From 878db3b84993d7c9724c0ed8591493a4e2b6cc94 Mon Sep 17 00:00:00 2001
From: Greg Hysen <greg.hysen@gmail.com>
Date: Fri, 24 Aug 2018 18:48:29 -0700
Subject: Added comments to order matching
---
.../src/2.0.0/protocol/Exchange/MixinMatchOrders.sol | 14 +++++++++++++-
1 file changed, 13 insertions(+), 1 deletion(-)
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 226a1bfb6..4b8360c23 100644
--- a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol
+++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol
@@ -179,12 +179,22 @@ contract MixinMatchOrders is
rightTakerAssetAmountRemaining
);
- // Calculate fill results for maker and taker assets
+ // Calculate fill results for maker and taker assets: at least one order will be fully filled.
+ // The maximum amount the left maker can buy is `leftTakerAssetAmountRemaining`
+ // The maximum amount the right maker can sell is `rightMakerAssetAmountRemaining`
+ // We have two distinct cases for calculating the fill results:
+ // Case 1.
+ // If the left maker can buy more than the right maker can sell, then only the right order is fully filled.
+ // If the left maker can buy exactly what the right maker can sell, then both orders are fully filled.
+ // Case 2.
+ // If the left maker cannot buy more than the right maker can sell, then only the left order is fully filled.
if (leftTakerAssetAmountRemaining >= rightMakerAssetAmountRemaining) {
// Case 1: Right order is fully filled
matchedFillResults.right.makerAssetFilledAmount = rightMakerAssetAmountRemaining;
matchedFillResults.right.takerAssetFilledAmount = rightTakerAssetAmountRemaining;
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(
leftOrder.makerAssetAmount,
leftOrder.takerAssetAmount,
@@ -195,6 +205,8 @@ contract MixinMatchOrders is
matchedFillResults.left.makerAssetFilledAmount = leftMakerAssetAmountRemaining;
matchedFillResults.left.takerAssetFilledAmount = leftTakerAssetAmountRemaining;
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(
rightOrder.takerAssetAmount,
rightOrder.makerAssetAmount,
--
cgit