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Diffstat (limited to 'contracts/exchange/contracts/src/MixinExchangeCore.sol')
| -rw-r--r-- | contracts/exchange/contracts/src/MixinExchangeCore.sol | 529 |
1 files changed, 529 insertions, 0 deletions
diff --git a/contracts/exchange/contracts/src/MixinExchangeCore.sol b/contracts/exchange/contracts/src/MixinExchangeCore.sol new file mode 100644 index 000000000..2e4f717c9 --- /dev/null +++ b/contracts/exchange/contracts/src/MixinExchangeCore.sol @@ -0,0 +1,529 @@ +/* + + 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-utils/contracts/src/ReentrancyGuard.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibConstants.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibMath.sol"; +import "./mixins/MExchangeCore.sol"; +import "./mixins/MSignatureValidator.sol"; +import "./mixins/MTransactions.sol"; +import "./mixins/MAssetProxyDispatcher.sol"; + + +contract MixinExchangeCore is + ReentrancyGuard, + LibConstants, + LibMath, + LibOrder, + LibFillResults, + MAssetProxyDispatcher, + MExchangeCore, + MSignatureValidator, + MTransactions +{ + // Mapping of orderHash => amount of takerAsset already bought by maker + mapping (bytes32 => uint256) public filled; + + // Mapping of orderHash => cancelled + mapping (bytes32 => bool) public cancelled; + + // Mapping of makerAddress => senderAddress => lowest salt an order can have in order to be fillable + // Orders with specified senderAddress and with a salt less than their epoch are considered cancelled + mapping (address => mapping (address => uint256)) public orderEpoch; + + /// @dev Cancels all orders created by makerAddress with a salt less than or equal to the targetOrderEpoch + /// and senderAddress equal to msg.sender (or null address if msg.sender == makerAddress). + /// @param targetOrderEpoch Orders created with a salt less or equal to this value will be cancelled. + function cancelOrdersUpTo(uint256 targetOrderEpoch) + external + nonReentrant + { + address makerAddress = getCurrentContextAddress(); + // If this function is called via `executeTransaction`, we only update the orderEpoch for the makerAddress/msg.sender combination. + // This allows external filter contracts to add rules to how orders are cancelled via this function. + address senderAddress = makerAddress == msg.sender ? address(0) : msg.sender; + + // orderEpoch is initialized to 0, so to cancelUpTo we need salt + 1 + uint256 newOrderEpoch = targetOrderEpoch + 1; + uint256 oldOrderEpoch = orderEpoch[makerAddress][senderAddress]; + + // Ensure orderEpoch is monotonically increasing + require( + newOrderEpoch > oldOrderEpoch, + "INVALID_NEW_ORDER_EPOCH" + ); + + // Update orderEpoch + orderEpoch[makerAddress][senderAddress] = newOrderEpoch; + emit CancelUpTo( + makerAddress, + senderAddress, + newOrderEpoch + ); + } + + /// @dev Fills the input order. + /// @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 fillOrder( + Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + public + nonReentrant + returns (FillResults memory fillResults) + { + fillResults = fillOrderInternal( + order, + takerAssetFillAmount, + signature + ); + return fillResults; + } + + /// @dev After calling, the order can not be filled anymore. + /// Throws if order is invalid or sender does not have permission to cancel. + /// @param order Order to cancel. Order must be OrderStatus.FILLABLE. + function cancelOrder(Order memory order) + public + nonReentrant + { + cancelOrderInternal(order); + } + + /// @dev Gets information about an order: status, hash, and amount filled. + /// @param order Order to gather information on. + /// @return OrderInfo Information about the order and its state. + /// See LibOrder.OrderInfo for a complete description. + function getOrderInfo(Order memory order) + public + view + returns (OrderInfo memory orderInfo) + { + // Compute the order hash + orderInfo.orderHash = getOrderHash(order); + + // Fetch filled amount + orderInfo.orderTakerAssetFilledAmount = filled[orderInfo.orderHash]; + + // If order.makerAssetAmount is zero, we also reject the order. + // While the Exchange contract handles them correctly, they create + // edge cases in the supporting infrastructure because they have + // an 'infinite' price when computed by a simple division. + if (order.makerAssetAmount == 0) { + orderInfo.orderStatus = uint8(OrderStatus.INVALID_MAKER_ASSET_AMOUNT); + return orderInfo; + } + + // If order.takerAssetAmount is zero, then the order will always + // be considered filled because 0 == takerAssetAmount == orderTakerAssetFilledAmount + // Instead of distinguishing between unfilled and filled zero taker + // amount orders, we choose not to support them. + if (order.takerAssetAmount == 0) { + orderInfo.orderStatus = uint8(OrderStatus.INVALID_TAKER_ASSET_AMOUNT); + return orderInfo; + } + + // Validate order availability + if (orderInfo.orderTakerAssetFilledAmount >= order.takerAssetAmount) { + orderInfo.orderStatus = uint8(OrderStatus.FULLY_FILLED); + return orderInfo; + } + + // Validate order expiration + // solhint-disable-next-line not-rely-on-time + if (block.timestamp >= order.expirationTimeSeconds) { + orderInfo.orderStatus = uint8(OrderStatus.EXPIRED); + return orderInfo; + } + + // Check if order has been cancelled + if (cancelled[orderInfo.orderHash]) { + orderInfo.orderStatus = uint8(OrderStatus.CANCELLED); + return orderInfo; + } + if (orderEpoch[order.makerAddress][order.senderAddress] > order.salt) { + orderInfo.orderStatus = uint8(OrderStatus.CANCELLED); + return orderInfo; + } + + // All other statuses are ruled out: order is Fillable + orderInfo.orderStatus = uint8(OrderStatus.FILLABLE); + return orderInfo; + } + + /// @dev Fills the input order. + /// @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 fillOrderInternal( + Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + internal + returns (FillResults memory fillResults) + { + // Fetch order info + OrderInfo memory orderInfo = getOrderInfo(order); + + // Fetch taker address + address takerAddress = getCurrentContextAddress(); + + // Assert that the order is fillable by taker + assertFillableOrder( + order, + orderInfo, + takerAddress, + signature + ); + + // Get amount of takerAsset to fill + uint256 remainingTakerAssetAmount = safeSub(order.takerAssetAmount, orderInfo.orderTakerAssetFilledAmount); + uint256 takerAssetFilledAmount = min256(takerAssetFillAmount, remainingTakerAssetAmount); + + // Validate context + assertValidFill( + order, + orderInfo, + takerAssetFillAmount, + takerAssetFilledAmount, + fillResults.makerAssetFilledAmount + ); + + // Compute proportional fill amounts + fillResults = calculateFillResults(order, takerAssetFilledAmount); + + // Update exchange internal state + updateFilledState( + order, + takerAddress, + orderInfo.orderHash, + orderInfo.orderTakerAssetFilledAmount, + fillResults + ); + + // Settle order + settleOrder( + order, + takerAddress, + fillResults + ); + + return fillResults; + } + + /// @dev After calling, the order can not be filled anymore. + /// Throws if order is invalid or sender does not have permission to cancel. + /// @param order Order to cancel. Order must be OrderStatus.FILLABLE. + function cancelOrderInternal(Order memory order) + internal + { + // Fetch current order status + OrderInfo memory orderInfo = getOrderInfo(order); + + // Validate context + assertValidCancel(order, orderInfo); + + // Perform cancel + updateCancelledState(order, orderInfo.orderHash); + } + + /// @dev Updates state with results of a fill order. + /// @param order that was filled. + /// @param takerAddress Address of taker who filled the order. + /// @param orderTakerAssetFilledAmount Amount of order already filled. + function updateFilledState( + Order memory order, + address takerAddress, + bytes32 orderHash, + uint256 orderTakerAssetFilledAmount, + FillResults memory fillResults + ) + internal + { + // Update state + filled[orderHash] = safeAdd(orderTakerAssetFilledAmount, fillResults.takerAssetFilledAmount); + + // Log order + emit Fill( + order.makerAddress, + order.feeRecipientAddress, + takerAddress, + msg.sender, + fillResults.makerAssetFilledAmount, + fillResults.takerAssetFilledAmount, + fillResults.makerFeePaid, + fillResults.takerFeePaid, + orderHash, + order.makerAssetData, + order.takerAssetData + ); + } + + /// @dev Updates state with results of cancelling an order. + /// State is only updated if the order is currently fillable. + /// Otherwise, updating state would have no effect. + /// @param order that was cancelled. + /// @param orderHash Hash of order that was cancelled. + function updateCancelledState( + Order memory order, + bytes32 orderHash + ) + internal + { + // Perform cancel + cancelled[orderHash] = true; + + // Log cancel + emit Cancel( + order.makerAddress, + order.feeRecipientAddress, + msg.sender, + orderHash, + order.makerAssetData, + order.takerAssetData + ); + } + + /// @dev Validates context for fillOrder. Succeeds or throws. + /// @param order to be filled. + /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. + /// @param takerAddress Address of order taker. + /// @param signature Proof that the orders was created by its maker. + function assertFillableOrder( + Order memory order, + OrderInfo memory orderInfo, + address takerAddress, + bytes memory signature + ) + internal + view + { + // An order can only be filled if its status is FILLABLE. + require( + orderInfo.orderStatus == uint8(OrderStatus.FILLABLE), + "ORDER_UNFILLABLE" + ); + + // Validate sender is allowed to fill this order + if (order.senderAddress != address(0)) { + require( + order.senderAddress == msg.sender, + "INVALID_SENDER" + ); + } + + // Validate taker is allowed to fill this order + if (order.takerAddress != address(0)) { + require( + order.takerAddress == takerAddress, + "INVALID_TAKER" + ); + } + + // Validate Maker signature (check only if first time seen) + if (orderInfo.orderTakerAssetFilledAmount == 0) { + require( + isValidSignature( + orderInfo.orderHash, + order.makerAddress, + signature + ), + "INVALID_ORDER_SIGNATURE" + ); + } + } + + /// @dev Validates context for fillOrder. Succeeds or throws. + /// @param order to be filled. + /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. + /// @param takerAssetFillAmount Desired amount of order to fill by taker. + /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. + /// @param makerAssetFilledAmount Amount of makerAsset that will be transfered. + function assertValidFill( + Order memory order, + OrderInfo memory orderInfo, + uint256 takerAssetFillAmount, // TODO: use FillResults + uint256 takerAssetFilledAmount, + uint256 makerAssetFilledAmount + ) + internal + view + { + // Revert if fill amount is invalid + // TODO: reconsider necessity for v2.1 + require( + takerAssetFillAmount != 0, + "INVALID_TAKER_AMOUNT" + ); + + // Make sure taker does not pay more than desired amount + // NOTE: This assertion should never fail, it is here + // as an extra defence against potential bugs. + require( + takerAssetFilledAmount <= takerAssetFillAmount, + "TAKER_OVERPAY" + ); + + // Make sure order is not overfilled + // NOTE: This assertion should never fail, it is here + // as an extra defence against potential bugs. + require( + safeAdd(orderInfo.orderTakerAssetFilledAmount, takerAssetFilledAmount) <= order.takerAssetAmount, + "ORDER_OVERFILL" + ); + + // Make sure order is filled at acceptable price. + // The order has an implied price from the makers perspective: + // order price = order.makerAssetAmount / order.takerAssetAmount + // i.e. the number of makerAsset maker is paying per takerAsset. The + // maker is guaranteed to get this price or a better (lower) one. The + // actual price maker is getting in this fill is: + // fill price = makerAssetFilledAmount / takerAssetFilledAmount + // We need `fill price <= order price` for the fill to be fair to maker. + // This amounts to: + // makerAssetFilledAmount order.makerAssetAmount + // ------------------------ <= ----------------------- + // takerAssetFilledAmount order.takerAssetAmount + // or, equivalently: + // makerAssetFilledAmount * order.takerAssetAmount <= + // order.makerAssetAmount * takerAssetFilledAmount + // NOTE: This assertion should never fail, it is here + // as an extra defence against potential bugs. + require( + safeMul(makerAssetFilledAmount, order.takerAssetAmount) + <= + safeMul(order.makerAssetAmount, takerAssetFilledAmount), + "INVALID_FILL_PRICE" + ); + } + + /// @dev Validates context for cancelOrder. Succeeds or throws. + /// @param order to be cancelled. + /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. + function assertValidCancel( + Order memory order, + OrderInfo memory orderInfo + ) + internal + view + { + // Ensure order is valid + // An order can only be cancelled if its status is FILLABLE. + require( + orderInfo.orderStatus == uint8(OrderStatus.FILLABLE), + "ORDER_UNFILLABLE" + ); + + // Validate sender is allowed to cancel this order + if (order.senderAddress != address(0)) { + require( + order.senderAddress == msg.sender, + "INVALID_SENDER" + ); + } + + // Validate transaction signed by maker + address makerAddress = getCurrentContextAddress(); + require( + order.makerAddress == makerAddress, + "INVALID_MAKER" + ); + } + + /// @dev Calculates amounts filled and fees paid by maker and taker. + /// @param order to be filled. + /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. + /// @return fillResults Amounts filled and fees paid by maker and taker. + function calculateFillResults( + Order memory order, + uint256 takerAssetFilledAmount + ) + internal + pure + returns (FillResults memory fillResults) + { + // Compute proportional transfer amounts + fillResults.takerAssetFilledAmount = takerAssetFilledAmount; + fillResults.makerAssetFilledAmount = safeGetPartialAmountFloor( + takerAssetFilledAmount, + order.takerAssetAmount, + order.makerAssetAmount + ); + fillResults.makerFeePaid = safeGetPartialAmountFloor( + fillResults.makerAssetFilledAmount, + order.makerAssetAmount, + order.makerFee + ); + fillResults.takerFeePaid = safeGetPartialAmountFloor( + takerAssetFilledAmount, + order.takerAssetAmount, + order.takerFee + ); + + return fillResults; + } + + /// @dev Settles an order by transferring assets between counterparties. + /// @param order Order struct containing order specifications. + /// @param takerAddress Address selling takerAsset and buying makerAsset. + /// @param fillResults Amounts to be filled and fees paid by maker and taker. + function settleOrder( + LibOrder.Order memory order, + address takerAddress, + LibFillResults.FillResults memory fillResults + ) + private + { + bytes memory zrxAssetData = ZRX_ASSET_DATA; + dispatchTransferFrom( + order.makerAssetData, + order.makerAddress, + takerAddress, + fillResults.makerAssetFilledAmount + ); + dispatchTransferFrom( + order.takerAssetData, + takerAddress, + order.makerAddress, + fillResults.takerAssetFilledAmount + ); + dispatchTransferFrom( + zrxAssetData, + order.makerAddress, + order.feeRecipientAddress, + fillResults.makerFeePaid + ); + dispatchTransferFrom( + zrxAssetData, + takerAddress, + order.feeRecipientAddress, + fillResults.takerFeePaid + ); + } +} |