From f8e565bc06b48f4e59b9a246fdf1e4b16245bd83 Mon Sep 17 00:00:00 2001
From: Greg Hysen <greg.hysen@gmail.com>
Date: Thu, 23 Aug 2018 16:07:13 -0700
Subject: Tests for matchOrders edge cases
---
packages/contracts/test/exchange/match_orders.ts | 84 ++++++++++++++++++++----
1 file changed, 71 insertions(+), 13 deletions(-)
diff --git a/packages/contracts/test/exchange/match_orders.ts b/packages/contracts/test/exchange/match_orders.ts
index 95d4b7502..95a6fff33 100644
--- a/packages/contracts/test/exchange/match_orders.ts
+++ b/packages/contracts/test/exchange/match_orders.ts
@@ -173,8 +173,7 @@ describe.only('matchOrders', () => {
erc721TokenIdsByOwner = await erc721Wrapper.getBalancesAsync();
});
- /*
- it.only('should transfer the correct amounts when orders completely fill each other', async () => {
+ it('Should give right maker a better price when correct price is not integral', async () => {
// Create orders to match
const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({
makerAddress: makerAddressLeft,
@@ -190,6 +189,67 @@ describe.only('matchOrders', () => {
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(3000), 0),
feeRecipientAddress: feeRecipientAddressRight,
});
+ // Note:
+ // The maker/taker fee percentage paid on the right order differs because
+ // they received different sale prices.
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2000), 0),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1001), 0),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1001), 0),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(300), 0), // @TODO: Update once rounding up is implemented
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10.01), 16), // @TODO: Update once rounding up is implemented
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1700), 0),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // @TODO: Update once rounding up is implemented
+ };
+ // Match signedOrderLeft with signedOrderRight
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
+ signedOrderLeft,
+ signedOrderRight,
+ takerAddress,
+ erc20BalancesByOwner,
+ erc721TokenIdsByOwner,
+ expectedTransferAmounts,
+ );
+ });
+
+ it('Should give left maker a better price when correct price is non-integral', 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,
+ });
+ 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.
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(11), 0),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.6666666666666666'), 16), // 91.6%
+ // 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('91.7525773195876288'), 16), // 91.75%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
// Match signedOrderLeft with signedOrderRight
await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
@@ -197,17 +257,11 @@ describe.only('matchOrders', () => {
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
- // // Verify left order was fully filled
- // const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft);
- // expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
- // Verify right order was fully filled
- // const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight);
- // expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
});
- */
- it('Jacobs Example', async () => {
+ 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({
makerAddress: makerAddressLeft,
@@ -230,13 +284,17 @@ describe.only('matchOrders', () => {
amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0),
feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
// Right Maker
+ // Note:
+ // For order [4,2] valid fill amounts through `Exchange.fillOrder` would be [2, 1] or [4, 2]
+ // In this case we have fill amounts of [3, 1] which is attainable through
+ // `Exchange.matchOrders` but not `Exchange.fillOrder`
amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0),
- amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0),
- feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 16), // 75%
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), // @TODO: Update once rounding up is implemented
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 16), // 75% (@TODO: Update once rounding up is implemented)
// Taker
amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(9), 0),
feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
- feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50% (@TODO: Update once rounding up is implemented)
};
// Match signedOrderLeft with signedOrderRight
await matchOrderTester.matchOrdersAndAssertEffectsAsync(
--
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