Merge pull request #203 from crescent-network/fix/integer-paid-received

fix: force paid/received/deposit to be integers for user orders

x/exchange/keeper/invariants.go

@@ -75,6 +75,11 @@ func OrderStateInvariant(k Keeper) sdk.Invariant {
 				msg += fmt.Sprintf("\torder %d should have been deleted since it has no executable quantity\n", order.Id)
 				cnt++
 			}
+			if !order.RemainingDeposit.TruncateDec().Equal(order.RemainingDeposit) {
+				msg += fmt.Sprintf("\torder %d should have integer remaining deposit but has %s\n",
+					order.Id, order.RemainingDeposit)
+				cnt++
+			}
 			return false
 		})
 		broken := cnt != 0

x/exchange/keeper/matching.go

@@ -94,11 +94,12 @@ func (k Keeper) finalizeMatching(ctx sdk.Context, market types.Market, orders []
 		ordererAddr := memOrder.OrdererAddress()
 		if memOrder.IsMatched() {
 			receivedCoin := sdk.NewDecCoinFromDec(receiveDenom, memOrder.Received())
-			escrow.Unlock(ordererAddr, receivedCoin)
 			if memOrder.Type() == types.UserMemOrder {
+				paid := memOrder.Paid().Ceil()
+				receivedCoin.Amount = receivedCoin.Amount.TruncateDec()
 				order := memOrder.Order()
 				order.OpenQuantity = order.OpenQuantity.Sub(memOrder.ExecutedQuantity())
-				order.RemainingDeposit = memOrder.RemainingDeposit()
+				order.RemainingDeposit = order.RemainingDeposit.Sub(paid)
 				if err := ctx.EventManager().EmitTypedEvent(&types.EventOrderFilled{
 					MarketId:         market.Id,
 					OrderId:          order.Id,
@@ -108,7 +109,7 @@ func (k Keeper) finalizeMatching(ctx sdk.Context, market types.Market, orders []
 					Quantity:         order.Quantity,
 					OpenQuantity:     order.OpenQuantity,
 					ExecutedQuantity: memOrder.ExecutedQuantity(),
-					Paid:             sdk.NewDecCoinFromDec(payDenom, memOrder.Paid()),
+					Paid:             sdk.NewDecCoinFromDec(payDenom, paid),
 					Received:         receivedCoin,
 				}); err != nil {
 					return err
@@ -129,6 +130,7 @@ func (k Keeper) finalizeMatching(ctx sdk.Context, market types.Market, orders []
 					k.SetOrder(ctx, order)
 				}
 			}
+			escrow.Unlock(ordererAddr, receivedCoin)
 		}
 		// Should refund deposit
 		if memOrder.Type() == types.OrderSourceMemOrder && memOrder.RemainingDeposit().IsPositive() {
@@ -176,7 +178,8 @@ func (k Keeper) finalizeMatching(ctx sdk.Context, market types.Market, orders []
 				if totalFee.IsNegative() {
 					paid.Amount = paid.Amount.Add(totalFee)
 				}
-				received := sdk.NewDecCoinFromDec(receiveDenom, totalReceived)
+				paid.Amount = paid.Amount.Ceil()
+				received := sdk.NewDecCoinFromDec(receiveDenom, totalReceived.TruncateDec())
 				if err := ctx.EventManager().EmitTypedEvent(&types.EventOrderSourceOrdersFilled{
 					MarketId:         market.Id,
 					SourceName:       sourceName,

x/exchange/keeper/order_test.go

@@ -306,8 +306,11 @@ func (s *KeeperTestSuite) TestDecQuantity() {
 	s.PlaceMarketOrder(market.Id, ordererAddr3, false, sdk.NewDec(10000))
 	orderer3BalancesAfter := s.GetAllBalances(ordererAddr3)
 
+	// order2 remaining deposit = 380uusd
+	// order2 executable quantity ~= 2699.6305768
+	// order2 executable quantity * 0.14076 ~= 379.9999999
 	diff, _ := orderer3BalancesAfter.SafeSub(orderer3BalancesBefore)
-	s.AssertEqual(sdk.NewInt(380), diff.AmountOf("uusd")) // 2699.7*0.14076=380.009722
+	s.AssertEqual(sdk.NewInt(379), diff.AmountOf("uusd"))
 }
 
 func (s *KeeperTestSuite) TestNumMMOrdersEdgecase() {

x/exchange/types/mem_order.go

@@ -159,7 +159,7 @@ func (order *MemOrder) ExecutableQuantity() sdk.Dec {
 	if order.isBuy {
 		return sdk.MinDec(executableQty, order.remainingDeposit.QuoTruncate(order.price))
 	}
-	return executableQty
+	return sdk.MinDec(executableQty, order.remainingDeposit)
 }
 
 func (order *MemOrder) HasPriorityOver(other *MemOrder) bool {