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Wording of calculateMatchedFillResults

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This commit is contained in:
Greg Hysen
2018-05-16 18:44:49 -07:00
parent 2eb5819851
commit 80285a300d
1 changed files with 11 additions and 9 deletions
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20
packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol
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@@ -228,13 +228,15 @@ contract MixinMatchOrders is
internal
returns (MatchedFillResults memory matchedFillResults)
{
// We settle orders at the price point defined by the right order (profit goes to the order taker)
// The constraint can be either on the left or on the right.
// The constraint is on the left iff 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>
// We settle orders at the exchange rate of the right order.
// 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>
uint256 rightTakerAssetAmountRemaining = safeSub(rightOrder.takerAssetAmount, rightOrderFilledAmount);
uint256 leftTakerAssetAmountRemaining = safeSub(leftOrder.takerAssetAmount, leftOrderFilledAmount);
uint256 leftOrderAmountToFill;
@@ -243,7 +245,7 @@ contract MixinMatchOrders is
safeMul(leftTakerAssetAmountRemaining, rightOrder.takerAssetAmount) <=
safeMul(rightTakerAssetAmountRemaining, rightOrder.makerAssetAmount)
) {
// Left order is the constraint: maximally fill left
// Left order will be fully filled: maximally fill left
leftOrderAmountToFill = leftTakerAssetAmountRemaining;
// The right order receives an amount proportional to how much was spent.
@@ -254,7 +256,7 @@ contract MixinMatchOrders is
leftOrderAmountToFill
);
} else {
// Right order is the constraint: maximally fill right
// Right order will be fully filled: maximally fill right
rightOrderAmountToFill = rightTakerAssetAmountRemaining;
// The left order receives an amount proportional to how much was spent.