Merge pull request #1003 from 0xProject/feature/contracts/roundup

[contracts] Add getPartialAmountCeil and isRoundingErrorCeil

4 files changed, 179 insertions, 65 deletions

diff --git a/packages/contracts/test/exchange/internal.ts b/packages/contracts/test/exchange/internal.ts
index 67d1d2d2c..2521665c2 100644
--- a/packages/contracts/test/exchange/internal.ts
+++ b/packages/contracts/test/exchange/internal.ts
@@ -1,6 +1,7 @@
 import { BlockchainLifecycle } from '@0xproject/dev-utils';
 import { Order, RevertReason, SignedOrder } from '@0xproject/types';
 import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
 import * as _ from 'lodash';
 
 import { TestExchangeInternalsContract } from '../../generated_contract_wrappers/test_exchange_internals';
@@ -16,6 +17,8 @@ import { FillResults } from '../utils/types';
 import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper';
 
 chaiSetup.configure();
+const expect = chai.expect;
+
 const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
 
 const MAX_UINT256 = new BigNumber(2).pow(256).minus(1);
@@ -43,26 +46,11 @@ const emptySignedOrder: SignedOrder = {
 
 const overflowErrorForCall = new Error(RevertReason.Uint256Overflow);
 
-async function referenceGetPartialAmountAsync(
-    numerator: BigNumber,
-    denominator: BigNumber,
-    target: BigNumber,
-): Promise<BigNumber> {
-    const invalidOpcodeErrorForCall = new Error(await getInvalidOpcodeErrorMessageForCallAsync());
-    const product = numerator.mul(target);
-    if (product.greaterThan(MAX_UINT256)) {
-        throw overflowErrorForCall;
-    }
-    if (denominator.eq(0)) {
-        throw invalidOpcodeErrorForCall;
-    }
-    return product.dividedToIntegerBy(denominator);
-}
-
 describe('Exchange core internal functions', () => {
     let testExchange: TestExchangeInternalsContract;
     let invalidOpcodeErrorForCall: Error | undefined;
     let overflowErrorForSendTransaction: Error | undefined;
+    let divisionByZeroErrorForCall: Error | undefined;
 
     before(async () => {
         await blockchainLifecycle.startAsync();
@@ -79,11 +67,29 @@ describe('Exchange core internal functions', () => {
         overflowErrorForSendTransaction = new Error(
             await getRevertReasonOrErrorMessageForSendTransactionAsync(RevertReason.Uint256Overflow),
         );
+        divisionByZeroErrorForCall = new Error(
+            await getRevertReasonOrErrorMessageForSendTransactionAsync(RevertReason.DivisionByZero),
+        );
         invalidOpcodeErrorForCall = new Error(await getInvalidOpcodeErrorMessageForCallAsync());
     });
     // Note(albrow): Don't forget to add beforeEach and afterEach calls to reset
     // the blockchain state for any tests which modify it!
 
+    async function referenceGetPartialAmountFloorAsync(
+        numerator: BigNumber,
+        denominator: BigNumber,
+        target: BigNumber,
+    ): Promise<BigNumber> {
+        if (denominator.eq(0)) {
+            throw divisionByZeroErrorForCall;
+        }
+        const product = numerator.mul(target);
+        if (product.greaterThan(MAX_UINT256)) {
+            throw overflowErrorForCall;
+        }
+        return product.dividedToIntegerBy(denominator);
+    }
+
     describe('addFillResults', async () => {
         function makeFillResults(value: BigNumber): FillResults {
             return {
@@ -159,18 +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,
@@ -193,18 +199,55 @@ 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],
+        );
+    });
+
+    describe('getPartialAmountCeil', async () => {
+        async function referenceGetPartialAmountCeilAsync(
+            numerator: BigNumber,
+            denominator: BigNumber,
+            target: BigNumber,
+        ): Promise<BigNumber> {
+            if (denominator.eq(0)) {
+                throw divisionByZeroErrorForCall;
+            }
+            const product = numerator.mul(target);
+            const offset = product.add(denominator.sub(1));
+            if (offset.greaterThan(MAX_UINT256)) {
+                throw overflowErrorForCall;
+            }
+            const result = offset.dividedToIntegerBy(denominator);
+            if (product.mod(denominator).eq(0)) {
+                expect(result.mul(denominator)).to.be.bignumber.eq(product);
+            } else {
+                expect(result.mul(denominator)).to.be.bignumber.gt(product);
+            }
+            return result;
+        }
+        async function testGetPartialAmountCeilAsync(
+            numerator: BigNumber,
+            denominator: BigNumber,
+            target: BigNumber,
+        ): Promise<BigNumber> {
+            return testExchange.publicGetPartialAmountCeil.callAsync(numerator, denominator, target);
+        }
+        await testCombinatoriallyWithReferenceFuncAsync(
+            'getPartialAmountCeil',
+            referenceGetPartialAmountCeilAsync,
+            testGetPartialAmountCeilAsync,
             [uint256Values, uint256Values, uint256Values],
         );
     });
@@ -215,33 +258,33 @@ describe('Exchange core internal functions', () => {
             denominator: BigNumber,
             target: BigNumber,
         ): Promise<boolean> {
-            const product = numerator.mul(target);
             if (denominator.eq(0)) {
-                throw invalidOpcodeErrorForCall;
+                throw divisionByZeroErrorForCall;
             }
-            const remainder = product.mod(denominator);
-            if (remainder.eq(0)) {
+            if (numerator.eq(0)) {
+                return false;
+            }
+            if (target.eq(0)) {
                 return false;
             }
+            const product = numerator.mul(target);
+            const remainder = product.mod(denominator);
+            const remainderTimes1000 = remainder.mul('1000');
+            const isError = remainderTimes1000.gt(product);
             if (product.greaterThan(MAX_UINT256)) {
                 throw overflowErrorForCall;
             }
-            if (product.eq(0)) {
-                throw invalidOpcodeErrorForCall;
-            }
-            const remainderTimes1000000 = remainder.mul('1000000');
-            if (remainderTimes1000000.greaterThan(MAX_UINT256)) {
+            if (remainderTimes1000.greaterThan(MAX_UINT256)) {
                 throw overflowErrorForCall;
             }
-            const errPercentageTimes1000000 = remainderTimes1000000.dividedToIntegerBy(product);
-            return errPercentageTimes1000000.greaterThan('1000');
+            return isError;
         }
         async function testIsRoundingErrorAsync(
             numerator: BigNumber,
             denominator: BigNumber,
             target: BigNumber,
         ): Promise<boolean> {
-            return testExchange.publicIsRoundingError.callAsync(numerator, denominator, target);
+            return testExchange.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target);
         }
         await testCombinatoriallyWithReferenceFuncAsync(
             'isRoundingError',
@@ -251,6 +294,49 @@ describe('Exchange core internal functions', () => {
         );
     });
 
+    describe('isRoundingErrorCeil', async () => {
+        async function referenceIsRoundingErrorAsync(
+            numerator: BigNumber,
+            denominator: BigNumber,
+            target: BigNumber,
+        ): Promise<boolean> {
+            if (denominator.eq(0)) {
+                throw divisionByZeroErrorForCall;
+            }
+            if (numerator.eq(0)) {
+                return false;
+            }
+            if (target.eq(0)) {
+                return false;
+            }
+            const product = numerator.mul(target);
+            const remainder = product.mod(denominator);
+            const error = denominator.sub(remainder).mod(denominator);
+            const errorTimes1000 = error.mul('1000');
+            const isError = errorTimes1000.gt(product);
+            if (product.greaterThan(MAX_UINT256)) {
+                throw overflowErrorForCall;
+            }
+            if (errorTimes1000.greaterThan(MAX_UINT256)) {
+                throw overflowErrorForCall;
+            }
+            return isError;
+        }
+        async function testIsRoundingErrorCeilAsync(
+            numerator: BigNumber,
+            denominator: BigNumber,
+            target: BigNumber,
+        ): Promise<boolean> {
+            return testExchange.publicIsRoundingErrorCeil.callAsync(numerator, denominator, target);
+        }
+        await testCombinatoriallyWithReferenceFuncAsync(
+            'isRoundingErrorCeil',
+            referenceIsRoundingErrorAsync,
+            testIsRoundingErrorCeilAsync,
+            [uint256Values, uint256Values, uint256Values],
+        );
+    });
+
     describe('updateFilledState', async () => {
         // Note(albrow): Since updateFilledState modifies the state by calling
         // sendTransaction, we must reset the state after each test.
diff --git a/packages/contracts/test/exchange/libs.ts b/packages/contracts/test/exchange/libs.ts
index 6c3305d1d..37234489e 100644
--- a/packages/contracts/test/exchange/libs.ts
+++ b/packages/contracts/test/exchange/libs.ts
@@ -71,29 +71,57 @@ describe('Exchange libs', () => {
     // combinatorial tests in test/exchange/internal. They test specific edge
     // cases that are not covered by the combinatorial tests.
     describe('LibMath', () => {
-        it('should return false if there is a rounding error of 0.1%', async () => {
-            const numerator = new BigNumber(20);
-            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);
-            expect(isRoundingError).to.be.false();
-        });
-        it('should return false if there is a rounding of 0.09%', async () => {
-            const numerator = new BigNumber(20);
-            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);
-            expect(isRoundingError).to.be.false();
+        describe('isRoundingError', () => {
+            it('should return true if there is a rounding error of 0.1%', async () => {
+                const numerator = new BigNumber(20);
+                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.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target);
+                expect(isRoundingError).to.be.true();
+            });
+            it('should return false if there is a rounding of 0.09%', async () => {
+                const numerator = new BigNumber(20);
+                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.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target);
+                expect(isRoundingError).to.be.false();
+            });
+            it('should return true if there is a rounding error of 0.11%', async () => {
+                const numerator = new BigNumber(20);
+                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.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target);
+                expect(isRoundingError).to.be.true();
+            });
         });
-        it('should return true if there is a rounding error of 0.11%', async () => {
-            const numerator = new BigNumber(20);
-            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);
-            expect(isRoundingError).to.be.true();
+        describe('isRoundingErrorCeil', () => {
+            it('should return true if there is a rounding error of 0.1%', async () => {
+                const numerator = new BigNumber(20);
+                const denominator = new BigNumber(1001);
+                const target = new BigNumber(50);
+                // rounding error = (ceil(20*50/1001) - (20*50/1001)) / (20*50/1001) = 0.1%
+                const isRoundingError = await libs.publicIsRoundingErrorCeil.callAsync(numerator, denominator, target);
+                expect(isRoundingError).to.be.true();
+            });
+            it('should return false if there is a rounding of 0.09%', async () => {
+                const numerator = new BigNumber(20);
+                const denominator = new BigNumber(10009);
+                const target = new BigNumber(500);
+                // rounding error = (ceil(20*500/10009) - (20*500/10009)) / (20*500/10009) = 0.09%
+                const isRoundingError = await libs.publicIsRoundingErrorCeil.callAsync(numerator, denominator, target);
+                expect(isRoundingError).to.be.false();
+            });
+            it('should return true if there is a rounding error of 0.11%', async () => {
+                const numerator = new BigNumber(20);
+                const denominator = new BigNumber(10011);
+                const target = new BigNumber(500);
+                // rounding error = (ceil(20*500/10011) - (20*500/10011)) / (20*500/10011) = 0.11%
+                const isRoundingError = await libs.publicIsRoundingErrorCeil.callAsync(numerator, denominator, target);
+                expect(isRoundingError).to.be.true();
+            });
         });
     });
 
diff --git a/packages/contracts/test/utils/fill_order_combinatorial_utils.ts b/packages/contracts/test/utils/fill_order_combinatorial_utils.ts
index a9318571c..92d0f4003 100644
--- a/packages/contracts/test/utils/fill_order_combinatorial_utils.ts
+++ b/packages/contracts/test/utils/fill_order_combinatorial_utils.ts
@@ -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,
diff --git a/packages/contracts/test/utils/order_utils.ts b/packages/contracts/test/utils/order_utils.ts
index 019f6e74b..444e27c44 100644
--- a/packages/contracts/test/utils/order_utils.ts
+++ b/packages/contracts/test/utils/order_utils.ts
@@ -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)