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| author | Leonid Logvinov <logvinov.leon@gmail.com> | 2017-10-23 15:47:03 +0800 |
|---|---|---|
| committer | Leonid Logvinov <logvinov.leon@gmail.com> | 2017-10-24 23:31:59 +0800 |
| commit | fbe34663da84ee798bb39bfd2144ff16a712413e (patch) | |
| tree | 639d8f1be89964bee017823c76711de960b9c64f /src/utils | |
| parent | 9d0ccdfdcc2ce962d76c406b83b15e520a971eae (diff) | |
| download | dexon-0x-contracts-fbe34663da84ee798bb39bfd2144ff16a712413e.tar.gz dexon-0x-contracts-fbe34663da84ee798bb39bfd2144ff16a712413e.tar.zst dexon-0x-contracts-fbe34663da84ee798bb39bfd2144ff16a712413e.zip | |
Fix the rounding of makerFillAmount and correctly validate partial fees
Diffstat (limited to 'src/utils')
| -rw-r--r-- | src/utils/order_validation_utils.ts | 43 |
1 files changed, 34 insertions, 9 deletions
diff --git a/src/utils/order_validation_utils.ts b/src/utils/order_validation_utils.ts index 1d9aac884..b7eae7e2f 100644 --- a/src/utils/order_validation_utils.ts +++ b/src/utils/order_validation_utils.ts @@ -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, ); + const makerFeeAmount = this.getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerTokenAmount, + signedOrder.makerFee, + ); await exchangeTradeEmulator.transferFromAsync( - zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, signedOrder.makerFee, TradeSide.Maker, + 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, signedOrder.takerFee, TradeSide.Taker, + 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; } } |