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author | Greg Hysen <greg.hysen@gmail.com> | 2018-08-21 04:13:38 +0800 |
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committer | Greg Hysen <greg.hysen@gmail.com> | 2018-08-25 09:17:26 +0800 |
commit | 407f63ef2055e8cd01af010a2e6d3a6c548c9793 (patch) | |
tree | d1a72c6fe9288b13da8543a494454ae3fc746eba /packages/contracts | |
parent | f938c989e3e07161de20dd865baf59eecdde872d (diff) | |
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Removed calculateFillResults from matchOrders workflow. Eliminates compounded rounding errors.
Diffstat (limited to 'packages/contracts')
-rw-r--r-- | packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol | 67 |
1 files changed, 29 insertions, 38 deletions
diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol index 25220a673..2012aa6db 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol @@ -109,7 +109,7 @@ contract MixinMatchOrders is rightOrderInfo.orderTakerAssetFilledAmount, matchedFillResults.right ); - + // Settle matched orders. Succeeds or throws. settleMatchedOrders( leftOrder, @@ -169,52 +169,43 @@ contract MixinMatchOrders is // The amount saved by the left maker goes to the taker. // Either the left or right order will be fully filled; possibly both. // The left order is fully filled iff the right order can sell more than left can buy. - // That is: the amount required to fill the left order is less than or equal to - // the amount we can spend from the right order: - // <leftTakerAssetAmountRemaining> <= <rightTakerAssetAmountRemaining> * <rightMakerToTakerRatio> - // <leftTakerAssetAmountRemaining> <= <rightTakerAssetAmountRemaining> * <rightOrder.makerAssetAmount> / <rightOrder.takerAssetAmount> - // <leftTakerAssetAmountRemaining> * <rightOrder.takerAssetAmount> <= <rightTakerAssetAmountRemaining> * <rightOrder.makerAssetAmount> + + // Derive maker asset amounts for left & right orders, given store taker assert amounts uint256 leftTakerAssetAmountRemaining = safeSub(leftOrder.takerAssetAmount, leftOrderTakerAssetFilledAmount); + uint256 leftMakerAssetAmountRemaining = getPartialAmountFloor( + leftOrder.makerAssetAmount, + leftOrder.takerAssetAmount, + leftTakerAssetAmountRemaining + ); uint256 rightTakerAssetAmountRemaining = safeSub(rightOrder.takerAssetAmount, rightOrderTakerAssetFilledAmount); - uint256 leftTakerAssetFilledAmount; - uint256 rightTakerAssetFilledAmount; - if ( - safeMul(leftTakerAssetAmountRemaining, rightOrder.takerAssetAmount) <= - safeMul(rightTakerAssetAmountRemaining, rightOrder.makerAssetAmount) - ) { - // Left order will be fully filled: maximally fill left - leftTakerAssetFilledAmount = leftTakerAssetAmountRemaining; + uint256 rightMakerAssetAmountRemaining = getPartialAmountFloor( + rightOrder.makerAssetAmount, + rightOrder.takerAssetAmount, + rightTakerAssetAmountRemaining + ); - // The right order receives an amount proportional to how much was spent. - rightTakerAssetFilledAmount = getPartialAmountFloor( - rightOrder.takerAssetAmount, - rightOrder.makerAssetAmount, - leftTakerAssetFilledAmount + if (leftTakerAssetAmountRemaining >= rightMakerAssetAmountRemaining) { + // Case 1: Right order is fully filled: maximally fill right + matchedFillResults.right.makerAssetFilledAmount = rightMakerAssetAmountRemaining; + matchedFillResults.right.takerAssetFilledAmount = rightTakerAssetAmountRemaining; + matchedFillResults.left.makerAssetFilledAmount = getPartialAmountFloor( + leftOrder.makerAssetAmount, + leftOrder.takerAssetAmount, + matchedFillResults.right.makerAssetFilledAmount ); + matchedFillResults.left.takerAssetFilledAmount = matchedFillResults.right.makerAssetFilledAmount; } else { - // Right order will be fully filled: maximally fill right - rightTakerAssetFilledAmount = rightTakerAssetAmountRemaining; - - // The left order receives an amount proportional to how much was spent. - leftTakerAssetFilledAmount = getPartialAmountFloor( - rightOrder.makerAssetAmount, + // Case 2: Left order is fully filled: maximall fill left + matchedFillResults.left.makerAssetFilledAmount = leftMakerAssetAmountRemaining; + matchedFillResults.left.takerAssetFilledAmount = leftTakerAssetAmountRemaining; + matchedFillResults.right.makerAssetFilledAmount = matchedFillResults.left.takerAssetFilledAmount; + matchedFillResults.right.takerAssetFilledAmount = getPartialAmountCeil( rightOrder.takerAssetAmount, - rightTakerAssetFilledAmount + rightOrder.makerAssetAmount, + matchedFillResults.left.takerAssetFilledAmount ); } - // Calculate fill results for left order - matchedFillResults.left = calculateFillResults( - leftOrder, - leftTakerAssetFilledAmount - ); - - // Calculate fill results for right order - matchedFillResults.right = calculateFillResults( - rightOrder, - rightTakerAssetFilledAmount - ); - // Calculate amount given to taker matchedFillResults.leftMakerAssetSpreadAmount = safeSub( matchedFillResults.left.makerAssetFilledAmount, |