From 14fdb71a716cb95bc1f6933db9057d23f3c41909 Mon Sep 17 00:00:00 2001 From: Amir Bandeali Date: Tue, 28 Aug 2018 13:00:49 -0700 Subject: safeGetPartialAmount (#1035) * Added Test "Should transfer correct amounts when left order is fully filled and values pass isRoundingErrorCeil but fail isRoundingErrorFloor" * Added RoundingError exception to reference function for getPartialAmount * Added RoundingError exception to reference function for getPartialAmount * Added isRoundingErrorCeil to getPartialAmountCeil reference funtion * Computed new values for "Should give right maker a better buy price when correct price is not integral" that does not have a rounding error * Almost all tests for match orders are passing after adding isRoundingErrorCeil check * WIP commit: Added rounding error checks to getPartialAmount * WIP commit: Added rounding error checks to getPartialAmount * Use safe versions of getPartialAmount * Update Exchange internals tests * Run linter * Found new values for "Should transfer correct amounts when right order fill amount deviates from amount derived by `Exchange.fillOrder`" * Fixed merge conflicts * Run all tests * Cleaned up some comments on match Orders tests * Fix tests for geth --- .../2.0.0/protocol/Exchange/MixinExchangeCore.sol | 16 +---- .../2.0.0/protocol/Exchange/MixinMatchOrders.sol | 16 ++--- .../src/2.0.0/protocol/Exchange/libs/LibMath.sol | 82 +++++++++++++++++++++- .../ReentrantERC20Token/ReentrantERC20Token.sol | 1 + .../TestExchangeInternals.sol | 36 ++++++++++ 5 files changed, 128 insertions(+), 23 deletions(-) (limited to 'packages/contracts/src') diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol index be163ec97..64b1f7665 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol @@ -404,16 +404,6 @@ contract MixinExchangeCore is safeMul(order.makerAssetAmount, takerAssetFilledAmount), "INVALID_FILL_PRICE" ); - - // Validate fill order rounding - require( - !isRoundingErrorFloor( - takerAssetFilledAmount, - order.takerAssetAmount, - order.makerAssetAmount - ), - "ROUNDING_ERROR" - ); } /// @dev Validates context for cancelOrder. Succeeds or throws. @@ -463,17 +453,17 @@ contract MixinExchangeCore is { // Compute proportional transfer amounts fillResults.takerAssetFilledAmount = takerAssetFilledAmount; - fillResults.makerAssetFilledAmount = getPartialAmountFloor( + fillResults.makerAssetFilledAmount = safeGetPartialAmountFloor( takerAssetFilledAmount, order.takerAssetAmount, order.makerAssetAmount ); - fillResults.makerFeePaid = getPartialAmountFloor( + fillResults.makerFeePaid = safeGetPartialAmountFloor( takerAssetFilledAmount, order.takerAssetAmount, order.makerFee ); - fillResults.takerFeePaid = getPartialAmountFloor( + fillResults.takerFeePaid = safeGetPartialAmountFloor( takerAssetFilledAmount, order.takerAssetAmount, order.takerFee diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol index 075a610b5..b4f6bdb26 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol @@ -177,13 +177,13 @@ contract MixinMatchOrders is { // Derive maker asset amounts for left & right orders, given store taker assert amounts uint256 leftTakerAssetAmountRemaining = safeSub(leftOrder.takerAssetAmount, leftOrderTakerAssetFilledAmount); - uint256 leftMakerAssetAmountRemaining = getPartialAmountFloor( + uint256 leftMakerAssetAmountRemaining = safeGetPartialAmountFloor( leftOrder.makerAssetAmount, leftOrder.takerAssetAmount, leftTakerAssetAmountRemaining ); uint256 rightTakerAssetAmountRemaining = safeSub(rightOrder.takerAssetAmount, rightOrderTakerAssetFilledAmount); - uint256 rightMakerAssetAmountRemaining = getPartialAmountFloor( + uint256 rightMakerAssetAmountRemaining = safeGetPartialAmountFloor( rightOrder.makerAssetAmount, rightOrder.takerAssetAmount, rightTakerAssetAmountRemaining @@ -205,7 +205,7 @@ contract MixinMatchOrders is 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( + matchedFillResults.left.makerAssetFilledAmount = safeGetPartialAmountFloor( leftOrder.makerAssetAmount, leftOrder.takerAssetAmount, matchedFillResults.left.takerAssetFilledAmount @@ -217,7 +217,7 @@ contract MixinMatchOrders is 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( + matchedFillResults.right.takerAssetFilledAmount = safeGetPartialAmountCeil( rightOrder.takerAssetAmount, rightOrder.makerAssetAmount, matchedFillResults.right.makerAssetFilledAmount @@ -231,24 +231,24 @@ contract MixinMatchOrders is ); // Compute fees for left order - matchedFillResults.left.makerFeePaid = getPartialAmountFloor( + matchedFillResults.left.makerFeePaid = safeGetPartialAmountFloor( matchedFillResults.left.makerAssetFilledAmount, leftOrder.makerAssetAmount, leftOrder.makerFee ); - matchedFillResults.left.takerFeePaid = getPartialAmountFloor( + matchedFillResults.left.takerFeePaid = safeGetPartialAmountFloor( matchedFillResults.left.takerAssetFilledAmount, leftOrder.takerAssetAmount, leftOrder.takerFee ); // Compute fees for right order - matchedFillResults.right.makerFeePaid = getPartialAmountFloor( + matchedFillResults.right.makerFeePaid = safeGetPartialAmountFloor( matchedFillResults.right.makerAssetFilledAmount, rightOrder.makerAssetAmount, rightOrder.makerFee ); - matchedFillResults.right.takerFeePaid = getPartialAmountFloor( + matchedFillResults.right.takerFeePaid = safeGetPartialAmountFloor( matchedFillResults.right.takerAssetFilledAmount, rightOrder.takerAssetAmount, rightOrder.takerFee diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol index 0e0fba5d2..57fd53f29 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol @@ -26,11 +26,48 @@ contract LibMath is { /// @dev Calculates partial value given a numerator and denominator rounded down. + /// Reverts if rounding error is >= 0.1% /// @param numerator Numerator. /// @param denominator Denominator. /// @param target Value to calculate partial of. /// @return Partial value of target rounded down. - function getPartialAmountFloor( + function safeGetPartialAmountFloor( + uint256 numerator, + uint256 denominator, + uint256 target + ) + internal + pure + returns (uint256 partialAmount) + { + require( + denominator > 0, + "DIVISION_BY_ZERO" + ); + + require( + !isRoundingErrorFloor( + numerator, + denominator, + target + ), + "ROUNDING_ERROR" + ); + + partialAmount = safeDiv( + safeMul(numerator, target), + denominator + ); + return partialAmount; + } + + /// @dev Calculates partial value given a numerator and denominator rounded down. + /// Reverts if rounding error is >= 0.1% + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to calculate partial of. + /// @return Partial value of target rounded up. + function safeGetPartialAmountCeil( uint256 numerator, uint256 denominator, uint256 target @@ -43,7 +80,48 @@ contract LibMath is denominator > 0, "DIVISION_BY_ZERO" ); + + require( + !isRoundingErrorCeil( + numerator, + denominator, + target + ), + "ROUNDING_ERROR" + ); + // safeDiv computes `floor(a / b)`. We use the identity (a, b integer): + // ceil(a / b) = floor((a + b - 1) / b) + // To implement `ceil(a / b)` using safeDiv. + partialAmount = safeDiv( + safeAdd( + safeMul(numerator, target), + safeSub(denominator, 1) + ), + denominator + ); + return partialAmount; + } + + /// @dev Calculates partial value given a numerator and denominator rounded down. + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to calculate partial of. + /// @return Partial value of target rounded down. + function getPartialAmountFloor( + uint256 numerator, + uint256 denominator, + uint256 target + ) + internal + pure + returns (uint256 partialAmount) + { + require( + denominator > 0, + "DIVISION_BY_ZERO" + ); + partialAmount = safeDiv( safeMul(numerator, target), denominator @@ -69,7 +147,7 @@ contract LibMath is denominator > 0, "DIVISION_BY_ZERO" ); - + // safeDiv computes `floor(a / b)`. We use the identity (a, b integer): // ceil(a / b) = floor((a + b - 1) / b) // To implement `ceil(a / b)` using safeDiv. diff --git a/packages/contracts/src/2.0.0/test/ReentrantERC20Token/ReentrantERC20Token.sol b/packages/contracts/src/2.0.0/test/ReentrantERC20Token/ReentrantERC20Token.sol index 8bfdd2e66..4f4e28302 100644 --- a/packages/contracts/src/2.0.0/test/ReentrantERC20Token/ReentrantERC20Token.sol +++ b/packages/contracts/src/2.0.0/test/ReentrantERC20Token/ReentrantERC20Token.sol @@ -25,6 +25,7 @@ import "../../protocol/Exchange/interfaces/IExchange.sol"; import "../../protocol/Exchange/libs/LibOrder.sol"; +// solhint-disable no-unused-vars contract ReentrantERC20Token is ERC20Token { diff --git a/packages/contracts/src/2.0.0/test/TestExchangeInternals/TestExchangeInternals.sol b/packages/contracts/src/2.0.0/test/TestExchangeInternals/TestExchangeInternals.sol index da9313e02..27187f8f8 100644 --- a/packages/contracts/src/2.0.0/test/TestExchangeInternals/TestExchangeInternals.sol +++ b/packages/contracts/src/2.0.0/test/TestExchangeInternals/TestExchangeInternals.sol @@ -62,6 +62,42 @@ contract TestExchangeInternals is return calculateFillResults(order, takerAssetFilledAmount); } + /// @dev Calculates partial value given a numerator and denominator. + /// Reverts if rounding error is >= 0.1% + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to calculate partial of. + /// @return Partial value of target. + function publicSafeGetPartialAmountFloor( + uint256 numerator, + uint256 denominator, + uint256 target + ) + public + pure + returns (uint256 partialAmount) + { + return safeGetPartialAmountFloor(numerator, denominator, target); + } + + /// @dev Calculates partial value given a numerator and denominator. + /// Reverts if rounding error is >= 0.1% + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to calculate partial of. + /// @return Partial value of target. + function publicSafeGetPartialAmountCeil( + uint256 numerator, + uint256 denominator, + uint256 target + ) + public + pure + returns (uint256 partialAmount) + { + return safeGetPartialAmountCeil(numerator, denominator, target); + } + /// @dev Calculates partial value given a numerator and denominator. /// @param numerator Numerator. /// @param denominator Denominator. -- cgit