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Updated batchMatchOrders to fix an edge case and added tests

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This commit is contained in:
James Towle
2019-07-06 23:10:53 -05:00
committed by Amir Bandeali
parent c1985e6986
commit e0cff4b74e
5 changed files with 205 additions and 26 deletions
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16
contracts/exchange/test/utils/match_order_tester.ts
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@@ -1112,19 +1112,19 @@ function convertToBatchMatchResults(results: BatchMatchResults): BatchMatchedFil
*/
function convertToMatchResults(result: MatchResults): MatchedFillResults {
// If the left spread is negative, set it to zero
let leftMakerAssetSpreadAmount = result.fills[0].makerAssetFilledAmount.minus(
let profitInLeftMakerAsset = result.fills[0].makerAssetFilledAmount.minus(
result.fills[1].takerAssetFilledAmount,
);
if (leftMakerAssetSpreadAmount.isLessThanOrEqualTo(ZERO)) {
leftMakerAssetSpreadAmount = ZERO;
if (profitInLeftMakerAsset.isLessThanOrEqualTo(ZERO)) {
profitInLeftMakerAsset = ZERO;
}
// If the right spread is negative, set it to zero
let rightMakerAssetSpreadAmount = result.fills[1].makerAssetFilledAmount.minus(
let profitInRightMakerAsset = result.fills[1].makerAssetFilledAmount.minus(
result.fills[0].takerAssetFilledAmount,
);
if (rightMakerAssetSpreadAmount.isLessThanOrEqualTo(ZERO)) {
rightMakerAssetSpreadAmount = ZERO;
if (profitInRightMakerAsset.isLessThanOrEqualTo(ZERO)) {
profitInRightMakerAsset = ZERO;
}
const matchedFillResults: MatchedFillResults = {
@@ -1140,8 +1140,8 @@ function convertToMatchResults(result: MatchResults): MatchedFillResults {
makerFeePaid: result.fills[1].makerFeePaid,
takerFeePaid: result.fills[1].takerFeePaid,
},
leftMakerAssetSpreadAmount,
rightMakerAssetSpreadAmount,
profitInLeftMakerAsset,
profitInRightMakerAsset,
};
return matchedFillResults;
}