crowetic/protocol
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Fix the rounding of makerFillAmount and correctly validate partial fees

Browse Source
This commit is contained in:
Leonid Logvinov
2017-10-23 10:47:03 +03:00
parent 9d0ccdfdcc
commit fbe34663da
1 changed files with 36 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files

47
src/utils/order_validation_utils.ts
View File

@@ -27,13 +27,22 @@ export class OrderValidationUtils {
if (!_.isUndefined(expectedFillTakerTokenAmount)) {
fillTakerTokenAmount = expectedFillTakerTokenAmount;
}
const fillMakerTokenAmount = this.getFillMakerTokenAmount(signedOrder, fillTakerTokenAmount);
const fillMakerTokenAmount = this.getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerTokenAmount,
);
await exchangeTradeEmulator.transferFromAsync(
signedOrder.makerTokenAddress, signedOrder.maker, signedOrder.taker, fillMakerTokenAmount,
TradeSide.Maker, TransferType.Trade,
);
const makerFeeAmount = this.getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerFee,
);
await exchangeTradeEmulator.transferFromAsync(
zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, signedOrder.makerFee,
zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, makerFeeAmount,
TradeSide.Maker, TransferType.Fee,
);
}
@@ -100,7 +109,11 @@ export class OrderValidationUtils {
public async validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder,
fillTakerTokenAmount: BigNumber.BigNumber, senderAddress: string, zrxTokenAddress: string): Promise<void> {
const fillMakerTokenAmount = this.getFillMakerTokenAmount(signedOrder, fillTakerTokenAmount);
const fillMakerTokenAmount = this.getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerTokenAmount,
);
await exchangeTradeEmulator.transferFromAsync(
signedOrder.makerTokenAddress, signedOrder.maker, senderAddress, fillMakerTokenAmount,
TradeSide.Maker, TransferType.Trade,
@@ -109,12 +122,22 @@ export class OrderValidationUtils {
signedOrder.takerTokenAddress, senderAddress, signedOrder.maker, fillTakerTokenAmount,
TradeSide.Taker, TransferType.Trade,
);
await exchangeTradeEmulator.transferFromAsync(
zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, signedOrder.makerFee, TradeSide.Maker,
TransferType.Fee,
const makerFeeAmount = this.getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerFee,
);
await exchangeTradeEmulator.transferFromAsync(
zrxTokenAddress, senderAddress, signedOrder.feeRecipient, signedOrder.takerFee, TradeSide.Taker,
zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, makerFeeAmount, TradeSide.Maker,
TransferType.Fee,
);
const takerFeeAmount = this.getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.takerFee,
);
await exchangeTradeEmulator.transferFromAsync(
zrxTokenAddress, senderAddress, signedOrder.feeRecipient, takerFeeAmount, TradeSide.Taker,
TransferType.Fee,
);
}
@@ -131,10 +154,12 @@ export class OrderValidationUtils {
throw new Error(ExchangeContractErrs.OrderFillExpired);
}
}
private getFillMakerTokenAmount(signedOrder: Order,
fillTakerTokenAmount: BigNumber.BigNumber): BigNumber.BigNumber {
const exchangeRate = signedOrder.takerTokenAmount.div(signedOrder.makerTokenAmount);
const fillMakerTokenAmount = fillTakerTokenAmount.div(exchangeRate);
private getPartialAmount(numerator: BigNumber.BigNumber, denominator: BigNumber.BigNumber,
target: BigNumber.BigNumber): BigNumber.BigNumber {
const fillMakerTokenAmount = numerator
.mul(target)
.div(denominator)
.round(0);
return fillMakerTokenAmount;
}
}