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author | Amir Bandeali <abandeali1@gmail.com> | 2018-12-21 02:15:35 +0800 |
---|---|---|
committer | GitHub <noreply@github.com> | 2018-12-21 02:15:35 +0800 |
commit | bc3093e635e7753e897c9d7aa0f9d8dde49d752a (patch) | |
tree | 00076dd75e350a3cc0688a4fec5c9bc7212f4c54 | |
parent | 2a9e03b61e02a7a97462e0e97858349187ca9879 (diff) | |
parent | fbfb6eb45e60aa1439162559df16444344322092 (diff) | |
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Merge pull request #1117 from 0xProject/feature/contracts/orderMatcher
Implement OrderMatcher
17 files changed, 1394 insertions, 5 deletions
diff --git a/contracts/extensions/CHANGELOG.json b/contracts/extensions/CHANGELOG.json index da4d9c2ba..4f2b54988 100644 --- a/contracts/extensions/CHANGELOG.json +++ b/contracts/extensions/CHANGELOG.json @@ -5,6 +5,10 @@ { "note": "Added Balance Threshold Filter", "pr": 1383 + }, + { + "note": "Add OrderMatcher", + "pr": 1117 } ] }, diff --git a/contracts/extensions/compiler.json b/contracts/extensions/compiler.json index e6ed0c215..1e21e6e6a 100644 --- a/contracts/extensions/compiler.json +++ b/contracts/extensions/compiler.json @@ -18,5 +18,5 @@ } } }, - "contracts": ["BalanceThresholdFilter", "DutchAuction", "Forwarder"] + "contracts": ["BalanceThresholdFilter", "DutchAuction", "Forwarder", "OrderMatcher"] } diff --git a/contracts/extensions/contracts/OrderMatcher/MixinAssets.sol b/contracts/extensions/contracts/OrderMatcher/MixinAssets.sol new file mode 100644 index 000000000..323998705 --- /dev/null +++ b/contracts/extensions/contracts/OrderMatcher/MixinAssets.sol @@ -0,0 +1,195 @@ +/* + + 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/utils/LibBytes/LibBytes.sol"; +import "@0x/contracts-utils/contracts/utils/Ownable/Ownable.sol"; +import "@0x/contracts-tokens/contracts/tokens/ERC20Token/IERC20Token.sol"; +import "@0x/contracts-tokens/contracts/tokens/ERC721Token/IERC721Token.sol"; +import "./mixins/MAssets.sol"; +import "./libs/LibConstants.sol"; + + +contract MixinAssets is + MAssets, + Ownable, + LibConstants +{ + using LibBytes for bytes; + + /// @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 asset to withdraw. + function withdrawAsset( + bytes assetData, + uint256 amount + ) + external + onlyOwner + { + transferAssetToSender(assetData, amount); + } + + /// @dev Approves or disapproves an AssetProxy to spend asset. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to approve for respective proxy. + function approveAssetProxy( + bytes assetData, + uint256 amount + ) + external + onlyOwner + { + bytes4 proxyId = assetData.readBytes4(0); + + if (proxyId == ERC20_DATA_ID) { + approveERC20Token(assetData, amount); + } else if (proxyId == ERC721_DATA_ID) { + approveERC721Token(assetData, amount); + } else { + revert("UNSUPPORTED_ASSET_PROXY"); + } + } + + /// @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 + { + // 4 byte id + 12 0 bytes before ABI encoded token address. + 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. + // 4 byte id + 12 0 bytes before ABI encoded token address. + address token = assetData.readAddress(16); + // 4 byte id + 32 byte ABI encoded token address before token id. + uint256 tokenId = assetData.readUint256(36); + + // Perform transfer. + IERC721Token(token).transferFrom( + address(this), + msg.sender, + tokenId + ); + } + + /// @dev Sets approval for ERC20 AssetProxy. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to approve for respective proxy. + function approveERC20Token( + bytes memory assetData, + uint256 amount + ) + internal + { + address token = assetData.readAddress(16); + require( + IERC20Token(token).approve(ERC20_PROXY_ADDRESS, amount), + "APPROVAL_FAILED" + ); + } + + /// @dev Sets approval for ERC721 AssetProxy. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to approve for respective proxy. + function approveERC721Token( + bytes memory assetData, + uint256 amount + ) + internal + { + address token = assetData.readAddress(16); + bool approval = amount >= 1; + IERC721Token(token).setApprovalForAll(ERC721_PROXY_ADDRESS, approval); + } +} diff --git a/contracts/extensions/contracts/OrderMatcher/MixinMatchOrders.sol b/contracts/extensions/contracts/OrderMatcher/MixinMatchOrders.sol new file mode 100644 index 000000000..f75cecdc1 --- /dev/null +++ b/contracts/extensions/contracts/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-libs/contracts/libs/LibOrder.sol"; +import "@0x/contracts-libs/contracts/libs/LibFillResults.sol"; +import "@0x/contracts-utils/contracts/utils/Ownable/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, + "" + ); + } +} diff --git a/contracts/extensions/contracts/OrderMatcher/OrderMatcher.sol b/contracts/extensions/contracts/OrderMatcher/OrderMatcher.sol new file mode 100644 index 000000000..4879b7bca --- /dev/null +++ b/contracts/extensions/contracts/OrderMatcher/OrderMatcher.sol @@ -0,0 +1,38 @@ +/* + + 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/utils/Ownable/Ownable.sol"; +import "./libs/LibConstants.sol"; +import "./MixinMatchOrders.sol"; +import "./MixinAssets.sol"; + + +// solhint-disable no-empty-blocks +contract OrderMatcher is + MixinMatchOrders, + MixinAssets +{ + constructor (address _exchange) + public + LibConstants(_exchange) + Ownable() + {} +} diff --git a/contracts/extensions/contracts/OrderMatcher/interfaces/IAssets.sol b/contracts/extensions/contracts/OrderMatcher/interfaces/IAssets.sol new file mode 100644 index 000000000..a0b3aa4c7 --- /dev/null +++ b/contracts/extensions/contracts/OrderMatcher/interfaces/IAssets.sol @@ -0,0 +1,43 @@ +/* + + 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 asset to withdraw. + function withdrawAsset( + bytes assetData, + uint256 amount + ) + external; + + /// @dev Approves or disapproves an AssetProxy to spend asset. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to approve for respective proxy. + function approveAssetProxy( + bytes assetData, + uint256 amount + ) + external; +} diff --git a/contracts/extensions/contracts/OrderMatcher/interfaces/IMatchOrders.sol b/contracts/extensions/contracts/OrderMatcher/interfaces/IMatchOrders.sol new file mode 100644 index 000000000..19bcbb326 --- /dev/null +++ b/contracts/extensions/contracts/OrderMatcher/interfaces/IMatchOrders.sol @@ -0,0 +1,43 @@ +/* + + 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-libs/contracts/libs/LibOrder.sol"; + + +contract IMatchOrders { + + /// @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; +} diff --git a/contracts/extensions/contracts/OrderMatcher/interfaces/IOrderMatcher.sol b/contracts/extensions/contracts/OrderMatcher/interfaces/IOrderMatcher.sol new file mode 100644 index 000000000..9b6ea26d8 --- /dev/null +++ b/contracts/extensions/contracts/OrderMatcher/interfaces/IOrderMatcher.sol @@ -0,0 +1,31 @@ +/* + + 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/contract-utils/contracts/utils/Ownable/IOwnable.sol"; +import "./IMatchOrders.sol"; +import "./IAssets.sol"; + + +// solhint-disable no-empty-blocks +contract IOrderMatcher is + IOwnable, + IMatchOrders, + IAssets +{} diff --git a/contracts/extensions/contracts/OrderMatcher/libs/LibConstants.sol b/contracts/extensions/contracts/OrderMatcher/libs/LibConstants.sol new file mode 100644 index 000000000..bd6a5e0ee --- /dev/null +++ b/contracts/extensions/contracts/OrderMatcher/libs/LibConstants.sol @@ -0,0 +1,56 @@ +/* + + 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-interfaces/contracts/protocol/Exchange/IExchange.sol"; + + +contract LibConstants { + + // bytes4(keccak256("transfer(address,uint256)")) + bytes4 constant internal ERC20_TRANSFER_SELECTOR = 0xa9059cbb; + // bytes4(keccak256("ERC20Token(address)")) + bytes4 constant internal ERC20_DATA_ID = 0xf47261b0; + // bytes4(keccak256("ERC721Token(address,uint256)")) + bytes4 constant internal ERC721_DATA_ID = 0x02571792; + + // solhint-disable var-name-mixedcase + IExchange internal EXCHANGE; + address internal ERC20_PROXY_ADDRESS; + address internal ERC721_PROXY_ADDRESS; + // solhint-enable var-name-mixedcase + + constructor (address _exchange) + public + { + EXCHANGE = IExchange(_exchange); + + ERC20_PROXY_ADDRESS = EXCHANGE.getAssetProxy(ERC20_DATA_ID); + require( + ERC20_PROXY_ADDRESS != address(0), + "UNREGISTERED_ASSET_PROXY" + ); + + ERC721_PROXY_ADDRESS = EXCHANGE.getAssetProxy(ERC721_DATA_ID); + require( + ERC721_PROXY_ADDRESS != address(0), + "UNREGISTERED_ASSET_PROXY" + ); + } +} diff --git a/contracts/extensions/contracts/OrderMatcher/mixins/MAssets.sol b/contracts/extensions/contracts/OrderMatcher/mixins/MAssets.sol new file mode 100644 index 000000000..32cfddf1c --- /dev/null +++ b/contracts/extensions/contracts/OrderMatcher/mixins/MAssets.sol @@ -0,0 +1,71 @@ +/* + + 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; + + /// @dev Sets approval for ERC20 AssetProxy. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to approve for respective proxy. + function approveERC20Token( + bytes memory assetData, + uint256 amount + ) + internal; + + /// @dev Sets approval for ERC721 AssetProxy. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to approve for respective proxy. + function approveERC721Token( + bytes memory assetData, + uint256 amount + ) + internal; +} diff --git a/contracts/extensions/package.json b/contracts/extensions/package.json index aa5cef462..d0caa030e 100644 --- a/contracts/extensions/package.json +++ b/contracts/extensions/package.json @@ -32,7 +32,7 @@ "lint-contracts": "solhint -c ../.solhint.json contracts/**/**/**/**/*.sol" }, "config": { - "abis": "generated-artifacts/@(BalanceThresholdFilter|DutchAuction|Forwarder).json" + "abis": "generated-artifacts/@(BalanceThresholdFilter|DutchAuction|Forwarder|OrderMatcher).json" }, "repository": { "type": "git", diff --git a/contracts/extensions/src/artifacts/index.ts b/contracts/extensions/src/artifacts/index.ts index ebf0b8050..a8bd34b4e 100644 --- a/contracts/extensions/src/artifacts/index.ts +++ b/contracts/extensions/src/artifacts/index.ts @@ -3,9 +3,11 @@ import { ContractArtifact } from 'ethereum-types'; import * as BalanceThresholdFilter from '../../generated-artifacts/BalanceThresholdFilter.json'; import * as DutchAuction from '../../generated-artifacts/DutchAuction.json'; import * as Forwarder from '../../generated-artifacts/Forwarder.json'; +import * as OrderMatcher from '../../generated-artifacts/OrderMatcher.json'; export const artifacts = { BalanceThresholdFilter: BalanceThresholdFilter as ContractArtifact, DutchAuction: DutchAuction as ContractArtifact, Forwarder: Forwarder as ContractArtifact, + OrderMatcher: OrderMatcher as ContractArtifact, }; diff --git a/contracts/extensions/src/wrappers/index.ts b/contracts/extensions/src/wrappers/index.ts index 8a8122caa..4d075ee13 100644 --- a/contracts/extensions/src/wrappers/index.ts +++ b/contracts/extensions/src/wrappers/index.ts @@ -1,3 +1,4 @@ export * from '../../generated-wrappers/balance_threshold_filter'; export * from '../../generated-wrappers/dutch_auction'; export * from '../../generated-wrappers/forwarder'; +export * from '../../generated-wrappers/order_matcher'; diff --git a/contracts/extensions/test/extensions/forwarder.ts b/contracts/extensions/test/extensions/forwarder.ts index 4027f493d..69939ed04 100644 --- a/contracts/extensions/test/extensions/forwarder.ts +++ b/contracts/extensions/test/extensions/forwarder.ts @@ -48,7 +48,6 @@ describe(ContractName.Forwarder, () => { let owner: string; let takerAddress: string; let feeRecipientAddress: string; - let otherAddress: string; let defaultMakerAssetAddress: string; let zrxAssetData: string; let wethAssetData: string; @@ -78,7 +77,7 @@ describe(ContractName.Forwarder, () => { before(async () => { await blockchainLifecycle.startAsync(); const accounts = await web3Wrapper.getAvailableAddressesAsync(); - const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress, otherAddress] = accounts); + 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); diff --git a/contracts/extensions/test/extensions/order_matcher.ts b/contracts/extensions/test/extensions/order_matcher.ts new file mode 100644 index 000000000..acb46ced4 --- /dev/null +++ b/contracts/extensions/test/extensions/order_matcher.ts @@ -0,0 +1,818 @@ +import { + artifacts as protocolArtifacts, + ERC20ProxyContract, + ERC20Wrapper, + ERC721ProxyContract, + ExchangeContract, + ExchangeFillEventArgs, + ExchangeWrapper, +} from '@0x/contracts-protocol'; +import { + chaiSetup, + constants, + ERC20BalancesByOwner, + expectContractCreationFailedAsync, + expectTransactionFailedAsync, + LogDecoder, + OrderFactory, + provider, + sendTransactionResult, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { artifacts as tokenArtifacts, DummyERC20TokenContract, DummyERC721TokenContract } from '@0x/contracts-tokens'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils } from '@0x/order-utils'; +import { RevertReason } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import * as chai from 'chai'; +import { LogWithDecodedArgs } from 'ethereum-types'; +import * as _ from 'lodash'; + +import { OrderMatcherContract } from '../../generated-wrappers/order_matcher'; +import { artifacts } from '../../src/artifacts'; + +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +chaiSetup.configure(); +const expect = chai.expect; +// tslint:disable:no-unnecessary-type-assertion +describe('OrderMatcher', () => { + let makerAddressLeft: string; + let makerAddressRight: string; + let owner: string; + let takerAddress: string; + let feeRecipientAddressLeft: string; + let feeRecipientAddressRight: string; + + let erc20TokenA: DummyERC20TokenContract; + let erc20TokenB: DummyERC20TokenContract; + let zrxToken: DummyERC20TokenContract; + let exchange: ExchangeContract; + let erc20Proxy: ERC20ProxyContract; + let erc721Proxy: ERC721ProxyContract; + let orderMatcher: OrderMatcherContract; + + let erc20BalancesByOwner: ERC20BalancesByOwner; + let exchangeWrapper: ExchangeWrapper; + let erc20Wrapper: ERC20Wrapper; + let orderFactoryLeft: OrderFactory; + let orderFactoryRight: OrderFactory; + + let leftMakerAssetData: string; + let leftTakerAssetData: string; + let defaultERC20MakerAssetAddress: string; + let defaultERC20TakerAssetAddress: string; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + // Create accounts + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + // Hack(albrow): Both Prettier and TSLint insert a trailing comma below + // but that is invalid syntax as of TypeScript version >= 2.8. We don't + // have the right fine-grained configuration options in TSLint, + // Prettier, or TypeScript, to reconcile this, so we will just have to + // wait for them to sort it out. We disable TSLint and Prettier for + // this part of the code for now. This occurs several times in this + // file. See https://github.com/prettier/prettier/issues/4624. + // prettier-ignore + const usedAddresses = ([ + owner, + makerAddressLeft, + makerAddressRight, + takerAddress, + feeRecipientAddressLeft, + // tslint:disable-next-line:trailing-comma + feeRecipientAddressRight + ] = _.slice(accounts, 0, 6)); + // Create wrappers + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + // Deploy ERC20 token & ERC20 proxy + const numDummyErc20ToDeploy = 3; + [erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + // Deploy ERC721 proxy + erc721Proxy = await ERC721ProxyContract.deployFrom0xArtifactAsync( + protocolArtifacts.ERC721Proxy, + provider, + txDefaults, + ); + // Depoy exchange + exchange = await ExchangeContract.deployFrom0xArtifactAsync( + protocolArtifacts.Exchange, + provider, + txDefaults, + assetDataUtils.encodeERC20AssetData(zrxToken.address), + ); + exchangeWrapper = new ExchangeWrapper(exchange, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); + // Authorize ERC20 trades by exchange + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Deploy OrderMatcher + orderMatcher = await OrderMatcherContract.deployFrom0xArtifactAsync( + artifacts.OrderMatcher, + provider, + txDefaults, + exchange.address, + ); + // Set default addresses + defaultERC20MakerAssetAddress = erc20TokenA.address; + defaultERC20TakerAssetAddress = erc20TokenB.address; + leftMakerAssetData = assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress); + leftTakerAssetData = assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress); + // Set OrderMatcher balances and allowances + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20TokenA.setBalance.sendTransactionAsync(orderMatcher.address, constants.INITIAL_ERC20_BALANCE, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20TokenB.setBalance.sendTransactionAsync(orderMatcher.address, constants.INITIAL_ERC20_BALANCE, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await orderMatcher.approveAssetProxy.sendTransactionAsync( + leftMakerAssetData, + constants.INITIAL_ERC20_ALLOWANCE, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await orderMatcher.approveAssetProxy.sendTransactionAsync( + leftTakerAssetData, + constants.INITIAL_ERC20_ALLOWANCE, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Create default order parameters + const defaultOrderParamsLeft = { + ...constants.STATIC_ORDER_PARAMS, + makerAddress: makerAddressLeft, + exchangeAddress: exchange.address, + makerAssetData: leftMakerAssetData, + takerAssetData: leftTakerAssetData, + feeRecipientAddress: feeRecipientAddressLeft, + makerFee: constants.ZERO_AMOUNT, + takerFee: constants.ZERO_AMOUNT, + }; + const defaultOrderParamsRight = { + ...constants.STATIC_ORDER_PARAMS, + makerAddress: makerAddressRight, + exchangeAddress: exchange.address, + makerAssetData: leftTakerAssetData, + takerAssetData: leftMakerAssetData, + feeRecipientAddress: feeRecipientAddressRight, + makerFee: constants.ZERO_AMOUNT, + takerFee: constants.ZERO_AMOUNT, + }; + const privateKeyLeft = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddressLeft)]; + orderFactoryLeft = new OrderFactory(privateKeyLeft, defaultOrderParamsLeft); + const privateKeyRight = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddressRight)]; + orderFactoryRight = new OrderFactory(privateKeyRight, defaultOrderParamsRight); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('constructor', () => { + it('should revert if assetProxy is unregistered', async () => { + const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync( + protocolArtifacts.Exchange, + provider, + txDefaults, + constants.NULL_BYTES, + ); + return expectContractCreationFailedAsync( + (OrderMatcherContract.deployFrom0xArtifactAsync( + artifacts.OrderMatcher, + provider, + txDefaults, + exchangeInstance.address, + ) as any) as sendTransactionResult, + RevertReason.UnregisteredAssetProxy, + ); + }); + }); + describe('matchOrders', () => { + beforeEach(async () => { + erc20BalancesByOwner = await erc20Wrapper.getBalancesAsync(); + }); + it('should revert if not called by owner', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + const data = exchange.matchOrders.getABIEncodedTransactionData( + signedOrderLeft, + signedOrderRight, + signedOrderLeft.signature, + signedOrderRight.signature, + ); + await expectTransactionFailedAsync( + web3Wrapper.sendTransactionAsync({ + data, + to: orderMatcher.address, + from: takerAddress, + gas: constants.MAX_MATCH_ORDERS_GAS, + }), + RevertReason.OnlyContractOwner, + ); + }); + it('should transfer the correct amounts when orders completely fill each other', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: signedOrderLeft.makerAssetAmount, + amountBoughtByLeftMaker: signedOrderLeft.takerAssetAmount, + // Right Maker + amountSoldByRightMaker: signedOrderRight.makerAssetAmount, + amountBoughtByRightMaker: signedOrderRight.takerAssetAmount, + // Taker + leftMakerAssetSpreadAmount: signedOrderLeft.makerAssetAmount.minus(signedOrderRight.takerAssetAmount), + }; + const initialLeftMakerAssetTakerBalance = await erc20TokenA.balanceOf.callAsync(orderMatcher.address); + const data = exchange.matchOrders.getABIEncodedTransactionData( + signedOrderLeft, + signedOrderRight, + signedOrderLeft.signature, + signedOrderRight.signature, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await web3Wrapper.sendTransactionAsync({ + data, + to: orderMatcher.address, + from: owner, + gas: constants.MAX_MATCH_ORDERS_GAS, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const newLeftMakerAssetTakerBalance = await erc20TokenA.balanceOf.callAsync(orderMatcher.address); + const newErc20Balances = await erc20Wrapper.getBalancesAsync(); + expect(newErc20Balances[makerAddressLeft][defaultERC20MakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressLeft][defaultERC20MakerAssetAddress].minus( + expectedTransferAmounts.amountSoldByLeftMaker, + ), + ); + expect(newErc20Balances[makerAddressRight][defaultERC20TakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressRight][defaultERC20TakerAssetAddress].minus( + expectedTransferAmounts.amountSoldByRightMaker, + ), + ); + expect(newErc20Balances[makerAddressLeft][defaultERC20TakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressLeft][defaultERC20TakerAssetAddress].plus( + expectedTransferAmounts.amountBoughtByLeftMaker, + ), + ); + expect(newErc20Balances[makerAddressRight][defaultERC20MakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressRight][defaultERC20MakerAssetAddress].plus( + expectedTransferAmounts.amountBoughtByRightMaker, + ), + ); + expect(newLeftMakerAssetTakerBalance).to.be.bignumber.equal( + initialLeftMakerAssetTakerBalance.plus(expectedTransferAmounts.leftMakerAssetSpreadAmount), + ); + }); + it('should transfer the correct amounts when orders completely fill each other and taker doesnt take a profit', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: signedOrderLeft.makerAssetAmount, + amountBoughtByLeftMaker: signedOrderLeft.takerAssetAmount, + // Right Maker + amountSoldByRightMaker: signedOrderRight.makerAssetAmount, + amountBoughtByRightMaker: signedOrderRight.takerAssetAmount, + }; + const initialLeftMakerAssetTakerBalance = await erc20TokenA.balanceOf.callAsync(orderMatcher.address); + const data = exchange.matchOrders.getABIEncodedTransactionData( + signedOrderLeft, + signedOrderRight, + signedOrderLeft.signature, + signedOrderRight.signature, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await web3Wrapper.sendTransactionAsync({ + data, + to: orderMatcher.address, + from: owner, + gas: constants.MAX_MATCH_ORDERS_GAS, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const newLeftMakerAssetTakerBalance = await erc20TokenA.balanceOf.callAsync(orderMatcher.address); + const newErc20Balances = await erc20Wrapper.getBalancesAsync(); + expect(newErc20Balances[makerAddressLeft][defaultERC20MakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressLeft][defaultERC20MakerAssetAddress].minus( + expectedTransferAmounts.amountSoldByLeftMaker, + ), + ); + expect(newErc20Balances[makerAddressRight][defaultERC20TakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressRight][defaultERC20TakerAssetAddress].minus( + expectedTransferAmounts.amountSoldByRightMaker, + ), + ); + expect(newErc20Balances[makerAddressLeft][defaultERC20TakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressLeft][defaultERC20TakerAssetAddress].plus( + expectedTransferAmounts.amountBoughtByLeftMaker, + ), + ); + expect(newErc20Balances[makerAddressRight][defaultERC20MakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressRight][defaultERC20MakerAssetAddress].plus( + expectedTransferAmounts.amountBoughtByRightMaker, + ), + ); + expect(newLeftMakerAssetTakerBalance).to.be.bignumber.equal(initialLeftMakerAssetTakerBalance); + }); + it('should transfer the correct amounts when left order is completely filled and right order would be partially filled', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(20), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: signedOrderLeft.makerAssetAmount, + amountBoughtByLeftMaker: signedOrderLeft.takerAssetAmount, + // Right Maker + amountSoldByRightMaker: signedOrderRight.makerAssetAmount, + amountBoughtByRightMaker: signedOrderRight.takerAssetAmount, + // Taker + leftMakerAssetSpreadAmount: signedOrderLeft.makerAssetAmount.minus(signedOrderRight.takerAssetAmount), + leftTakerAssetSpreadAmount: signedOrderRight.makerAssetAmount.minus(signedOrderLeft.takerAssetAmount), + }; + const initialLeftMakerAssetTakerBalance = await erc20TokenA.balanceOf.callAsync(orderMatcher.address); + const initialLeftTakerAssetTakerBalance = await erc20TokenB.balanceOf.callAsync(orderMatcher.address); + // Match signedOrderLeft with signedOrderRight + const data = exchange.matchOrders.getABIEncodedTransactionData( + signedOrderLeft, + signedOrderRight, + signedOrderLeft.signature, + signedOrderRight.signature, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await web3Wrapper.sendTransactionAsync({ + data, + to: orderMatcher.address, + from: owner, + gas: constants.MAX_MATCH_ORDERS_GAS, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const newLeftMakerAssetTakerBalance = await erc20TokenA.balanceOf.callAsync(orderMatcher.address); + const newLeftTakerAssetTakerBalance = await erc20TokenB.balanceOf.callAsync(orderMatcher.address); + const newErc20Balances = await erc20Wrapper.getBalancesAsync(); + expect(newErc20Balances[makerAddressLeft][defaultERC20MakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressLeft][defaultERC20MakerAssetAddress].minus( + expectedTransferAmounts.amountSoldByLeftMaker, + ), + ); + expect(newErc20Balances[makerAddressRight][defaultERC20TakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressRight][defaultERC20TakerAssetAddress].minus( + expectedTransferAmounts.amountSoldByRightMaker, + ), + ); + expect(newErc20Balances[makerAddressLeft][defaultERC20TakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressLeft][defaultERC20TakerAssetAddress].plus( + expectedTransferAmounts.amountBoughtByLeftMaker, + ), + ); + expect(newErc20Balances[makerAddressRight][defaultERC20MakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressRight][defaultERC20MakerAssetAddress].plus( + expectedTransferAmounts.amountBoughtByRightMaker, + ), + ); + expect(newLeftMakerAssetTakerBalance).to.be.bignumber.equal( + initialLeftMakerAssetTakerBalance.plus(expectedTransferAmounts.leftMakerAssetSpreadAmount), + ); + expect(newLeftTakerAssetTakerBalance).to.be.bignumber.equal( + initialLeftTakerAssetTakerBalance.plus(expectedTransferAmounts.leftTakerAssetSpreadAmount), + ); + }); + it('should not call fillOrder when rightOrder is completely filled after matchOrders call and orders were never partially filled', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + const data = exchange.matchOrders.getABIEncodedTransactionData( + signedOrderLeft, + signedOrderRight, + signedOrderLeft.signature, + signedOrderRight.signature, + ); + const logDecoder = new LogDecoder(web3Wrapper, { ...artifacts, ...tokenArtifacts, ...protocolArtifacts }); + const txReceipt = await logDecoder.getTxWithDecodedLogsAsync( + await web3Wrapper.sendTransactionAsync({ + data, + to: orderMatcher.address, + from: owner, + gas: constants.MAX_MATCH_ORDERS_GAS, + }), + ); + const fillLogs = _.filter( + txReceipt.logs, + log => (log as LogWithDecodedArgs<ExchangeFillEventArgs>).event === 'Fill', + ); + // Only 2 Fill logs should exist for `matchOrders` call. `fillOrder` should not have been called and should not have emitted a Fill event. + expect(fillLogs.length).to.be.equal(2); + }); + it('should not call fillOrder when rightOrder is completely filled after matchOrders call and orders were initially partially filled', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + await exchangeWrapper.fillOrderAsync(signedOrderLeft, takerAddress, { + takerAssetFillAmount: signedOrderLeft.takerAssetAmount.dividedToIntegerBy(5), + }); + await exchangeWrapper.fillOrderAsync(signedOrderRight, takerAddress, { + takerAssetFillAmount: signedOrderRight.takerAssetAmount.dividedToIntegerBy(5), + }); + const data = exchange.matchOrders.getABIEncodedTransactionData( + signedOrderLeft, + signedOrderRight, + signedOrderLeft.signature, + signedOrderRight.signature, + ); + const logDecoder = new LogDecoder(web3Wrapper, { ...artifacts, ...tokenArtifacts, ...protocolArtifacts }); + const txReceipt = await logDecoder.getTxWithDecodedLogsAsync( + await web3Wrapper.sendTransactionAsync({ + data, + to: orderMatcher.address, + from: owner, + gas: constants.MAX_MATCH_ORDERS_GAS, + }), + ); + const fillLogs = _.filter( + txReceipt.logs, + log => (log as LogWithDecodedArgs<ExchangeFillEventArgs>).event === 'Fill', + ); + // Only 2 Fill logs should exist for `matchOrders` call. `fillOrder` should not have been called and should not have emitted a Fill event. + expect(fillLogs.length).to.be.equal(2); + }); + it('should only take a spread in rightMakerAsset if entire leftMakerAssetSpread amount can be used to fill rightOrder after matchOrders call', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.9), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(990), 18), + }); + const initialLeftMakerAssetSpreadAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1.09), 18); + const leftTakerAssetSpreadAmount = initialLeftMakerAssetSpreadAmount + .times(signedOrderRight.makerAssetAmount) + .dividedToIntegerBy(signedOrderRight.takerAssetAmount); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: signedOrderLeft.makerAssetAmount, + amountBoughtByLeftMaker: signedOrderLeft.takerAssetAmount, + // Right Maker + amountSoldByRightMaker: signedOrderLeft.takerAssetAmount.plus(leftTakerAssetSpreadAmount), + amountBoughtByRightMaker: signedOrderLeft.makerAssetAmount, + // Taker + leftMakerAssetSpreadAmount: constants.ZERO_AMOUNT, + leftTakerAssetSpreadAmount, + }; + const initialLeftMakerAssetTakerBalance = await erc20TokenA.balanceOf.callAsync(orderMatcher.address); + const initialLeftTakerAssetTakerBalance = await erc20TokenB.balanceOf.callAsync(orderMatcher.address); + // Match signedOrderLeft with signedOrderRight + const data = exchange.matchOrders.getABIEncodedTransactionData( + signedOrderLeft, + signedOrderRight, + signedOrderLeft.signature, + signedOrderRight.signature, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await web3Wrapper.sendTransactionAsync({ + data, + to: orderMatcher.address, + from: owner, + gas: constants.MAX_MATCH_ORDERS_GAS, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const newLeftMakerAssetTakerBalance = await erc20TokenA.balanceOf.callAsync(orderMatcher.address); + const newLeftTakerAssetTakerBalance = await erc20TokenB.balanceOf.callAsync(orderMatcher.address); + const newErc20Balances = await erc20Wrapper.getBalancesAsync(); + expect(newErc20Balances[makerAddressLeft][defaultERC20MakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressLeft][defaultERC20MakerAssetAddress].minus( + expectedTransferAmounts.amountSoldByLeftMaker, + ), + ); + expect(newErc20Balances[makerAddressRight][defaultERC20TakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressRight][defaultERC20TakerAssetAddress].minus( + expectedTransferAmounts.amountSoldByRightMaker, + ), + ); + expect(newErc20Balances[makerAddressLeft][defaultERC20TakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressLeft][defaultERC20TakerAssetAddress].plus( + expectedTransferAmounts.amountBoughtByLeftMaker, + ), + ); + expect(newErc20Balances[makerAddressRight][defaultERC20MakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressRight][defaultERC20MakerAssetAddress].plus( + expectedTransferAmounts.amountBoughtByRightMaker, + ), + ); + expect(newLeftMakerAssetTakerBalance).to.be.bignumber.equal( + initialLeftMakerAssetTakerBalance.plus(expectedTransferAmounts.leftMakerAssetSpreadAmount), + ); + expect(newLeftTakerAssetTakerBalance).to.be.bignumber.equal( + initialLeftTakerAssetTakerBalance.plus(expectedTransferAmounts.leftTakerAssetSpreadAmount), + ); + }); + it("should succeed if rightOrder's makerAssetData and takerAssetData are not provided", async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(20), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: signedOrderLeft.makerAssetAmount, + amountBoughtByLeftMaker: signedOrderLeft.takerAssetAmount, + // Right Maker + amountSoldByRightMaker: signedOrderRight.makerAssetAmount, + amountBoughtByRightMaker: signedOrderRight.takerAssetAmount, + // Taker + leftMakerAssetSpreadAmount: signedOrderLeft.makerAssetAmount.minus(signedOrderRight.takerAssetAmount), + leftTakerAssetSpreadAmount: signedOrderRight.makerAssetAmount.minus(signedOrderLeft.takerAssetAmount), + }; + const initialLeftMakerAssetTakerBalance = await erc20TokenA.balanceOf.callAsync(orderMatcher.address); + const initialLeftTakerAssetTakerBalance = await erc20TokenB.balanceOf.callAsync(orderMatcher.address); + // Match signedOrderLeft with signedOrderRight + signedOrderRight.makerAssetData = constants.NULL_BYTES; + signedOrderRight.takerAssetData = constants.NULL_BYTES; + const data = exchange.matchOrders.getABIEncodedTransactionData( + signedOrderLeft, + signedOrderRight, + signedOrderLeft.signature, + signedOrderRight.signature, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await web3Wrapper.sendTransactionAsync({ + data, + to: orderMatcher.address, + from: owner, + gas: constants.MAX_MATCH_ORDERS_GAS, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const newLeftMakerAssetTakerBalance = await erc20TokenA.balanceOf.callAsync(orderMatcher.address); + const newLeftTakerAssetTakerBalance = await erc20TokenB.balanceOf.callAsync(orderMatcher.address); + const newErc20Balances = await erc20Wrapper.getBalancesAsync(); + expect(newErc20Balances[makerAddressLeft][defaultERC20MakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressLeft][defaultERC20MakerAssetAddress].minus( + expectedTransferAmounts.amountSoldByLeftMaker, + ), + ); + expect(newErc20Balances[makerAddressRight][defaultERC20TakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressRight][defaultERC20TakerAssetAddress].minus( + expectedTransferAmounts.amountSoldByRightMaker, + ), + ); + expect(newErc20Balances[makerAddressLeft][defaultERC20TakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressLeft][defaultERC20TakerAssetAddress].plus( + expectedTransferAmounts.amountBoughtByLeftMaker, + ), + ); + expect(newErc20Balances[makerAddressRight][defaultERC20MakerAssetAddress]).to.be.bignumber.equal( + erc20BalancesByOwner[makerAddressRight][defaultERC20MakerAssetAddress].plus( + expectedTransferAmounts.amountBoughtByRightMaker, + ), + ); + expect(newLeftMakerAssetTakerBalance).to.be.bignumber.equal( + initialLeftMakerAssetTakerBalance.plus(expectedTransferAmounts.leftMakerAssetSpreadAmount), + ); + expect(newLeftTakerAssetTakerBalance).to.be.bignumber.equal( + initialLeftTakerAssetTakerBalance.plus(expectedTransferAmounts.leftTakerAssetSpreadAmount), + ); + }); + it('should revert with the correct reason if matchOrders call reverts', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + }); + signedOrderRight.signature = `0xff${signedOrderRight.signature.slice(4)}`; + const data = exchange.matchOrders.getABIEncodedTransactionData( + signedOrderLeft, + signedOrderRight, + signedOrderLeft.signature, + signedOrderRight.signature, + ); + await expectTransactionFailedAsync( + web3Wrapper.sendTransactionAsync({ + data, + to: orderMatcher.address, + from: owner, + gas: constants.MAX_MATCH_ORDERS_GAS, + }), + RevertReason.InvalidOrderSignature, + ); + }); + it('should revert with the correct reason if fillOrder call reverts', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(20), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), + }); + // Matcher will not have enough allowance to fill rightOrder + await web3Wrapper.awaitTransactionSuccessAsync( + await orderMatcher.approveAssetProxy.sendTransactionAsync(leftMakerAssetData, constants.ZERO_AMOUNT, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const data = exchange.matchOrders.getABIEncodedTransactionData( + signedOrderLeft, + signedOrderRight, + signedOrderLeft.signature, + signedOrderRight.signature, + ); + await expectTransactionFailedAsync( + web3Wrapper.sendTransactionAsync({ + data, + to: orderMatcher.address, + from: owner, + gas: constants.MAX_MATCH_ORDERS_GAS, + }), + RevertReason.TransferFailed, + ); + }); + }); + describe('withdrawAsset', () => { + it('should allow owner to withdraw ERC20 tokens', async () => { + const erc20AWithdrawAmount = await erc20TokenA.balanceOf.callAsync(orderMatcher.address); + expect(erc20AWithdrawAmount).to.be.bignumber.gt(constants.ZERO_AMOUNT); + await web3Wrapper.awaitTransactionSuccessAsync( + await orderMatcher.withdrawAsset.sendTransactionAsync(leftMakerAssetData, erc20AWithdrawAmount, { + from: owner, + }), + ); + const newBalance = await erc20TokenA.balanceOf.callAsync(orderMatcher.address); + expect(newBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should allow owner to withdraw ERC721 tokens', async () => { + const erc721Token = await DummyERC721TokenContract.deployFrom0xArtifactAsync( + tokenArtifacts.DummyERC721Token, + provider, + txDefaults, + constants.DUMMY_TOKEN_NAME, + constants.DUMMY_TOKEN_SYMBOL, + ); + const tokenId = new BigNumber(1); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc721Token.mint.sendTransactionAsync(orderMatcher.address, tokenId, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const assetData = assetDataUtils.encodeERC721AssetData(erc721Token.address, tokenId); + const withdrawAmount = new BigNumber(1); + await web3Wrapper.awaitTransactionSuccessAsync( + await orderMatcher.withdrawAsset.sendTransactionAsync(assetData, withdrawAmount, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const erc721Owner = await erc721Token.ownerOf.callAsync(tokenId); + expect(erc721Owner).to.be.equal(owner); + }); + it('should revert if not called by owner', async () => { + const erc20AWithdrawAmount = await erc20TokenA.balanceOf.callAsync(orderMatcher.address); + expect(erc20AWithdrawAmount).to.be.bignumber.gt(constants.ZERO_AMOUNT); + await expectTransactionFailedAsync( + orderMatcher.withdrawAsset.sendTransactionAsync(leftMakerAssetData, erc20AWithdrawAmount, { + from: takerAddress, + }), + RevertReason.OnlyContractOwner, + ); + }); + }); + describe('approveAssetProxy', () => { + it('should be able to set an allowance for ERC20 tokens', async () => { + const allowance = new BigNumber(55465465426546); + await web3Wrapper.awaitTransactionSuccessAsync( + await orderMatcher.approveAssetProxy.sendTransactionAsync(leftMakerAssetData, allowance, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const newAllowance = await erc20TokenA.allowance.callAsync(orderMatcher.address, erc20Proxy.address); + expect(newAllowance).to.be.bignumber.equal(allowance); + }); + it('should be able to approve an ERC721 token by passing in allowance = 1', async () => { + const erc721Token = await DummyERC721TokenContract.deployFrom0xArtifactAsync( + tokenArtifacts.DummyERC721Token, + provider, + txDefaults, + constants.DUMMY_TOKEN_NAME, + constants.DUMMY_TOKEN_SYMBOL, + ); + const assetData = assetDataUtils.encodeERC721AssetData(erc721Token.address, constants.ZERO_AMOUNT); + const allowance = new BigNumber(1); + await web3Wrapper.awaitTransactionSuccessAsync( + await orderMatcher.approveAssetProxy.sendTransactionAsync(assetData, allowance, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const isApproved = await erc721Token.isApprovedForAll.callAsync(orderMatcher.address, erc721Proxy.address); + expect(isApproved).to.be.equal(true); + }); + it('should be able to approve an ERC721 token by passing in allowance > 1', async () => { + const erc721Token = await DummyERC721TokenContract.deployFrom0xArtifactAsync( + tokenArtifacts.DummyERC721Token, + provider, + txDefaults, + constants.DUMMY_TOKEN_NAME, + constants.DUMMY_TOKEN_SYMBOL, + ); + const assetData = assetDataUtils.encodeERC721AssetData(erc721Token.address, constants.ZERO_AMOUNT); + const allowance = new BigNumber(2); + await web3Wrapper.awaitTransactionSuccessAsync( + await orderMatcher.approveAssetProxy.sendTransactionAsync(assetData, allowance, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const isApproved = await erc721Token.isApprovedForAll.callAsync(orderMatcher.address, erc721Proxy.address); + expect(isApproved).to.be.equal(true); + }); + it('should revert if not called by owner', async () => { + const approval = new BigNumber(1); + await expectTransactionFailedAsync( + orderMatcher.approveAssetProxy.sendTransactionAsync(leftMakerAssetData, approval, { + from: takerAddress, + }), + RevertReason.OnlyContractOwner, + ); + }); + }); +}); +// tslint:disable:max-file-line-count +// tslint:enable:no-unnecessary-type-assertion diff --git a/contracts/extensions/tsconfig.json b/contracts/extensions/tsconfig.json index a303e3f5c..506c283aa 100644 --- a/contracts/extensions/tsconfig.json +++ b/contracts/extensions/tsconfig.json @@ -9,7 +9,8 @@ "files": [ "./generated-artifacts/BalanceThresholdFilter.json", "./generated-artifacts/DutchAuction.json", - "./generated-artifacts/Forwarder.json" + "./generated-artifacts/Forwarder.json", + "./generated-artifacts/OrderMatcher.json" ], "exclude": ["./deploy/solc/solc_bin"] } diff --git a/contracts/test-utils/src/constants.ts b/contracts/test-utils/src/constants.ts index d2c3ab512..f631dc81a 100644 --- a/contracts/test-utils/src/constants.ts +++ b/contracts/test-utils/src/constants.ts @@ -29,6 +29,7 @@ export const constants = { MAX_TOKEN_TRANSFERFROM_GAS: 80000, MAX_TOKEN_APPROVE_GAS: 60000, MAX_TRANSFER_FROM_GAS: 150000, + MAX_MATCH_ORDERS_GAS: 400000, DUMMY_TOKEN_NAME: '', DUMMY_TOKEN_SYMBOL: '', DUMMY_TOKEN_DECIMALS: new BigNumber(18), |