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@0x:contracts-exchange-libs Added protocol fees to LibFillResults

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* This commit also squashed some bugs in the reference functions.
Thankfully, combinatorial testing had our back!
This commit is contained in:
Alex Towle
2019-08-22 10:36:40 -07:00
parent 749c0354b3
commit c688b11c86
6 changed files with 278 additions and 42 deletions
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255
contracts/exchange-libs/test/lib_fill_results.ts
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@@ -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),
);
});
});

13
contracts/exchange-libs/test/reference_functions.ts
View File

@@ -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);
});
});
});