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Added comments to order matching

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Greg Hysen
2018-08-24 18:48:29 -07:00
parent ec2e726be0
commit 878db3b849
1 changed files with 13 additions and 1 deletions
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14
packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol vendored
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@@ -179,12 +179,22 @@ contract MixinMatchOrders is
rightTakerAssetAmountRemaining
);
// Calculate fill results for maker and taker assets
// Calculate fill results for maker and taker assets: at least one order will be fully filled.
// The maximum amount the left maker can buy is `leftTakerAssetAmountRemaining`
// The maximum amount the right maker can sell is `rightMakerAssetAmountRemaining`
// We have two distinct cases for calculating the fill results:
// Case 1.
// If the left maker can buy more than the right maker can sell, then only the right order is fully filled.
// If the left maker can buy exactly what the right maker can sell, then both orders are fully filled.
// Case 2.
// If the left maker cannot buy more than the right maker can sell, then only the left order is fully filled.
if (leftTakerAssetAmountRemaining >= rightMakerAssetAmountRemaining) {
// Case 1: Right order is fully filled
matchedFillResults.right.makerAssetFilledAmount = rightMakerAssetAmountRemaining;
matchedFillResults.right.takerAssetFilledAmount = rightTakerAssetAmountRemaining;
matchedFillResults.left.takerAssetFilledAmount = matchedFillResults.right.makerAssetFilledAmount;
// Round down to ensure the maker's exchange rate does not exceed the price specified by the order.
// We favor the maker when the exchange rate must be rounded.
matchedFillResults.left.makerAssetFilledAmount = getPartialAmountFloor(
leftOrder.makerAssetAmount,
leftOrder.takerAssetAmount,
@@ -195,6 +205,8 @@ contract MixinMatchOrders is
matchedFillResults.left.makerAssetFilledAmount = leftMakerAssetAmountRemaining;
matchedFillResults.left.takerAssetFilledAmount = leftTakerAssetAmountRemaining;
matchedFillResults.right.makerAssetFilledAmount = matchedFillResults.left.takerAssetFilledAmount;
// Round up to ensure the maker's exchange rate does not exceed the price specified by the order.
// We favor the maker when the exchange rate must be rounded.
matchedFillResults.right.takerAssetFilledAmount = getPartialAmountCeil(
rightOrder.takerAssetAmount,
rightOrder.makerAssetAmount,