aboutsummaryrefslogtreecommitdiffstats
path: root/packages/contracts
diff options
context:
space:
mode:
authorGreg Hysen <greg.hysen@gmail.com>2018-05-19 07:37:50 +0800
committerGreg Hysen <greg.hysen@gmail.com>2018-05-19 08:07:00 +0800
commitd13c08cc0db1c211bd354bcdd15a2071aa1cd0e0 (patch)
tree01d9f7055cb2bdd4837b8860711ab371599b17e5 /packages/contracts
parent89abd765702313c9c22b41e92729880850e44c92 (diff)
downloaddexon-0x-contracts-d13c08cc0db1c211bd354bcdd15a2071aa1cd0e0.tar.gz
dexon-0x-contracts-d13c08cc0db1c211bd354bcdd15a2071aa1cd0e0.tar.zst
dexon-0x-contracts-d13c08cc0db1c211bd354bcdd15a2071aa1cd0e0.zip
Style improvements to order matching
Diffstat (limited to 'packages/contracts')
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol4
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol33
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/interfaces/IMatchOrders.sol6
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol2
4 files changed, 17 insertions, 28 deletions
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol b/packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol
index b57376fa6..b9738519f 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol
@@ -225,13 +225,13 @@ contract MixinExchangeCore is
// Fill amount must be greater than 0
if (takerAssetFillAmount == 0) {
status = uint8(Status.TAKER_ASSET_FILL_AMOUNT_TOO_LOW);
- return;
+ return (status, fillResults);
}
// Ensure the order is fillable
if (orderStatus != uint8(Status.ORDER_FILLABLE)) {
status = orderStatus;
- return;
+ return (status, fillResults);
}
// Compute takerAssetFilledAmount
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol b/packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol
index f1093631f..ac382d719 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol
@@ -39,7 +39,7 @@ contract MixinMatchOrders is
MTransactions
{
- /// @dev Match two complementary orders that have a positive spread.
+ /// @dev Match two complementary orders that have a profitable spread.
/// Each order is filled at their respective price point. However, the calculations are
/// carried out as though the orders are both being filled at the right order's price point.
/// The profit made by the left order goes to the taker (who matched the two orders).
@@ -52,8 +52,8 @@ contract MixinMatchOrders is
function matchOrders(
Order memory leftOrder,
Order memory rightOrder,
- bytes leftSignature,
- bytes rightSignature
+ bytes memory leftSignature,
+ bytes memory rightSignature
)
public
returns (MatchedFillResults memory matchedFillResults)
@@ -135,19 +135,21 @@ contract MixinMatchOrders is
internal
{
// The leftOrder maker asset must be the same as the rightOrder taker asset.
+ // TODO: Can we safely assume equality and expect a later failure otherwise?
require(
areBytesEqual(leftOrder.makerAssetData, rightOrder.takerAssetData),
ASSET_MISMATCH_MAKER_TAKER
);
// The leftOrder taker asset must be the same as the rightOrder maker asset.
+ // TODO: Can we safely assume equality and expect a later failure otherwise?
require(
areBytesEqual(leftOrder.takerAssetData, rightOrder.makerAssetData),
ASSET_MISMATCH_TAKER_MAKER
);
- // Make sure there is a positive spread.
- // There is a positive spread iff the cost per unit bought (OrderA.MakerAmount/OrderA.TakerAmount) for each order is greater
+ // Make sure there is a profitable spread.
+ // There is a profitable spread iff the cost per unit bought (OrderA.MakerAmount/OrderA.TakerAmount) for each order is greater
// than the profit per unit sold of the matched order (OrderB.TakerAmount/OrderB.MakerAmount).
// This is satisfied by the equations below:
// <leftOrder.makerAssetAmount> / <leftOrder.takerAssetAmount> >= <rightOrder.takerAssetAmount> / <rightOrder.makerAssetAmount>
@@ -163,23 +165,16 @@ contract MixinMatchOrders is
/// @dev Validates matched fill results. Succeeds or throws.
/// @param matchedFillResults Amounts to fill and fees to pay by maker and taker of matched orders.
- function assertValidMatch(MatchedFillResults memory matchedFillResults)
+ function assertValidMatchResults(MatchedFillResults memory matchedFillResults)
internal
{
- // The left order must spend at least as much as we're sending to the combined
- // amounts being sent to the right order and taker
+ // If the amount transferred from the left order is different than what is transferred, it is a rounding error amount.
+ // Ensure this difference is negligible by dividing the values with each other. The result should equal to ~1.
uint256 amountSpentByLeft = safeAdd(
matchedFillResults.right.takerAssetFilledAmount,
matchedFillResults.takerFillAmount
);
require(
- matchedFillResults.left.makerAssetFilledAmount >=
- amountSpentByLeft,
- MISCALCULATED_TRANSFER_AMOUNTS
- );
- // If the amount transferred from the left order is different than what is transferred, it is a rounding error amount.
- // Ensure this difference is negligible by dividing the values with each other. The result should equal to ~1.
- require(
!isRoundingError(
matchedFillResults.left.makerAssetFilledAmount,
amountSpentByLeft,
@@ -188,12 +183,6 @@ contract MixinMatchOrders is
ROUNDING_ERROR_TRANSFER_AMOUNTS
);
- // The right order must spend at least as much as we're transferring to the left order.
- require(
- matchedFillResults.right.makerAssetFilledAmount >=
- matchedFillResults.left.takerAssetFilledAmount,
- MISCALCULATED_TRANSFER_AMOUNTS
- );
// If the amount transferred from the right order is different than what is transferred, it is a rounding error amount.
// Ensure this difference is negligible by dividing the values with each other. The result should equal to ~1.
require(
@@ -300,7 +289,7 @@ contract MixinMatchOrders is
);
// Validate the fill results
- assertValidMatch(matchedFillResults);
+ assertValidMatchResults(matchedFillResults);
// Return fill results
return matchedFillResults;
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/interfaces/IMatchOrders.sol b/packages/contracts/src/contracts/current/protocol/Exchange/interfaces/IMatchOrders.sol
index 9676ca657..df009d063 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/interfaces/IMatchOrders.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/interfaces/IMatchOrders.sol
@@ -23,7 +23,7 @@ import "../libs/LibFillResults.sol";
contract IMatchOrders {
- /// @dev Match two complementary orders that have a positive spread.
+ /// @dev Match two complementary orders that have a profitable spread.
/// Each order is filled at their respective price point. However, the calculations are
/// carried out as though the orders are both being filled at the right order's price point.
/// The profit made by the left order goes to the taker (who matched the two orders).
@@ -36,8 +36,8 @@ contract IMatchOrders {
function matchOrders(
LibOrder.Order memory leftOrder,
LibOrder.Order memory rightOrder,
- bytes leftSignature,
- bytes rightSignature
+ bytes memory leftSignature,
+ bytes memory rightSignature
)
public
returns (LibFillResults.MatchedFillResults memory matchedFillResults);
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol b/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol
index 904647ec2..7dd608cf2 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol
@@ -38,7 +38,7 @@ contract MMatchOrders is
/// @dev Validates matched fill results. Succeeds or throws.
/// @param matchedFillResults Amounts to fill and fees to pay by maker and taker of matched orders.
- function assertValidMatch(LibFillResults.MatchedFillResults memory matchedFillResults)
+ function assertValidMatchResults(LibFillResults.MatchedFillResults memory matchedFillResults)
internal;
/// @dev Calculates fill amounts for the matched orders.