Updated Balance Threshold Filter to use mixin pattern

3 files changed, 358 insertions, 290 deletions

diff --git a/packages/contracts/contracts/extensions/BalanceThresholdFilter/BalanceThresholdFilter.sol b/packages/contracts/contracts/extensions/BalanceThresholdFilter/BalanceThresholdFilter.sol
index 93b63eb52..ce3e925fe 100644
--- a/packages/contracts/contracts/extensions/BalanceThresholdFilter/BalanceThresholdFilter.sol
+++ b/packages/contracts/contracts/extensions/BalanceThresholdFilter/BalanceThresholdFilter.sol
@@ -20,20 +20,11 @@ pragma solidity 0.4.24;
 pragma experimental ABIEncoderV2;
 
 import "../../protocol/Exchange/interfaces/IExchange.sol";
-import "../../utils/LibBytes/LibBytes.sol";
-import "../../utils/ExchangeSelectors/ExchangeSelectors.sol";
 import "./interfaces/IThresholdAsset.sol";
+import "./MixinBalanceThresholdFilterCore.sol";
 
-contract BalanceThresholdFilter is ExchangeSelectors {
 
-    using LibBytes for bytes;
-
-    IExchange internal EXCHANGE;
-    IThresholdAsset internal THRESHOLD_ASSET;
-
-    event ValidatedAddresses (
-        address[] addresses
-    );
+contract BalanceThresholdFilter is MixinBalanceThresholdFilterCore {
 
     constructor(address exchange, address thresholdAsset)
         public
@@ -41,283 +32,4 @@ contract BalanceThresholdFilter is ExchangeSelectors {
         EXCHANGE = IExchange(exchange);
         THRESHOLD_ASSET = IThresholdAsset(thresholdAsset);
     }
-
-    function executeTransaction(
-        uint256 salt,
-        address signerAddress,
-        bytes signedExchangeTransaction,
-        bytes signature
-    ) 
-        external
-    {
-        // Addresses that are validated below.
-        address[] memory validatedAddresses;
-
-        /**
-         * Do not add variables after this point.
-         * The assembly block may overwrite their values.
-         */
-
-        // Validate addresses
-        assembly {
-            /**
-             * Emulates the `calldataload` opcode on the embedded Exchange calldata,
-             * which is accessed through `signedExchangeTransaction`.
-             * @param offset - Offset into the Exchange calldata.
-             * @return value - Corresponding 32 byte value stored at `offset`.
-             */
-            function exchangeCalldataload(offset) -> value {
-                // Pointer to exchange transaction
-                // 0x04 for calldata selector
-                // 0x40 to access `signedExchangeTransaction`, which is the third parameter
-                let exchangeTxPtr := calldataload(0x44)
-
-                // Offset into Exchange calldata
-                // We compute this by adding 0x24 to the `exchangeTxPtr` computed above.
-                // 0x04 for calldata selector
-                // 0x20 for length field of `signedExchangeTransaction`
-                let exchangeCalldataOffset := add(exchangeTxPtr, add(0x24, offset))
-                value := calldataload(exchangeCalldataOffset)
-            }
-
-            /** 
-             * Convenience function that skips the 4 byte selector when loading
-             * from the embedded Exchange calldata.
-             * @param offset - Offset into the Exchange calldata (minus the 4 byte selector)
-             * @return value - Corresponding 32 byte value stored at `offset` + 4.
-             */
-            function loadExchangeData(offset) -> value {
-                value := exchangeCalldataload(add(offset, 0x4))
-            }
-
-            /** 
-             * A running list is maintained of addresses to validate. 
-             * This function records an address in this array.
-             * @param addressToValidate - Address to record for validation.
-             * @note - Variables are scoped but names are not, so we append
-             *         underscores to names that share the global namespace.
-             */
-            function recordAddressToValidate(addressToValidate) {
-                // Compute `addressesToValidate` memory offset
-                let addressesToValidate_ := mload(0x40)
-                let nAddressesToValidate_ := mload(addressesToValidate_)
-
-                // Increment length
-                nAddressesToValidate_ := add(mload(addressesToValidate_), 0x01)
-                mstore(addressesToValidate_, nAddressesToValidate_)
-
-                // Append address to validate
-                let offset := mul(nAddressesToValidate_, 0x20)
-                mstore(add(addressesToValidate_, offset), addressToValidate)
-            }
-
-            /**
-             * Extracts the maker address from an order stored in the Exchange calldata
-             * (which is embedded in `signedExchangeTransaction`), and records it in
-             * the running list of addresses to validate.
-             * @param orderParamIndex - Index of the order in the Exchange function's signature
-             */
-            function recordMakerAddressFromOrder(orderParamIndex) {
-                let orderPtr := loadExchangeData(orderParamIndex)
-                let makerAddress := loadExchangeData(orderPtr)
-                recordAddressToValidate(makerAddress)
-            }
-
-            /**
-             * Extracts the maker addresses from an array of orders stored in the Exchange calldata
-             * (which is embedded in `signedExchangeTransaction`), and records them in
-             * the running list of addresses to validate.
-             * @param orderArrayParamIndex - Index of the order array in the Exchange function's signature
-             */
-            function recordMakerAddressesFromOrderArray(orderArrayParamIndex) {
-                let orderArrayPtr := loadExchangeData(0x0)
-                let orderArrayLength := loadExchangeData(orderArrayPtr)
-                let orderArrayElementPtr := add(orderArrayPtr, 0x20)
-                let orderArrayElementEndPtr := add(orderArrayElementPtr, mul(orderArrayLength, 0x20))
-                for {let orderPtrOffset := orderArrayElementPtr} lt(orderPtrOffset, orderArrayElementEndPtr) {orderPtrOffset := add(orderPtrOffset, 0x20)} {
-                    let orderPtr := loadExchangeData(orderPtrOffset)
-                    let makerAddress := loadExchangeData(add(orderPtr, orderArrayElementPtr))
-                    recordAddressToValidate(makerAddress)
-                }
-            }
-
-            /**
-             * Records address of signer in the running list of addresses to validate.
-             * @note: We cannot access `signerAddress` directly from within the asm function,
-             *        so it is loaded from the calldata.
-             */
-            function recordSignerAddress() {
-                // Load the signer address from calldata
-                // 0x04 for selector
-                // 0x20 to access `signerAddress`, which is the second parameter.
-                let signerAddress_ := calldataload(0x24)
-                recordAddressToValidate(signerAddress_)
-            }
-
-            /**
-             * Records addresses to be validated when Exchange transaction is a batch fill variant.
-             * This is one of: batchFillOrders, batchFillOrKillOrders, batchFillNoThrow
-             * Reference signature<T>: <batchFillVariant>(Order[],uint256[],bytes[])
-             */
-            function recordAddressesForBatchFillVariant() {
-                // Record maker addresses from order array (parameter index 0)
-                // The signer is the taker for these orders and must also be validated.
-                recordMakerAddressesFromOrderArray(0)
-                recordSignerAddress()
-            }
-
-            /**
-             * Records addresses to be validated when Exchange transaction is a fill order variant.
-             * This is one of: fillOrder, fillOrKillOrder, fillOrderNoThrow
-             * Reference signature<T>: <fillOrderVariant>(Order,uint256,bytes)
-             */
-            function recordAddressesForFillOrderVariant() {
-                // Record maker address from the order (param index 0)
-                // The signer is the taker for this order and must also be validated.
-                recordMakerAddressFromOrder(0)
-                recordSignerAddress()
-            }
-
-            /**
-             * Records addresses to be validated when Exchange transaction is a market fill variant.
-             * This is one of: marketBuyOrders, marketBuyOrdersNoThrow, marketSellOrders, marketSellOrdersNoThrow
-             * Reference signature<T>: <marketFillInvariant>(Order[],uint256,bytes[])
-             */
-            function recordAddressesForMarketFillVariant() {
-                // Record maker addresses from order array (parameter index 0)
-                // The signer is the taker for these orders and must also be validated.
-                recordMakerAddressesFromOrderArray(0)
-                recordSignerAddress()
-            }
-
-            /**
-             * Records addresses to be validated when Exchange transaction is matchOrders.
-             * Reference signature: matchOrders(Order,Order)
-             */
-            function recordAddressesForMatchOrders() {
-                // Record maker address from both orders (param indices 0 & 1).
-                // The signer is the taker and must also be validated.
-                recordMakerAddressFromOrder(0)
-                recordMakerAddressFromOrder(1)
-                recordSignerAddress()
-            }
-
-            ///// Record Addresses to Validate /////
-
-            // Addresses needing validation depends on which Exchange function is being called.
-            // Step 1/2 Read the exchange function selector.
-            let exchangeFunctionSelector := and(
-                exchangeCalldataload(0x0),
-                0xffffffff00000000000000000000000000000000000000000000000000000000
-            )
-
-            // Step 2/2 Extract addresses to validate based on this selector.
-            //          See ../../utils/ExchangeSelectors/ExchangeSelectors.sol for selectors
-            switch exchangeFunctionSelector
-            case 0x297bb70b00000000000000000000000000000000000000000000000000000000 { recordAddressesForBatchFillVariant() }    // batchFillOrders
-            case 0x50dde19000000000000000000000000000000000000000000000000000000000 { recordAddressesForBatchFillVariant() }    // batchFillOrdersNoThrow
-            case 0x4d0ae54600000000000000000000000000000000000000000000000000000000 { recordAddressesForBatchFillVariant() }    // batchFillOrKillOrders
-            case 0xb4be83d500000000000000000000000000000000000000000000000000000000 { recordAddressesForFillOrderVariant() }    // fillOrder
-            case 0x3e228bae00000000000000000000000000000000000000000000000000000000 { recordAddressesForFillOrderVariant() }    // fillOrderNoThrow
-            case 0x64a3bc1500000000000000000000000000000000000000000000000000000000 { recordAddressesForFillOrderVariant() }    // fillOrKillOrder
-            case 0xe5fa431b00000000000000000000000000000000000000000000000000000000 { recordAddressesForMarketFillVariant() }   // marketBuyOrders
-            case 0xa3e2038000000000000000000000000000000000000000000000000000000000 { recordAddressesForMarketFillVariant() }   // marketBuyOrdersNoThrow
-            case 0x7e1d980800000000000000000000000000000000000000000000000000000000 { recordAddressesForMarketFillVariant() }   // marketSellOrders
-            case 0xdd1c7d1800000000000000000000000000000000000000000000000000000000 { recordAddressesForMarketFillVariant() }   // marketSellOrdersNoThrow
-            case 0x3c28d86100000000000000000000000000000000000000000000000000000000 { recordAddressesForMatchOrders() }         // matchOrders
-            case 0xd46b02c300000000000000000000000000000000000000000000000000000000 {}                                          // cancelOrder
-            case 0x4ac1478200000000000000000000000000000000000000000000000000000000 {}                                          // batchCancelOrders
-            case 0x4f9559b100000000000000000000000000000000000000000000000000000000 {}                                          // cancelOrdersUpTo
-            default {
-                // Revert with `Error("INVALID_OR_BLOCKED_EXCHANGE_SELECTOR")`
-                mstore(0x00, 0x08c379a000000000000000000000000000000000000000000000000000000000)
-                mstore(0x20, 0x0000002000000000000000000000000000000000000000000000000000000000)
-                mstore(0x40, 0x00000024494e56414c49445f4f525f424c4f434b45445f45584348414e47455f)
-                mstore(0x60, 0x53454c4543544f52000000000000000000000000000000000000000000000000)
-                mstore(0x80, 0x00000000)
-                // Revert length calculation:
-                // 4   -- error selector
-                // 32  -- offset to string
-                // 32  -- string length field
-                // 64  -- strlen(INVALID_OR_BLOCKED_EXCHANGE_SELECTOR) rounded up to nearest 32-byte word.
-                revert(0, 132)
-            }
-
-            ///// Validate Recorded Addresses /////
-
-            // Load from memory the addresses to validate
-            let addressesToValidate := mload(0x40)
-            let addressesToValidateLength := mload(addressesToValidate)
-            let addressesToValidateElementPtr := add(addressesToValidate, 0x20)
-            let addressesToValidateElementEndPtr := add(addressesToValidateElementPtr, mul(addressesToValidateLength, 0x20))
-
-            // Set free memory pointer to after `addressesToValidate` array.
-            // This is to avoid corruption when making calls in the loop below.
-            let freeMemPtr := addressesToValidateElementEndPtr
-            mstore(0x40, freeMemPtr)
-
-            // Validate addresses
-            let thresholdAssetAddress := sload(THRESHOLD_ASSET_slot)
-            for {let addressToValidate := addressesToValidateElementPtr} lt(addressToValidate, addressesToValidateElementEndPtr) {addressToValidate := add(addressToValidate, 0x20)} {
-                // Construct calldata for `THRESHOLD_ASSET.balanceOf`
-                mstore(freeMemPtr, 0x70a0823100000000000000000000000000000000000000000000000000000000)
-                mstore(add(4, freeMemPtr), mload(addressToValidate))
-               
-                // call `THRESHOLD_ASSET.balanceOf`
-                let success := call(
-                    gas,                                    // forward all gas
-                    thresholdAssetAddress,                 // call address of asset proxy
-                    0,                                      // don't send any ETH
-                    freeMemPtr,                             // pointer to start of input
-                    0x24,                                   // length of input (one padded address) 
-                    freeMemPtr,                             // write output to next free memory offset
-                    0x20                                    // reserve space for return balance (0x20 bytes)
-                )
-                if eq(success, 0) {
-                    // @TODO Revert with `Error("BALANCE_QUERY_FAILED")`
-                    mstore(0x00, 0x08c379a000000000000000000000000000000000000000000000000000000000)
-                    mstore(0x20, 0x0000002000000000000000000000000000000000000000000000000000000000)
-                    mstore(0x40, 0x0000001442414c414e43455f51554552595f4641494c45440000000000000000)
-                    mstore(0x60, 0x00000000)
-                    // Revert length calculation:
-                    // 4   -- error selector
-                    // 32  -- offset to string
-                    // 32  -- string length field
-                    // 32  -- strlen(BALANCE_QUERY_FAILED) rounded up to nearest 32-byte word.
-                    revert(0, 100)
-                }
-
-                // Revert if balance not held
-                let addressBalance := mload(freeMemPtr)
-                if eq(addressBalance, 0) {
-                    // Revert with `Error("AT_LEAST_ONE_ADDRESS_DOES_NOT_MEET_BALANCE_THRESHOLD")`
-                    mstore(0x00, 0x08c379a000000000000000000000000000000000000000000000000000000000)
-                    mstore(0x20, 0x0000002000000000000000000000000000000000000000000000000000000000)
-                    mstore(0x40, 0x0000003441545f4c454153545f4f4e455f414444524553535f444f45535f4e4f)
-                    mstore(0x60, 0x545f4d4545545f42414c414e43455f5448524553484f4c440000000000000000)
-                    mstore(0x80, 0x00000000)
-                    // Revert length calculation:
-                    // 4   -- error selector
-                    // 32  -- offset to string
-                    // 32  -- string length field
-                    // 64  -- strlen(AT_LEAST_ONE_ADDRESS_DOES_NOT_MEET_BALANCE_THRESHOLD) rounded up to nearest 32-byte word.
-                    revert(0, 132)
-                }
-            }
-
-            // Record validated addresses
-            validatedAddresses := addressesToValidate
-        }
-
-        ///// If we hit this point then all addresses are valid /////
-        emit ValidatedAddresses(validatedAddresses);
-        
-        // All addresses are valid. Execute fillOrder.
-        EXCHANGE.executeTransaction(
-            salt,
-            signerAddress,
-            signedExchangeTransaction,
-            signature
-        );
-    }
 }
\ No newline at end of file
diff --git a/packages/contracts/contracts/extensions/BalanceThresholdFilter/MixinBalanceThresholdFilterCore.sol b/packages/contracts/contracts/extensions/BalanceThresholdFilter/MixinBalanceThresholdFilterCore.sol
new file mode 100644
index 000000000..dbb352f90
--- /dev/null
+++ b/packages/contracts/contracts/extensions/BalanceThresholdFilter/MixinBalanceThresholdFilterCore.sol
@@ -0,0 +1,312 @@
+/*
+
+  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 "./mixins/MBalanceThresholdFilterCore.sol";
+
+
+contract MixinBalanceThresholdFilterCore is MBalanceThresholdFilterCore {
+
+    function executeTransaction(
+        uint256 salt,
+        address signerAddress,
+        bytes signedExchangeTransaction,
+        bytes signature
+    ) 
+         external
+    {
+        // Validate addresses.
+        validateBalanceThresholdsOrRevert();
+        
+        // All addresses are valid. Execute fillOrder.
+        EXCHANGE.executeTransaction(
+            salt,
+            signerAddress,
+            signedExchangeTransaction,
+            signature
+        );
+    }
+
+    function validateBalanceThresholdsOrRevert()
+        internal
+    {
+        // Addresses that are validated below.
+        address[] memory validatedAddresses;
+
+        /**
+         * Do not add variables after this point.
+         * The assembly block may overwrite their values.
+         */
+
+        // Validate addresses
+        assembly {
+            /**
+             * Emulates the `calldataload` opcode on the embedded Exchange calldata,
+             * which is accessed through `signedExchangeTransaction`.
+             * @param offset - Offset into the Exchange calldata.
+             * @return value - Corresponding 32 byte value stored at `offset`.
+             */
+            function exchangeCalldataload(offset) -> value {
+                // Pointer to exchange transaction
+                // 0x04 for calldata selector
+                // 0x40 to access `signedExchangeTransaction`, which is the third parameter
+                let exchangeTxPtr := calldataload(0x44)
+
+                // Offset into Exchange calldata
+                // We compute this by adding 0x24 to the `exchangeTxPtr` computed above.
+                // 0x04 for calldata selector
+                // 0x20 for length field of `signedExchangeTransaction`
+                let exchangeCalldataOffset := add(exchangeTxPtr, add(0x24, offset))
+                value := calldataload(exchangeCalldataOffset)
+            }
+
+            /** 
+             * Convenience function that skips the 4 byte selector when loading
+             * from the embedded Exchange calldata.
+             * @param offset - Offset into the Exchange calldata (minus the 4 byte selector)
+             * @return value - Corresponding 32 byte value stored at `offset` + 4.
+             */
+            function loadExchangeData(offset) -> value {
+                value := exchangeCalldataload(add(offset, 0x4))
+            }
+
+            /** 
+             * A running list is maintained of addresses to validate. 
+             * This function records an address in this array.
+             * @param addressToValidate - Address to record for validation.
+             * @note - Variables are scoped but names are not, so we append
+             *         underscores to names that share the global namespace.
+             */
+            function recordAddressToValidate(addressToValidate) {
+                // Compute `addressesToValidate` memory offset
+                let addressesToValidate_ := mload(0x40)
+                let nAddressesToValidate_ := mload(addressesToValidate_)
+
+                // Increment length
+                nAddressesToValidate_ := add(mload(addressesToValidate_), 0x01)
+                mstore(addressesToValidate_, nAddressesToValidate_)
+
+                // Append address to validate
+                let offset := mul(nAddressesToValidate_, 0x20)
+                mstore(add(addressesToValidate_, offset), addressToValidate)
+            }
+
+            /**
+             * Extracts the maker address from an order stored in the Exchange calldata
+             * (which is embedded in `signedExchangeTransaction`), and records it in
+             * the running list of addresses to validate.
+             * @param orderParamIndex - Index of the order in the Exchange function's signature
+             */
+            function recordMakerAddressFromOrder(orderParamIndex) {
+                let orderPtr := loadExchangeData(orderParamIndex)
+                let makerAddress := loadExchangeData(orderPtr)
+                recordAddressToValidate(makerAddress)
+            }
+
+            /**
+             * Extracts the maker addresses from an array of orders stored in the Exchange calldata
+             * (which is embedded in `signedExchangeTransaction`), and records them in
+             * the running list of addresses to validate.
+             * @param orderArrayParamIndex - Index of the order array in the Exchange function's signature
+             */
+            function recordMakerAddressesFromOrderArray(orderArrayParamIndex) {
+                let orderArrayPtr := loadExchangeData(orderArrayParamIndex)
+                let orderArrayLength := loadExchangeData(orderArrayPtr)
+                let orderArrayElementPtr := add(orderArrayPtr, 0x20)
+                let orderArrayElementEndPtr := add(orderArrayElementPtr, mul(orderArrayLength, 0x20))
+                for {let orderPtrOffset := orderArrayElementPtr} lt(orderPtrOffset, orderArrayElementEndPtr) {orderPtrOffset := add(orderPtrOffset, 0x20)} {
+                    let orderPtr := loadExchangeData(orderPtrOffset)
+                    let makerAddress := loadExchangeData(add(orderPtr, orderArrayElementPtr))
+                    recordAddressToValidate(makerAddress)
+                }
+            }
+
+            /**
+             * Records address of signer in the running list of addresses to validate.
+             * @note: We cannot access `signerAddress` directly from within the asm function,
+             *        so it is loaded from the calldata.
+             */
+            function recordSignerAddress() {
+                // Load the signer address from calldata
+                // 0x04 for selector
+                // 0x20 to access `signerAddress`, which is the second parameter.
+                let signerAddress_ := calldataload(0x24)
+                recordAddressToValidate(signerAddress_)
+            }
+
+            /**
+             * Records addresses to be validated when Exchange transaction is a batch fill variant.
+             * This is one of: batchFillOrders, batchFillOrKillOrders, batchFillNoThrow
+             * Reference signature<T>: <batchFillVariant>(Order[],uint256[],bytes[])
+             */
+            function recordAddressesForBatchFillVariant() {
+                // Record maker addresses from order array (parameter index 0)
+                // The signer is the taker for these orders and must also be validated.
+                recordMakerAddressesFromOrderArray(0)
+                recordSignerAddress()
+            }
+
+            /**
+             * Records addresses to be validated when Exchange transaction is a fill order variant.
+             * This is one of: fillOrder, fillOrKillOrder, fillOrderNoThrow
+             * Reference signature<T>: <fillOrderVariant>(Order,uint256,bytes)
+             */
+            function recordAddressesForFillOrderVariant() {
+                // Record maker address from the order (param index 0)
+                // The signer is the taker for this order and must also be validated.
+                recordMakerAddressFromOrder(0)
+                recordSignerAddress()
+            }
+
+            /**
+             * Records addresses to be validated when Exchange transaction is a market fill variant.
+             * This is one of: marketBuyOrders, marketBuyOrdersNoThrow, marketSellOrders, marketSellOrdersNoThrow
+             * Reference signature<T>: <marketFillInvariant>(Order[],uint256,bytes[])
+             */
+            function recordAddressesForMarketFillVariant() {
+                // Record maker addresses from order array (parameter index 0)
+                // The signer is the taker for these orders and must also be validated.
+                recordMakerAddressesFromOrderArray(0)
+                recordSignerAddress()
+            }
+
+            /**
+             * Records addresses to be validated when Exchange transaction is matchOrders.
+             * Reference signature: matchOrders(Order,Order)
+             */
+            function recordAddressesForMatchOrders() {
+                // Record maker address from both orders (param indices 0 & 1).
+                // The signer is the taker and must also be validated.
+                recordMakerAddressFromOrder(0)
+                recordMakerAddressFromOrder(1)
+                recordSignerAddress()
+            }
+
+            ///// Record Addresses to Validate /////
+
+            // Addresses needing validation depends on which Exchange function is being called.
+            // Step 1/2 Read the exchange function selector.
+            let exchangeFunctionSelector := and(
+                exchangeCalldataload(0x0),
+                0xffffffff00000000000000000000000000000000000000000000000000000000
+            )
+
+            // Step 2/2 Extract addresses to validate based on this selector.
+            //          See ../../utils/ExchangeSelectors/ExchangeSelectors.sol for selectors
+            switch exchangeFunctionSelector
+            case 0x297bb70b00000000000000000000000000000000000000000000000000000000 { recordAddressesForBatchFillVariant() }    // batchFillOrders
+            case 0x50dde19000000000000000000000000000000000000000000000000000000000 { recordAddressesForBatchFillVariant() }    // batchFillOrdersNoThrow
+            case 0x4d0ae54600000000000000000000000000000000000000000000000000000000 { recordAddressesForBatchFillVariant() }    // batchFillOrKillOrders
+            case 0xb4be83d500000000000000000000000000000000000000000000000000000000 { recordAddressesForFillOrderVariant() }    // fillOrder
+            case 0x3e228bae00000000000000000000000000000000000000000000000000000000 { recordAddressesForFillOrderVariant() }    // fillOrderNoThrow
+            case 0x64a3bc1500000000000000000000000000000000000000000000000000000000 { recordAddressesForFillOrderVariant() }    // fillOrKillOrder
+            case 0xe5fa431b00000000000000000000000000000000000000000000000000000000 { recordAddressesForMarketFillVariant() }   // marketBuyOrders
+            case 0xa3e2038000000000000000000000000000000000000000000000000000000000 { recordAddressesForMarketFillVariant() }   // marketBuyOrdersNoThrow
+            case 0x7e1d980800000000000000000000000000000000000000000000000000000000 { recordAddressesForMarketFillVariant() }   // marketSellOrders
+            case 0xdd1c7d1800000000000000000000000000000000000000000000000000000000 { recordAddressesForMarketFillVariant() }   // marketSellOrdersNoThrow
+            case 0x3c28d86100000000000000000000000000000000000000000000000000000000 { recordAddressesForMatchOrders() }         // matchOrders
+            case 0xd46b02c300000000000000000000000000000000000000000000000000000000 {}                                          // cancelOrder
+            case 0x4ac1478200000000000000000000000000000000000000000000000000000000 {}                                          // batchCancelOrders
+            case 0x4f9559b100000000000000000000000000000000000000000000000000000000 {}                                          // cancelOrdersUpTo
+            default {
+                // Revert with `Error("INVALID_OR_BLOCKED_EXCHANGE_SELECTOR")`
+                mstore(0x00, 0x08c379a000000000000000000000000000000000000000000000000000000000)
+                mstore(0x20, 0x0000002000000000000000000000000000000000000000000000000000000000)
+                mstore(0x40, 0x00000024494e56414c49445f4f525f424c4f434b45445f45584348414e47455f)
+                mstore(0x60, 0x53454c4543544f52000000000000000000000000000000000000000000000000)
+                mstore(0x80, 0x00000000)
+                // Revert length calculation:
+                // 4   -- error selector
+                // 32  -- offset to string
+                // 32  -- string length field
+                // 64  -- strlen(INVALID_OR_BLOCKED_EXCHANGE_SELECTOR) rounded up to nearest 32-byte word.
+                revert(0, 132)
+            }
+
+            ///// Validate Recorded Addresses /////
+
+            // Load from memory the addresses to validate
+            let addressesToValidate := mload(0x40)
+            let addressesToValidateLength := mload(addressesToValidate)
+            let addressesToValidateElementPtr := add(addressesToValidate, 0x20)
+            let addressesToValidateElementEndPtr := add(addressesToValidateElementPtr, mul(addressesToValidateLength, 0x20))
+
+            // Set free memory pointer to after `addressesToValidate` array.
+            // This is to avoid corruption when making calls in the loop below.
+            let freeMemPtr := addressesToValidateElementEndPtr
+            mstore(0x40, freeMemPtr)
+
+            // Validate addresses
+            let thresholdAssetAddress := sload(THRESHOLD_ASSET_slot)
+            for {let addressToValidate := addressesToValidateElementPtr} lt(addressToValidate, addressesToValidateElementEndPtr) {addressToValidate := add(addressToValidate, 0x20)} {
+                // Construct calldata for `THRESHOLD_ASSET.balanceOf`
+                mstore(freeMemPtr, 0x70a0823100000000000000000000000000000000000000000000000000000000)
+                mstore(add(4, freeMemPtr), mload(addressToValidate))
+               
+                // call `THRESHOLD_ASSET.balanceOf`
+                let success := call(
+                    gas,                                    // forward all gas
+                    thresholdAssetAddress,                 // call address of asset proxy
+                    0,                                      // don't send any ETH
+                    freeMemPtr,                             // pointer to start of input
+                    0x24,                                   // length of input (one padded address) 
+                    freeMemPtr,                             // write output to next free memory offset
+                    0x20                                    // reserve space for return balance (0x20 bytes)
+                )
+                if eq(success, 0) {
+                    // @TODO Revert with `Error("BALANCE_QUERY_FAILED")`
+                    mstore(0x00, 0x08c379a000000000000000000000000000000000000000000000000000000000)
+                    mstore(0x20, 0x0000002000000000000000000000000000000000000000000000000000000000)
+                    mstore(0x40, 0x0000001442414c414e43455f51554552595f4641494c45440000000000000000)
+                    mstore(0x60, 0x00000000)
+                    // Revert length calculation:
+                    // 4   -- error selector
+                    // 32  -- offset to string
+                    // 32  -- string length field
+                    // 32  -- strlen(BALANCE_QUERY_FAILED) rounded up to nearest 32-byte word.
+                    revert(0, 100)
+                }
+
+                // Revert if balance not held
+                let addressBalance := mload(freeMemPtr)
+                if eq(addressBalance, 0) {
+                    // Revert with `Error("AT_LEAST_ONE_ADDRESS_DOES_NOT_MEET_BALANCE_THRESHOLD")`
+                    mstore(0x00, 0x08c379a000000000000000000000000000000000000000000000000000000000)
+                    mstore(0x20, 0x0000002000000000000000000000000000000000000000000000000000000000)
+                    mstore(0x40, 0x0000003441545f4c454153545f4f4e455f414444524553535f444f45535f4e4f)
+                    mstore(0x60, 0x545f4d4545545f42414c414e43455f5448524553484f4c440000000000000000)
+                    mstore(0x80, 0x00000000)
+                    // Revert length calculation:
+                    // 4   -- error selector
+                    // 32  -- offset to string
+                    // 32  -- string length field
+                    // 64  -- strlen(AT_LEAST_ONE_ADDRESS_DOES_NOT_MEET_BALANCE_THRESHOLD) rounded up to nearest 32-byte word.
+                    revert(0, 132)
+                }
+            }
+
+            // Record validated addresses
+            validatedAddresses := addressesToValidate
+        }
+
+        ///// If we hit this point then all addresses are valid /////
+        emit ValidatedAddresses(validatedAddresses);
+    }
+}
\ No newline at end of file
diff --git a/packages/contracts/contracts/extensions/BalanceThresholdFilter/mixins/MBalanceThresholdFilterCore.sol b/packages/contracts/contracts/extensions/BalanceThresholdFilter/mixins/MBalanceThresholdFilterCore.sol
new file mode 100644
index 000000000..1de415f27
--- /dev/null
+++ b/packages/contracts/contracts/extensions/BalanceThresholdFilter/mixins/MBalanceThresholdFilterCore.sol
@@ -0,0 +1,44 @@
+/*
+
+  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 "../../../protocol/Exchange/interfaces/IExchange.sol";
+import "../interfaces/IThresholdAsset.sol";
+
+
+contract MBalanceThresholdFilterCore {
+
+    IExchange internal EXCHANGE;
+    IThresholdAsset internal THRESHOLD_ASSET;
+
+    event ValidatedAddresses (
+        address[] addresses
+    );
+
+    function executeTransaction(
+        uint256 salt,
+        address signerAddress,
+        bytes signedExchangeTransaction,
+        bytes signature
+    ) 
+        external;
+
+    function validateBalanceThresholdsOrRevert() internal;
+}
\ No newline at end of file