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Diffstat (limited to 'contracts/extensions/contracts/src/OrderMatcher/MixinMatchOrders.sol')
-rw-r--r-- | contracts/extensions/contracts/src/OrderMatcher/MixinMatchOrders.sol | 86 |
1 files changed, 86 insertions, 0 deletions
diff --git a/contracts/extensions/contracts/src/OrderMatcher/MixinMatchOrders.sol b/contracts/extensions/contracts/src/OrderMatcher/MixinMatchOrders.sol new file mode 100644 index 000000000..baf41f650 --- /dev/null +++ b/contracts/extensions/contracts/src/OrderMatcher/MixinMatchOrders.sol @@ -0,0 +1,86 @@ +/* + + 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 "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; +import "@0x/contracts-utils/contracts/src/Ownable.sol"; + + +contract MixinMatchOrders is + Ownable, + LibConstants +{ + /// @dev Match two complementary orders that have a profitable spread. + /// Each order is filled at their respective price point. However, the calculations are + /// carried out as though the orders are both being filled at the right order's price point. + /// The profit made by the left order is then used to fill the right order as much as possible. + /// This results in a spread being taken in terms of both assets. The spread is held within this contract. + /// @param leftOrder First order to match. + /// @param rightOrder Second order to match. + /// @param leftSignature Proof that order was created by the left maker. + /// @param rightSignature Proof that order was created by the right maker. + function matchOrders( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder, + bytes memory leftSignature, + bytes memory rightSignature + ) + public + onlyOwner + { + // Match orders, maximally filling `leftOrder` + LibFillResults.MatchedFillResults memory matchedFillResults = EXCHANGE.matchOrders( + leftOrder, + rightOrder, + leftSignature, + rightSignature + ); + + uint256 leftMakerAssetSpreadAmount = matchedFillResults.leftMakerAssetSpreadAmount; + uint256 rightOrderTakerAssetAmount = rightOrder.takerAssetAmount; + + // Do not attempt to call `fillOrder` if no spread was taken or `rightOrder` has been completely filled + if (leftMakerAssetSpreadAmount == 0 || matchedFillResults.right.takerAssetFilledAmount == rightOrderTakerAssetAmount) { + return; + } + + // The `assetData` fields of the `rightOrder` could have been null for the `matchOrders` call. We reassign them before calling `fillOrder`. + rightOrder.makerAssetData = leftOrder.takerAssetData; + rightOrder.takerAssetData = leftOrder.makerAssetData; + + // Query `rightOrder` info to check if it has been completely filled + // We need to make this check in case the `rightOrder` was partially filled before the `matchOrders` call + LibOrder.OrderInfo memory orderInfo = EXCHANGE.getOrderInfo(rightOrder); + + // Do not attempt to call `fillOrder` if order has been completely filled + if (orderInfo.orderTakerAssetFilledAmount == rightOrderTakerAssetAmount) { + return; + } + + // We do not need to pass in a signature since it was already validated in the `matchOrders` call + EXCHANGE.fillOrder( + rightOrder, + leftMakerAssetSpreadAmount, + "" + ); + } +} |