fix decimal (#479)

* fix decimal

* fix decimal

* bug fix

* fix decimal

diff --git a/application/mov/match/match.go b/application/mov/match/match.go
index 4c0234f..845c228 100644 (file)
--- a/application/mov/match/match.go
+++ b/application/mov/match/match.go
@@ -240,20 +240,13 @@ func IsMatched(orders []*common.Order) bool {
                return false
        }
 
-       rate := orderRatio(sortedOrders[0])
-       oppositeRate := big.NewFloat(0).SetInt64(1)
+       rate := big.NewRat(sortedOrders[0].RatioDenominator, sortedOrders[0].RatioNumerator)
+       oppositeRate := big.NewRat(1, 1)
        for i := 1; i < len(sortedOrders); i++ {
-               oppositeRate.Mul(oppositeRate, orderRatio(sortedOrders[i]))
+               oppositeRate.Mul(oppositeRate, big.NewRat(sortedOrders[i].RatioNumerator, sortedOrders[i].RatioDenominator))
        }
 
-       one := big.NewFloat(0).SetInt64(1)
-       return one.Quo(one, rate).Cmp(oppositeRate) >= 0
-}
-
-func orderRatio(order *common.Order) *big.Float {
-       ratio := big.NewFloat(0).SetInt64(order.RatioNumerator)
-       ratio.Quo(ratio, big.NewFloat(0).SetInt64(order.RatioDenominator))
-       return ratio
+       return rate.Cmp(oppositeRate) >= 0
 }
 
 func setMatchTxArguments(txInput *types.TxInput, isPartialTrade bool, position int, receiveAmounts uint64) {

diff --git a/application/mov/match/match_test.go b/application/mov/match/match_test.go
index 640f4cf..7d013ec 100644 (file)
--- a/application/mov/match/match_test.go
+++ b/application/mov/match/match_test.go
@@ -256,3 +256,163 @@ func TestValidateTradePairs(t *testing.T) {
                }
        }
 }
+
+func TestIsMatched(t *testing.T) {
+       cases := []struct {
+               desc        string
+               orders      []*common.Order
+               wantMatched bool
+       }{
+               {
+                       desc: "ratio is equals",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   6250,
+                                       RatioDenominator: 3,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   3,
+                                       RatioDenominator: 6250,
+                               },
+                       },
+                       wantMatched: true,
+               },
+               {
+                       desc: "ratio is equals, and numerator and denominator are multiples of the opposite",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   6250,
+                                       RatioDenominator: 3,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   9,
+                                       RatioDenominator: 18750,
+                               },
+                       },
+                       wantMatched: true,
+               },
+               {
+                       desc: "matched with a slight diff",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   62500000000000000,
+                                       RatioDenominator: 30000000000001,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   3,
+                                       RatioDenominator: 6250,
+                               },
+                       },
+                       wantMatched: true,
+               },
+               {
+                       desc: "not matched with a slight diff",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   62500000000000001,
+                                       RatioDenominator: 30000000000000,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   3,
+                                       RatioDenominator: 6250,
+                               },
+                       },
+                       wantMatched: false,
+               },
+               {
+                       desc: "ring matched",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   2000000003,
+                                       RatioDenominator: 100000001,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.EOS,
+                                       RatioNumerator:   400000000001,
+                                       RatioDenominator: 2000000003,
+                               },
+                               {
+                                       FromAssetID:      &mock.EOS,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   100000001,
+                                       RatioDenominator: 400000000001,
+                               },
+                       },
+                       wantMatched: true,
+               },
+               {
+                       desc: "ring matched with a slight diff",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   2000000003,
+                                       RatioDenominator: 100000001,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.EOS,
+                                       RatioNumerator:   400000000001,
+                                       RatioDenominator: 2000000003,
+                               },
+                               {
+                                       FromAssetID:      &mock.EOS,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   100000000,
+                                       RatioDenominator: 400000000001,
+                               },
+                       },
+                       wantMatched: true,
+               },
+               {
+                       desc: "ring fail matched with a slight diff",
+                       orders: []*common.Order{
+                               {
+                                       FromAssetID:      &mock.BTC,
+                                       ToAssetID:        &mock.ETH,
+                                       RatioNumerator:   2000000003,
+                                       RatioDenominator: 100000001,
+                               },
+                               {
+                                       FromAssetID:      &mock.ETH,
+                                       ToAssetID:        &mock.EOS,
+                                       RatioNumerator:   400000000001,
+                                       RatioDenominator: 2000000003,
+                               },
+                               {
+                                       FromAssetID:      &mock.EOS,
+                                       ToAssetID:        &mock.BTC,
+                                       RatioNumerator:   100000002,
+                                       RatioDenominator: 400000000001,
+                               },
+                       },
+                       wantMatched: false,
+               },
+       }
+
+       for i, c := range cases {
+               gotMatched := IsMatched(c.orders)
+               if gotMatched != c.wantMatched {
+                       t.Errorf("#%d(%s) got matched:%v, want matched:%v", i, c.desc, gotMatched, c.wantMatched)
+               }
+       }
+}