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Style improvements to order matching

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This commit is contained in:
Greg Hysen
2018-05-18 16:37:50 -07:00
parent 89abd76570
commit d13c08cc0d
5 changed files with 27 additions and 38 deletions
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4
packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol
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@@ -225,13 +225,13 @@ contract MixinExchangeCore is
// Fill amount must be greater than 0
if (takerAssetFillAmount == 0) {
status = uint8(Status.TAKER_ASSET_FILL_AMOUNT_TOO_LOW);
return;
return (status, fillResults);
}
// Ensure the order is fillable
if (orderStatus != uint8(Status.ORDER_FILLABLE)) {
status = orderStatus;
return;
return (status, fillResults);
}
// Compute takerAssetFilledAmount

33
packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol
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@@ -39,7 +39,7 @@ contract MixinMatchOrders is
MTransactions
{
/// @dev Match two complementary orders that have a positive spread.
/// @dev Match two complementary orders that have a profitable spread.
/// Each order is filled at their respective price point. However, the calculations are
/// carried out as though the orders are both being filled at the right order's price point.
/// The profit made by the left order goes to the taker (who matched the two orders).
@@ -52,8 +52,8 @@ contract MixinMatchOrders is
function matchOrders(
Order memory leftOrder,
Order memory rightOrder,
bytes leftSignature,
bytes rightSignature
bytes memory leftSignature,
bytes memory rightSignature
)
public
returns (MatchedFillResults memory matchedFillResults)
@@ -135,19 +135,21 @@ contract MixinMatchOrders is
internal
{
// The leftOrder maker asset must be the same as the rightOrder taker asset.
// TODO: Can we safely assume equality and expect a later failure otherwise?
require(
areBytesEqual(leftOrder.makerAssetData, rightOrder.takerAssetData),
ASSET_MISMATCH_MAKER_TAKER
);
// The leftOrder taker asset must be the same as the rightOrder maker asset.
// TODO: Can we safely assume equality and expect a later failure otherwise?
require(
areBytesEqual(leftOrder.takerAssetData, rightOrder.makerAssetData),
ASSET_MISMATCH_TAKER_MAKER
);
// Make sure there is a positive spread.
// There is a positive spread iff the cost per unit bought (OrderA.MakerAmount/OrderA.TakerAmount) for each order is greater
// Make sure there is a profitable spread.
// There is a profitable spread iff the cost per unit bought (OrderA.MakerAmount/OrderA.TakerAmount) for each order is greater
// than the profit per unit sold of the matched order (OrderB.TakerAmount/OrderB.MakerAmount).
// This is satisfied by the equations below:
// <leftOrder.makerAssetAmount> / <leftOrder.takerAssetAmount> >= <rightOrder.takerAssetAmount> / <rightOrder.makerAssetAmount>
@@ -163,22 +165,15 @@ contract MixinMatchOrders is
/// @dev Validates matched fill results. Succeeds or throws.
/// @param matchedFillResults Amounts to fill and fees to pay by maker and taker of matched orders.
function assertValidMatch(MatchedFillResults memory matchedFillResults)
function assertValidMatchResults(MatchedFillResults memory matchedFillResults)
internal
{
// The left order must spend at least as much as we're sending to the combined
// amounts being sent to the right order and taker
// If the amount transferred from the left order is different than what is transferred, it is a rounding error amount.
// Ensure this difference is negligible by dividing the values with each other. The result should equal to ~1.
uint256 amountSpentByLeft = safeAdd(
matchedFillResults.right.takerAssetFilledAmount,
matchedFillResults.takerFillAmount
);
require(
matchedFillResults.left.makerAssetFilledAmount >=
amountSpentByLeft,
MISCALCULATED_TRANSFER_AMOUNTS
);
// If the amount transferred from the left order is different than what is transferred, it is a rounding error amount.
// Ensure this difference is negligible by dividing the values with each other. The result should equal to ~1.
require(
!isRoundingError(
matchedFillResults.left.makerAssetFilledAmount,
@@ -188,12 +183,6 @@ contract MixinMatchOrders is
ROUNDING_ERROR_TRANSFER_AMOUNTS
);
// The right order must spend at least as much as we're transferring to the left order.
require(
matchedFillResults.right.makerAssetFilledAmount >=
matchedFillResults.left.takerAssetFilledAmount,
MISCALCULATED_TRANSFER_AMOUNTS
);
// If the amount transferred from the right order is different than what is transferred, it is a rounding error amount.
// Ensure this difference is negligible by dividing the values with each other. The result should equal to ~1.
require(
@@ -300,7 +289,7 @@ contract MixinMatchOrders is
);
// Validate the fill results
assertValidMatch(matchedFillResults);
assertValidMatchResults(matchedFillResults);
// Return fill results
return matchedFillResults;

6
packages/contracts/src/contracts/current/protocol/Exchange/interfaces/IMatchOrders.sol
View File

@@ -23,7 +23,7 @@ import "../libs/LibFillResults.sol";
contract IMatchOrders {
/// @dev Match two complementary orders that have a positive spread.
/// @dev Match two complementary orders that have a profitable spread.
/// Each order is filled at their respective price point. However, the calculations are
/// carried out as though the orders are both being filled at the right order's price point.
/// The profit made by the left order goes to the taker (who matched the two orders).
@@ -36,8 +36,8 @@ contract IMatchOrders {
function matchOrders(
LibOrder.Order memory leftOrder,
LibOrder.Order memory rightOrder,
bytes leftSignature,
bytes rightSignature
bytes memory leftSignature,
bytes memory rightSignature
)
public
returns (LibFillResults.MatchedFillResults memory matchedFillResults);

2
packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol
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@@ -38,7 +38,7 @@ contract MMatchOrders is
/// @dev Validates matched fill results. Succeeds or throws.
/// @param matchedFillResults Amounts to fill and fees to pay by maker and taker of matched orders.
function assertValidMatch(LibFillResults.MatchedFillResults memory matchedFillResults)
function assertValidMatchResults(LibFillResults.MatchedFillResults memory matchedFillResults)
internal;
/// @dev Calculates fill amounts for the matched orders.