crowetic/protocol
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

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

Browse Source 
* 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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

23
contracts/exchange-libs/contracts/src/LibFillResults.sol
View File

@ -37,8 +37,9 @@ library LibFillResults {
struct FillResults { struct FillResults {
uint256 makerAssetFilledAmount; // Total amount of makerAsset(s) filled. uint256 makerAssetFilledAmount; // Total amount of makerAsset(s) filled.
uint256 takerAssetFilledAmount; // Total amount of takerAsset(s) filled. uint256 takerAssetFilledAmount; // Total amount of takerAsset(s) filled.
uint256 makerFeePaid; // Total amount of ZRX paid by maker(s) to feeRecipient(s). uint256 makerFeePaid; // Total amount of fees paid by maker(s) to feeRecipient(s).
uint256 takerFeePaid; // Total amount of ZRX paid by taker to feeRecipients(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 { struct MatchedFillResults {
@ -51,13 +52,15 @@ library LibFillResults {
/// @dev Calculates amounts filled and fees paid by maker and taker. /// @dev Calculates amounts filled and fees paid by maker and taker.
/// @param order to be filled. /// @param order to be filled.
/// @param takerAssetFilledAmount Amount of takerAsset that will 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. /// @return fillResults Amounts filled and fees paid by maker and taker.
function calculateFillResults( function calculateFillResults(
LibOrder.Order memory order, LibOrder.Order memory order,
uint256 takerAssetFilledAmount uint256 takerAssetFilledAmount,
uint256 protocolFeeMultiplier
) )
internal internal
pure view
returns (FillResults memory fillResults) returns (FillResults memory fillResults)
{ {
// Compute proportional transfer amounts // Compute proportional transfer amounts
@ -78,6 +81,9 @@ library LibFillResults {
order.takerFee order.takerFee
); );
// Compute the protocol fee for a single fill.
fillResults.protocolFeePaid = tx.gasprice.safeMul(protocolFeeMultiplier);
return fillResults; return fillResults;
} }
@ -89,6 +95,7 @@ library LibFillResults {
/// @param rightOrder Second order to match. /// @param rightOrder Second order to match.
/// @param leftOrderTakerAssetFilledAmount Amount of left order already filled. /// @param leftOrderTakerAssetFilledAmount Amount of left order already filled.
/// @param rightOrderTakerAssetFilledAmount Amount of right 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 /// @param shouldMaximallyFillOrders A value that indicates whether or not this calculation should use
/// the maximal fill order matching strategy. /// the maximal fill order matching strategy.
/// @param matchedFillResults Amounts to fill and fees to pay by maker and taker of matched orders. /// @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, LibOrder.Order memory rightOrder,
uint256 leftOrderTakerAssetFilledAmount, uint256 leftOrderTakerAssetFilledAmount,
uint256 rightOrderTakerAssetFilledAmount, uint256 rightOrderTakerAssetFilledAmount,
uint256 protocolFeeMultiplier,
bool shouldMaximallyFillOrders bool shouldMaximallyFillOrders
) )
internal internal
pure view
returns (MatchedFillResults memory matchedFillResults) returns (MatchedFillResults memory matchedFillResults)
{ {
// Derive maker asset amounts for left & right orders, given store taker assert amounts // Derive maker asset amounts for left & right orders, given store taker assert amounts
@ -149,6 +157,7 @@ library LibFillResults {
leftOrder.takerAssetAmount, leftOrder.takerAssetAmount,
leftOrder.takerFee leftOrder.takerFee
); );
matchedFillResults.left.protocolFeePaid = tx.gasprice.safeMul(protocolFeeMultiplier);
// Compute fees for right order // Compute fees for right order
matchedFillResults.right.makerFeePaid = LibMath.safeGetPartialAmountFloor( matchedFillResults.right.makerFeePaid = LibMath.safeGetPartialAmountFloor(
@ -161,6 +170,7 @@ library LibFillResults {
rightOrder.takerAssetAmount, rightOrder.takerAssetAmount,
rightOrder.takerFee rightOrder.takerFee
); );
matchedFillResults.right.protocolFeePaid = tx.gasprice.safeMul(protocolFeeMultiplier);
// Return fill results // Return fill results
return matchedFillResults; return matchedFillResults;
@ -182,6 +192,7 @@ library LibFillResults {
totalFillResults.takerAssetFilledAmount = fillResults1.takerAssetFilledAmount.safeAdd(fillResults2.takerAssetFilledAmount); totalFillResults.takerAssetFilledAmount = fillResults1.takerAssetFilledAmount.safeAdd(fillResults2.takerAssetFilledAmount);
totalFillResults.makerFeePaid = fillResults1.makerFeePaid.safeAdd(fillResults2.makerFeePaid); totalFillResults.makerFeePaid = fillResults1.makerFeePaid.safeAdd(fillResults2.makerFeePaid);
totalFillResults.takerFeePaid = fillResults1.takerFeePaid.safeAdd(fillResults2.takerFeePaid); totalFillResults.takerFeePaid = fillResults1.takerFeePaid.safeAdd(fillResults2.takerFeePaid);
totalFillResults.protocolFeePaid = fillResults1.protocolFeePaid.safeAdd(fillResults2.protocolFeePaid);
return totalFillResults; return totalFillResults;
} }
@ -237,7 +248,7 @@ library LibFillResults {
rightOrder.makerAssetAmount, rightOrder.makerAssetAmount,
leftTakerAssetAmountRemaining // matchedFillResults.right.makerAssetFilledAmount leftTakerAssetAmountRemaining // matchedFillResults.right.makerAssetFilledAmount
); );
} else { } else {
// leftTakerAssetAmountRemaining == rightMakerAssetAmountRemaining // leftTakerAssetAmountRemaining == rightMakerAssetAmountRemaining
// Case 3: Both orders are fully filled. Technically, this could be captured by the above cases, but // 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. // this calculation will be more precise since it does not include rounding.

11
contracts/exchange-libs/contracts/test/TestLibFillResults.sol
View File

@ -29,13 +29,14 @@ contract TestLibFillResults {
function calculateFillResults( function calculateFillResults(
LibOrder.Order memory order, LibOrder.Order memory order,
uint256 takerAssetFilledAmount uint256 takerAssetFilledAmount,
uint256 protocolFeeMultiplier
) )
public public
pure view
returns (LibFillResults.FillResults memory fillResults) returns (LibFillResults.FillResults memory fillResults)
{ {
fillResults = LibFillResults.calculateFillResults(order, takerAssetFilledAmount); fillResults = LibFillResults.calculateFillResults(order, takerAssetFilledAmount, protocolFeeMultiplier);
return fillResults; return fillResults;
} }
@ -44,10 +45,11 @@ contract TestLibFillResults {
LibOrder.Order memory rightOrder, LibOrder.Order memory rightOrder,
uint256 leftOrderTakerAssetFilledAmount, uint256 leftOrderTakerAssetFilledAmount,
uint256 rightOrderTakerAssetFilledAmount, uint256 rightOrderTakerAssetFilledAmount,
uint256 protocolFeeMultiplier,
bool shouldMaximallyFillOrders bool shouldMaximallyFillOrders
) )
public public
pure view
returns (LibFillResults.MatchedFillResults memory matchedFillResults) returns (LibFillResults.MatchedFillResults memory matchedFillResults)
{ {
matchedFillResults = LibFillResults.calculateMatchedFillResults( matchedFillResults = LibFillResults.calculateMatchedFillResults(
@ -55,6 +57,7 @@ contract TestLibFillResults {
rightOrder, rightOrder,
leftOrderTakerAssetFilledAmount, leftOrderTakerAssetFilledAmount,
rightOrderTakerAssetFilledAmount, rightOrderTakerAssetFilledAmount,
protocolFeeMultiplier,
shouldMaximallyFillOrders shouldMaximallyFillOrders
); );
return matchedFillResults; return matchedFillResults;

17
contracts/exchange-libs/src/reference_functions.ts
View File

@ -18,7 +18,7 @@ export function isRoundingErrorFloor(numerator: BigNumber, denominator: BigNumbe
const remainder = numerator.times(target).mod(denominator); const remainder = numerator.times(target).mod(denominator);
// Need to do this separately because solidity evaluates RHS of the comparison expression first. // Need to do this separately because solidity evaluates RHS of the comparison expression first.
const rhs = safeMul(numerator, target); const rhs = safeMul(numerator, target);
const lhs = safeMul(new BigNumber(1000), remainder); const lhs = safeMul(remainder, new BigNumber(1000));
return lhs.gte(rhs); return lhs.gte(rhs);
} }
@ -36,7 +36,7 @@ export function isRoundingErrorCeil(numerator: BigNumber, denominator: BigNumber
remainder = safeSub(denominator, remainder).mod(denominator); remainder = safeSub(denominator, remainder).mod(denominator);
// Need to do this separately because solidity evaluates RHS of the comparison expression first. // Need to do this separately because solidity evaluates RHS of the comparison expression first.
const rhs = safeMul(numerator, target); const rhs = safeMul(numerator, target);
const lhs = safeMul(new BigNumber(1000), remainder); const lhs = safeMul(remainder, new BigNumber(1000));
return lhs.gte(rhs); 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. * Calculates partial value given a numerator and denominator rounded down.
*/ */
export function getPartialAmountCeil(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber { 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), takerAssetFilledAmount: safeAdd(a.takerAssetFilledAmount, b.takerAssetFilledAmount),
makerFeePaid: safeAdd(a.makerFeePaid, b.makerFeePaid), makerFeePaid: safeAdd(a.makerFeePaid, b.makerFeePaid),
takerFeePaid: safeAdd(a.takerFeePaid, b.takerFeePaid), takerFeePaid: safeAdd(a.takerFeePaid, b.takerFeePaid),
protocolFeePaid: safeAdd(a.protocolFeePaid, b.protocolFeePaid),
}; };
} }
/** /**
* Calculates amounts filled and fees paid by maker and taker. * 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( const makerAssetFilledAmount = safeGetPartialAmountFloor(
takerAssetFilledAmount, takerAssetFilledAmount,
order.takerAssetAmount, order.takerAssetAmount,
@ -99,10 +106,12 @@ export function calculateFillResults(order: OrderWithoutDomain, takerAssetFilled
); );
const makerFeePaid = safeGetPartialAmountFloor(makerAssetFilledAmount, order.makerAssetAmount, order.makerFee); const makerFeePaid = safeGetPartialAmountFloor(makerAssetFilledAmount, order.makerAssetAmount, order.makerFee);
const takerFeePaid = safeGetPartialAmountFloor(takerAssetFilledAmount, order.takerAssetAmount, order.takerFee); const takerFeePaid = safeGetPartialAmountFloor(takerAssetFilledAmount, order.takerAssetAmount, order.takerFee);
const protocolFeePaid = safeMul(gasPrice, protocolFeeMultiplier);
return { return {
makerAssetFilledAmount, makerAssetFilledAmount,
takerAssetFilledAmount, takerAssetFilledAmount,
makerFeePaid, makerFeePaid,
takerFeePaid, takerFeePaid,
protocolFeePaid,
}; };
} }

255
contracts/exchange-libs/test/lib_fill_results.ts
View File

@ -93,16 +93,28 @@ blockchainTests('LibFillResults', env => {
return ReferenceFunctions.calculateFillResults( return ReferenceFunctions.calculateFillResults(
makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount), makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount),
takerAssetFilledAmount, 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( async function testCalculateFillResultsAsync(
orderTakerAssetAmount: BigNumber, orderTakerAssetAmount: BigNumber,
takerAssetFilledAmount: BigNumber, takerAssetFilledAmount: BigNumber,
otherAmount: BigNumber, otherAmount: BigNumber,
): Promise<FillResults> { ): Promise<FillResults> {
const order = makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount); 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( testCombinatoriallyWithReferenceFunc(
@ -127,8 +139,20 @@ blockchainTests('LibFillResults', env => {
takerFee: ONE_ETHER.times(0.0025), takerFee: ONE_ETHER.times(0.0025),
}); });
const takerAssetFilledAmount = ONE_ETHER.dividedToIntegerBy(3); const takerAssetFilledAmount = ONE_ETHER.dividedToIntegerBy(3);
const expected = ReferenceFunctions.calculateFillResults(order, takerAssetFilledAmount); const expected = ReferenceFunctions.calculateFillResults(
const actual = await libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount); 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); expect(actual).to.deep.eq(expected);
}); });
@ -144,9 +168,9 @@ blockchainTests('LibFillResults', env => {
takerAssetFilledAmount, takerAssetFilledAmount,
order.makerAssetAmount, order.makerAssetAmount,
); );
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith( return expect(
expectedError, libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
); ).to.revertWith(expectedError);
}); });
it('reverts if computing `fillResults.makerFeePaid` overflows', async () => { it('reverts if computing `fillResults.makerFeePaid` overflows', async () => {
@ -167,9 +191,9 @@ blockchainTests('LibFillResults', env => {
makerAssetFilledAmount, makerAssetFilledAmount,
order.makerFee, order.makerFee,
); );
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith( return expect(
expectedError, libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
); ).to.revertWith(expectedError);
}); });
it('reverts if computing `fillResults.takerFeePaid` overflows', async () => { it('reverts if computing `fillResults.takerFeePaid` overflows', async () => {
@ -185,9 +209,9 @@ blockchainTests('LibFillResults', env => {
takerAssetFilledAmount, takerAssetFilledAmount,
order.takerFee, order.takerFee,
); );
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith( return expect(
expectedError, libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
); ).to.revertWith(expectedError);
}); });
it('reverts if `order.makerAssetAmount` is 0', async () => { it('reverts if `order.makerAssetAmount` is 0', async () => {
@ -197,9 +221,9 @@ blockchainTests('LibFillResults', env => {
}); });
const takerAssetFilledAmount = ONE_ETHER; const takerAssetFilledAmount = ONE_ETHER;
const expectedError = new LibMathRevertErrors.DivisionByZeroError(); const expectedError = new LibMathRevertErrors.DivisionByZeroError();
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith( return expect(
expectedError, libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
); ).to.revertWith(expectedError);
}); });
it('reverts if `order.takerAssetAmount` is 0', async () => { it('reverts if `order.takerAssetAmount` is 0', async () => {
@ -209,9 +233,9 @@ blockchainTests('LibFillResults', env => {
}); });
const takerAssetFilledAmount = ONE_ETHER; const takerAssetFilledAmount = ONE_ETHER;
const expectedError = new LibMathRevertErrors.DivisionByZeroError(); const expectedError = new LibMathRevertErrors.DivisionByZeroError();
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith( return expect(
expectedError, libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
); ).to.revertWith(expectedError);
}); });
it('reverts if there is a rounding error computing `makerAsssetFilledAmount`', async () => { it('reverts if there is a rounding error computing `makerAsssetFilledAmount`', async () => {
@ -225,9 +249,9 @@ blockchainTests('LibFillResults', env => {
order.takerAssetAmount, order.takerAssetAmount,
order.makerAssetAmount, order.makerAssetAmount,
); );
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith( return expect(
expectedError, libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
); ).to.revertWith(expectedError);
}); });
it('reverts if there is a rounding error computing `makerFeePaid`', async () => { it('reverts if there is a rounding error computing `makerFeePaid`', async () => {
@ -247,9 +271,9 @@ blockchainTests('LibFillResults', env => {
order.makerAssetAmount, order.makerAssetAmount,
order.makerFee, order.makerFee,
); );
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith( return expect(
expectedError, libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount, constants.ZERO_AMOUNT),
); ).to.revertWith(expectedError);
}); });
it('reverts if there is a rounding error computing `takerFeePaid`', async () => { it('reverts if there is a rounding error computing `takerFeePaid`', async () => {
@ -269,9 +293,32 @@ blockchainTests('LibFillResults', env => {
order.makerAssetAmount, order.makerAssetAmount,
order.takerFee, order.takerFee,
); );
return expect(libsContract.calculateFillResults.callAsync(order, takerAssetFilledAmount)).to.revertWith( return expect(
expectedError, 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), takerAssetFilledAmount: ONE_ETHER.times(2),
makerFeePaid: ONE_ETHER.times(0.001), makerFeePaid: ONE_ETHER.times(0.001),
takerFeePaid: ONE_ETHER.times(0.002), takerFeePaid: ONE_ETHER.times(0.002),
protocolFeePaid: ONE_ETHER.times(0.003),
}, },
{ {
makerAssetFilledAmount: ONE_ETHER.times(0.01), makerAssetFilledAmount: ONE_ETHER.times(0.01),
takerAssetFilledAmount: ONE_ETHER.times(2).times(0.01), takerAssetFilledAmount: ONE_ETHER.times(2).times(0.01),
makerFeePaid: ONE_ETHER.times(0.001).times(0.01), makerFeePaid: ONE_ETHER.times(0.001).times(0.01),
takerFeePaid: ONE_ETHER.times(0.002).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); 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, takerAssetFilledAmount: constants.ZERO_AMOUNT,
makerFeePaid: constants.ZERO_AMOUNT, makerFeePaid: constants.ZERO_AMOUNT,
takerFeePaid: constants.ZERO_AMOUNT, takerFeePaid: constants.ZERO_AMOUNT,
protocolFeePaid: constants.ZERO_AMOUNT,
}; };
const EMPTY_MATCHED_FILL_RESULTS: MatchedFillResults = { const EMPTY_MATCHED_FILL_RESULTS: MatchedFillResults = {
@ -366,12 +427,14 @@ blockchainTests('LibFillResults', env => {
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(150000, 0),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(150000, 0),
}, },
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18), profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18),
profitInRightMakerAsset: constants.ZERO_AMOUNT, profitInRightMakerAsset: constants.ZERO_AMOUNT,
@ -398,6 +461,8 @@ blockchainTests('LibFillResults', env => {
rightOrder: Order, rightOrder: Order,
leftOrderTakerAssetFilledAmount: BigNumber, leftOrderTakerAssetFilledAmount: BigNumber,
rightOrderTakerAssetFilledAmount: BigNumber, rightOrderTakerAssetFilledAmount: BigNumber,
protocolFeeMultiplier: BigNumber,
gasPrice: BigNumber,
from?: string, from?: string,
): Promise<void> { ): Promise<void> {
const actualMatchedFillResults = await libsContract.calculateMatchedFillResults.callAsync( const actualMatchedFillResults = await libsContract.calculateMatchedFillResults.callAsync(
@ -405,8 +470,9 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
leftOrderTakerAssetFilledAmount, leftOrderTakerAssetFilledAmount,
rightOrderTakerAssetFilledAmount, rightOrderTakerAssetFilledAmount,
protocolFeeMultiplier,
false, false,
{ from }, { from, gasPrice },
); );
expect(actualMatchedFillResults).to.be.deep.eq(expectedMatchedFillResults); expect(actualMatchedFillResults).to.be.deep.eq(expectedMatchedFillResults);
} }
@ -452,12 +518,14 @@ blockchainTests('LibFillResults', env => {
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(75, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(75, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.4705882352941176'), 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.4705882352941176'), 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.5306122448979591'), 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.5306122448979591'), 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(75, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(75, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
}); });
await assertCalculateMatchedFillResultsAsync( await assertCalculateMatchedFillResultsAsync(
@ -466,6 +534,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.7835051546391752'), 16), // 92.85% makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.7835051546391752'), 16), // 92.85%
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.8571428571428571'), 16), // 92.85% takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.8571428571428571'), 16), // 92.85%
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(2, 0), profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(2, 0),
}); });
@ -499,6 +571,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5060240963855421'), 16), // 26.506% makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5060240963855421'), 16), // 26.506%
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5306122448979591'), 16), // 26.531% takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5306122448979591'), 16), // 26.531%
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 0), profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 0),
}); });
@ -534,6 +610,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.6666666666666666'), 16), // 91.6% makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.6666666666666666'), 16), // 91.6%
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.7525773195876288'), 16), // 91.75% takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.7525773195876288'), 16), // 91.75%
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(10, 0), profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(10, 0),
}); });
@ -569,6 +649,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(2650, 0), makerFeePaid: Web3Wrapper.toBaseUnitAmount(2650, 0),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(2653, 0), takerFeePaid: Web3Wrapper.toBaseUnitAmount(2653, 0),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 0), profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 0),
}); });
@ -606,6 +690,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(9166, 0), makerFeePaid: Web3Wrapper.toBaseUnitAmount(9166, 0),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(9175, 0), takerFeePaid: Web3Wrapper.toBaseUnitAmount(9175, 0),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(10, 0), profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(10, 0),
}); });
@ -644,6 +732,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1005, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1005, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1005, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(503, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(503, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.2718720602069614'), 16), // 47.27% makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.2718720602069614'), 16), // 47.27%
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.3189087488240827'), 16), // 47.31% takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.3189087488240827'), 16), // 47.31%
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(497, 0), profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(497, 0),
}); });
@ -679,6 +771,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18), profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18),
}); });
@ -712,6 +808,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(5, 18), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(5, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
}); });
await assertCalculateMatchedFillResultsAsync( await assertCalculateMatchedFillResultsAsync(
@ -744,6 +844,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(50, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(50, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(50, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(50, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18), profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18),
}); });
@ -777,6 +881,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(10, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(10, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(10, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(10, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18), profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18),
}); });
@ -810,6 +918,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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 () => { 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, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
); );
}); });
@ -848,6 +960,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
leftOrder.makerAddress, leftOrder.makerAddress,
); );
}); });
@ -867,6 +981,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
rightOrder.makerAddress, rightOrder.makerAddress,
); );
}); });
@ -888,6 +1004,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
feeRecipientAddressLeft, feeRecipientAddressLeft,
); );
}); });
@ -909,6 +1027,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
feeRecipientAddressRight, feeRecipientAddressRight,
); );
}); });
@ -930,6 +1050,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
); );
}); });
@ -950,6 +1072,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
); );
}); });
@ -970,6 +1094,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
); );
}); });
@ -991,6 +1117,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
); );
}); });
}); });
@ -1005,6 +1133,8 @@ blockchainTests('LibFillResults', env => {
rightOrder: Order, rightOrder: Order,
leftOrderTakerAssetFilledAmount: BigNumber, leftOrderTakerAssetFilledAmount: BigNumber,
rightOrderTakerAssetFilledAmount: BigNumber, rightOrderTakerAssetFilledAmount: BigNumber,
protocolFeeMultiplier: BigNumber,
gasPrice: BigNumber,
from?: string, from?: string,
): Promise<void> { ): Promise<void> {
const actualMatchedFillResults = await libsContract.calculateMatchedFillResults.callAsync( const actualMatchedFillResults = await libsContract.calculateMatchedFillResults.callAsync(
@ -1012,8 +1142,9 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
leftOrderTakerAssetFilledAmount, leftOrderTakerAssetFilledAmount,
rightOrderTakerAssetFilledAmount, rightOrderTakerAssetFilledAmount,
protocolFeeMultiplier,
true, true,
{ from }, { from, gasPrice },
); );
expect(actualMatchedFillResults).to.be.deep.eq(expectedMatchedFillResults); expect(actualMatchedFillResults).to.be.deep.eq(expectedMatchedFillResults);
} }
@ -1061,12 +1192,14 @@ blockchainTests('LibFillResults', env => {
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(75, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(75, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.4705882352941176'), 16), // 76.47% makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.4705882352941176'), 16), // 76.47%
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.5306122448979591'), 16), // 76.53% takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.5306122448979591'), 16), // 76.53%
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(75, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(75, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(13, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
}); });
await assertCalculateMatchedFillResultsWithMaximalFillAsync( await assertCalculateMatchedFillResultsWithMaximalFillAsync(
@ -1075,6 +1208,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
new BigNumber(150000),
new BigNumber(100000),
); );
}); });
@ -1095,12 +1230,14 @@ blockchainTests('LibFillResults', env => {
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(105, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(105, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(15, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(15, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('53.5714285714285714'), 16), // 53.57% makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('53.5714285714285714'), 16), // 53.57%
takerFeePaid: 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, profitInLeftMakerAsset: constants.ZERO_AMOUNT,
profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(15, 0), profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(15, 0),
@ -1111,6 +1248,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
new BigNumber(150000),
new BigNumber(100000),
); );
}); });
@ -1131,12 +1270,14 @@ blockchainTests('LibFillResults', env => {
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(29, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(29, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(16, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(16, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('33.3333333333333333'), 16), // 33.33% makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('33.3333333333333333'), 16), // 33.33%
takerFeePaid: 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, profitInLeftMakerAsset: constants.ZERO_AMOUNT,
profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(7, 0), profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(7, 0),
@ -1147,6 +1288,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(4, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(8, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(8, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(6, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(6, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(1, 0), profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(1, 0),
profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(4, 0), profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(4, 0),
@ -1183,6 +1328,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.6666666666666666'), 16), // 91.6% makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.6666666666666666'), 16), // 91.6%
takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.7525773195876288'), 16), // 91.75% takerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.7525773195876288'), 16), // 91.75%
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(10, 0), profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(10, 0),
}); });
@ -1218,6 +1367,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(22, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(29, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(29, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(16, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(16, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(3333, 0), makerFeePaid: Web3Wrapper.toBaseUnitAmount(3333, 0),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(3333, 0), takerFeePaid: Web3Wrapper.toBaseUnitAmount(3333, 0),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(7, 0), profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(7, 0),
}); });
@ -1255,6 +1408,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(9166, 0), makerFeePaid: Web3Wrapper.toBaseUnitAmount(9166, 0),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(9175, 0), takerFeePaid: Web3Wrapper.toBaseUnitAmount(9175, 0),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(89, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(10, 0), profitInLeftMakerAsset: Web3Wrapper.toBaseUnitAmount(10, 0),
}); });
@ -1292,6 +1449,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 5),
); );
}); });
@ -1318,6 +1477,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
); );
const rightOrder2 = makeOrder({ const rightOrder2 = makeOrder({
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(100, 18), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(100, 18),
@ -1329,12 +1490,14 @@ blockchainTests('LibFillResults', env => {
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 18), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 18), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 18),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(45, 18), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(45, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
}); });
await assertCalculateMatchedFillResultsWithMaximalFillAsync( await assertCalculateMatchedFillResultsWithMaximalFillAsync(
@ -1343,6 +1506,8 @@ blockchainTests('LibFillResults', env => {
rightOrder2, rightOrder2,
Web3Wrapper.toBaseUnitAmount(10, 18), Web3Wrapper.toBaseUnitAmount(10, 18),
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 5),
); );
}); });
@ -1363,12 +1528,14 @@ blockchainTests('LibFillResults', env => {
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1005, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1005, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2000, 0), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2000, 0),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1000, 0), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(1000, 0),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('94.0733772342427093'), 16), // 94.07% makerFeePaid: Web3Wrapper.toBaseUnitAmount(new BigNumber('94.0733772342427093'), 16), // 94.07%
takerFeePaid: 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), profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(995, 0),
}); });
@ -1378,6 +1545,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(5, 18), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(5, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
}); });
await assertCalculateMatchedFillResultsWithMaximalFillAsync( await assertCalculateMatchedFillResultsWithMaximalFillAsync(
@ -1410,6 +1581,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(2, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(100, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(5, 18), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(5, 18),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(10, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(10, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(10, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(10, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(10, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18), profitInRightMakerAsset: Web3Wrapper.toBaseUnitAmount(3, 18),
}); });
@ -1444,6 +1619,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 5),
); );
// Create second left order // Create second left order
// Note: This order needs makerAssetAmount=96/takerAssetAmount=48 to fully fill the right 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), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(45, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
right: { right: {
makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(45, 18), makerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(45, 18),
takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 18), takerAssetFilledAmount: Web3Wrapper.toBaseUnitAmount(90, 18),
makerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16), makerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
takerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16), takerFeePaid: Web3Wrapper.toBaseUnitAmount(90, 16),
protocolFeePaid: Web3Wrapper.toBaseUnitAmount(15, 9),
}, },
}); });
await assertCalculateMatchedFillResultsWithMaximalFillAsync( await assertCalculateMatchedFillResultsWithMaximalFillAsync(
@ -1473,6 +1652,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(10, 18), Web3Wrapper.toBaseUnitAmount(10, 18),
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 5),
); );
}); });
@ -1494,6 +1675,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
); );
}); });
@ -1512,6 +1695,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
leftOrder.makerAddress, leftOrder.makerAddress,
); );
}); });
@ -1531,6 +1716,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
rightOrder.makerAddress, rightOrder.makerAddress,
); );
}); });
@ -1552,6 +1739,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
feeRecipientAddress, feeRecipientAddress,
); );
}); });
@ -1573,6 +1762,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
feeRecipientAddress, feeRecipientAddress,
); );
}); });
@ -1594,6 +1785,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
); );
}); });
@ -1614,6 +1807,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
); );
}); });
@ -1634,6 +1829,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
Web3Wrapper.toBaseUnitAmount(15, 4),
Web3Wrapper.toBaseUnitAmount(1, 0),
); );
}); });
@ -1657,6 +1854,8 @@ blockchainTests('LibFillResults', env => {
rightOrder, rightOrder,
constants.ZERO_AMOUNT, constants.ZERO_AMOUNT,
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), takerAssetFilledAmount: ONE_ETHER.times(2),
makerFeePaid: ONE_ETHER.times(0.001), makerFeePaid: ONE_ETHER.times(0.001),
takerFeePaid: ONE_ETHER.times(0.002), takerFeePaid: ONE_ETHER.times(0.002),
protocolFeePaid: ONE_ETHER.times(0.003),
}, },
{ {
makerAssetFilledAmount: ONE_ETHER.times(0.01), makerAssetFilledAmount: ONE_ETHER.times(0.01),
takerAssetFilledAmount: ONE_ETHER.times(2).times(0.01), takerAssetFilledAmount: ONE_ETHER.times(2).times(0.01),
makerFeePaid: ONE_ETHER.times(0.001).times(0.01), makerFeePaid: ONE_ETHER.times(0.001).times(0.01),
takerFeePaid: ONE_ETHER.times(0.002).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); 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);
});
}); });
}); });

1
packages/types/src/index.ts
View File

@ -817,6 +817,7 @@ export interface FillResults {
takerAssetFilledAmount: BigNumber; takerAssetFilledAmount: BigNumber;
makerFeePaid: BigNumber; makerFeePaid: BigNumber;
takerFeePaid: BigNumber; takerFeePaid: BigNumber;
protocolFeePaid: BigNumber;
} }
export interface MatchedFillResults { export interface MatchedFillResults {