1 files changed, 158 insertions, 0 deletions
diff --git a/packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol b/packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol
new file mode 100644
index 000000000..0bca7dc80
--- /dev/null
+++ b/packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol
@@ -0,0 +1,158 @@
+/*
+
+  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 "../utils/LibBytes/LibBytes.sol";
+import "../protocol/Exchange/libs/LibFillResults.sol";
+import "../protocol/Exchange/libs/LibMath.sol";
+import "../protocol/Exchange/libs/LibOrder.sol";
+import "./MixinConstants.sol";
+
+contract MixinExpectedResults is
+    LibMath,
+    LibFillResults,
+    MixinConstants
+{
+
+    /// @dev Simulates the 0x Exchange fillOrder validation and calculations, without performing any state changes.
+    /// @param order An Order struct containing order specifications.
+    /// @param takerAssetFillAmount A number representing the amount of this order to fill.
+    /// @return fillResults Amounts filled and fees paid by maker and taker.
+    function calculateFillResults(
+        LibOrder.Order memory order,
+        uint256 takerAssetFillAmount
+    )
+        internal
+        view
+        returns (FillResults memory fillResults)
+    {
+        LibOrder.OrderInfo memory orderInfo = EXCHANGE.getOrderInfo(order);
+        if (orderInfo.orderStatus != uint8(LibOrder.OrderStatus.FILLABLE)) {
+            return fillResults;
+        }
+        uint256 remainingTakerAssetAmount = safeSub(order.takerAssetAmount, orderInfo.orderTakerAssetFilledAmount);
+        uint256 takerAssetFilledAmount = min256(takerAssetFillAmount, remainingTakerAssetAmount);
+
+        fillResults.takerAssetFilledAmount = takerAssetFilledAmount;
+        fillResults.makerAssetFilledAmount = getPartialAmount(
+            takerAssetFilledAmount,
+            order.takerAssetAmount,
+            order.makerAssetAmount
+        );
+        fillResults.makerFeePaid = getPartialAmount(
+            takerAssetFilledAmount,
+            order.takerAssetAmount,
+            order.makerFee
+        );
+        fillResults.takerFeePaid = getPartialAmount(
+            takerAssetFilledAmount,
+            order.takerAssetAmount,
+            order.takerFee
+        );
+        return fillResults;
+    }
+
+    /// @dev Calculates a FillResults total for selling takerAssetFillAmount over all orders. 
+    ///      Including the fees required to be paid. 
+    /// @param orders An array of Order struct containing order specifications.
+    /// @param takerAssetFillAmount A number representing the amount of this order to fill.
+    /// @return totalFillResults Amounts filled and fees paid by maker and taker.
+    function calculateMarketSellResults(
+        LibOrder.Order[] memory orders,
+        uint256 takerAssetFillAmount
+    )
+        internal
+        view
+        returns (FillResults memory totalFillResults)
+    {
+        for (uint256 i = 0; i < orders.length; i++) {
+            uint256 remainingTakerAssetFillAmount = safeSub(takerAssetFillAmount, totalFillResults.takerAssetFilledAmount);
+            FillResults memory singleFillResult = calculateFillResults(orders[i], remainingTakerAssetFillAmount);
+            addFillResults(totalFillResults, singleFillResult);
+            if (totalFillResults.takerAssetFilledAmount == takerAssetFillAmount) {
+                break;
+            }
+        }
+        return totalFillResults;
+    }
+
+    /// @dev Calculates a total FillResults for buying makerAssetFillAmount over all orders.
+    ///      Including the fees required to be paid. 
+    /// @param orders An array of Order struct containing order specifications.
+    /// @param makerAssetFillAmount A number representing the amount of this order to fill.
+    /// @return totalFillResults Amounts filled and fees paid by maker and taker.
+    function calculateMarketBuyResults(
+        LibOrder.Order[] memory orders,
+        uint256 makerAssetFillAmount
+    )
+        public
+        view
+        returns (FillResults memory totalFillResults)
+    {
+        for (uint256 i = 0; i < orders.length; i++) {
+            uint256 remainingMakerAssetFillAmount = safeSub(makerAssetFillAmount, totalFillResults.makerAssetFilledAmount);
+            uint256 remainingTakerAssetFillAmount = getPartialAmount(
+                orders[i].takerAssetAmount,
+                orders[i].makerAssetAmount,
+                remainingMakerAssetFillAmount
+            );
+            FillResults memory singleFillResult = calculateFillResults(orders[i], remainingTakerAssetFillAmount);
+            addFillResults(totalFillResults, singleFillResult);
+            if (totalFillResults.makerAssetFilledAmount == makerAssetFillAmount) {
+                break;
+            }
+        }
+        return totalFillResults;
+    }
+
+    /// @dev Calculates fill results for buyFeeTokens. This handles fees on buying ZRX
+    ///      so the end result is the expected amount of ZRX (not less after fees).
+    /// @param orders An array of Order struct containing order specifications.
+    /// @param zrxFillAmount A number representing the amount zrx to buy
+    /// @return totalFillResults Expected fill result amounts from buying fees
+    function calculateMarketBuyZrxResults(
+        LibOrder.Order[] memory orders,
+        uint256 zrxFillAmount
+    )
+        public
+        view
+        returns (FillResults memory totalFillResults)
+    {
+        for (uint256 i = 0; i < orders.length; i++) {
+            uint256 remainingZrxFillAmount = safeSub(zrxFillAmount, totalFillResults.makerAssetFilledAmount);
+            // Convert the remaining amount of makerToken to buy into remaining amount
+            // of takerToken to sell, assuming entire amount can be sold in the current order
+            uint256 remainingWethSellAmount = getPartialAmount(
+                orders[i].takerAssetAmount,
+                safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees 
+                remainingZrxFillAmount
+            );
+            FillResults memory singleFillResult = calculateFillResults(orders[i], safeAdd(remainingWethSellAmount, 1));
+
+            singleFillResult.makerAssetFilledAmount = safeSub(singleFillResult.makerAssetFilledAmount, singleFillResult.takerFeePaid);
+            addFillResults(totalFillResults, singleFillResult);
+            // As we compensate for the rounding issue above have slightly more ZRX than the requested zrxFillAmount
+            if (totalFillResults.makerAssetFilledAmount >= zrxFillAmount) {
+                break;
+            }
+        }
+        return totalFillResults;
+    }
+}