fix: fix bug in batch matching

last price was being set to 0 if there was no matching in phase 2

x/exchange/keeper/batch_test.go

@@ -0,0 +1,49 @@
+package keeper_test
+
+import (
+	"time"
+
+	sdk "github.com/cosmos/cosmos-sdk/types"
+
+	utils "github.com/crescent-network/crescent/v5/types"
+)
+
+func (s *KeeperTestSuite) TestBatchMatchingEdgecase() {
+	market := s.CreateMarket("ucre", "uusd")
+
+	mmAddr := s.FundedAccount(1, enoughCoins)
+	s.MakeLastPrice(market.Id, mmAddr, utils.ParseDec("1"))
+
+	ordererAddr1 := s.FundedAccount(2, enoughCoins)
+	ordererAddr2 := s.FundedAccount(3, enoughCoins)
+
+	s.PlaceBatchLimitOrder(
+		market.Id, ordererAddr1, false, utils.ParseDec("1"), sdk.NewDec(5_000000), time.Hour)
+	s.PlaceBatchLimitOrder(
+		market.Id, ordererAddr1, false, utils.ParseDec("1.001"), sdk.NewDec(10_000000), time.Hour)
+	s.PlaceBatchLimitOrder(
+		market.Id, ordererAddr1, false, utils.ParseDec("1.002"), sdk.NewDec(10_000000), time.Hour)
+
+	order := s.PlaceBatchLimitOrder(
+		market.Id, ordererAddr2, true, utils.ParseDec("1"), sdk.NewDec(10_000000), time.Hour)
+	s.PlaceBatchLimitOrder(
+		market.Id, ordererAddr2, true, utils.ParseDec("1.01"), sdk.NewDec(1_000000), time.Hour)
+
+	// Order book looks like:
+	//            | 1.010 | #
+	// ########## | 1.001 |
+	// ########## | 1.002 |
+	//      ##### | 1.000 | ##########
+
+	// After batch matching, it should look like:
+	//            | 1.010 |
+	// ########## | 1.001 |
+	// ########## | 1.002 |
+	//            | 1.000 | ######
+
+	s.NextBlock()
+
+	s.AssertEqual(utils.ParseDec("1"), *s.App.ExchangeKeeper.MustGetMarketState(s.Ctx, market.Id).LastPrice)
+	order = s.keeper.MustGetOrder(s.Ctx, order.Id)
+	s.AssertEqual(sdk.NewDec(6_000000), order.OpenQuantity)
+}

x/exchange/types/matching.go

@@ -267,6 +267,8 @@ func (ctx *MatchingContext) RunSinglePriceAuction(buyObs, sellObs *MemOrderBookS
 }
 
 func (ctx *MatchingContext) BatchMatchOrderBookSides(buyObs, sellObs *MemOrderBookSide, lastPrice sdk.Dec) (newLastPrice sdk.Dec, matched bool) {
+	newLastPrice = lastPrice // in case of there's no matching at all
+
 	// Phase 1: Match orders with price below(or equal to) the last price and
 	// price above(or equal to) the last price.
 	// The execution price is the last price.
@@ -288,7 +290,8 @@ func (ctx *MatchingContext) BatchMatchOrderBookSides(buyObs, sellObs *MemOrderBo
 		matched = true
 	}
 	// If there's no more levels to match, return earlier.
-	if buyLevelIdx >= len(buyObs.levels) || sellLevelIdx >= len(sellObs.levels) {
+	if (buyLevelIdx >= len(buyObs.levels) || sellLevelIdx >= len(sellObs.levels)) ||
+		buyObs.levels[buyLevelIdx].price.LT(sellObs.levels[sellLevelIdx].price) {
 		return lastPrice, matched
 	}