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author | Leonid Logvinov <logvinov.leon@gmail.com> | 2019-01-29 00:26:13 +0800 |
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committer | Leonid Logvinov <logvinov.leon@gmail.com> | 2019-01-29 00:26:13 +0800 |
commit | 141ac0ca0be15602a1bcf466e873134e084f30c1 (patch) | |
tree | f0e08db40c46e8c671a99231b645365747a8073f /contracts/exchange-forwarder | |
parent | 0c12128f64f7d9a8de6088e98c2e638533d6f5bf (diff) | |
parent | 25e42c0ad47e9ec06e474cd12a488ae837660302 (diff) | |
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Merge development
Diffstat (limited to 'contracts/exchange-forwarder')
28 files changed, 2909 insertions, 0 deletions
diff --git a/contracts/exchange-forwarder/CHANGELOG.json b/contracts/exchange-forwarder/CHANGELOG.json new file mode 100644 index 000000000..a9e5fa8da --- /dev/null +++ b/contracts/exchange-forwarder/CHANGELOG.json @@ -0,0 +1,11 @@ +[ + { + "version": "1.0.0", + "changes": [ + { + "note": "Move Forwarder contract out of contracts-extensions into new package", + "pr": 1539 + } + ] + } +] diff --git a/contracts/exchange-forwarder/CHANGELOG.md b/contracts/exchange-forwarder/CHANGELOG.md new file mode 100644 index 000000000..94ffdfb67 --- /dev/null +++ b/contracts/exchange-forwarder/CHANGELOG.md @@ -0,0 +1,32 @@ +<!-- +changelogUtils.file is auto-generated using the monorepo-scripts package. Don't edit directly. +Edit the package's CHANGELOG.json file only. +--> + +CHANGELOG + +## v1.2.3 - _January 17, 2019_ + + * Dependencies updated + +## v1.2.2 - _January 15, 2019_ + + * Dependencies updated + +## v1.2.1 - _January 11, 2019_ + + * Dependencies updated + +## v1.2.0 - _January 9, 2019_ + + * Added Dutch Auction Wrapper (#1465) + +## v1.1.0 - _Invalid date_ + + * Added Balance Threshold Filter (#1383) + * Add OrderMatcher (#1117) + * Add OrderValidator (#1464) + +## v1.0.2 - _December 13, 2018_ + + * Dependencies updated diff --git a/contracts/exchange-forwarder/DEPLOYS.json b/contracts/exchange-forwarder/DEPLOYS.json new file mode 100644 index 000000000..86bd264c4 --- /dev/null +++ b/contracts/exchange-forwarder/DEPLOYS.json @@ -0,0 +1,32 @@ +[ + { + "name": "Forwarder", + "version": "1.1.0", + "changes": [ + { + "note": "Round up when calculating remaining amounts in marketBuy functions", + "pr": 1162, + "networks": { + "1": "0x5468a1dc173652ee28d249c271fa9933144746b1", + "3": "0x2240dab907db71e64d3e0dba4800c83b5c502d4e", + "4": "0xd2dbf3250a764eaaa94fa0c84ed87c0edc8ed04e", + "42": "0x17992e4ffb22730138e4b62aaa6367fa9d3699a6" + } + } + ] + }, + { + "name": "Forwarder", + "version": "1.0.0", + "changes": [ + { + "note": "protocol v2 deploy", + "networks": { + "1": "0x7afc2d5107af94c462a194d2c21b5bdd238709d6", + "3": "0x3983e204b12b3c02fb0638caf2cd406a62e0ead3", + "42": "0xd85e2fa7e7e252b27b01bf0d65c946959d2f45b8" + } + } + ] + } +] diff --git a/contracts/exchange-forwarder/README.md b/contracts/exchange-forwarder/README.md new file mode 100644 index 000000000..3fc8c006b --- /dev/null +++ b/contracts/exchange-forwarder/README.md @@ -0,0 +1,73 @@ +## Exchange Forwarder + +This package contains the implementation of the [`Forwarder`](https://github.com/0xProject/0x-protocol-specification/blob/master/v2/forwarder-specification.md) contract. This contract is intended to improve the UX of interacting with the 0x [`Exchange`](https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md#exchange) contract by abstracting user approvals, converting ETH to WETH, and paying fees. Addresses of the deployed contracts can be found in the 0x [wiki](https://0xproject.com/wiki#Deployed-Addresses) or the [DEPLOYS](./DEPLOYS.json) file within this package. + +## Installation + +**Install** + +```bash +npm install @0x/contracts-exchange-forwarder --save +``` + +## Bug bounty + +A bug bounty for the 2.0.0 contracts is ongoing! Instructions can be found [here](https://0xproject.com/wiki#Bug-Bounty). + +## Contributing + +We strongly recommend that the community help us make improvements and determine the future direction of the protocol. To report bugs within this package, please create an issue in this repository. + +For proposals regarding the 0x protocol's smart contract architecture, message format, or additional functionality, go to the [0x Improvement Proposals (ZEIPs)](https://github.com/0xProject/ZEIPs) repository and follow the contribution guidelines provided therein. + +Please read our [contribution guidelines](../../CONTRIBUTING.md) before getting started. + +### Install Dependencies + +If you don't have yarn workspaces enabled (Yarn < v1.0) - enable them: + +```bash +yarn config set workspaces-experimental true +``` + +Then install dependencies + +```bash +yarn install +``` + +### Build + +To build this package and all other monorepo packages that it depends on, run the following from the monorepo root directory: + +```bash +PKG=@0x/contracts-exchange-forwarder yarn build +``` + +Or continuously rebuild on change: + +```bash +PKG=@0x/contracts-exchange-forwarder yarn watch +``` + +### Clean + +```bash +yarn clean +``` + +### Lint + +```bash +yarn lint +``` + +### Run Tests + +```bash +yarn test +``` + +#### Testing options + +Contracts testing options like coverage, profiling, revert traces or backing node choosing - are described [here](../TESTING.md). diff --git a/contracts/exchange-forwarder/compiler.json b/contracts/exchange-forwarder/compiler.json new file mode 100644 index 000000000..e93eb4bdd --- /dev/null +++ b/contracts/exchange-forwarder/compiler.json @@ -0,0 +1,23 @@ +{ + "artifactsDir": "./generated-artifacts", + "contractsDir": "./contracts", + "useDockerisedSolc": true, + "compilerSettings": { + "optimizer": { + "enabled": true, + "runs": 1000000 + }, + "outputSelection": { + "*": { + "*": [ + "abi", + "evm.bytecode.object", + "evm.bytecode.sourceMap", + "evm.deployedBytecode.object", + "evm.deployedBytecode.sourceMap" + ] + } + } + }, + "contracts": ["Forwarder"] +} diff --git a/contracts/exchange-forwarder/contracts/src/Forwarder.sol b/contracts/exchange-forwarder/contracts/src/Forwarder.sol new file mode 100644 index 000000000..94dec40ed --- /dev/null +++ b/contracts/exchange-forwarder/contracts/src/Forwarder.sol @@ -0,0 +1,50 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; +pragma experimental ABIEncoderV2; + +import "./MixinWeth.sol"; +import "./MixinForwarderCore.sol"; +import "./libs/LibConstants.sol"; +import "./MixinAssets.sol"; +import "./MixinExchangeWrapper.sol"; + + +// solhint-disable no-empty-blocks +contract Forwarder is + LibConstants, + MixinWeth, + MixinAssets, + MixinExchangeWrapper, + MixinForwarderCore +{ + constructor ( + address _exchange, + bytes memory _zrxAssetData, + bytes memory _wethAssetData + ) + public + LibConstants( + _exchange, + _zrxAssetData, + _wethAssetData + ) + MixinForwarderCore() + {} +} diff --git a/contracts/exchange-forwarder/contracts/src/MixinAssets.sol b/contracts/exchange-forwarder/contracts/src/MixinAssets.sol new file mode 100644 index 000000000..330586ed9 --- /dev/null +++ b/contracts/exchange-forwarder/contracts/src/MixinAssets.sol @@ -0,0 +1,143 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + +import "@0x/contracts-utils/contracts/src/LibBytes.sol"; +import "@0x/contracts-utils/contracts/src/Ownable.sol"; +import "@0x/contracts-erc20/contracts/src/interfaces/IERC20Token.sol"; +import "@0x/contracts-erc721/contracts/src/interfaces/IERC721Token.sol"; +import "./libs/LibConstants.sol"; +import "./mixins/MAssets.sol"; + + +contract MixinAssets is + Ownable, + LibConstants, + MAssets +{ + using LibBytes for bytes; + + bytes4 constant internal ERC20_TRANSFER_SELECTOR = bytes4(keccak256("transfer(address,uint256)")); + + /// @dev Withdraws assets from this contract. The contract requires a ZRX balance in order to + /// function optimally, and this function allows the ZRX to be withdrawn by owner. It may also be + /// used to withdraw assets that were accidentally sent to this contract. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of ERC20 token to withdraw. + function withdrawAsset( + bytes assetData, + uint256 amount + ) + external + onlyOwner + { + transferAssetToSender(assetData, amount); + } + + /// @dev Transfers given amount of asset to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferAssetToSender( + bytes memory assetData, + uint256 amount + ) + internal + { + bytes4 proxyId = assetData.readBytes4(0); + + if (proxyId == ERC20_DATA_ID) { + transferERC20Token(assetData, amount); + } else if (proxyId == ERC721_DATA_ID) { + transferERC721Token(assetData, amount); + } else { + revert("UNSUPPORTED_ASSET_PROXY"); + } + } + + /// @dev Decodes ERC20 assetData and transfers given amount to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferERC20Token( + bytes memory assetData, + uint256 amount + ) + internal + { + address token = assetData.readAddress(16); + + // Transfer tokens. + // We do a raw call so we can check the success separate + // from the return data. + bool success = token.call(abi.encodeWithSelector( + ERC20_TRANSFER_SELECTOR, + msg.sender, + amount + )); + require( + success, + "TRANSFER_FAILED" + ); + + // Check return data. + // If there is no return data, we assume the token incorrectly + // does not return a bool. In this case we expect it to revert + // on failure, which was handled above. + // If the token does return data, we require that it is a single + // value that evaluates to true. + assembly { + if returndatasize { + success := 0 + if eq(returndatasize, 32) { + // First 64 bytes of memory are reserved scratch space + returndatacopy(0, 0, 32) + success := mload(0) + } + } + } + require( + success, + "TRANSFER_FAILED" + ); + } + + /// @dev Decodes ERC721 assetData and transfers given amount to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferERC721Token( + bytes memory assetData, + uint256 amount + ) + internal + { + require( + amount == 1, + "INVALID_AMOUNT" + ); + // Decode asset data. + address token = assetData.readAddress(16); + uint256 tokenId = assetData.readUint256(36); + + // Perform transfer. + IERC721Token(token).transferFrom( + address(this), + msg.sender, + tokenId + ); + } +} diff --git a/contracts/exchange-forwarder/contracts/src/MixinExchangeWrapper.sol b/contracts/exchange-forwarder/contracts/src/MixinExchangeWrapper.sol new file mode 100644 index 000000000..c970c40cf --- /dev/null +++ b/contracts/exchange-forwarder/contracts/src/MixinExchangeWrapper.sol @@ -0,0 +1,260 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "./libs/LibConstants.sol"; +import "./mixins/MExchangeWrapper.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibAbiEncoder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibMath.sol"; + + +contract MixinExchangeWrapper is + LibAbiEncoder, + LibFillResults, + LibMath, + LibConstants, + MExchangeWrapper +{ + /// @dev Fills the input order. + /// Returns false if the transaction would otherwise revert. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrderNoThrow( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + internal + returns (FillResults memory fillResults) + { + // ABI encode calldata for `fillOrder` + bytes memory fillOrderCalldata = abiEncodeFillOrder( + order, + takerAssetFillAmount, + signature + ); + + address exchange = address(EXCHANGE); + + // Call `fillOrder` and handle any exceptions gracefully + assembly { + let success := call( + gas, // forward all gas + exchange, // call address of Exchange contract + 0, // transfer 0 wei + add(fillOrderCalldata, 32), // pointer to start of input (skip array length in first 32 bytes) + mload(fillOrderCalldata), // length of input + fillOrderCalldata, // write output over input + 128 // output size is 128 bytes + ) + if success { + mstore(fillResults, mload(fillOrderCalldata)) + mstore(add(fillResults, 32), mload(add(fillOrderCalldata, 32))) + mstore(add(fillResults, 64), mload(add(fillOrderCalldata, 64))) + mstore(add(fillResults, 96), mload(add(fillOrderCalldata, 96))) + } + } + // fillResults values will be 0 by default if call was unsuccessful + return fillResults; + } + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of WETH has been sold by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param wethSellAmount Desired amount of WETH to sell. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellWeth( + LibOrder.Order[] memory orders, + uint256 wethSellAmount, + bytes[] memory signatures + ) + internal + returns (FillResults memory totalFillResults) + { + bytes memory makerAssetData = orders[0].makerAssetData; + bytes memory wethAssetData = WETH_ASSET_DATA; + + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + + // We assume that asset being bought by taker is the same for each order. + // We assume that asset being sold by taker is WETH for each order. + orders[i].makerAssetData = makerAssetData; + orders[i].takerAssetData = wethAssetData; + + // Calculate the remaining amount of WETH to sell + uint256 remainingTakerAssetFillAmount = safeSub(wethSellAmount, totalFillResults.takerAssetFilledAmount); + + // Attempt to sell the remaining amount of WETH + FillResults memory singleFillResults = fillOrderNoThrow( + orders[i], + remainingTakerAssetFillAmount, + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker + addFillResults(totalFillResults, singleFillResults); + + // Stop execution if the entire amount of takerAsset has been sold + if (totalFillResults.takerAssetFilledAmount >= wethSellAmount) { + break; + } + } + return totalFillResults; + } + + /// @dev Synchronously executes multiple fill orders in a single transaction until total amount is bought by taker. + /// Returns false if the transaction would otherwise revert. + /// The asset being sold by taker must always be WETH. + /// @param orders Array of order specifications. + /// @param makerAssetFillAmount Desired amount of makerAsset to buy. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketBuyExactAmountWithWeth( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + internal + returns (FillResults memory totalFillResults) + { + bytes memory makerAssetData = orders[0].makerAssetData; + bytes memory wethAssetData = WETH_ASSET_DATA; + + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + + // We assume that asset being bought by taker is the same for each order. + // We assume that asset being sold by taker is WETH for each order. + orders[i].makerAssetData = makerAssetData; + orders[i].takerAssetData = wethAssetData; + + // Calculate the remaining amount of makerAsset to buy + uint256 remainingMakerAssetFillAmount = safeSub(makerAssetFillAmount, totalFillResults.makerAssetFilledAmount); + + // Convert the remaining amount of makerAsset to buy into remaining amount + // of takerAsset to sell, assuming entire amount can be sold in the current order. + // We round up because the exchange rate computed by fillOrder rounds in favor + // of the Maker. In this case we want to overestimate the amount of takerAsset. + uint256 remainingTakerAssetFillAmount = getPartialAmountCeil( + orders[i].takerAssetAmount, + orders[i].makerAssetAmount, + remainingMakerAssetFillAmount + ); + + // Attempt to sell the remaining amount of takerAsset + FillResults memory singleFillResults = fillOrderNoThrow( + orders[i], + remainingTakerAssetFillAmount, + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker + addFillResults(totalFillResults, singleFillResults); + + // Stop execution if the entire amount of makerAsset has been bought + uint256 makerAssetFilledAmount = totalFillResults.makerAssetFilledAmount; + if (makerAssetFilledAmount >= makerAssetFillAmount) { + break; + } + } + + require( + makerAssetFilledAmount >= makerAssetFillAmount, + "COMPLETE_FILL_FAILED" + ); + return totalFillResults; + } + + /// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account ZRX fees for each order. This will guarantee + /// that at least zrxBuyAmount of ZRX is purchased (sometimes slightly over due to rounding issues). + /// It is possible that a request to buy 200 ZRX will require purchasing 202 ZRX + /// as 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases. + /// The asset being sold by taker must always be WETH. + /// @param orders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. + /// @param zrxBuyAmount Desired amount of ZRX to buy. + /// @param signatures Proofs that orders have been created by makers. + /// @return totalFillResults Amounts filled and fees paid by maker and taker. + function marketBuyExactZrxWithWeth( + LibOrder.Order[] memory orders, + uint256 zrxBuyAmount, + bytes[] memory signatures + ) + internal + returns (FillResults memory totalFillResults) + { + // Do nothing if zrxBuyAmount == 0 + if (zrxBuyAmount == 0) { + return totalFillResults; + } + + bytes memory zrxAssetData = ZRX_ASSET_DATA; + bytes memory wethAssetData = WETH_ASSET_DATA; + uint256 zrxPurchased = 0; + + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + + // All of these are ZRX/WETH, so we can drop the respective assetData from calldata. + orders[i].makerAssetData = zrxAssetData; + orders[i].takerAssetData = wethAssetData; + + // Calculate the remaining amount of ZRX to buy. + uint256 remainingZrxBuyAmount = safeSub(zrxBuyAmount, zrxPurchased); + + // Convert the remaining amount of ZRX to buy into remaining amount + // of WETH to sell, assuming entire amount can be sold in the current order. + // We round up because the exchange rate computed by fillOrder rounds in favor + // of the Maker. In this case we want to overestimate the amount of takerAsset. + uint256 remainingWethSellAmount = getPartialAmountCeil( + orders[i].takerAssetAmount, + safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees + remainingZrxBuyAmount + ); + + // Attempt to sell the remaining amount of WETH. + FillResults memory singleFillResult = fillOrderNoThrow( + orders[i], + remainingWethSellAmount, + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker. + addFillResults(totalFillResults, singleFillResult); + zrxPurchased = safeSub(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid); + + // Stop execution if the entire amount of ZRX has been bought. + if (zrxPurchased >= zrxBuyAmount) { + break; + } + } + + require( + zrxPurchased >= zrxBuyAmount, + "COMPLETE_FILL_FAILED" + ); + return totalFillResults; + } +} diff --git a/contracts/exchange-forwarder/contracts/src/MixinForwarderCore.sol b/contracts/exchange-forwarder/contracts/src/MixinForwarderCore.sol new file mode 100644 index 000000000..b65e1f7ce --- /dev/null +++ b/contracts/exchange-forwarder/contracts/src/MixinForwarderCore.sol @@ -0,0 +1,214 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "./libs/LibConstants.sol"; +import "./mixins/MWeth.sol"; +import "./mixins/MAssets.sol"; +import "./mixins/MExchangeWrapper.sol"; +import "./interfaces/IForwarderCore.sol"; +import "@0x/contracts-utils/contracts/src/LibBytes.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibMath.sol"; + + +contract MixinForwarderCore is + LibFillResults, + LibMath, + LibConstants, + MWeth, + MAssets, + MExchangeWrapper, + IForwarderCore +{ + using LibBytes for bytes; + + /// @dev Constructor approves ERC20 proxy to transfer ZRX and WETH on this contract's behalf. + constructor () + public + { + address proxyAddress = EXCHANGE.getAssetProxy(ERC20_DATA_ID); + require( + proxyAddress != address(0), + "UNREGISTERED_ASSET_PROXY" + ); + ETHER_TOKEN.approve(proxyAddress, MAX_UINT); + ZRX_TOKEN.approve(proxyAddress, MAX_UINT); + } + + /// @dev Purchases as much of orders' makerAssets as possible by selling up to 95% of transaction's ETH value. + /// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract. + /// 5% of ETH value is reserved for paying fees to order feeRecipients (in ZRX) and forwarding contract feeRecipient (in ETH). + /// Any ETH not spent will be refunded to sender. + /// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset. + /// @param signatures Proofs that orders have been created by makers. + /// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees. + /// @param feeSignatures Proofs that feeOrders have been created by makers. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + /// @return Amounts filled and fees paid by maker and taker for both sets of orders. + function marketSellOrdersWithEth( + LibOrder.Order[] memory orders, + bytes[] memory signatures, + LibOrder.Order[] memory feeOrders, + bytes[] memory feeSignatures, + uint256 feePercentage, + address feeRecipient + ) + public + payable + returns ( + FillResults memory orderFillResults, + FillResults memory feeOrderFillResults + ) + { + // Convert ETH to WETH. + convertEthToWeth(); + + uint256 wethSellAmount; + uint256 zrxBuyAmount; + uint256 makerAssetAmountPurchased; + if (orders[0].makerAssetData.equals(ZRX_ASSET_DATA)) { + // Calculate amount of WETH that won't be spent on ETH fees. + wethSellAmount = getPartialAmountFloor( + PERCENTAGE_DENOMINATOR, + safeAdd(PERCENTAGE_DENOMINATOR, feePercentage), + msg.value + ); + // Market sell available WETH. + // ZRX fees are paid with this contract's balance. + orderFillResults = marketSellWeth( + orders, + wethSellAmount, + signatures + ); + // The fee amount must be deducted from the amount transfered back to sender. + makerAssetAmountPurchased = safeSub(orderFillResults.makerAssetFilledAmount, orderFillResults.takerFeePaid); + } else { + // 5% of WETH is reserved for filling feeOrders and paying feeRecipient. + wethSellAmount = getPartialAmountFloor( + MAX_WETH_FILL_PERCENTAGE, + PERCENTAGE_DENOMINATOR, + msg.value + ); + // Market sell 95% of WETH. + // ZRX fees are payed with this contract's balance. + orderFillResults = marketSellWeth( + orders, + wethSellAmount, + signatures + ); + // Buy back all ZRX spent on fees. + zrxBuyAmount = orderFillResults.takerFeePaid; + feeOrderFillResults = marketBuyExactZrxWithWeth( + feeOrders, + zrxBuyAmount, + feeSignatures + ); + makerAssetAmountPurchased = orderFillResults.makerAssetFilledAmount; + } + + // Transfer feePercentage of total ETH spent on primary orders to feeRecipient. + // Refund remaining ETH to msg.sender. + transferEthFeeAndRefund( + orderFillResults.takerAssetFilledAmount, + feeOrderFillResults.takerAssetFilledAmount, + feePercentage, + feeRecipient + ); + + // Transfer purchased assets to msg.sender. + transferAssetToSender(orders[0].makerAssetData, makerAssetAmountPurchased); + } + + /// @dev Attempt to purchase makerAssetFillAmount of makerAsset by selling ETH provided with transaction. + /// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract. + /// Any ETH not spent will be refunded to sender. + /// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset. + /// @param makerAssetFillAmount Desired amount of makerAsset to purchase. + /// @param signatures Proofs that orders have been created by makers. + /// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees. + /// @param feeSignatures Proofs that feeOrders have been created by makers. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + /// @return Amounts filled and fees paid by maker and taker for both sets of orders. + function marketBuyOrdersWithEth( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures, + LibOrder.Order[] memory feeOrders, + bytes[] memory feeSignatures, + uint256 feePercentage, + address feeRecipient + ) + public + payable + returns ( + FillResults memory orderFillResults, + FillResults memory feeOrderFillResults + ) + { + // Convert ETH to WETH. + convertEthToWeth(); + + uint256 zrxBuyAmount; + uint256 makerAssetAmountPurchased; + if (orders[0].makerAssetData.equals(ZRX_ASSET_DATA)) { + // If the makerAsset is ZRX, it is not necessary to pay fees out of this + // contracts's ZRX balance because fees are factored into the price of the order. + orderFillResults = marketBuyExactZrxWithWeth( + orders, + makerAssetFillAmount, + signatures + ); + // The fee amount must be deducted from the amount transfered back to sender. + makerAssetAmountPurchased = safeSub(orderFillResults.makerAssetFilledAmount, orderFillResults.takerFeePaid); + } else { + // Attemp to purchase desired amount of makerAsset. + // ZRX fees are payed with this contract's balance. + orderFillResults = marketBuyExactAmountWithWeth( + orders, + makerAssetFillAmount, + signatures + ); + // Buy back all ZRX spent on fees. + zrxBuyAmount = orderFillResults.takerFeePaid; + feeOrderFillResults = marketBuyExactZrxWithWeth( + feeOrders, + zrxBuyAmount, + feeSignatures + ); + makerAssetAmountPurchased = orderFillResults.makerAssetFilledAmount; + } + + // Transfer feePercentage of total ETH spent on primary orders to feeRecipient. + // Refund remaining ETH to msg.sender. + transferEthFeeAndRefund( + orderFillResults.takerAssetFilledAmount, + feeOrderFillResults.takerAssetFilledAmount, + feePercentage, + feeRecipient + ); + + // Transfer purchased assets to msg.sender. + transferAssetToSender(orders[0].makerAssetData, makerAssetAmountPurchased); + } +} diff --git a/contracts/exchange-forwarder/contracts/src/MixinWeth.sol b/contracts/exchange-forwarder/contracts/src/MixinWeth.sol new file mode 100644 index 000000000..029924019 --- /dev/null +++ b/contracts/exchange-forwarder/contracts/src/MixinWeth.sol @@ -0,0 +1,113 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + +import "@0x/contracts-exchange-libs/contracts/src/LibMath.sol"; +import "./libs/LibConstants.sol"; +import "./mixins/MWeth.sol"; + + +contract MixinWeth is + LibMath, + LibConstants, + MWeth +{ + /// @dev Default payabale function, this allows us to withdraw WETH + function () + public + payable + { + require( + msg.sender == address(ETHER_TOKEN), + "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY" + ); + } + + /// @dev Converts message call's ETH value into WETH. + function convertEthToWeth() + internal + { + require( + msg.value > 0, + "INVALID_MSG_VALUE" + ); + ETHER_TOKEN.deposit.value(msg.value)(); + } + + /// @dev Transfers feePercentage of WETH spent on primary orders to feeRecipient. + /// Refunds any excess ETH to msg.sender. + /// @param wethSoldExcludingFeeOrders Amount of WETH sold when filling primary orders. + /// @param wethSoldForZrx Amount of WETH sold when purchasing ZRX required for primary order fees. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + function transferEthFeeAndRefund( + uint256 wethSoldExcludingFeeOrders, + uint256 wethSoldForZrx, + uint256 feePercentage, + address feeRecipient + ) + internal + { + // Ensure feePercentage is less than 5%. + require( + feePercentage <= MAX_FEE_PERCENTAGE, + "FEE_PERCENTAGE_TOO_LARGE" + ); + + // Ensure that no extra WETH owned by this contract has been sold. + uint256 wethSold = safeAdd(wethSoldExcludingFeeOrders, wethSoldForZrx); + require( + wethSold <= msg.value, + "OVERSOLD_WETH" + ); + + // Calculate amount of WETH that hasn't been sold. + uint256 wethRemaining = safeSub(msg.value, wethSold); + + // Calculate ETH fee to pay to feeRecipient. + uint256 ethFee = getPartialAmountFloor( + feePercentage, + PERCENTAGE_DENOMINATOR, + wethSoldExcludingFeeOrders + ); + + // Ensure fee is less than amount of WETH remaining. + require( + ethFee <= wethRemaining, + "INSUFFICIENT_ETH_REMAINING" + ); + + // Do nothing if no WETH remaining + if (wethRemaining > 0) { + // Convert remaining WETH to ETH + ETHER_TOKEN.withdraw(wethRemaining); + + // Pay ETH to feeRecipient + if (ethFee > 0) { + feeRecipient.transfer(ethFee); + } + + // Refund remaining ETH to msg.sender. + uint256 ethRefund = safeSub(wethRemaining, ethFee); + if (ethRefund > 0) { + msg.sender.transfer(ethRefund); + } + } + } +} diff --git a/contracts/exchange-forwarder/contracts/src/interfaces/IAssets.sol b/contracts/exchange-forwarder/contracts/src/interfaces/IAssets.sol new file mode 100644 index 000000000..cebfd3706 --- /dev/null +++ b/contracts/exchange-forwarder/contracts/src/interfaces/IAssets.sol @@ -0,0 +1,34 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + + +contract IAssets { + + /// @dev Withdraws assets from this contract. The contract requires a ZRX balance in order to + /// function optimally, and this function allows the ZRX to be withdrawn by owner. It may also be + /// used to withdraw assets that were accidentally sent to this contract. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of ERC20 token to withdraw. + function withdrawAsset( + bytes assetData, + uint256 amount + ) + external; +} diff --git a/contracts/exchange-forwarder/contracts/src/interfaces/IForwarder.sol b/contracts/exchange-forwarder/contracts/src/interfaces/IForwarder.sol new file mode 100644 index 000000000..6ce8a1d31 --- /dev/null +++ b/contracts/exchange-forwarder/contracts/src/interfaces/IForwarder.sol @@ -0,0 +1,30 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "./IForwarderCore.sol"; +import "./IAssets.sol"; + + +// solhint-disable no-empty-blocks +contract IForwarder is + IForwarderCore, + IAssets +{} diff --git a/contracts/exchange-forwarder/contracts/src/interfaces/IForwarderCore.sol b/contracts/exchange-forwarder/contracts/src/interfaces/IForwarderCore.sol new file mode 100644 index 000000000..00009d3d5 --- /dev/null +++ b/contracts/exchange-forwarder/contracts/src/interfaces/IForwarderCore.sol @@ -0,0 +1,80 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; + + +contract IForwarderCore { + + /// @dev Purchases as much of orders' makerAssets as possible by selling up to 95% of transaction's ETH value. + /// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract. + /// 5% of ETH value is reserved for paying fees to order feeRecipients (in ZRX) and forwarding contract feeRecipient (in ETH). + /// Any ETH not spent will be refunded to sender. + /// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset. + /// @param signatures Proofs that orders have been created by makers. + /// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees. + /// @param feeSignatures Proofs that feeOrders have been created by makers. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + /// @return Amounts filled and fees paid by maker and taker for both sets of orders. + function marketSellOrdersWithEth( + LibOrder.Order[] memory orders, + bytes[] memory signatures, + LibOrder.Order[] memory feeOrders, + bytes[] memory feeSignatures, + uint256 feePercentage, + address feeRecipient + ) + public + payable + returns ( + LibFillResults.FillResults memory orderFillResults, + LibFillResults.FillResults memory feeOrderFillResults + ); + + /// @dev Attempt to purchase makerAssetFillAmount of makerAsset by selling ETH provided with transaction. + /// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract. + /// Any ETH not spent will be refunded to sender. + /// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset. + /// @param makerAssetFillAmount Desired amount of makerAsset to purchase. + /// @param signatures Proofs that orders have been created by makers. + /// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees. + /// @param feeSignatures Proofs that feeOrders have been created by makers. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + /// @return Amounts filled and fees paid by maker and taker for both sets of orders. + function marketBuyOrdersWithEth( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures, + LibOrder.Order[] memory feeOrders, + bytes[] memory feeSignatures, + uint256 feePercentage, + address feeRecipient + ) + public + payable + returns ( + LibFillResults.FillResults memory orderFillResults, + LibFillResults.FillResults memory feeOrderFillResults + ); +} diff --git a/contracts/exchange-forwarder/contracts/src/libs/LibConstants.sol b/contracts/exchange-forwarder/contracts/src/libs/LibConstants.sol new file mode 100644 index 000000000..3ff2a03e5 --- /dev/null +++ b/contracts/exchange-forwarder/contracts/src/libs/LibConstants.sol @@ -0,0 +1,62 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + +import "@0x/contracts-utils/contracts/src/LibBytes.sol"; +import "@0x/contracts-exchange/contracts/src/interfaces/IExchange.sol"; +import "@0x/contracts-erc20/contracts/src/interfaces/IEtherToken.sol"; +import "@0x/contracts-erc20/contracts/src/interfaces/IERC20Token.sol"; + + +contract LibConstants { + + using LibBytes for bytes; + + bytes4 constant internal ERC20_DATA_ID = bytes4(keccak256("ERC20Token(address)")); + bytes4 constant internal ERC721_DATA_ID = bytes4(keccak256("ERC721Token(address,uint256)")); + uint256 constant internal MAX_UINT = 2**256 - 1; + uint256 constant internal PERCENTAGE_DENOMINATOR = 10**18; + uint256 constant internal MAX_FEE_PERCENTAGE = 5 * PERCENTAGE_DENOMINATOR / 100; // 5% + uint256 constant internal MAX_WETH_FILL_PERCENTAGE = 95 * PERCENTAGE_DENOMINATOR / 100; // 95% + + // solhint-disable var-name-mixedcase + IExchange internal EXCHANGE; + IEtherToken internal ETHER_TOKEN; + IERC20Token internal ZRX_TOKEN; + bytes internal ZRX_ASSET_DATA; + bytes internal WETH_ASSET_DATA; + // solhint-enable var-name-mixedcase + + constructor ( + address _exchange, + bytes memory _zrxAssetData, + bytes memory _wethAssetData + ) + public + { + EXCHANGE = IExchange(_exchange); + ZRX_ASSET_DATA = _zrxAssetData; + WETH_ASSET_DATA = _wethAssetData; + + address etherToken = _wethAssetData.readAddress(16); + address zrxToken = _zrxAssetData.readAddress(16); + ETHER_TOKEN = IEtherToken(etherToken); + ZRX_TOKEN = IERC20Token(zrxToken); + } +} diff --git a/contracts/exchange-forwarder/contracts/src/libs/LibForwarderErrors.sol b/contracts/exchange-forwarder/contracts/src/libs/LibForwarderErrors.sol new file mode 100644 index 000000000..7a95b78a0 --- /dev/null +++ b/contracts/exchange-forwarder/contracts/src/libs/LibForwarderErrors.sol @@ -0,0 +1,34 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +// solhint-disable +pragma solidity ^0.4.24; + + +/// This contract is intended to serve as a reference, but is not actually used for efficiency reasons. +contract LibForwarderErrors { + string constant FEE_PERCENTAGE_TOO_LARGE = "FEE_PROPORTION_TOO_LARGE"; // Provided fee percentage greater than 5%. + string constant INSUFFICIENT_ETH_REMAINING = "INSUFFICIENT_ETH_REMAINING"; // Not enough ETH remaining to pay feeRecipient. + string constant OVERSOLD_WETH = "OVERSOLD_WETH"; // More WETH sold than provided with current message call. + string constant COMPLETE_FILL_FAILED = "COMPLETE_FILL_FAILED"; // Desired purchase amount not completely filled (required for ZRX fees only). + string constant TRANSFER_FAILED = "TRANSFER_FAILED"; // Asset transfer failed. + string constant UNSUPPORTED_ASSET_PROXY = "UNSUPPORTED_ASSET_PROXY"; // Proxy in assetData not supported. + string constant DEFAULT_FUNCTION_WETH_CONTRACT_ONLY = "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY"; // Fallback function may only be used for WETH withdrawals. + string constant INVALID_MSG_VALUE = "INVALID_MSG_VALUE"; // msg.value must be greater than 0. + string constant INVALID_AMOUNT = "INVALID_AMOUNT"; // Amount must equal 1. +} diff --git a/contracts/exchange-forwarder/contracts/src/mixins/MAssets.sol b/contracts/exchange-forwarder/contracts/src/mixins/MAssets.sol new file mode 100644 index 000000000..1757b37fb --- /dev/null +++ b/contracts/exchange-forwarder/contracts/src/mixins/MAssets.sol @@ -0,0 +1,53 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + +import "../interfaces/IAssets.sol"; + + +contract MAssets is + IAssets +{ + /// @dev Transfers given amount of asset to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferAssetToSender( + bytes memory assetData, + uint256 amount + ) + internal; + + /// @dev Decodes ERC20 assetData and transfers given amount to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferERC20Token( + bytes memory assetData, + uint256 amount + ) + internal; + + /// @dev Decodes ERC721 assetData and transfers given amount to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferERC721Token( + bytes memory assetData, + uint256 amount + ) + internal; +} diff --git a/contracts/exchange-forwarder/contracts/src/mixins/MExchangeWrapper.sol b/contracts/exchange-forwarder/contracts/src/mixins/MExchangeWrapper.sol new file mode 100644 index 000000000..7439e8259 --- /dev/null +++ b/contracts/exchange-forwarder/contracts/src/mixins/MExchangeWrapper.sol @@ -0,0 +1,87 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; + + +contract MExchangeWrapper { + + /// @dev Fills the input order. + /// Returns false if the transaction would otherwise revert. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrderNoThrow( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + internal + returns (LibFillResults.FillResults memory fillResults); + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of WETH has been sold by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param wethSellAmount Desired amount of WETH to sell. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellWeth( + LibOrder.Order[] memory orders, + uint256 wethSellAmount, + bytes[] memory signatures + ) + internal + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously executes multiple fill orders in a single transaction until total amount is bought by taker. + /// Returns false if the transaction would otherwise revert. + /// The asset being sold by taker must always be WETH. + /// @param orders Array of order specifications. + /// @param makerAssetFillAmount Desired amount of makerAsset to buy. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketBuyExactAmountWithWeth( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + internal + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account ZRX fees for each order. This will guarantee + /// that at least zrxBuyAmount of ZRX is purchased (sometimes slightly over due to rounding issues). + /// It is possible that a request to buy 200 ZRX will require purchasing 202 ZRX + /// as 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases. + /// The asset being sold by taker must always be WETH. + /// @param orders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. + /// @param zrxBuyAmount Desired amount of ZRX to buy. + /// @param signatures Proofs that orders have been created by makers. + /// @return totalFillResults Amounts filled and fees paid by maker and taker. + function marketBuyExactZrxWithWeth( + LibOrder.Order[] memory orders, + uint256 zrxBuyAmount, + bytes[] memory signatures + ) + internal + returns (LibFillResults.FillResults memory totalFillResults); +} diff --git a/contracts/exchange-forwarder/contracts/src/mixins/MWeth.sol b/contracts/exchange-forwarder/contracts/src/mixins/MWeth.sol new file mode 100644 index 000000000..15d66942f --- /dev/null +++ b/contracts/exchange-forwarder/contracts/src/mixins/MWeth.sol @@ -0,0 +1,41 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + + +contract MWeth { + + /// @dev Converts message call's ETH value into WETH. + function convertEthToWeth() + internal; + + /// @dev Transfers feePercentage of WETH spent on primary orders to feeRecipient. + /// Refunds any excess ETH to msg.sender. + /// @param wethSoldExcludingFeeOrders Amount of WETH sold when filling primary orders. + /// @param wethSoldForZrx Amount of WETH sold when purchasing ZRX required for primary order fees. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + function transferEthFeeAndRefund( + uint256 wethSoldExcludingFeeOrders, + uint256 wethSoldForZrx, + uint256 feePercentage, + address feeRecipient + ) + internal; +} diff --git a/contracts/exchange-forwarder/package.json b/contracts/exchange-forwarder/package.json new file mode 100644 index 000000000..73a30e851 --- /dev/null +++ b/contracts/exchange-forwarder/package.json @@ -0,0 +1,86 @@ +{ + "name": "@0x/contracts-exchange-forwarder", + "version": "1.0.0", + "engines": { + "node": ">=6.12" + }, + "description": "Smart contract extensions of 0x protocol", + "main": "lib/src/index.js", + "directories": { + "test": "test" + }, + "scripts": { + "build": "yarn pre_build && tsc -b", + "build:ci": "yarn build", + "pre_build": "run-s compile generate_contract_wrappers", + "test": "yarn run_mocha", + "rebuild_and_test": "run-s build test", + "test:coverage": "SOLIDITY_COVERAGE=true run-s build run_mocha coverage:report:text coverage:report:lcov", + "test:profiler": "SOLIDITY_PROFILER=true run-s build run_mocha profiler:report:html", + "test:trace": "SOLIDITY_REVERT_TRACE=true run-s build run_mocha", + "run_mocha": "mocha --require source-map-support/register --require make-promises-safe 'lib/test/**/*.js' --timeout 100000 --bail --exit", + "compile": "sol-compiler", + "watch": "sol-compiler -w", + "clean": "shx rm -rf lib generated-artifacts generated-wrappers", + "generate_contract_wrappers": "abi-gen --abis ${npm_package_config_abis} --template ../../node_modules/@0x/abi-gen-templates/contract.handlebars --partials '../../node_modules/@0x/abi-gen-templates/partials/**/*.handlebars' --output generated-wrappers --backend ethers", + "lint": "tslint --format stylish --project . --exclude ./generated-wrappers/**/* --exclude ./generated-artifacts/**/* --exclude **/lib/**/* && yarn lint-contracts", + "coverage:report:text": "istanbul report text", + "coverage:report:html": "istanbul report html && open coverage/index.html", + "profiler:report:html": "istanbul report html && open coverage/index.html", + "coverage:report:lcov": "istanbul report lcov", + "test:circleci": "yarn test", + "lint-contracts": "solhint -c ../.solhint.json contracts/**/**/**/**/*.sol" + }, + "config": { + "abis": "generated-artifacts/@(Forwarder).json" + }, + "repository": { + "type": "git", + "url": "https://github.com/0xProject/0x-monorepo.git" + }, + "license": "Apache-2.0", + "bugs": { + "url": "https://github.com/0xProject/0x-monorepo/issues" + }, + "homepage": "https://github.com/0xProject/0x-monorepo/contracts/extensions/README.md", + "devDependencies": { + "@0x/abi-gen": "^1.0.22", + "@0x/contract-wrappers": "^5.0.1", + "@0x/contracts-test-utils": "^2.0.1", + "@0x/dev-utils": "^1.0.24", + "@0x/sol-compiler": "^2.0.2", + "@0x/tslint-config": "^2.0.2", + "@types/lodash": "4.14.104", + "@types/node": "*", + "chai": "^4.0.1", + "chai-as-promised": "^7.1.0", + "chai-bignumber": "^3.0.0", + "dirty-chai": "^2.0.1", + "make-promises-safe": "^1.1.0", + "mocha": "^4.1.0", + "npm-run-all": "^4.1.2", + "shx": "^0.2.2", + "solhint": "^1.4.1", + "tslint": "5.11.0", + "typescript": "3.0.1" + }, + "dependencies": { + "@0x/base-contract": "^3.0.13", + "@0x/contracts-asset-proxy": "1.0.0", + "@0x/contracts-exchange-libs": "1.0.0", + "@0x/contracts-exchange": "1.0.0", + "@0x/contracts-erc20": "1.0.0", + "@0x/contracts-erc721": "1.0.0", + "@0x/contracts-utils": "3.0.0", + "@0x/order-utils": "^3.1.2", + "@0x/types": "^1.5.2", + "@0x/typescript-typings": "^3.0.8", + "@0x/utils": "^3.0.1", + "@0x/web3-wrapper": "^3.2.4", + "ethereum-types": "^1.1.6", + "lodash": "^4.17.5" + }, + "publishConfig": { + "access": "public" + } +} diff --git a/contracts/exchange-forwarder/src/artifacts/index.ts b/contracts/exchange-forwarder/src/artifacts/index.ts new file mode 100644 index 000000000..f15dac49a --- /dev/null +++ b/contracts/exchange-forwarder/src/artifacts/index.ts @@ -0,0 +1,7 @@ +import { ContractArtifact } from 'ethereum-types'; + +import * as Forwarder from '../../generated-artifacts/Forwarder.json'; + +export const artifacts = { + Forwarder: Forwarder as ContractArtifact, +}; diff --git a/contracts/exchange-forwarder/src/index.ts b/contracts/exchange-forwarder/src/index.ts new file mode 100644 index 000000000..ba813e7ca --- /dev/null +++ b/contracts/exchange-forwarder/src/index.ts @@ -0,0 +1,3 @@ +export * from './artifacts'; +export * from './wrappers'; +export * from '../test/utils'; diff --git a/contracts/exchange-forwarder/src/wrappers/index.ts b/contracts/exchange-forwarder/src/wrappers/index.ts new file mode 100644 index 000000000..89dff9e74 --- /dev/null +++ b/contracts/exchange-forwarder/src/wrappers/index.ts @@ -0,0 +1 @@ +export * from '../../generated-wrappers/forwarder'; diff --git a/contracts/exchange-forwarder/test/forwarder.ts b/contracts/exchange-forwarder/test/forwarder.ts new file mode 100644 index 000000000..24c219563 --- /dev/null +++ b/contracts/exchange-forwarder/test/forwarder.ts @@ -0,0 +1,1279 @@ +import { ERC20Wrapper, ERC721Wrapper } from '@0x/contracts-asset-proxy'; +import { artifacts as erc20Artifacts, DummyERC20TokenContract, WETH9Contract } from '@0x/contracts-erc20'; +import { DummyERC721TokenContract } from '@0x/contracts-erc721'; +import { artifacts as exchangeArtifacts, ExchangeContract, ExchangeWrapper } from '@0x/contracts-exchange'; +import { + chaiSetup, + constants, + ContractName, + ERC20BalancesByOwner, + expectContractCreationFailedAsync, + expectTransactionFailedAsync, + OrderFactory, + provider, + sendTransactionResult, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils } from '@0x/order-utils'; +import { RevertReason, SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import * as chai from 'chai'; +import { TransactionReceiptWithDecodedLogs } from 'ethereum-types'; + +import { artifacts, ForwarderContract, ForwarderWrapper } from '../src'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +const DECIMALS_DEFAULT = 18; +const MAX_WETH_FILL_PERCENTAGE = 95; + +describe(ContractName.Forwarder, () => { + let makerAddress: string; + let owner: string; + let takerAddress: string; + let feeRecipientAddress: string; + let defaultMakerAssetAddress: string; + let zrxAssetData: string; + let wethAssetData: string; + + let weth: DummyERC20TokenContract; + let zrxToken: DummyERC20TokenContract; + let erc20TokenA: DummyERC20TokenContract; + let erc721Token: DummyERC721TokenContract; + let forwarderContract: ForwarderContract; + let wethContract: WETH9Contract; + let forwarderWrapper: ForwarderWrapper; + let exchangeWrapper: ExchangeWrapper; + + let orderWithoutFee: SignedOrder; + let orderWithFee: SignedOrder; + let feeOrder: SignedOrder; + let orderFactory: OrderFactory; + let erc20Wrapper: ERC20Wrapper; + let erc20Balances: ERC20BalancesByOwner; + let tx: TransactionReceiptWithDecodedLogs; + + let erc721MakerAssetIds: BigNumber[]; + let takerEthBalanceBefore: BigNumber; + let feePercentage: BigNumber; + let gasPrice: BigNumber; + + before(async () => { + await blockchainLifecycle.startAsync(); + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = accounts); + + const txHash = await web3Wrapper.sendTransactionAsync({ from: accounts[0], to: accounts[0], value: 0 }); + const transaction = await web3Wrapper.getTransactionByHashAsync(txHash); + gasPrice = new BigNumber(transaction.gasPrice); + + const erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + + const numDummyErc20ToDeploy = 3; + [erc20TokenA, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + const erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + const erc721Proxy = await erc721Wrapper.deployProxyAsync(); + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address]; + + wethContract = await WETH9Contract.deployFrom0xArtifactAsync(erc20Artifacts.WETH9, provider, txDefaults); + weth = new DummyERC20TokenContract(wethContract.abi, wethContract.address, provider); + erc20Wrapper.addDummyTokenContract(weth); + + wethAssetData = assetDataUtils.encodeERC20AssetData(wethContract.address); + zrxAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync( + exchangeArtifacts.Exchange, + provider, + txDefaults, + zrxAssetData, + ); + exchangeWrapper = new ExchangeWrapper(exchangeInstance, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); + + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, { + from: owner, + }); + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, { + from: owner, + }); + + defaultMakerAssetAddress = erc20TokenA.address; + const defaultTakerAssetAddress = wethContract.address; + const defaultOrderParams = { + exchangeAddress: exchangeInstance.address, + makerAddress, + feeRecipientAddress, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), DECIMALS_DEFAULT), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT), + makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), + }; + const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + orderFactory = new OrderFactory(privateKey, defaultOrderParams); + + const forwarderInstance = await ForwarderContract.deployFrom0xArtifactAsync( + artifacts.Forwarder, + provider, + txDefaults, + exchangeInstance.address, + zrxAssetData, + wethAssetData, + ); + forwarderContract = new ForwarderContract(forwarderInstance.abi, forwarderInstance.address, provider); + forwarderWrapper = new ForwarderWrapper(forwarderContract, provider); + const zrxDepositAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 18); + await web3Wrapper.awaitTransactionSuccessAsync( + await zrxToken.transfer.sendTransactionAsync(forwarderContract.address, zrxDepositAmount), + ); + erc20Wrapper.addTokenOwnerAddress(forwarderInstance.address); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + erc20Balances = await erc20Wrapper.getBalancesAsync(); + takerEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + orderWithoutFee = await orderFactory.newSignedOrderAsync(); + feeOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + orderWithFee = await orderFactory.newSignedOrderAsync({ + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + + describe('constructor', () => { + it('should revert if assetProxy is unregistered', async () => { + const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync( + exchangeArtifacts.Exchange, + provider, + txDefaults, + zrxAssetData, + ); + return expectContractCreationFailedAsync( + (ForwarderContract.deployFrom0xArtifactAsync( + artifacts.Forwarder, + provider, + txDefaults, + exchangeInstance.address, + zrxAssetData, + wethAssetData, + ) as any) as sendTransactionResult, + RevertReason.UnregisteredAssetProxy, + ); + }); + }); + describe('marketSellOrdersWithEth without extra fees', () => { + it('should fill a single order', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( + ethValue, + MAX_WETH_FILL_PERCENTAGE, + ); + const makerAssetFillAmount = primaryTakerAssetFillAmount + .times(orderWithoutFee.makerAssetAmount) + .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should fill multiple orders', async () => { + const secondOrderWithoutFee = await orderFactory.newSignedOrderAsync(); + const ordersWithoutFee = [orderWithoutFee, secondOrderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const ethValue = ordersWithoutFee[0].takerAssetAmount.plus( + ordersWithoutFee[1].takerAssetAmount.dividedToIntegerBy(2), + ); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( + ethValue, + MAX_WETH_FILL_PERCENTAGE, + ); + const firstTakerAssetFillAmount = ordersWithoutFee[0].takerAssetAmount; + const secondTakerAssetFillAmount = primaryTakerAssetFillAmount.minus(firstTakerAssetFillAmount); + + const makerAssetFillAmount = ordersWithoutFee[0].makerAssetAmount.plus( + ordersWithoutFee[1].makerAssetAmount + .times(secondTakerAssetFillAmount) + .dividedToIntegerBy(ordersWithoutFee[1].takerAssetAmount), + ); + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should fill the order and pay ZRX fees from a single feeOrder', async () => { + const ordersWithFee = [orderWithFee]; + const feeOrders = [feeOrder]; + const ethValue = orderWithFee.takerAssetAmount.dividedToIntegerBy(2); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( + ethValue, + MAX_WETH_FILL_PERCENTAGE, + ); + const makerAssetFillAmount = primaryTakerAssetFillAmount + .times(orderWithoutFee.makerAssetAmount) + .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); + const feeAmount = ForwarderWrapper.getPercentageOfValue( + orderWithFee.takerFee.dividedToIntegerBy(2), + MAX_WETH_FILL_PERCENTAGE, + ); + const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); + const totalEthSpent = primaryTakerAssetFillAmount + .plus(wethSpentOnFeeOrders) + .plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should fill the orders and pay ZRX from multiple feeOrders', async () => { + const ordersWithFee = [orderWithFee]; + const ethValue = orderWithFee.takerAssetAmount; + const makerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const makerAssetAmount = orderWithFee.takerFee.dividedToIntegerBy(2); + const takerAssetAmount = feeOrder.takerAssetAmount + .times(makerAssetAmount) + .dividedToIntegerBy(feeOrder.makerAssetAmount); + + const firstFeeOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + makerAssetAmount, + takerAssetAmount, + }); + const secondFeeOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + makerAssetAmount, + takerAssetAmount, + }); + const feeOrders = [firstFeeOrder, secondFeeOrder]; + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( + ethValue, + MAX_WETH_FILL_PERCENTAGE, + ); + const makerAssetFillAmount = primaryTakerAssetFillAmount + .times(orderWithoutFee.makerAssetAmount) + .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); + const feeAmount = ForwarderWrapper.getPercentageOfValue(orderWithFee.takerFee, MAX_WETH_FILL_PERCENTAGE); + const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); + const totalEthSpent = primaryTakerAssetFillAmount + .plus(wethSpentOnFeeOrders) + .plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should fill the order when token is ZRX with fees', async () => { + orderWithFee = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + const ordersWithFee = [orderWithFee]; + const feeOrders: SignedOrder[] = []; + const ethValue = orderWithFee.takerAssetAmount.dividedToIntegerBy(2); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2); + const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed)); + const takerFeePaid = orderWithFee.takerFee.dividedToIntegerBy(2); + const makerFeePaid = orderWithFee.makerFee.dividedToIntegerBy(2); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount).minus(makerFeePaid), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount).minus(takerFeePaid), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(ethValue), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[forwarderContract.address][zrxToken.address], + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should refund remaining ETH if amount is greater than takerAssetAmount', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const ethValue = orderWithoutFee.takerAssetAmount.times(2); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const totalEthSpent = orderWithoutFee.takerAssetAmount.plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + }); + it('should revert if ZRX cannot be fully repurchased', async () => { + orderWithFee = await orderFactory.newSignedOrderAsync({ + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), DECIMALS_DEFAULT), + }); + const ordersWithFee = [orderWithFee]; + feeOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + const feeOrders = [feeOrder]; + const ethValue = orderWithFee.takerAssetAmount; + return expectTransactionFailedAsync( + forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, { + value: ethValue, + from: takerAddress, + }), + RevertReason.CompleteFillFailed, + ); + }); + it('should not fill orders with different makerAssetData than the first order', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + const erc721SignedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + const erc20SignedOrder = await orderFactory.newSignedOrderAsync(); + const ordersWithoutFee = [erc20SignedOrder, erc721SignedOrder]; + const feeOrders: SignedOrder[] = []; + const ethValue = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const totalEthSpent = erc20SignedOrder.takerAssetAmount.plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + }); + }); + describe('marketSellOrdersWithEth with extra fees', () => { + it('should fill the order and send fee to feeRecipient', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const ethValue = orderWithoutFee.takerAssetAmount.div(2); + + const baseFeePercentage = 2; + feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); + const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + tx = await forwarderWrapper.marketSellOrdersWithEthAsync( + ordersWithoutFee, + feeOrders, + { + value: ethValue, + from: takerAddress, + }, + { feePercentage, feeRecipient: feeRecipientAddress }, + ); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( + ethValue, + MAX_WETH_FILL_PERCENTAGE, + ); + const makerAssetFillAmount = primaryTakerAssetFillAmount + .times(orderWithoutFee.makerAssetAmount) + .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); + const ethSpentOnFee = ForwarderWrapper.getPercentageOfValue(primaryTakerAssetFillAmount, baseFeePercentage); + const totalEthSpent = primaryTakerAssetFillAmount.plus(ethSpentOnFee).plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(feeRecipientEthBalanceAfter).to.be.bignumber.equal(feeRecipientEthBalanceBefore.plus(ethSpentOnFee)); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should fail if the fee is set too high', async () => { + const ethValue = orderWithoutFee.takerAssetAmount.div(2); + const baseFeePercentage = 6; + feePercentage = ForwarderWrapper.getPercentageOfValue(ethValue, baseFeePercentage); + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + await expectTransactionFailedAsync( + forwarderWrapper.marketSellOrdersWithEthAsync( + ordersWithoutFee, + feeOrders, + { from: takerAddress, value: ethValue, gasPrice }, + { feePercentage, feeRecipient: feeRecipientAddress }, + ), + RevertReason.FeePercentageTooLarge, + ); + }); + it('should fail if there is not enough ETH remaining to pay the fee', async () => { + const ethValue = orderWithoutFee.takerAssetAmount.div(2); + const baseFeePercentage = 5; + feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); + const ordersWithFee = [orderWithFee]; + const feeOrders = [feeOrder]; + await expectTransactionFailedAsync( + forwarderWrapper.marketSellOrdersWithEthAsync( + ordersWithFee, + feeOrders, + { from: takerAddress, value: ethValue, gasPrice }, + { feePercentage, feeRecipient: feeRecipientAddress }, + ), + RevertReason.InsufficientEthRemaining, + ); + }); + }); + describe('marketBuyOrdersWithEth without extra fees', () => { + it('should buy the exact amount of makerAsset in a single order', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2); + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ethValue; + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should buy the exact amount of makerAsset in multiple orders', async () => { + const secondOrderWithoutFee = await orderFactory.newSignedOrderAsync(); + const ordersWithoutFee = [orderWithoutFee, secondOrderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = ordersWithoutFee[0].makerAssetAmount.plus( + ordersWithoutFee[1].makerAssetAmount.dividedToIntegerBy(2), + ); + const ethValue = ordersWithoutFee[0].takerAssetAmount.plus( + ordersWithoutFee[1].takerAssetAmount.dividedToIntegerBy(2), + ); + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ethValue; + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should buy the exact amount of makerAsset and return excess ETH', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithoutFee.takerAssetAmount; + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ethValue.dividedToIntegerBy(2); + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should buy the exact amount of makerAsset and pay ZRX from feeOrders', async () => { + const ordersWithFee = [orderWithFee]; + const feeOrders = [feeOrder]; + const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithFee.takerAssetAmount; + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount.dividedToIntegerBy(2); + const feeAmount = orderWithFee.takerFee.dividedToIntegerBy(2); + const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); + const totalEthSpent = primaryTakerAssetFillAmount + .plus(wethSpentOnFeeOrders) + .plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should buy slightly greater than makerAssetAmount when buying ZRX', async () => { + orderWithFee = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + const ordersWithFee = [orderWithFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithFee.takerAssetAmount; + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ForwarderWrapper.getWethForFeeOrders( + makerAssetFillAmount, + ordersWithFee, + ); + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + const makerAssetFilledAmount = orderWithFee.makerAssetAmount + .times(primaryTakerAssetFillAmount) + .dividedToIntegerBy(orderWithFee.takerAssetAmount); + const takerFeePaid = orderWithFee.takerFee + .times(primaryTakerAssetFillAmount) + .dividedToIntegerBy(orderWithFee.takerAssetAmount); + const makerFeePaid = orderWithFee.makerFee + .times(primaryTakerAssetFillAmount) + .dividedToIntegerBy(orderWithFee.takerAssetAmount); + const totalZrxPurchased = makerAssetFilledAmount.minus(takerFeePaid); + // Up to 1 wei worth of ZRX will be overbought per order + const maxOverboughtZrx = new BigNumber(1) + .times(orderWithFee.makerAssetAmount) + .dividedToIntegerBy(orderWithFee.takerAssetAmount); + + expect(totalZrxPurchased).to.be.bignumber.gte(makerAssetFillAmount); + expect(totalZrxPurchased).to.be.bignumber.lte(makerAssetFillAmount.plus(maxOverboughtZrx)); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFilledAmount).minus(makerFeePaid), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].plus(totalZrxPurchased), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[forwarderContract.address][zrxToken.address], + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should revert if the amount of ETH sent is too low to fill the makerAssetAmount', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(4); + return expectTransactionFailedAsync( + forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { + value: ethValue, + from: takerAddress, + }), + RevertReason.CompleteFillFailed, + ); + }); + it('should buy an ERC721 asset from a single order', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + orderWithoutFee = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = new BigNumber(1); + const ethValue = orderWithFee.takerAssetAmount; + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { + from: takerAddress, + value: ethValue, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ethValue; + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + expect(newOwner).to.be.bignumber.equal(takerAddress); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should revert if buying an ERC721 asset when later orders contain different makerAssetData', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + orderWithoutFee = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + const differentMakerAssetDataOrder = await orderFactory.newSignedOrderAsync(); + const ordersWithoutFee = [orderWithoutFee, differentMakerAssetDataOrder]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = new BigNumber(1).plus(differentMakerAssetDataOrder.makerAssetAmount); + const ethValue = orderWithFee.takerAssetAmount; + return expectTransactionFailedAsync( + forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { + value: ethValue, + from: takerAddress, + }), + RevertReason.CompleteFillFailed, + ); + }); + it('should buy an ERC721 asset and pay ZRX fees from a single fee order', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + orderWithFee = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + const ordersWithFee = [orderWithFee]; + const feeOrders = [feeOrder]; + const makerAssetFillAmount = orderWithFee.makerAssetAmount; + const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount; + const feeAmount = orderWithFee.takerFee; + const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); + const ethValue = primaryTakerAssetFillAmount.plus(wethSpentOnFeeOrders); + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed)); + + expect(newOwner).to.be.bignumber.equal(takerAddress); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should buy an ERC721 asset and pay ZRX fees from multiple fee orders', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + orderWithFee = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + const ordersWithFee = [orderWithFee]; + const makerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const makerAssetAmount = orderWithFee.takerFee.dividedToIntegerBy(2); + const takerAssetAmount = feeOrder.takerAssetAmount + .times(makerAssetAmount) + .dividedToIntegerBy(feeOrder.makerAssetAmount); + + const firstFeeOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + makerAssetAmount, + takerAssetAmount, + }); + const secondFeeOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + makerAssetAmount, + takerAssetAmount, + }); + const feeOrders = [firstFeeOrder, secondFeeOrder]; + + const makerAssetFillAmount = orderWithFee.makerAssetAmount; + const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount; + const feeAmount = orderWithFee.takerFee; + const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); + const ethValue = primaryTakerAssetFillAmount.plus(wethSpentOnFeeOrders); + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed)); + + expect(newOwner).to.be.bignumber.equal(takerAddress); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('Should buy slightly greater MakerAsset when exchange rate is rounded', async () => { + // The 0x Protocol contracts round the exchange rate in favor of the Maker. + // In this case, the taker must round up how much they're going to spend, which + // in turn increases the amount of MakerAsset being purchased. + // Example: + // The taker wants to buy 5 units of the MakerAsset at a rate of 3M/2T. + // For every 2 units of TakerAsset, the taker will receive 3 units of MakerAsset. + // To purchase 5 units, the taker must spend 10/3 = 3.33 units of TakerAssset. + // However, the Taker can only spend whole units. + // Spending floor(10/3) = 3 units will yield a profit of Floor(3*3/2) = Floor(4.5) = 4 units of MakerAsset. + // Spending ceil(10/3) = 4 units will yield a profit of Floor(4*3/2) = 6 units of MakerAsset. + // + // The forwarding contract will opt for the second option, which overbuys, to ensure the taker + // receives at least the amount of MakerAsset they requested. + // + // Construct test case using values from example above + orderWithoutFee = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber('30'), + takerAssetAmount: new BigNumber('20'), + makerAssetData: assetDataUtils.encodeERC20AssetData(erc20TokenA.address), + takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address), + makerFee: new BigNumber(0), + takerFee: new BigNumber(0), + }); + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const desiredMakerAssetFillAmount = new BigNumber('5'); + const makerAssetFillAmount = new BigNumber('6'); + const ethValue = new BigNumber('4'); + // Execute test case + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync( + ordersWithoutFee, + feeOrders, + desiredMakerAssetFillAmount, + { + value: ethValue, + from: takerAddress, + }, + ); + // Fetch end balances and construct expected outputs + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const primaryTakerAssetFillAmount = ethValue; + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + // Validate test case + expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('Should buy slightly greater MakerAsset when exchange rate is rounded, and MakerAsset is ZRX', async () => { + // See the test case above for a detailed description of this case. + // The difference here is that the MakerAsset is ZRX. We expect the same result as above, + // but this tests a different code path. + // + // Construct test case using values from example above + orderWithoutFee = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber('30'), + takerAssetAmount: new BigNumber('20'), + makerAssetData: zrxAssetData, + takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address), + makerFee: new BigNumber(0), + takerFee: new BigNumber(0), + }); + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const desiredMakerAssetFillAmount = new BigNumber('5'); + const makerAssetFillAmount = new BigNumber('6'); + const ethValue = new BigNumber('4'); + // Execute test case + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync( + ordersWithoutFee, + feeOrders, + desiredMakerAssetFillAmount, + { + value: ethValue, + from: takerAddress, + }, + ); + // Fetch end balances and construct expected outputs + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const primaryTakerAssetFillAmount = ethValue; + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + // Validate test case + expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('Should buy slightly greater MakerAsset when exchange rate is rounded (Regression Test)', async () => { + // Order taken from a transaction on mainnet that failed due to a rounding error. + orderWithoutFee = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber('268166666666666666666'), + takerAssetAmount: new BigNumber('219090625878836371'), + makerAssetData: assetDataUtils.encodeERC20AssetData(erc20TokenA.address), + takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address), + makerFee: new BigNumber(0), + takerFee: new BigNumber(0), + }); + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + // The taker will receive more than the desired amount of makerAsset due to rounding + const desiredMakerAssetFillAmount = new BigNumber('5000000000000000000'); + const ethValue = new BigNumber('4084971271824171'); + const makerAssetFillAmount = ethValue + .times(orderWithoutFee.makerAssetAmount) + .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); + // Execute test case + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync( + ordersWithoutFee, + feeOrders, + desiredMakerAssetFillAmount, + { + value: ethValue, + from: takerAddress, + }, + ); + // Fetch end balances and construct expected outputs + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const primaryTakerAssetFillAmount = ethValue; + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + // Validate test case + expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('Should buy slightly greater MakerAsset when exchange rate is rounded, and MakerAsset is ZRX (Regression Test)', async () => { + // Order taken from a transaction on mainnet that failed due to a rounding error. + orderWithoutFee = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber('268166666666666666666'), + takerAssetAmount: new BigNumber('219090625878836371'), + makerAssetData: zrxAssetData, + takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address), + makerFee: new BigNumber(0), + takerFee: new BigNumber(0), + }); + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + // The taker will receive more than the desired amount of makerAsset due to rounding + const desiredMakerAssetFillAmount = new BigNumber('5000000000000000000'); + const ethValue = new BigNumber('4084971271824171'); + const makerAssetFillAmount = ethValue + .times(orderWithoutFee.makerAssetAmount) + .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); + // Execute test case + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync( + ordersWithoutFee, + feeOrders, + desiredMakerAssetFillAmount, + { + value: ethValue, + from: takerAddress, + }, + ); + // Fetch end balances and construct expected outputs + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const primaryTakerAssetFillAmount = ethValue; + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + // Validate test case + expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('Should buy correct MakerAsset when exchange rate is NOT rounded, and MakerAsset is ZRX (Regression Test)', async () => { + // An extra unit of TakerAsset was sent to the exchange contract to account for rounding errors, in Forwarder v1. + // Specifically, the takerFillAmount was calculated using Floor(desiredMakerAmount * exchangeRate) + 1 + // We have since changed this to be Ceil(desiredMakerAmount * exchangeRate) + // These calculations produce different results when `desiredMakerAmount * exchangeRate` is an integer. + // + // This test verifies that `ceil` is sufficient: + // Let TakerAssetAmount = MakerAssetAmount * 2 + // -> exchangeRate = TakerAssetAmount / MakerAssetAmount = (2*MakerAssetAmount)/MakerAssetAmount = 2 + // .: desiredMakerAmount * exchangeRate is an integer. + // + // Construct test case using values from example above + orderWithoutFee = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber('30'), + takerAssetAmount: new BigNumber('60'), + makerAssetData: zrxAssetData, + takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address), + makerFee: new BigNumber(0), + takerFee: new BigNumber(0), + }); + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = new BigNumber('5'); + const ethValue = new BigNumber('10'); + // Execute test case + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { + value: ethValue, + from: takerAddress, + }); + // Fetch end balances and construct expected outputs + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const primaryTakerAssetFillAmount = ethValue; + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + // Validate test case + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + }); + describe('marketBuyOrdersWithEth with extra fees', () => { + it('should buy an asset and send fee to feeRecipient', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithoutFee.takerAssetAmount; + + const baseFeePercentage = 2; + feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); + const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync( + ordersWithoutFee, + feeOrders, + makerAssetFillAmount, + { + value: ethValue, + from: takerAddress, + }, + { feePercentage, feeRecipient: feeRecipientAddress }, + ); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2); + const ethSpentOnFee = ForwarderWrapper.getPercentageOfValue(primaryTakerAssetFillAmount, baseFeePercentage); + const totalEthSpent = primaryTakerAssetFillAmount.plus(ethSpentOnFee).plus(gasPrice.times(tx.gasUsed)); + + expect(feeRecipientEthBalanceAfter).to.be.bignumber.equal(feeRecipientEthBalanceBefore.plus(ethSpentOnFee)); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should fail if the fee is set too high', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithoutFee.takerAssetAmount; + + const baseFeePercentage = 6; + feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); + await expectTransactionFailedAsync( + forwarderWrapper.marketBuyOrdersWithEthAsync( + ordersWithoutFee, + feeOrders, + makerAssetFillAmount, + { + value: ethValue, + from: takerAddress, + }, + { feePercentage, feeRecipient: feeRecipientAddress }, + ), + RevertReason.FeePercentageTooLarge, + ); + }); + it('should fail if there is not enough ETH remaining to pay the fee', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2); + + const baseFeePercentage = 2; + feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); + await expectTransactionFailedAsync( + forwarderWrapper.marketBuyOrdersWithEthAsync( + ordersWithoutFee, + feeOrders, + makerAssetFillAmount, + { + value: ethValue, + from: takerAddress, + }, + { feePercentage, feeRecipient: feeRecipientAddress }, + ), + RevertReason.InsufficientEthRemaining, + ); + }); + }); + describe('withdrawAsset', () => { + it('should allow owner to withdraw ERC20 tokens', async () => { + const zrxWithdrawAmount = erc20Balances[forwarderContract.address][zrxToken.address]; + await forwarderWrapper.withdrawAssetAsync(zrxAssetData, zrxWithdrawAmount, { from: owner }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances[owner][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[owner][zrxToken.address].plus(zrxWithdrawAmount), + ); + expect(newBalances[forwarderContract.address][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[forwarderContract.address][zrxToken.address].minus(zrxWithdrawAmount), + ); + }); + it('should revert if not called by owner', async () => { + const zrxWithdrawAmount = erc20Balances[forwarderContract.address][zrxToken.address]; + await expectTransactionFailedAsync( + forwarderWrapper.withdrawAssetAsync(zrxAssetData, zrxWithdrawAmount, { from: makerAddress }), + RevertReason.OnlyContractOwner, + ); + }); + }); +}); +// tslint:disable:max-file-line-count +// tslint:enable:no-unnecessary-type-assertion diff --git a/contracts/exchange-forwarder/test/global_hooks.ts b/contracts/exchange-forwarder/test/global_hooks.ts new file mode 100644 index 000000000..f8ace376a --- /dev/null +++ b/contracts/exchange-forwarder/test/global_hooks.ts @@ -0,0 +1,17 @@ +import { env, EnvVars } from '@0x/dev-utils'; + +import { coverage, profiler, provider } from '@0x/contracts-test-utils'; +before('start web3 provider', () => { + provider.start(); +}); +after('generate coverage report', async () => { + if (env.parseBoolean(EnvVars.SolidityCoverage)) { + const coverageSubprovider = coverage.getCoverageSubproviderSingleton(); + await coverageSubprovider.writeCoverageAsync(); + } + if (env.parseBoolean(EnvVars.SolidityProfiler)) { + const profilerSubprovider = profiler.getProfilerSubproviderSingleton(); + await profilerSubprovider.writeProfilerOutputAsync(); + } + provider.stop(); +}); diff --git a/contracts/exchange-forwarder/test/utils/forwarder_wrapper.ts b/contracts/exchange-forwarder/test/utils/forwarder_wrapper.ts new file mode 100644 index 000000000..207106852 --- /dev/null +++ b/contracts/exchange-forwarder/test/utils/forwarder_wrapper.ts @@ -0,0 +1,126 @@ +import { artifacts as erc20Artifacts } from '@0x/contracts-erc20'; +import { artifacts as erc721Artifacts } from '@0x/contracts-erc721'; +import { artifacts as exchangeArtifacts } from '@0x/contracts-exchange'; +import { constants, formatters, LogDecoder, MarketSellOrders } from '@0x/contracts-test-utils'; +import { SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import { Provider, TransactionReceiptWithDecodedLogs, TxDataPayable } from 'ethereum-types'; +import * as _ from 'lodash'; + +import { ForwarderContract } from '../../generated-wrappers/forwarder'; +import { artifacts } from '../../src/artifacts'; + +export class ForwarderWrapper { + private readonly _web3Wrapper: Web3Wrapper; + private readonly _forwarderContract: ForwarderContract; + private readonly _logDecoder: LogDecoder; + public static getPercentageOfValue(value: BigNumber, percentage: number): BigNumber { + const numerator = constants.PERCENTAGE_DENOMINATOR.times(percentage).dividedToIntegerBy(100); + const newValue = value.times(numerator).dividedToIntegerBy(constants.PERCENTAGE_DENOMINATOR); + return newValue; + } + public static getWethForFeeOrders(feeAmount: BigNumber, feeOrders: SignedOrder[]): BigNumber { + let wethAmount = new BigNumber(0); + let remainingFeeAmount = feeAmount; + _.forEach(feeOrders, feeOrder => { + const feeAvailable = feeOrder.makerAssetAmount.minus(feeOrder.takerFee); + if (!remainingFeeAmount.isZero() && feeAvailable.gt(remainingFeeAmount)) { + wethAmount = wethAmount.plus( + feeOrder.takerAssetAmount + .times(remainingFeeAmount) + .dividedBy(feeAvailable) + .integerValue(BigNumber.ROUND_CEIL), + ); + remainingFeeAmount = new BigNumber(0); + } else if (!remainingFeeAmount.isZero()) { + wethAmount = wethAmount.plus(feeOrder.takerAssetAmount); + remainingFeeAmount = remainingFeeAmount.minus(feeAvailable); + } + }); + return wethAmount; + } + private static _createOptimizedOrders(signedOrders: SignedOrder[]): MarketSellOrders { + _.forEach(signedOrders, (signedOrder, index) => { + signedOrder.takerAssetData = constants.NULL_BYTES; + if (index > 0) { + signedOrder.makerAssetData = constants.NULL_BYTES; + } + }); + const params = formatters.createMarketSellOrders(signedOrders, constants.ZERO_AMOUNT); + return params; + } + private static _createOptimizedZrxOrders(signedOrders: SignedOrder[]): MarketSellOrders { + _.forEach(signedOrders, signedOrder => { + signedOrder.makerAssetData = constants.NULL_BYTES; + signedOrder.takerAssetData = constants.NULL_BYTES; + }); + const params = formatters.createMarketSellOrders(signedOrders, constants.ZERO_AMOUNT); + return params; + } + constructor(contractInstance: ForwarderContract, provider: Provider) { + this._forwarderContract = contractInstance; + this._web3Wrapper = new Web3Wrapper(provider); + this._logDecoder = new LogDecoder(this._web3Wrapper, { + ...artifacts, + ...erc20Artifacts, + ...erc721Artifacts, + ...exchangeArtifacts, + }); + } + public async marketSellOrdersWithEthAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + txData: TxDataPayable, + opts: { feePercentage?: BigNumber; feeRecipient?: string } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = ForwarderWrapper._createOptimizedOrders(orders); + const feeParams = ForwarderWrapper._createOptimizedZrxOrders(feeOrders); + const feePercentage = _.isUndefined(opts.feePercentage) ? constants.ZERO_AMOUNT : opts.feePercentage; + const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient; + const txHash = await this._forwarderContract.marketSellOrdersWithEth.sendTransactionAsync( + params.orders, + params.signatures, + feeParams.orders, + feeParams.signatures, + feePercentage, + feeRecipient, + txData, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async marketBuyOrdersWithEthAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + makerAssetFillAmount: BigNumber, + txData: TxDataPayable, + opts: { feePercentage?: BigNumber; feeRecipient?: string } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = ForwarderWrapper._createOptimizedOrders(orders); + const feeParams = ForwarderWrapper._createOptimizedZrxOrders(feeOrders); + const feePercentage = _.isUndefined(opts.feePercentage) ? constants.ZERO_AMOUNT : opts.feePercentage; + const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient; + const txHash = await this._forwarderContract.marketBuyOrdersWithEth.sendTransactionAsync( + params.orders, + makerAssetFillAmount, + params.signatures, + feeParams.orders, + feeParams.signatures, + feePercentage, + feeRecipient, + txData, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async withdrawAssetAsync( + assetData: string, + amount: BigNumber, + txData: TxDataPayable, + ): Promise<TransactionReceiptWithDecodedLogs> { + const txHash = await this._forwarderContract.withdrawAsset.sendTransactionAsync(assetData, amount, txData); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } +} diff --git a/contracts/exchange-forwarder/test/utils/index.ts b/contracts/exchange-forwarder/test/utils/index.ts new file mode 100644 index 000000000..d290ec75d --- /dev/null +++ b/contracts/exchange-forwarder/test/utils/index.ts @@ -0,0 +1 @@ +export * from './forwarder_wrapper'; diff --git a/contracts/exchange-forwarder/tsconfig.json b/contracts/exchange-forwarder/tsconfig.json new file mode 100644 index 000000000..cd80b5a5f --- /dev/null +++ b/contracts/exchange-forwarder/tsconfig.json @@ -0,0 +1,11 @@ +{ + "extends": "../../tsconfig", + "compilerOptions": { + "outDir": "lib", + "rootDir": ".", + "resolveJsonModule": true + }, + "include": ["./src/**/*", "./test/**/*", "./generated-wrappers/**/*"], + "files": ["./generated-artifacts/Forwarder.json"], + "exclude": ["./deploy/solc/solc_bin"] +} diff --git a/contracts/exchange-forwarder/tslint.json b/contracts/exchange-forwarder/tslint.json new file mode 100644 index 000000000..1bb3ac2a2 --- /dev/null +++ b/contracts/exchange-forwarder/tslint.json @@ -0,0 +1,6 @@ +{ + "extends": ["@0x/tslint-config"], + "rules": { + "custom-no-magic-numbers": false + } +} |