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Verify order executed amount in settlement encoder (#164)
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@vkgnosis
vkgnosis authored Apr 26, 2022
1 parent 1738304 commit 1416209
Showing 1 changed file with 28 additions and 15 deletions.
43 changes: 28 additions & 15 deletions crates/solver/src/settlement/settlement_encoder.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -118,13 +118,14 @@ impl SettlementEncoder {
&self.execution_plan
}

// Fails if any used token doesn't have a price.
// Fails if any used token doesn't have a price or if executed amount is impossible.
pub fn add_trade(
&mut self,
order: Order,
executed_amount: U256,
scaled_unsubsidized_fee: U256,
) -> Result<TradeExecution> {
verify_executed_amount(&order, executed_amount)?;
let sell_price = self
.clearing_prices
.get(&order.creation.sell_token)
Expand Down Expand Up @@ -159,13 +160,14 @@ impl SettlementEncoder {
Ok(execution)
}

// Fails if any used sell-token doesn't have a price.
// Fails if any used sell-token doesn't have a price. or if executed amount is impossible.
pub fn add_liquidity_order_trade(
&mut self,
order: Order,
executed_amount: U256,
scaled_unsubsidized_fee: U256,
) -> Result<TradeExecution> {
verify_executed_amount(&order, executed_amount)?;
// For the encoding strategy of liquidity orders, the sell prices are taken from
// the uniform clearing price vector. Therefore, either there needs to be an existing price
// for the sell token in the uniform clearing prices or we have to create a new price entry beforehand,
Expand Down Expand Up @@ -555,6 +557,17 @@ impl SettlementEncoder {
}
}

fn verify_executed_amount(order: &Order, executed_amount: U256) -> Result<()> {
let valid_executed_amount = match (order.creation.partially_fillable, order.creation.kind) {
(true, OrderKind::Sell) => executed_amount <= order.creation.sell_amount,
(true, OrderKind::Buy) => executed_amount <= order.creation.buy_amount,
(false, OrderKind::Sell) => executed_amount == order.creation.sell_amount,
(false, OrderKind::Buy) => executed_amount == order.creation.buy_amount,
};
ensure!(valid_executed_amount, "invalid executed amount");
Ok(())
}

#[cfg(test)]
pub mod tests {
use super::*;
Expand Down Expand Up @@ -644,9 +657,9 @@ pub mod tests {
.with_buy_amount(20.into())
.build();

assert!(settlement.add_trade(order01, 33.into(), 0.into()).is_ok());
assert!(settlement.add_trade(order01, 10.into(), 0.into()).is_ok());
assert!(settlement
.add_liquidity_order_trade(order10, 11.into(), 0.into())
.add_liquidity_order_trade(order10, 20.into(), 0.into())
.is_ok());
let finished_settlement = settlement.finish();
assert_eq!(
Expand Down Expand Up @@ -679,7 +692,7 @@ pub mod tests {
.with_buy_amount(10.into())
.build();
assert!(settlement
.add_liquidity_order_trade(order01.clone(), 20.into(), 0.into())
.add_liquidity_order_trade(order01.clone(), 10.into(), 0.into())
.is_ok());
// ensures that the output of add_liquidity_order is sorted
assert_eq!(settlement.tokens, vec![token(0), token(1)]);
Expand Down Expand Up @@ -767,7 +780,7 @@ pub mod tests {
},
..Default::default()
},
0.into(),
3.into(),
0.into(),
)
.unwrap();
Expand Down Expand Up @@ -830,9 +843,9 @@ pub mod tests {
.build();
order13.metadata.uid.0[0] = 0;
order12.metadata.uid.0[0] = 2;
encoder0.add_trade(order13, 13.into(), 0.into()).unwrap();
encoder0.add_trade(order13, 11.into(), 0.into()).unwrap();
encoder0
.add_liquidity_order_trade(order12.clone(), 13.into(), 0.into())
.add_liquidity_order_trade(order12.clone(), 11.into(), 0.into())
.unwrap();
encoder0.append_to_execution_plan(NoopInteraction {});
encoder0.add_unwrap(UnwrapWethInteraction {
Expand All @@ -856,9 +869,9 @@ pub mod tests {
.build();
order24.metadata.uid.0[0] = 1;
order23.metadata.uid.0[0] = 4;
encoder1.add_trade(order24, 24.into(), 0.into()).unwrap();
encoder1.add_trade(order24, 22.into(), 0.into()).unwrap();
encoder1
.add_liquidity_order_trade(order23.clone(), 19.into(), 0.into())
.add_liquidity_order_trade(order23.clone(), 11.into(), 0.into())
.unwrap();
encoder1.append_to_execution_plan(NoopInteraction {});
encoder1.add_unwrap(UnwrapWethInteraction {
Expand All @@ -880,7 +893,7 @@ pub mod tests {
trade: Trade {
order: order12,
sell_token_index: 0,
executed_amount: 13.into(),
executed_amount: 11.into(),
scaled_unsubsidized_fee: 0.into()
},
buy_token_offset_index: 0,
Expand All @@ -890,7 +903,7 @@ pub mod tests {
trade: Trade {
order: order23,
sell_token_index: 1,
executed_amount: 19.into(),
executed_amount: 11.into(),
scaled_unsubsidized_fee: 0.into()
},
buy_token_offset_index: 1,
Expand Down Expand Up @@ -983,11 +996,11 @@ pub mod tests {

let mut encoder0 = SettlementEncoder::new(prices.clone());
encoder0
.add_trade(order13.clone(), 13.into(), 0.into())
.add_trade(order13.clone(), 11.into(), 0.into())
.unwrap();

let mut encoder1 = SettlementEncoder::new(prices);
encoder1.add_trade(order13, 24.into(), 0.into()).unwrap();
encoder1.add_trade(order13, 11.into(), 0.into()).unwrap();

assert!(encoder0.merge(encoder1).is_err());
}
Expand All @@ -1005,7 +1018,7 @@ pub mod tests {
.with_buy_token(token(3))
.with_buy_amount(11.into())
.build();
encoder.add_trade(order_1_3, 4.into(), 0.into()).unwrap();
encoder.add_trade(order_1_3, 11.into(), 0.into()).unwrap();

let weth = dummy_contract!(WETH9, token(2));
encoder.add_unwrap(UnwrapWethInteraction {
Expand Down

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