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authorGreg Hysen <greg.hysen@gmail.com>2018-05-12 08:22:10 +0800
committerGreg Hysen <greg.hysen@gmail.com>2018-05-19 08:01:06 +0800
commit1dd7688bddd1b1328ad1dea46129ff489d7ea403 (patch)
treeec1133c5c4586f64302b3a80463faa3399d74d92 /packages/contracts/src
parent5735095521aeda75b257236e34d6ec76c16df8ab (diff)
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Reordered fund transfers for matched orders, plus added an extra sanity check to order matching calculations
Diffstat (limited to 'packages/contracts/src')
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol33
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/MixinSettlement.sol50
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol1
3 files changed, 49 insertions, 35 deletions
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol b/packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol
index 77ba0a089..ab4768d02 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol
@@ -84,8 +84,8 @@ contract MixinMatchOrders is
validateMatchOrThrow(leftOrder, rightOrder);
// Compute proportional fill amounts
- uint8 matchedFillAmountsStatus;
- ( matchedFillAmountsStatus,
+ uint8 matchedFillResultsStatus;
+ ( matchedFillResultsStatus,
matchedFillResults
) = calculateMatchedFillResults(
leftOrder,
@@ -94,7 +94,7 @@ contract MixinMatchOrders is
rightOrderInfo.orderStatus,
leftOrderInfo.orderFilledAmount,
rightOrderInfo.orderFilledAmount);
- if (matchedFillAmountsStatus != uint8(Status.SUCCESS)) {
+ if (matchedFillResultsStatus != uint8(Status.SUCCESS)) {
return matchedFillResults;
}
@@ -181,6 +181,27 @@ contract MixinMatchOrders is
function validateMatchOrThrow(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
+ 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,
+ amountSpentByLeft,
+ 1),
+ 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 >=
@@ -283,6 +304,12 @@ contract MixinMatchOrders is
return (status, matchedFillResults);
}
+ // Calculate amount given to taker
+ matchedFillResults.takerFillAmount = safeSub(
+ matchedFillResults.left.makerAssetFilledAmount,
+ matchedFillResults.right.takerAssetFilledAmount
+ );
+
// Validate the fill results
validateMatchOrThrow(matchedFillResults);
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/MixinSettlement.sol b/packages/contracts/src/contracts/current/protocol/Exchange/MixinSettlement.sol
index cb96bbc3e..4911c62b5 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/MixinSettlement.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/MixinSettlement.sol
@@ -105,57 +105,41 @@ contract MixinSettlement is
address takerAddress)
internal
{
- // Optimized for:
- // * leftOrder.feeRecipient =?= rightOrder.feeRecipient
-
- // Not optimized for:
- // * {left, right}.{MakerAsset, TakerAsset} == ZRX
- // * {left, right}.maker, takerAddress == {left, right}.feeRecipient
-
- // leftOrder.MakerAsset == rightOrder.TakerAsset
- // Taker should be left with a positive balance (the spread)
+ // Order makers and taker
dispatchTransferFrom(
leftOrder.makerAssetData,
leftOrder.makerAddress,
- takerAddress,
- matchedFillResults.left.makerAssetFilledAmount);
- dispatchTransferFrom(
- leftOrder.makerAssetData,
- takerAddress,
rightOrder.makerAddress,
- matchedFillResults.right.takerAssetFilledAmount);
-
- // rightOrder.MakerAsset == leftOrder.TakerAsset
- // leftOrder.takerAssetFilledAmount ~ rightOrder.makerAssetFilledAmount
- // The change goes to right, not to taker.
- require(
- matchedFillResults.right.makerAssetFilledAmount >=
- matchedFillResults.left.takerAssetFilledAmount,
- MISCALCULATED_TRANSFER_AMOUNTS
+ matchedFillResults.right.takerAssetFilledAmount
);
dispatchTransferFrom(
rightOrder.makerAssetData,
rightOrder.makerAddress,
leftOrder.makerAddress,
- matchedFillResults.right.makerAssetFilledAmount);
+ matchedFillResults.left.takerAssetFilledAmount
+ );
+ dispatchTransferFrom(
+ leftOrder.makerAssetData,
+ leftOrder.makerAddress,
+ takerAddress,
+ matchedFillResults.takerFillAmount
+ );
// Maker fees
dispatchTransferFrom(
ZRX_PROXY_DATA,
leftOrder.makerAddress,
leftOrder.feeRecipientAddress,
- matchedFillResults.left.makerFeePaid);
+ matchedFillResults.left.makerFeePaid
+ );
dispatchTransferFrom(
ZRX_PROXY_DATA,
rightOrder.makerAddress,
rightOrder.feeRecipientAddress,
- matchedFillResults.right.makerFeePaid);
+ matchedFillResults.right.makerFeePaid
+ );
// Taker fees
- // If we assume distinct(left, right, takerAddress) and
- // distinct(MakerAsset, TakerAsset, zrx) then the only remaining
- // opportunity for optimization is when both feeRecipientAddress' are
- // the same.
if (leftOrder.feeRecipientAddress == rightOrder.feeRecipientAddress) {
dispatchTransferFrom(
ZRX_PROXY_DATA,
@@ -171,12 +155,14 @@ contract MixinSettlement is
ZRX_PROXY_DATA,
takerAddress,
leftOrder.feeRecipientAddress,
- matchedFillResults.left.takerFeePaid);
+ matchedFillResults.left.takerFeePaid
+ );
dispatchTransferFrom(
ZRX_PROXY_DATA,
takerAddress,
rightOrder.feeRecipientAddress,
- matchedFillResults.right.takerFeePaid);
+ matchedFillResults.right.takerFeePaid
+ );
}
}
}
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol b/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol
index a1e3f28a1..17b6cd92d 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol
@@ -27,6 +27,7 @@ contract MMatchOrders {
struct MatchedFillResults {
LibFillResults.FillResults left;
LibFillResults.FillResults right;
+ uint256 takerFillAmount;
}
/// This struct exists solely to avoid the stack limit constraint