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Append -Floor to getPartialAmount and isRoundingError

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This commit is contained in:
Remco Bloemen
2018-08-24 16:16:44 -07:00
parent f6080367fe
commit 80291caf7c
17 changed files with 59 additions and 59 deletions
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4
packages/contracts/src/2.0.0/extensions/Forwarder/MixinExchangeWrapper.sol vendored
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@@ -163,7 +163,7 @@ contract MixinExchangeWrapper is
// Convert the remaining amount of makerAsset to buy into remaining amount
// of takerAsset to sell, assuming entire amount can be sold in the current order
uint256 remainingTakerAssetFillAmount = getPartialAmount(
uint256 remainingTakerAssetFillAmount = getPartialAmountFloor(
orders[i].takerAssetAmount,
orders[i].makerAssetAmount,
remainingMakerAssetFillAmount
@@ -231,7 +231,7 @@ contract MixinExchangeWrapper is
// Convert the remaining amount of ZRX to buy into remaining amount
// of WETH to sell, assuming entire amount can be sold in the current order.
uint256 remainingWethSellAmount = getPartialAmount(
uint256 remainingWethSellAmount = getPartialAmountFloor(
orders[i].takerAssetAmount,
safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees
remainingZrxBuyAmount

4
packages/contracts/src/2.0.0/extensions/Forwarder/MixinForwarderCore.sol vendored
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@@ -87,7 +87,7 @@ contract MixinForwarderCore is
uint256 makerAssetAmountPurchased;
if (orders[0].makerAssetData.equals(ZRX_ASSET_DATA)) {
// Calculate amount of WETH that won't be spent on ETH fees.
wethSellAmount = getPartialAmount(
wethSellAmount = getPartialAmountFloor(
PERCENTAGE_DENOMINATOR,
safeAdd(PERCENTAGE_DENOMINATOR, feePercentage),
msg.value
@@ -103,7 +103,7 @@ contract MixinForwarderCore is
makerAssetAmountPurchased = safeSub(orderFillResults.makerAssetFilledAmount, orderFillResults.takerFeePaid);
} else {
// 5% of WETH is reserved for filling feeOrders and paying feeRecipient.
wethSellAmount = getPartialAmount(
wethSellAmount = getPartialAmountFloor(
MAX_WETH_FILL_PERCENTAGE,
PERCENTAGE_DENOMINATOR,
msg.value

2
packages/contracts/src/2.0.0/extensions/Forwarder/MixinWeth.sol vendored
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@@ -82,7 +82,7 @@ contract MixinWeth is
uint256 wethRemaining = safeSub(msg.value, wethSold);
// Calculate ETH fee to pay to feeRecipient.
uint256 ethFee = getPartialAmount(
uint256 ethFee = getPartialAmountFloor(
feePercentage,
PERCENTAGE_DENOMINATOR,
wethSoldExcludingFeeOrders

8
packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol vendored
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@@ -320,7 +320,7 @@ contract MixinExchangeCore is
// Validate fill order rounding
require(
!isRoundingError(
!isRoundingErrorFloor(
takerAssetFilledAmount,
order.takerAssetAmount,
order.makerAssetAmount
@@ -376,17 +376,17 @@ contract MixinExchangeCore is
{
// Compute proportional transfer amounts
fillResults.takerAssetFilledAmount = takerAssetFilledAmount;
fillResults.makerAssetFilledAmount = getPartialAmount(
fillResults.makerAssetFilledAmount = getPartialAmountFloor(
takerAssetFilledAmount,
order.takerAssetAmount,
order.makerAssetAmount
);
fillResults.makerFeePaid = getPartialAmount(
fillResults.makerFeePaid = getPartialAmountFloor(
takerAssetFilledAmount,
order.takerAssetAmount,
order.makerFee
);
fillResults.takerFeePaid = getPartialAmount(
fillResults.takerFeePaid = getPartialAmountFloor(
takerAssetFilledAmount,
order.takerAssetAmount,
order.takerFee

4
packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol vendored
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@@ -183,7 +183,7 @@ contract MixinMatchOrders is
leftTakerAssetFilledAmount = leftTakerAssetAmountRemaining;
// The right order receives an amount proportional to how much was spent.
rightTakerAssetFilledAmount = getPartialAmount(
rightTakerAssetFilledAmount = getPartialAmountFloor(
rightOrder.takerAssetAmount,
rightOrder.makerAssetAmount,
leftTakerAssetFilledAmount
@@ -193,7 +193,7 @@ contract MixinMatchOrders is
rightTakerAssetFilledAmount = rightTakerAssetAmountRemaining;
// The left order receives an amount proportional to how much was spent.
leftTakerAssetFilledAmount = getPartialAmount(
leftTakerAssetFilledAmount = getPartialAmountFloor(
rightOrder.makerAssetAmount,
rightOrder.takerAssetAmount,
rightTakerAssetFilledAmount

4
packages/contracts/src/2.0.0/protocol/Exchange/MixinWrapperFunctions.sol vendored
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@@ -298,7 +298,7 @@ contract MixinWrapperFunctions is
// Convert the remaining amount of makerAsset to buy into remaining amount
// of takerAsset to sell, assuming entire amount can be sold in the current order
uint256 remainingTakerAssetFillAmount = getPartialAmount(
uint256 remainingTakerAssetFillAmount = getPartialAmountFloor(
orders[i].takerAssetAmount,
orders[i].makerAssetAmount,
remainingMakerAssetFillAmount
@@ -350,7 +350,7 @@ contract MixinWrapperFunctions is
// Convert the remaining amount of makerAsset to buy into remaining amount
// of takerAsset to sell, assuming entire amount can be sold in the current order
uint256 remainingTakerAssetFillAmount = getPartialAmount(
uint256 remainingTakerAssetFillAmount = getPartialAmountFloor(
orders[i].takerAssetAmount,
orders[i].makerAssetAmount,
remainingMakerAssetFillAmount

8
packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol vendored
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@@ -25,12 +25,12 @@ contract LibMath is
SafeMath
{
/// @dev Calculates partial value given a numerator and denominator.
/// @dev Calculates partial value given a numerator and denominator rounded down.
/// @param numerator Numerator.
/// @param denominator Denominator.
/// @param target Value to calculate partial of.
/// @return Partial value of target rounded down.
function getPartialAmount(
function getPartialAmountFloor(
uint256 numerator,
uint256 denominator,
uint256 target
@@ -48,7 +48,7 @@ contract LibMath is
return partialAmount;
}
/// @dev Calculates partial value given a numerator and denominator.
/// @dev Calculates partial value given a numerator and denominator rounded down.
/// @param numerator Numerator.
/// @param denominator Denominator.
/// @param target Value to calculate partial of.
@@ -79,7 +79,7 @@ contract LibMath is
/// @param denominator Denominator.
/// @param target Value to multiply with numerator/denominator.
/// @return Rounding error is present.
function isRoundingError(
function isRoundingErrorFloor(
uint256 numerator,
uint256 denominator,
uint256 target

8
packages/contracts/src/2.0.0/test/TestExchangeInternals/TestExchangeInternals.sol vendored
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@@ -67,7 +67,7 @@ contract TestExchangeInternals is
/// @param denominator Denominator.
/// @param target Value to calculate partial of.
/// @return Partial value of target.
function publicGetPartialAmount(
function publicGetPartialAmountFloor(
uint256 numerator,
uint256 denominator,
uint256 target
@@ -76,7 +76,7 @@ contract TestExchangeInternals is
pure
returns (uint256 partialAmount)
{
return getPartialAmount(numerator, denominator, target);
return getPartialAmountFloor(numerator, denominator, target);
}
/// @dev Calculates partial value given a numerator and denominator.
@@ -101,7 +101,7 @@ contract TestExchangeInternals is
/// @param denominator Denominator.
/// @param target Value to multiply with numerator/denominator.
/// @return Rounding error is present.
function publicIsRoundingError(
function publicIsRoundingErrorFloor(
uint256 numerator,
uint256 denominator,
uint256 target
@@ -110,7 +110,7 @@ contract TestExchangeInternals is
pure
returns (bool isError)
{
return isRoundingError(numerator, denominator, target);
return isRoundingErrorFloor(numerator, denominator, target);
}
/// @dev Checks if rounding error >= 0.1%.

8
packages/contracts/src/2.0.0/test/TestLibs/TestLibs.sol vendored
View File

@@ -49,7 +49,7 @@ contract TestLibs is
return fillOrderCalldata;
}
function publicGetPartialAmount(
function publicGetPartialAmountFloor(
uint256 numerator,
uint256 denominator,
uint256 target
@@ -58,7 +58,7 @@ contract TestLibs is
pure
returns (uint256 partialAmount)
{
partialAmount = getPartialAmount(
partialAmount = getPartialAmountFloor(
numerator,
denominator,
target
@@ -83,7 +83,7 @@ contract TestLibs is
return partialAmount;
}
function publicIsRoundingError(
function publicIsRoundingErrorFloor(
uint256 numerator,
uint256 denominator,
uint256 target
@@ -92,7 +92,7 @@ contract TestLibs is
pure
returns (bool isError)
{
isError = isRoundingError(
isError = isRoundingErrorFloor(
numerator,
denominator,
target

20
packages/contracts/test/exchange/internal.ts
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@@ -75,7 +75,7 @@ describe('Exchange core internal functions', () => {
// Note(albrow): Don't forget to add beforeEach and afterEach calls to reset
// the blockchain state for any tests which modify it!
async function referenceGetPartialAmountAsync(
async function referenceGetPartialAmountFloorAsync(
numerator: BigNumber,
denominator: BigNumber,
target: BigNumber,
@@ -165,18 +165,18 @@ describe('Exchange core internal functions', () => {
// implementation or the Solidity implementation of
// calculateFillResults.
return {
makerAssetFilledAmount: await referenceGetPartialAmountAsync(
makerAssetFilledAmount: await referenceGetPartialAmountFloorAsync(
takerAssetFilledAmount,
orderTakerAssetAmount,
otherAmount,
),
takerAssetFilledAmount,
makerFeePaid: await referenceGetPartialAmountAsync(
makerFeePaid: await referenceGetPartialAmountFloorAsync(
takerAssetFilledAmount,
orderTakerAssetAmount,
otherAmount,
),
takerFeePaid: await referenceGetPartialAmountAsync(
takerFeePaid: await referenceGetPartialAmountFloorAsync(
takerAssetFilledAmount,
orderTakerAssetAmount,
otherAmount,
@@ -199,18 +199,18 @@ describe('Exchange core internal functions', () => {
);
});
describe('getPartialAmount', async () => {
async function testGetPartialAmountAsync(
describe('getPartialAmountFloor', async () => {
async function testGetPartialAmountFloorAsync(
numerator: BigNumber,
denominator: BigNumber,
target: BigNumber,
): Promise<BigNumber> {
return testExchange.publicGetPartialAmount.callAsync(numerator, denominator, target);
return testExchange.publicGetPartialAmountFloor.callAsync(numerator, denominator, target);
}
await testCombinatoriallyWithReferenceFuncAsync(
'getPartialAmount',
referenceGetPartialAmountAsync,
testGetPartialAmountAsync,
referenceGetPartialAmountFloorAsync,
testGetPartialAmountFloorAsync,
[uint256Values, uint256Values, uint256Values],
);
});
@@ -284,7 +284,7 @@ describe('Exchange core internal functions', () => {
denominator: BigNumber,
target: BigNumber,
): Promise<boolean> {
return testExchange.publicIsRoundingError.callAsync(numerator, denominator, target);
return testExchange.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target);
}
await testCombinatoriallyWithReferenceFuncAsync(
'isRoundingError',

6
packages/contracts/test/exchange/libs.ts
View File

@@ -77,7 +77,7 @@ describe('Exchange libs', () => {
const denominator = new BigNumber(999);
const target = new BigNumber(50);
// rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1%
const isRoundingError = await libs.publicIsRoundingError.callAsync(numerator, denominator, target);
const isRoundingError = await libs.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target);
expect(isRoundingError).to.be.true();
});
it('should return false if there is a rounding of 0.09%', async () => {
@@ -85,7 +85,7 @@ describe('Exchange libs', () => {
const denominator = new BigNumber(9991);
const target = new BigNumber(500);
// rounding error = ((20*500/9991) - floor(20*500/9991)) / (20*500/9991) = 0.09%
const isRoundingError = await libs.publicIsRoundingError.callAsync(numerator, denominator, target);
const isRoundingError = await libs.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target);
expect(isRoundingError).to.be.false();
});
it('should return true if there is a rounding error of 0.11%', async () => {
@@ -93,7 +93,7 @@ describe('Exchange libs', () => {
const denominator = new BigNumber(9989);
const target = new BigNumber(500);
// rounding error = ((20*500/9989) - floor(20*500/9989)) / (20*500/9989) = 0.011%
const isRoundingError = await libs.publicIsRoundingError.callAsync(numerator, denominator, target);
const isRoundingError = await libs.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target);
expect(isRoundingError).to.be.true();
});
});

12
packages/contracts/test/utils/fill_order_combinatorial_utils.ts
View File

@@ -467,17 +467,17 @@ export class FillOrderCombinatorialUtils {
? remainingTakerAmountToFill
: alreadyFilledTakerAmount.add(takerAssetFillAmount);
const expFilledMakerAmount = orderUtils.getPartialAmount(
const expFilledMakerAmount = orderUtils.getPartialAmountFloor(
expFilledTakerAmount,
signedOrder.takerAssetAmount,
signedOrder.makerAssetAmount,
);
const expMakerFeePaid = orderUtils.getPartialAmount(
const expMakerFeePaid = orderUtils.getPartialAmountFloor(
expFilledTakerAmount,
signedOrder.takerAssetAmount,
signedOrder.makerFee,
);
const expTakerFeePaid = orderUtils.getPartialAmount(
const expTakerFeePaid = orderUtils.getPartialAmountFloor(
expFilledTakerAmount,
signedOrder.takerAssetAmount,
signedOrder.takerFee,
@@ -668,7 +668,7 @@ export class FillOrderCombinatorialUtils {
signedOrder: SignedOrder,
takerAssetFillAmount: BigNumber,
): Promise<void> {
const makerAssetFillAmount = orderUtils.getPartialAmount(
const makerAssetFillAmount = orderUtils.getPartialAmountFloor(
takerAssetFillAmount,
signedOrder.takerAssetAmount,
signedOrder.makerAssetAmount,
@@ -705,7 +705,7 @@ export class FillOrderCombinatorialUtils {
);
}
const makerFee = orderUtils.getPartialAmount(
const makerFee = orderUtils.getPartialAmountFloor(
takerAssetFillAmount,
signedOrder.takerAssetAmount,
signedOrder.makerFee,
@@ -829,7 +829,7 @@ export class FillOrderCombinatorialUtils {
);
}
const takerFee = orderUtils.getPartialAmount(
const takerFee = orderUtils.getPartialAmountFloor(
takerAssetFillAmount,
signedOrder.takerAssetAmount,
signedOrder.takerFee,

2
packages/contracts/test/utils/order_utils.ts
View File

@@ -5,7 +5,7 @@ import { constants } from './constants';
import { CancelOrder, MatchOrder } from './types';
export const orderUtils = {
getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
getPartialAmountFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
const partialAmount = numerator
.mul(target)
.div(denominator)

4
packages/order-utils/src/order_state_utils.ts
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@@ -81,7 +81,7 @@ export class OrderStateUtils {
const remainingTakerAssetAmount = signedOrder.takerAssetAmount.minus(
sidedOrderRelevantState.filledTakerAssetAmount,
);
const isRoundingError = OrderValidationUtils.isRoundingError(
const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(
remainingTakerAssetAmount,
signedOrder.takerAssetAmount,
signedOrder.makerAssetAmount,
@@ -191,7 +191,7 @@ export class OrderStateUtils {
);
const remainingFillableTakerAssetAmountGivenMakersStatus = signedOrder.makerAssetAmount.eq(0)
? new BigNumber(0)
: utils.getPartialAmount(
: utils.getPartialAmountFloor(
orderRelevantMakerState.remainingFillableAssetAmount,
signedOrder.makerAssetAmount,
signedOrder.takerAssetAmount,

10
packages/order-utils/src/order_validation_utils.ts
View File

@@ -24,7 +24,7 @@ export class OrderValidationUtils {
* @param denominator Denominator value. When used to check an order, pass in `order.takerAssetAmount`
* @param target Target value. When used to check an order, pass in `order.makerAssetAmount`
*/
public static isRoundingError(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean {
public static isRoundingErrorFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean {
// Solidity's mulmod() in JS
// Source: https://solidity.readthedocs.io/en/latest/units-and-global-variables.html#mathematical-and-cryptographic-functions
if (denominator.eq(0)) {
@@ -58,7 +58,7 @@ export class OrderValidationUtils {
zrxAssetData: string,
): Promise<void> {
try {
const fillMakerTokenAmount = utils.getPartialAmount(
const fillMakerTokenAmount = utils.getPartialAmountFloor(
fillTakerAssetAmount,
signedOrder.takerAssetAmount,
signedOrder.makerAssetAmount,
@@ -79,7 +79,7 @@ export class OrderValidationUtils {
TradeSide.Taker,
TransferType.Trade,
);
const makerFeeAmount = utils.getPartialAmount(
const makerFeeAmount = utils.getPartialAmountFloor(
fillTakerAssetAmount,
signedOrder.takerAssetAmount,
signedOrder.makerFee,
@@ -92,7 +92,7 @@ export class OrderValidationUtils {
TradeSide.Maker,
TransferType.Fee,
);
const takerFeeAmount = utils.getPartialAmount(
const takerFeeAmount = utils.getPartialAmountFloor(
fillTakerAssetAmount,
signedOrder.takerAssetAmount,
signedOrder.takerFee,
@@ -218,7 +218,7 @@ export class OrderValidationUtils {
zrxAssetData,
);
const wouldRoundingErrorOccur = OrderValidationUtils.isRoundingError(
const wouldRoundingErrorOccur = OrderValidationUtils.isRoundingErrorFloor(
desiredFillTakerTokenAmount,
signedOrder.takerAssetAmount,
signedOrder.makerAssetAmount,

2
packages/order-utils/src/utils.ts
View File

@@ -12,7 +12,7 @@ export const utils = {
const milisecondsInSecond = 1000;
return new BigNumber(Date.now() / milisecondsInSecond).round();
},
getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
getPartialAmountFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
const fillMakerTokenAmount = numerator
.mul(target)
.div(denominator)

12
packages/order-utils/test/order_validation_utils_test.ts
View File

@@ -16,7 +16,7 @@ describe('OrderValidationUtils', () => {
const denominator = new BigNumber(999);
const target = new BigNumber(50);
// rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1%
const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target);
const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target);
expect(isRoundingError).to.be.false();
});
@@ -25,7 +25,7 @@ describe('OrderValidationUtils', () => {
const denominator = new BigNumber(9991);
const target = new BigNumber(500);
// rounding error = ((20*500/9991) - floor(20*500/9991)) / (20*500/9991) = 0.09%
const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target);
const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target);
expect(isRoundingError).to.be.false();
});
@@ -34,7 +34,7 @@ describe('OrderValidationUtils', () => {
const denominator = new BigNumber(9989);
const target = new BigNumber(500);
// rounding error = ((20*500/9989) - floor(20*500/9989)) / (20*500/9989) = 0.011%
const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target);
const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target);
expect(isRoundingError).to.be.true();
});
@@ -43,7 +43,7 @@ describe('OrderValidationUtils', () => {
const denominator = new BigNumber(7);
const target = new BigNumber(10);
// rounding error = ((3*10/7) - floor(3*10/7)) / (3*10/7) = 6.67%
const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target);
const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target);
expect(isRoundingError).to.be.true();
});
@@ -52,7 +52,7 @@ describe('OrderValidationUtils', () => {
const denominator = new BigNumber(2);
const target = new BigNumber(10);
const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target);
const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target);
expect(isRoundingError).to.be.false();
});
@@ -63,7 +63,7 @@ describe('OrderValidationUtils', () => {
const target = new BigNumber(105762562);
// rounding error = ((76564*105762562/676373677) - floor(76564*105762562/676373677)) /
// (76564*105762562/676373677) = 0.0007%
const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target);
const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target);
expect(isRoundingError).to.be.false();
});
});