {
|
||||
@ -225,9 +249,9 @@ blockchainTests('LibFillResults', env => {
|
||||
order.takerAssetAmount,
|
||||
order.makerAssetAmount,
|
||||
);
|
||||
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
|
||||
expectedError,
|
||||
);
|
||||
return expect(
|
||||
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
|
||||
).to.revertWith(expectedError);
|
||||
});
|
||||
|
||||
it('reverts if there is a rounding error computing `makerFeePaid`', async () => {
|
||||
@ -247,9 +271,9 @@ blockchainTests('LibFillResults', env => {
|
||||
order.makerAssetAmount,
|
||||
order.makerFee,
|
||||
);
|
||||
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
|
||||
expectedError,
|
||||
);
|
||||
return expect(
|
||||
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
|
||||
).to.revertWith(expectedError);
|
||||
});
|
||||
|
||||
it('reverts if there is a rounding error computing `takerFeePaid`', async () => {
|
||||
@ -269,9 +293,32 @@ blockchainTests('LibFillResults', env => {
|
||||
order.makerAssetAmount,
|
||||
order.takerFee,
|
||||
);
|
||||
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith(
|
||||
expectedError,
|
||||
return expect(
|
||||
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
|
||||
).to.revertWith(expectedError);
|
||||
});
|
||||
|
||||
it('reverts if there is an overflow when computing `protocolFeePaid`', async () => {
|
||||
// All values need to be large to ensure we don't trigger a RoundingError.
|
||||
const order = makeOrder({
|
||||
makerAssetAmount: ONE_ETHER,
|
||||
takerAssetAmount: ONE_ETHER.times(2),
|
||||
makerFee: ONE_ETHER.times(0.0023),
|
||||
takerFee: ONE_ETHER.times(0.0025),
|
||||
});
|
||||
const takerAssetFilledAmount = order.takerAssetAmount.dividedToIntegerBy(3);
|
||||
const protocolFeeMultiplier = MAX_UINT256;
|
||||
const gasPrice = new BigNumber(2);
|
||||
const expectedError = new SafeMathRevertErrors.SafeMathError(
|
||||
SafeMathRevertErrors.SafeMathErrorCodes.Uint256MultiplicationOverflow,
|
||||
gasPrice,
|
||||
protocolFeeMultiplier,
|
||||
);
|
||||
return expect(
|
||||
libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, protocolFeeMultiplier, {
|
||||
gasPrice,
|
||||
}),
|
||||
).to.revertWith(expectedError);
|
||||
});
|
||||
});
|
||||
});
|
||||
@ -284,12 +331,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: ONE_ETHER.times(2),
|
||||
makerFeePaid: ONE_ETHER.times(0.001),
|
||||
takerFeePaid: ONE_ETHER.times(0.002),
|
||||
protocolFeePaid: ONE_ETHER.times(0.003),
|
||||
},
|
||||
{
|
||||
makerAssetFilledAmount: ONE_ETHER.times(0.01),
|
||||
takerAssetFilledAmount: ONE_ETHER.times(2).times(0.01),
|
||||
makerFeePaid: ONE_ETHER.times(0.001).times(0.01),
|
||||
takerFeePaid: ONE_ETHER.times(0.002).times(0.01),
|
||||
protocolFeePaid: ONE_ETHER.times(0.003).times(0.01),
|
||||
},
|
||||
];
|
||||
|
||||
@ -343,6 +392,17 @@ blockchainTests('LibFillResults', env => {
|
||||
);
|
||||
return expect(libsContract.addFillResults.callAsync(a, b)).to.revertWith(expectedError);
|
||||
});
|
||||
|
||||
it('reverts if computing `protocolFeePaid` overflows', async () => {
|
||||
const [a, b] = _.cloneDeep(DEFAULT_FILL_RESULTS);
|
||||
b.protocolFeePaid = MAX_UINT256;
|
||||
const expectedError = new SafeMathRevertErrors.SafeMathError(
|
||||
SafeMathRevertErrors.SafeMathErrorCodes.Uint256AdditionOverflow,
|
||||
a.protocolFeePaid,
|
||||
b.protocolFeePaid,
|
||||
);
|
||||
return expect(libsContract.addFillResults.callAsync(a, b)).to.revertWith(expectedError);
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
@ -351,6 +411,7 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: constants.ZERO_AMOUNT,
|
||||
makerFeePaid: constants.ZERO_AMOUNT,
|
||||
takerFeePaid: constants.ZERO_AMOUNT,
|
||||
protocolFeePaid: constants.ZERO_AMOUNT,
|
||||
};
|
||||
|
||||
const EMPTY_MATCHED_FILL_RESULTS: MatchedFillResults = {
|
||||
@ -366,12 +427,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(150000, 0),
|
||||
},
|
||||
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),
|
||||
},
|
||||
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18),
|
||||
profitInRightMakerAsset: constants.ZERO_AMOUNT,
|
||||
@ -398,6 +461,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder: Order,
|
||||
leftOrderTakerAssetFilledAmount: BigNumber,
|
||||
rightOrderTakerAssetFilledAmount: BigNumber,
|
||||
protocolFeeMultiplier: BigNumber,
|
||||
gasPrice: BigNumber,
|
||||
from?: string,
|
||||
): Promise<void> {
|
||||
const actualMatchedFillResults = await libsContract.calculateMatchedFillResults.callAsync(
|
||||
@ -405,8 +470,9 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
leftOrderTakerAssetFilledAmount,
|
||||
rightOrderTakerAssetFilledAmount,
|
||||
protocolFeeMultiplier,
|
||||
false,
|
||||
{ from },
|
||||
{ from, gasPrice },
|
||||
);
|
||||
expect(actualMatchedFillResults).to.be.deep.eq(expectedMatchedFillResults);
|
||||
}
|
||||
@ -452,12 +518,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(75, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.4705882352941176'), 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.5306122448979591'), 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(75, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
});
|
||||
await assertCalculateMatchedFillResultsAsync(
|
||||
@ -466,6 +534,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -484,12 +554,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.7835051546391752'), 16), // 92.85%
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.8571428571428571'), 16), // 92.85%
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(2, 0),
|
||||
});
|
||||
@ -499,6 +571,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -519,12 +593,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5060240963855421'), 16), // 26.506%
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5306122448979591'), 16), // 26.531%
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 0),
|
||||
});
|
||||
@ -534,6 +610,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -554,12 +632,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.6666666666666666'), 16), // 91.6%
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.7525773195876288'), 16), // 91.75%
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(10, 0),
|
||||
});
|
||||
@ -569,6 +649,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -591,12 +673,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(2650, 0),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(2653, 0),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 0),
|
||||
});
|
||||
@ -606,6 +690,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -629,12 +715,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(9166, 0),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(9175, 0),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(10, 0),
|
||||
});
|
||||
@ -644,6 +732,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -664,12 +754,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1005, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1005, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(503, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.2718720602069614'), 16), // 47.27%
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.3189087488240827'), 16), // 47.31%
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(497, 0),
|
||||
});
|
||||
@ -679,6 +771,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -697,12 +791,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18),
|
||||
});
|
||||
@ -712,6 +808,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -730,12 +828,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(5, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
});
|
||||
await assertCalculateMatchedFillResultsAsync(
|
||||
@ -744,6 +844,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -762,12 +864,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(50, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(50, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18),
|
||||
});
|
||||
@ -777,6 +881,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -795,12 +901,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(10, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(10, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18),
|
||||
});
|
||||
@ -810,6 +918,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
it('should transfer the correct amounts if fee recipient is the same across both matched orders', async () => {
|
||||
@ -830,6 +940,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
);
|
||||
});
|
||||
|
||||
@ -848,6 +960,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
leftOrder.makerAddress,
|
||||
);
|
||||
});
|
||||
@ -867,6 +981,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
rightOrder.makerAddress,
|
||||
);
|
||||
});
|
||||
@ -888,6 +1004,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
feeRecipientAddressLeft,
|
||||
);
|
||||
});
|
||||
@ -909,6 +1027,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
feeRecipientAddressRight,
|
||||
);
|
||||
});
|
||||
@ -930,6 +1050,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
);
|
||||
});
|
||||
|
||||
@ -950,6 +1072,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
);
|
||||
});
|
||||
|
||||
@ -970,6 +1094,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
);
|
||||
});
|
||||
|
||||
@ -991,6 +1117,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
);
|
||||
});
|
||||
});
|
||||
@ -1005,6 +1133,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder: Order,
|
||||
leftOrderTakerAssetFilledAmount: BigNumber,
|
||||
rightOrderTakerAssetFilledAmount: BigNumber,
|
||||
protocolFeeMultiplier: BigNumber,
|
||||
gasPrice: BigNumber,
|
||||
from?: string,
|
||||
): Promise<void> {
|
||||
const actualMatchedFillResults = await libsContract.calculateMatchedFillResults.callAsync(
|
||||
@ -1012,8 +1142,9 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
leftOrderTakerAssetFilledAmount,
|
||||
rightOrderTakerAssetFilledAmount,
|
||||
protocolFeeMultiplier,
|
||||
true,
|
||||
{ from },
|
||||
{ from, gasPrice },
|
||||
);
|
||||
expect(actualMatchedFillResults).to.be.deep.eq(expectedMatchedFillResults);
|
||||
}
|
||||
@ -1061,12 +1192,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(75, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.4705882352941176'), 16), // 76.47%
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.5306122448979591'), 16), // 76.53%
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(75, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
});
|
||||
await assertCalculateMatchedFillResultsWithMaximalFillAsync(
|
||||
@ -1075,6 +1208,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
new BigNumber(150000),
|
||||
new BigNumber(100000),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1095,12 +1230,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(105, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(15, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('53.5714285714285714'), 16), // 53.57%
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('53.5714285714285714'), 16), // 53.57%
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: constants.ZERO_AMOUNT,
|
||||
profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(15, 0),
|
||||
@ -1111,6 +1248,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
new BigNumber(150000),
|
||||
new BigNumber(100000),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1131,12 +1270,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(29, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(16, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('33.3333333333333333'), 16), // 33.33%
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('33.3333333333333333'), 16), // 33.33%
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: constants.ZERO_AMOUNT,
|
||||
profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(7, 0),
|
||||
@ -1147,6 +1288,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1167,12 +1310,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(4, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(8, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(6, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(4, 0),
|
||||
@ -1183,6 +1328,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1203,12 +1350,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.6666666666666666'), 16), // 91.6%
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.7525773195876288'), 16), // 91.75%
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(10, 0),
|
||||
});
|
||||
@ -1218,6 +1367,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1240,12 +1391,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(29, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(16, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(3333, 0),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(3333, 0),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(7, 0),
|
||||
});
|
||||
@ -1255,6 +1408,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1277,12 +1432,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(9166, 0),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(9175, 0),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(10, 0),
|
||||
});
|
||||
@ -1292,6 +1449,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1318,6 +1477,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
);
|
||||
const rightOrder2 = makeOrder({
|
||||
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(100, 18),
|
||||
@ -1329,12 +1490,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 18),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(45, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
});
|
||||
await assertCalculateMatchedFillResultsWithMaximalFillAsync(
|
||||
@ -1343,6 +1506,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder2,
|
||||
Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1363,12 +1528,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1005, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2000, 0),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1000, 0),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('94.0733772342427093'), 16), // 94.07%
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('94.0733772342427093'), 16), // 94.07%
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(995, 0),
|
||||
});
|
||||
@ -1378,6 +1545,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1396,12 +1565,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(5, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
});
|
||||
await assertCalculateMatchedFillResultsWithMaximalFillAsync(
|
||||
@ -1410,6 +1581,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1429,12 +1602,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(5, 18),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(10, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(10, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18),
|
||||
});
|
||||
@ -1444,6 +1619,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
// Create second left order
|
||||
// Note: This order needs makerAssetAmount=96/takerAssetAmount=48 to fully fill the right order.
|
||||
@ -1459,12 +1636,14 @@ blockchainTests('LibFillResults', env => {
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(45, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
right: {
|
||||
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(45, 18),
|
||||
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 18),
|
||||
makerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
|
||||
takerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
|
||||
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
|
||||
},
|
||||
});
|
||||
await assertCalculateMatchedFillResultsWithMaximalFillAsync(
|
||||
@ -1473,6 +1652,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(10, 18),
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 5),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1494,6 +1675,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1512,6 +1695,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
leftOrder.makerAddress,
|
||||
);
|
||||
});
|
||||
@ -1531,6 +1716,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
rightOrder.makerAddress,
|
||||
);
|
||||
});
|
||||
@ -1552,6 +1739,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
feeRecipientAddress,
|
||||
);
|
||||
});
|
||||
@ -1573,6 +1762,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
feeRecipientAddress,
|
||||
);
|
||||
});
|
||||
@ -1594,6 +1785,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1614,6 +1807,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1634,6 +1829,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
);
|
||||
});
|
||||
|
||||
@ -1657,6 +1854,8 @@ blockchainTests('LibFillResults', env => {
|
||||
rightOrder,
|
||||
constants.ZERO_AMOUNT,
|
||||
constants.ZERO_AMOUNT,
|
||||
Web3Wrapper.toBaseUnitAmount(15, 4),
|
||||
Web3Wrapper.toBaseUnitAmount(1, 0),
|
||||
);
|
||||
});
|
||||
});
|
||||
|
||||
@ -23,12 +23,14 @@ describe('Reference Functions', () => {
|
||||
takerAssetFilledAmount: ONE_ETHER.times(2),
|
||||
makerFeePaid: ONE_ETHER.times(0.001),
|
||||
takerFeePaid: ONE_ETHER.times(0.002),
|
||||
protocolFeePaid: ONE_ETHER.times(0.003),
|
||||
},
|
||||
{
|
||||
makerAssetFilledAmount: ONE_ETHER.times(0.01),
|
||||
takerAssetFilledAmount: ONE_ETHER.times(2).times(0.01),
|
||||
makerFeePaid: ONE_ETHER.times(0.001).times(0.01),
|
||||
takerFeePaid: ONE_ETHER.times(0.002).times(0.01),
|
||||
protocolFeePaid: ONE_ETHER.times(0.003).times(0.01),
|
||||
},
|
||||
];
|
||||
|
||||
@ -75,6 +77,17 @@ describe('Reference Functions', () => {
|
||||
);
|
||||
expect(() => addFillResults(a, b)).to.throw(expectedError.message);
|
||||
});
|
||||
|
||||
it('reverts if computing `protocolFeePaid` overflows', () => {
|
||||
const [a, b] = _.cloneDeep(DEFAULT_FILL_RESULTS);
|
||||
b.protocolFeePaid = MAX_UINT256;
|
||||
const expectedError = new SafeMathRevertErrors.SafeMathError(
|
||||
SafeMathRevertErrors.SafeMathErrorCodes.Uint256AdditionOverflow,
|
||||
a.protocolFeePaid,
|
||||
b.protocolFeePaid,
|
||||
);
|
||||
expect(() => addFillResults(a, b)).to.throw(expectedError.message);
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
|
||||
@ -817,6 +817,7 @@ export interface FillResults {
|
||||
takerAssetFilledAmount: BigNumber;
|
||||
makerFeePaid: BigNumber;
|
||||
takerFeePaid: BigNumber;
|
||||
protocolFeePaid: BigNumber;
|
||||
}
|
||||
|
||||
export interface MatchedFillResults {
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user