Prevent BaseToQuote overflow.

dex/calc/convert.go

@@ -17,16 +17,28 @@ var (
 	bigRateConversionFactor = big.NewInt(RateEncodingFactor)
 )
 
-// BaseToQuote computes a quote asset amount based on a base asset amount
+// Deprecated: The result is truncated if it overflows uint64.  Use
+// [BaseToQuoteChecked] instead.
+func BaseToQuote(rate uint64, base uint64) (quote uint64) {
+	bigRate := new(big.Int).SetUint64(rate)
+	bigBase := new(big.Int).SetUint64(base)
+	bigBase.Mul(bigBase, bigRate)
+	bigBase.Div(bigBase, bigRateConversionFactor)
+	return bigBase.Uint64()
+}
+
+// BaseToQuoteChecked computes a quote asset amount based on a base asset amount
 // and an integer representation of the price rate. That is,
 //
 //	quoteAmt = rate * baseAmt / atomsPerCoin
-func BaseToQuote(rate uint64, base uint64) (quote uint64) {
-	bigRate := big.NewInt(int64(rate))
-	bigBase := big.NewInt(int64(base))
+//
+// Returns false if the quote overflows uint64.
+func BaseToQuoteChecked(rate uint64, base uint64) (quote uint64, ok bool) {
+	bigRate := new(big.Int).SetUint64(rate)
+	bigBase := new(big.Int).SetUint64(base)
 	bigBase.Mul(bigBase, bigRate)
 	bigBase.Div(bigBase, bigRateConversionFactor)
-	return bigBase.Uint64()
+	return bigBase.Uint64(), bigBase.IsUint64()
 }
 
 // QuoteToBase computes a base asset amount based on a quote asset amount
@@ -37,8 +49,8 @@ func QuoteToBase(rate uint64, quote uint64) (base uint64) {
 	if rate == 0 {
 		return 0 // caller handle rate==0, but don't panic
 	}
-	bigRate := big.NewInt(int64(rate))
-	bigQuote := big.NewInt(int64(quote))
+	bigRate := new(big.Int).SetUint64(rate)
+	bigQuote := new(big.Int).SetUint64(quote)
 	bigQuote.Mul(bigQuote, bigRateConversionFactor)
 	bigQuote.Div(bigQuote, bigRate)
 	return bigQuote.Uint64()
@@ -50,8 +62,8 @@ func BaseQuoteToRate(base uint64, quote uint64) (rate uint64) {
 	if base == 0 {
 		return 0
 	}
-	bigQuote := big.NewInt(int64(quote))
-	bigBase := big.NewInt(int64(base))
+	bigQuote := new(big.Int).SetUint64(quote)
+	bigBase := new(big.Int).SetUint64(base)
 	bigQuote.Mul(bigQuote, bigRateConversionFactor)
 	bigQuote.Div(bigQuote, bigBase)
 	return bigQuote.Uint64()

server/market/orderrouter.go

@@ -261,6 +261,10 @@ func (r *OrderRouter) handleLimit(user account.AccountID, msg *msgjson.Message)
 			limit.Rate, rateStep)
 	}
 
+	if _, ok := calc.BaseToQuoteChecked(limit.Rate, limit.Quantity); !ok {
+		return msgjson.NewError(msgjson.OrderParameterError, "quote is too high")
+	}
+
 	// Check time-in-force
 	var force order.TimeInForce
 	switch limit.TiF {