Merge pull request #659 from neutron-org/v4.x_lo_fix

FIX: LO cancellation accounting

x/dex/keeper/core.go

@@ -512,11 +512,14 @@ func (k Keeper) CancelLimitOrderCore(
 	makerAmountToReturn := tranche.RemoveTokenIn(trancheUser)
 	_, takerAmountOut := tranche.Withdraw(trancheUser)
 
-	trancheUser.SharesWithdrawn = trancheUser.SharesOwned
-
 	// Remove the canceled shares from the limitOrder
 	tranche.TotalMakerDenom = tranche.TotalMakerDenom.Sub(trancheUser.SharesOwned)
-	tranche.TotalTakerDenom = tranche.TotalTakerDenom.Sub(takerAmountOut)
+	sharesWithdrawnTakerDenom := math_utils.NewPrecDecFromInt(trancheUser.SharesWithdrawn).
+		Quo(tranche.PriceTakerToMaker).
+		TruncateInt()
+	totalAmountOut := sharesWithdrawnTakerDenom.Add(takerAmountOut)
+	tranche.TotalTakerDenom = tranche.TotalTakerDenom.Sub(totalAmountOut)
+	trancheUser.SharesWithdrawn = trancheUser.SharesOwned
 
 	if makerAmountToReturn.IsPositive() || takerAmountOut.IsPositive() {
 		makerCoinOut := sdk.NewCoin(tradePairID.MakerDenom, makerAmountToReturn)

x/dex/keeper/integration_cancellimitorder_test.go

@@ -384,3 +384,67 @@ func (s *DexTestSuite) TestCancelJITNextBlock() {
 	s.aliceCancelsLimitSellFails(trancheKey, types.ErrActiveLimitOrderNotFound)
 	s.assertAliceBalances(0, 0)
 }
+
+func (s *DexTestSuite) TestWithdrawThenCancel() {
+	s.fundAliceBalances(50, 0)
+	s.fundBobBalances(50, 0)
+	s.fundCarolBalances(0, 40)
+
+	// // GIVEN alice and bob each limit sells 50 TokenA
+	trancheKey := s.aliceLimitSells("TokenA", 0, 50)
+	s.bobLimitSells("TokenA", 0, 50)
+
+	s.carolLimitSells("TokenB", -1, 10, types.LimitOrderType_FILL_OR_KILL)
+
+	// WHEN alice withdraws and  cancels her limit order
+	s.aliceWithdrawsLimitSell(trancheKey)
+	s.aliceCancelsLimitSell(trancheKey)
+	s.assertAliceBalances(45, 5)
+
+	s.bobWithdrawsLimitSell(trancheKey)
+	s.assertBobBalances(0, 5)
+	s.bobCancelsLimitSell(trancheKey)
+	s.assertBobBalances(45, 5)
+}
+
+func (s *DexTestSuite) TestWithdrawThenCancel2() {
+	s.fundAliceBalances(50, 0)
+	s.fundBobBalances(50, 0)
+	s.fundCarolBalances(0, 40)
+
+	// // GIVEN alice and bob each limit sells 50 TokenA
+	trancheKey := s.aliceLimitSells("TokenA", 0, 50)
+	s.bobLimitSells("TokenA", 0, 50)
+
+	s.carolLimitSells("TokenB", -1, 10, types.LimitOrderType_FILL_OR_KILL)
+
+	// WHEN alice withdraws and  cancels her limit order
+	s.aliceWithdrawsLimitSell(trancheKey)
+	s.aliceCancelsLimitSell(trancheKey)
+	s.assertAliceBalances(45, 5)
+
+	s.bobCancelsLimitSell(trancheKey)
+	s.assertBobBalances(45, 5)
+}
+
+func (s *DexTestSuite) TestWithdrawThenCancelLowTick() {
+	s.fundAliceBalances(50, 0)
+	s.fundBobBalances(50, 0)
+	s.fundCarolBalances(0, 40)
+
+	// // GIVEN alice and bob each limit sells 50 TokenA
+	trancheKey := s.aliceLimitSells("TokenA", 20000, 50)
+	s.bobLimitSells("TokenA", 20000, 50)
+
+	s.carolLimitSells("TokenB", -20001, 10, types.LimitOrderType_FILL_OR_KILL)
+
+	// WHEN alice withdraws and  cancels her limit order
+	s.aliceWithdrawsLimitSell(trancheKey)
+	s.aliceCancelsLimitSell(trancheKey)
+	s.assertAliceBalancesInt(sdkmath.NewInt(13058413), sdkmath.NewInt(4999999))
+
+	s.bobWithdrawsLimitSell(trancheKey)
+	s.assertBobBalancesInt(sdkmath.ZeroInt(), sdkmath.NewInt(4999999))
+	s.bobCancelsLimitSell(trancheKey)
+	s.assertBobBalancesInt(sdkmath.NewInt(13058413), sdkmath.NewInt(4999999))
+}