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authorGreg Hysen <hysz@users.noreply.github.com>2018-08-31 05:27:01 +0800
committerGitHub <noreply@github.com>2018-08-31 05:27:01 +0800
commit580271380111d8ae357fed6af30d00ba4a281041 (patch)
treec2aa602963943d232202a6b023c5cc6f30f54b13
parent8c7cec98223920a8c977c3b7b1cd87dd560b55db (diff)
parent0be2219bebcf8b33a134c387c1ef9b38416dffbc (diff)
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Merge pull request #1046 from 0xProject/fix/contracts/roundingFeeTestsMatchOrders
Test cases for rounding fees in matchOrders
-rw-r--r--packages/contracts/test/exchange/match_orders.ts94
1 files changed, 94 insertions, 0 deletions
diff --git a/packages/contracts/test/exchange/match_orders.ts b/packages/contracts/test/exchange/match_orders.ts
index 554c456cc..c6e7b494f 100644
--- a/packages/contracts/test/exchange/match_orders.ts
+++ b/packages/contracts/test/exchange/match_orders.ts
@@ -406,6 +406,100 @@ describe('matchOrders', () => {
);
});
+ it('Should give right maker and right taker a favorable fee price when rounding', async () => {
+ // Create orders to match
+ const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({
+ makerAddress: makerAddressLeft,
+ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0),
+ takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0),
+ feeRecipientAddress: feeRecipientAddressLeft,
+ });
+ const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({
+ makerAddress: makerAddressRight,
+ makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress),
+ takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress),
+ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(83), 0),
+ takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(49), 0),
+ feeRecipientAddress: feeRecipientAddressRight,
+ makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0),
+ takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0),
+ });
+ // Note:
+ // The maker/taker fee percentage paid on the right order differs because
+ // they received different sale prices. The right maker pays a
+ // fee slightly lower than the right taker.
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2650), 0), // 2650.6 rounded down tro 2650
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(2653), 0), // 2653.1 rounded down to 2653
+ };
+ // Match signedOrderLeft with signedOrderRight
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
+ signedOrderLeft,
+ signedOrderRight,
+ takerAddress,
+ erc20BalancesByOwner,
+ erc721TokenIdsByOwner,
+ expectedTransferAmounts,
+ );
+ });
+
+ it('Should give left maker and left taker a favorable fee price when rounding', async () => {
+ // Create orders to match
+ const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({
+ makerAddress: makerAddressLeft,
+ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(12), 0),
+ takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0),
+ feeRecipientAddress: feeRecipientAddressLeft,
+ makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0),
+ takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0),
+ });
+ const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({
+ makerAddress: makerAddressRight,
+ makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress),
+ takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress),
+ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0),
+ takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0),
+ feeRecipientAddress: feeRecipientAddressRight,
+ });
+ // Note:
+ // The maker/taker fee percentage paid on the left order differs because
+ // they received different sale prices. The left maker pays a
+ // fee slightly lower than the left taker.
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(11), 0),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(9166), 0), // 9166.6 rounded down to 9166
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(9175), 0), // 9175.2 rounded down to 9175
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
+ // Match signedOrderLeft with signedOrderRight
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
+ signedOrderLeft,
+ signedOrderRight,
+ takerAddress,
+ erc20BalancesByOwner,
+ erc721TokenIdsByOwner,
+ expectedTransferAmounts,
+ );
+ });
+
it('Should transfer correct amounts when right order fill amount deviates from amount derived by `Exchange.fillOrder`', async () => {
// Create orders to match
const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({