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authorGreg Hysen <greg.hysen@gmail.com>2018-08-21 04:13:38 +0800
committerGreg Hysen <greg.hysen@gmail.com>2018-08-25 09:17:26 +0800
commit407f63ef2055e8cd01af010a2e6d3a6c548c9793 (patch)
treed1a72c6fe9288b13da8543a494454ae3fc746eba /packages
parentf938c989e3e07161de20dd865baf59eecdde872d (diff)
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Removed calculateFillResults from matchOrders workflow. Eliminates compounded rounding errors.
Diffstat (limited to 'packages')
-rw-r--r--packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol67
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,