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author | fragosti <francesco.agosti93@gmail.com> | 2018-12-04 09:52:44 +0800 |
---|---|---|
committer | fragosti <francesco.agosti93@gmail.com> | 2018-12-04 09:52:44 +0800 |
commit | d12b99883bbf73575cd2e14ebba98b1ea1934004 (patch) | |
tree | 784592d5a7d9034496cfedafa1732d5046d5af8c | |
parent | 1498e013d083ed3815f5d5ea2de93a848161ed07 (diff) | |
parent | a1e985a1cac46ecbc54c7ef5b846fb5faf2bede2 (diff) | |
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Merge branch 'development' of https://github.com/0xProject/0x-monorepo into feature/website/instant-configurator
-rw-r--r-- | contracts/core/compiler.json | 1 | ||||
-rw-r--r-- | contracts/core/contracts/extensions/DutchAuction/DutchAuction.sol | 205 | ||||
-rw-r--r-- | contracts/core/package.json | 2 | ||||
-rw-r--r-- | contracts/core/src/artifacts/index.ts | 2 | ||||
-rw-r--r-- | contracts/core/src/wrappers/index.ts | 1 | ||||
-rw-r--r-- | contracts/core/test/extensions/dutch_auction.ts | 486 | ||||
-rw-r--r-- | contracts/core/test/utils/types.ts | 1 | ||||
-rw-r--r-- | contracts/core/tsconfig.json | 1 | ||||
-rw-r--r-- | packages/asset-buyer/CHANGELOG.json | 8 | ||||
-rw-r--r-- | packages/asset-buyer/src/order_providers/standard_relayer_api_order_provider.ts | 8 | ||||
-rw-r--r-- | packages/instant/.env_example | 5 | ||||
-rw-r--r-- | packages/instant/src/components/erc20_asset_amount_input.tsx | 8 | ||||
-rw-r--r-- | packages/instant/src/constants.ts | 1 | ||||
-rw-r--r-- | packages/instant/src/data/asset_meta_data_map.ts | 2 | ||||
-rw-r--r-- | packages/instant/src/redux/async_data.ts | 3 | ||||
-rw-r--r-- | packages/instant/src/util/analytics.ts | 12 | ||||
-rw-r--r-- | packages/instant/webpack.config.js | 2 | ||||
-rw-r--r-- | packages/types/CHANGELOG.json | 4 | ||||
-rw-r--r-- | packages/types/src/index.ts | 6 |
19 files changed, 744 insertions, 14 deletions
diff --git a/contracts/core/compiler.json b/contracts/core/compiler.json index c824e4645..a1a60c71d 100644 --- a/contracts/core/compiler.json +++ b/contracts/core/compiler.json @@ -25,6 +25,7 @@ "DummyERC721Token", "DummyMultipleReturnERC20Token", "DummyNoReturnERC20Token", + "DutchAuction", "ERC20Proxy", "ERC20Token", "ERC721Token", diff --git a/contracts/core/contracts/extensions/DutchAuction/DutchAuction.sol b/contracts/core/contracts/extensions/DutchAuction/DutchAuction.sol new file mode 100644 index 000000000..abe8309cf --- /dev/null +++ b/contracts/core/contracts/extensions/DutchAuction/DutchAuction.sol @@ -0,0 +1,205 @@ +/* + + 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 "../../protocol/Exchange/libs/LibOrder.sol"; +import "../../tokens/ERC20Token/IERC20Token.sol"; +import "../../utils/LibBytes/LibBytes.sol"; +import "../../utils/SafeMath/SafeMath.sol"; + + +contract DutchAuction is + SafeMath +{ + using LibBytes for bytes; + + // solhint-disable var-name-mixedcase + IExchange internal EXCHANGE; + + struct AuctionDetails { + uint256 beginTimeSeconds; // Auction begin unix timestamp: sellOrder.makerAssetData + uint256 endTimeSeconds; // Auction end unix timestamp: sellOrder.expiryTimeSeconds + uint256 beginAmount; // Auction begin amount: sellOrder.makerAssetData + uint256 endAmount; // Auction end amount: sellOrder.takerAssetAmount + uint256 currentAmount; // Calculated amount given block.timestamp + uint256 currentTimeSeconds; // block.timestamp + } + + constructor (address _exchange) + public + { + EXCHANGE = IExchange(_exchange); + } + + /// @dev Matches the buy and sell orders at an amount given the following: the current block time, the auction + /// start time and the auction begin amount. The sell order is a an order at the lowest amount + /// at the end of the auction. Excess from the match is transferred to the seller. + /// Over time the price moves from beginAmount to endAmount given the current block.timestamp. + /// sellOrder.expiryTimeSeconds is the end time of the auction. + /// sellOrder.takerAssetAmount is the end amount of the auction (lowest possible amount). + /// sellOrder.makerAssetData is the ABI encoded Asset Proxy data with the following data appended + /// buyOrder.makerAssetData is the buyers bid on the auction, must meet the amount for the current block timestamp + /// (uint256 beginTimeSeconds, uint256 beginAmount). + /// This function reverts in the following scenarios: + /// * Auction has not started (auctionDetails.currentTimeSeconds < auctionDetails.beginTimeSeconds) + /// * Auction has expired (auctionDetails.endTimeSeconds < auctionDetails.currentTimeSeconds) + /// * Amount is invalid: Buy order amount is too low (buyOrder.makerAssetAmount < auctionDetails.currentAmount) + /// * Amount is invalid: Invalid begin amount (auctionDetails.beginAmount > auctionDetails.endAmount) + /// * Any failure in the 0x Match Orders + /// @param buyOrder The Buyer's order. This order is for the current expected price of the auction. + /// @param sellOrder The Seller's order. This order is for the lowest amount (at the end of the auction). + /// @param buySignature Proof that order was created by the buyer. + /// @param sellSignature Proof that order was created by the seller. + /// @return matchedFillResults amounts filled and fees paid by maker and taker of matched orders. + function matchOrders( + LibOrder.Order memory buyOrder, + LibOrder.Order memory sellOrder, + bytes memory buySignature, + bytes memory sellSignature + ) + public + returns (LibFillResults.MatchedFillResults memory matchedFillResults) + { + AuctionDetails memory auctionDetails = getAuctionDetails(sellOrder); + // Ensure the auction has not yet started + require( + auctionDetails.currentTimeSeconds >= auctionDetails.beginTimeSeconds, + "AUCTION_NOT_STARTED" + ); + // Ensure the auction has not expired. This will fail later in 0x but we can save gas by failing early + require( + sellOrder.expirationTimeSeconds > auctionDetails.currentTimeSeconds, + "AUCTION_EXPIRED" + ); + // Validate the buyer amount is greater than the current auction amount + require( + buyOrder.makerAssetAmount >= auctionDetails.currentAmount, + "INVALID_AMOUNT" + ); + // Match orders, maximally filling `buyOrder` + matchedFillResults = EXCHANGE.matchOrders( + buyOrder, + sellOrder, + buySignature, + sellSignature + ); + // The difference in sellOrder.takerAssetAmount and current amount is given as spread to the matcher + // This may include additional spread from the buyOrder.makerAssetAmount and the currentAmount. + // e.g currentAmount is 30, sellOrder.takerAssetAmount is 10 and buyOrder.makerAssetamount is 40. + // 10 (40-30) is returned to the buyer, 20 (30-10) sent to the seller and 10 has previously + // been transferred to the seller during matchOrders + uint256 leftMakerAssetSpreadAmount = matchedFillResults.leftMakerAssetSpreadAmount; + if (leftMakerAssetSpreadAmount > 0) { + // ERC20 Asset data itself is encoded as follows: + // + // | Area | Offset | Length | Contents | + // |----------|--------|---------|-------------------------------------| + // | Header | 0 | 4 | function selector | + // | Params | | 1 * 32 | function parameters: | + // | | 4 | 12 | 1. token address padding | + // | | 16 | 20 | 2. token address | + bytes memory assetData = sellOrder.takerAssetData; + address token = assetData.readAddress(16); + // Calculate the excess from the buy order. This can occur if the buyer sends in a higher + // amount than the calculated current amount + uint256 buyerExcessAmount = safeSub(buyOrder.makerAssetAmount, auctionDetails.currentAmount); + uint256 sellerExcessAmount = safeSub(leftMakerAssetSpreadAmount, buyerExcessAmount); + // Return the difference between auctionDetails.currentAmount and sellOrder.takerAssetAmount + // to the seller + if (sellerExcessAmount > 0) { + IERC20Token(token).transfer(sellOrder.makerAddress, sellerExcessAmount); + } + // Return the difference between buyOrder.makerAssetAmount and auctionDetails.currentAmount + // to the buyer + if (buyerExcessAmount > 0) { + IERC20Token(token).transfer(buyOrder.makerAddress, buyerExcessAmount); + } + } + return matchedFillResults; + } + + /// @dev Calculates the Auction Details for the given order + /// @param order The sell order + /// @return AuctionDetails + function getAuctionDetails( + LibOrder.Order memory order + ) + public + returns (AuctionDetails memory auctionDetails) + { + uint256 makerAssetDataLength = order.makerAssetData.length; + // It is unknown the encoded data of makerAssetData, we assume the last 64 bytes + // are the Auction Details encoding. + // Auction Details is encoded as follows: + // + // | Area | Offset | Length | Contents | + // |----------|--------|---------|-------------------------------------| + // | Params | | 2 * 32 | parameters: | + // | | -64 | 32 | 1. auction begin unix timestamp | + // | | -32 | 32 | 2. auction begin begin amount | + // ERC20 asset data length is 4+32, 64 for auction details results in min length 100 + require( + makerAssetDataLength >= 100, + "INVALID_ASSET_DATA" + ); + uint256 auctionBeginTimeSeconds = order.makerAssetData.readUint256(makerAssetDataLength - 64); + uint256 auctionBeginAmount = order.makerAssetData.readUint256(makerAssetDataLength - 32); + // Ensure the auction has a valid begin time + require( + order.expirationTimeSeconds > auctionBeginTimeSeconds, + "INVALID_BEGIN_TIME" + ); + uint256 auctionDurationSeconds = order.expirationTimeSeconds-auctionBeginTimeSeconds; + // Ensure the auction goes from high to low + uint256 minAmount = order.takerAssetAmount; + require( + auctionBeginAmount > minAmount, + "INVALID_AMOUNT" + ); + uint256 amountDelta = auctionBeginAmount-minAmount; + // solhint-disable-next-line not-rely-on-time + uint256 timestamp = block.timestamp; + auctionDetails.beginTimeSeconds = auctionBeginTimeSeconds; + auctionDetails.endTimeSeconds = order.expirationTimeSeconds; + auctionDetails.beginAmount = auctionBeginAmount; + auctionDetails.endAmount = minAmount; + auctionDetails.currentTimeSeconds = timestamp; + + uint256 remainingDurationSeconds = order.expirationTimeSeconds-timestamp; + if (timestamp < auctionBeginTimeSeconds) { + // If the auction has not yet begun the current amount is the auctionBeginAmount + auctionDetails.currentAmount = auctionBeginAmount; + } else if (timestamp >= order.expirationTimeSeconds) { + // If the auction has ended the current amount is the minAmount. + // Auction end time is guaranteed by 0x Exchange due to the order expiration + auctionDetails.currentAmount = minAmount; + } else { + auctionDetails.currentAmount = safeAdd( + minAmount, + safeDiv( + safeMul(remainingDurationSeconds, amountDelta), + auctionDurationSeconds + ) + ); + } + return auctionDetails; + } +} diff --git a/contracts/core/package.json b/contracts/core/package.json index b20b0ef3f..457625791 100644 --- a/contracts/core/package.json +++ b/contracts/core/package.json @@ -34,7 +34,7 @@ }, "config": { "abis": - "generated-artifacts/@(AssetProxyOwner|DummyERC20Token|DummyERC721Receiver|DummyERC721Token|DummyMultipleReturnERC20Token|DummyNoReturnERC20Token|ERC20Token|ERC20Proxy|ERC721Token|ERC721Proxy|Forwarder|Exchange|ExchangeWrapper|IAssetData|IAssetProxy|InvalidERC721Receiver|MixinAuthorizable|MultiAssetProxy|MultiSigWallet|MultiSigWalletWithTimeLock|OrderValidator|ReentrantERC20Token|TestAssetProxyOwner|TestAssetProxyDispatcher|TestConstants|TestExchangeInternals|TestLibBytes|TestLibs|TestSignatureValidator|TestStaticCallReceiver|Validator|Wallet|Whitelist|WETH9|ZRXToken).json" + "generated-artifacts/@(AssetProxyOwner|DummyERC20Token|DummyERC721Receiver|DummyERC721Token|DummyMultipleReturnERC20Token|DummyNoReturnERC20Token|DutchAuction|ERC20Token|ERC20Proxy|ERC721Token|ERC721Proxy|Forwarder|Exchange|ExchangeWrapper|IAssetData|IAssetProxy|InvalidERC721Receiver|MixinAuthorizable|MultiAssetProxy|MultiSigWallet|MultiSigWalletWithTimeLock|OrderValidator|ReentrantERC20Token|TestAssetProxyOwner|TestAssetProxyDispatcher|TestConstants|TestExchangeInternals|TestLibBytes|TestLibs|TestSignatureValidator|TestStaticCallReceiver|Validator|Wallet|Whitelist|WETH9|ZRXToken).json" }, "repository": { "type": "git", diff --git a/contracts/core/src/artifacts/index.ts b/contracts/core/src/artifacts/index.ts index 97c1b6209..8a8c5f4d4 100644 --- a/contracts/core/src/artifacts/index.ts +++ b/contracts/core/src/artifacts/index.ts @@ -6,6 +6,7 @@ import * as DummyERC721Receiver from '../../generated-artifacts/DummyERC721Recei import * as DummyERC721Token from '../../generated-artifacts/DummyERC721Token.json'; import * as DummyMultipleReturnERC20Token from '../../generated-artifacts/DummyMultipleReturnERC20Token.json'; import * as DummyNoReturnERC20Token from '../../generated-artifacts/DummyNoReturnERC20Token.json'; +import * as DutchAuction from '../../generated-artifacts/DutchAuction.json'; import * as ERC20Proxy from '../../generated-artifacts/ERC20Proxy.json'; import * as ERC20Token from '../../generated-artifacts/ERC20Token.json'; import * as ERC721Proxy from '../../generated-artifacts/ERC721Proxy.json'; @@ -45,6 +46,7 @@ export const artifacts = { DummyERC721Token: DummyERC721Token as ContractArtifact, DummyMultipleReturnERC20Token: DummyMultipleReturnERC20Token as ContractArtifact, DummyNoReturnERC20Token: DummyNoReturnERC20Token as ContractArtifact, + DutchAuction: DutchAuction as ContractArtifact, ERC20Proxy: ERC20Proxy as ContractArtifact, ERC20Token: ERC20Token as ContractArtifact, ERC721Proxy: ERC721Proxy as ContractArtifact, diff --git a/contracts/core/src/wrappers/index.ts b/contracts/core/src/wrappers/index.ts index 9ca676b56..e9e3f4e79 100644 --- a/contracts/core/src/wrappers/index.ts +++ b/contracts/core/src/wrappers/index.ts @@ -4,6 +4,7 @@ export * from '../../generated-wrappers/dummy_erc721_receiver'; export * from '../../generated-wrappers/dummy_erc721_token'; export * from '../../generated-wrappers/dummy_multiple_return_erc20_token'; export * from '../../generated-wrappers/dummy_no_return_erc20_token'; +export * from '../../generated-wrappers/dutch_auction'; export * from '../../generated-wrappers/erc20_proxy'; export * from '../../generated-wrappers/erc721_proxy'; export * from '../../generated-wrappers/erc20_token'; diff --git a/contracts/core/test/extensions/dutch_auction.ts b/contracts/core/test/extensions/dutch_auction.ts new file mode 100644 index 000000000..c133d8c60 --- /dev/null +++ b/contracts/core/test/extensions/dutch_auction.ts @@ -0,0 +1,486 @@ +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils, generatePseudoRandomSalt } from '@0x/order-utils'; +import { RevertReason, SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import * as chai from 'chai'; +import ethAbi = require('ethereumjs-abi'); +import * as ethUtil from 'ethereumjs-util'; +import * as _ from 'lodash'; + +import { DummyERC20TokenContract } from '../../generated-wrappers/dummy_erc20_token'; +import { DummyERC721TokenContract } from '../../generated-wrappers/dummy_erc721_token'; +import { DutchAuctionContract } from '../../generated-wrappers/dutch_auction'; +import { ExchangeContract } from '../../generated-wrappers/exchange'; +import { WETH9Contract } from '../../generated-wrappers/weth9'; +import { artifacts } from '../../src/artifacts'; +import { expectTransactionFailedAsync } from '../utils/assertions'; +import { getLatestBlockTimestampAsync } from '../utils/block_timestamp'; +import { chaiSetup } from '../utils/chai_setup'; +import { constants } from '../utils/constants'; +import { ERC20Wrapper } from '../utils/erc20_wrapper'; +import { ERC721Wrapper } from '../utils/erc721_wrapper'; +import { ExchangeWrapper } from '../utils/exchange_wrapper'; +import { OrderFactory } from '../utils/order_factory'; +import { ContractName, ERC20BalancesByOwner } from '../utils/types'; +import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +const DECIMALS_DEFAULT = 18; + +describe(ContractName.DutchAuction, () => { + let makerAddress: string; + let owner: string; + let takerAddress: string; + let feeRecipientAddress: string; + let defaultMakerAssetAddress: string; + + let zrxToken: DummyERC20TokenContract; + let erc20TokenA: DummyERC20TokenContract; + let erc721Token: DummyERC721TokenContract; + let dutchAuctionContract: DutchAuctionContract; + let wethContract: WETH9Contract; + + let sellerOrderFactory: OrderFactory; + let buyerOrderFactory: OrderFactory; + let erc20Wrapper: ERC20Wrapper; + let erc20Balances: ERC20BalancesByOwner; + let currentBlockTimestamp: number; + let auctionBeginTimeSeconds: BigNumber; + let auctionEndTimeSeconds: BigNumber; + let auctionBeginAmount: BigNumber; + let auctionEndAmount: BigNumber; + let sellOrder: SignedOrder; + let buyOrder: SignedOrder; + let erc721MakerAssetIds: BigNumber[]; + const tenMinutesInSeconds = 10 * 60; + + async function increaseTimeAsync(): Promise<void> { + const timestampBefore = await getLatestBlockTimestampAsync(); + await web3Wrapper.increaseTimeAsync(5); + const timestampAfter = await getLatestBlockTimestampAsync(); + // HACK send some transactions when a time increase isn't supported + if (timestampAfter === timestampBefore) { + await web3Wrapper.sendTransactionAsync({ to: makerAddress, from: makerAddress, value: new BigNumber(1) }); + } + } + + function extendMakerAssetData(makerAssetData: string, beginTimeSeconds: BigNumber, beginAmount: BigNumber): string { + return ethUtil.bufferToHex( + Buffer.concat([ + ethUtil.toBuffer(makerAssetData), + ethUtil.toBuffer( + (ethAbi as any).rawEncode( + ['uint256', 'uint256'], + [beginTimeSeconds.toString(), beginAmount.toString()], + ), + ), + ]), + ); + } + + before(async () => { + await blockchainLifecycle.startAsync(); + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = accounts); + + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + + const numDummyErc20ToDeploy = 2; + [erc20TokenA, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + const erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + const erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + const erc721Proxy = await erc721Wrapper.deployProxyAsync(); + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address]; + + wethContract = await WETH9Contract.deployFrom0xArtifactAsync(artifacts.WETH9, provider, txDefaults); + erc20Wrapper.addDummyTokenContract(wethContract as any); + + const zrxAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + zrxAssetData, + ); + const exchangeWrapper = new ExchangeWrapper(exchangeInstance, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); + + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, { + from: owner, + }); + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, { + from: owner, + }); + + const dutchAuctionInstance = await DutchAuctionContract.deployFrom0xArtifactAsync( + artifacts.DutchAuction, + provider, + txDefaults, + exchangeInstance.address, + ); + dutchAuctionContract = new DutchAuctionContract( + dutchAuctionInstance.abi, + dutchAuctionInstance.address, + provider, + ); + + defaultMakerAssetAddress = erc20TokenA.address; + const defaultTakerAssetAddress = wethContract.address; + + // Set up taker WETH balance and allowance + await web3Wrapper.awaitTransactionSuccessAsync( + await wethContract.deposit.sendTransactionAsync({ + from: takerAddress, + value: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), DECIMALS_DEFAULT), + }), + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await wethContract.approve.sendTransactionAsync( + erc20Proxy.address, + constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS, + { from: takerAddress }, + ), + ); + web3Wrapper.abiDecoder.addABI(exchangeInstance.abi); + web3Wrapper.abiDecoder.addABI(zrxToken.abi); + erc20Wrapper.addTokenOwnerAddress(dutchAuctionContract.address); + + currentBlockTimestamp = await getLatestBlockTimestampAsync(); + // Default auction begins 10 minutes ago + auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp).minus(tenMinutesInSeconds); + // Default auction ends 10 from now + auctionEndTimeSeconds = new BigNumber(currentBlockTimestamp).plus(tenMinutesInSeconds); + auctionBeginAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT); + auctionEndAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT); + + // Default sell order and buy order are exact mirrors + const sellerDefaultOrderParams = { + salt: generatePseudoRandomSalt(), + exchangeAddress: exchangeInstance.address, + makerAddress, + feeRecipientAddress, + // taker address or sender address should be set to the ducth auction contract + takerAddress: dutchAuctionContract.address, + makerAssetData: extendMakerAssetData( + assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + auctionBeginTimeSeconds, + auctionBeginAmount, + ), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), DECIMALS_DEFAULT), + takerAssetAmount: auctionEndAmount, + expirationTimeSeconds: auctionEndTimeSeconds, + makerFee: constants.ZERO_AMOUNT, + takerFee: constants.ZERO_AMOUNT, + }; + // Default buy order is for the auction begin price + const buyerDefaultOrderParams = { + ...sellerDefaultOrderParams, + makerAddress: takerAddress, + makerAssetData: sellerDefaultOrderParams.takerAssetData, + takerAssetData: sellerDefaultOrderParams.makerAssetData, + makerAssetAmount: auctionBeginAmount, + takerAssetAmount: sellerDefaultOrderParams.makerAssetAmount, + }; + const makerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + const takerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(takerAddress)]; + sellerOrderFactory = new OrderFactory(makerPrivateKey, sellerDefaultOrderParams); + buyerOrderFactory = new OrderFactory(takerPrivateKey, buyerDefaultOrderParams); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + erc20Balances = await erc20Wrapper.getBalancesAsync(); + sellOrder = await sellerOrderFactory.newSignedOrderAsync(); + buyOrder = await buyerOrderFactory.newSignedOrderAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('matchOrders', () => { + it('should be worth the begin price at the begining of the auction', async () => { + auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp + 2); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerAssetData: extendMakerAssetData( + assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + auctionBeginTimeSeconds, + auctionBeginAmount, + ), + }); + const auctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + expect(auctionDetails.currentAmount).to.be.bignumber.equal(auctionBeginAmount); + expect(auctionDetails.beginAmount).to.be.bignumber.equal(auctionBeginAmount); + }); + it('should be be worth the end price at the end of the auction', async () => { + auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds * 2); + auctionEndTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerAssetData: extendMakerAssetData( + assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + auctionBeginTimeSeconds, + auctionBeginAmount, + ), + expirationTimeSeconds: auctionEndTimeSeconds, + }); + const auctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + expect(auctionDetails.currentAmount).to.be.bignumber.equal(auctionEndAmount); + expect(auctionDetails.beginAmount).to.be.bignumber.equal(auctionBeginAmount); + }); + it('should match orders at current amount and send excess to buyer', async () => { + const beforeAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + buyOrder = await buyerOrderFactory.newSignedOrderAsync({ + makerAssetAmount: beforeAuctionDetails.currentAmount.times(2), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + ); + const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances[dutchAuctionContract.address][wethContract.address]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + // HACK gte used here due to a bug in ganache where the timestamp can change + // between multiple calls to the same block. Which can move the amount in our case + // ref: https://github.com/trufflesuite/ganache-core/issues/111 + expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), + ); + expect(newBalances[takerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[takerAddress][wethContract.address].minus(beforeAuctionDetails.currentAmount), + ); + }); + it('should have valid getAuctionDetails at some block in the future', async () => { + let auctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + const beforeAmount = auctionDetails.currentAmount; + await increaseTimeAsync(); + auctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + const currentAmount = auctionDetails.currentAmount; + expect(beforeAmount).to.be.bignumber.greaterThan(currentAmount); + + buyOrder = await buyerOrderFactory.newSignedOrderAsync({ + makerAssetAmount: currentAmount, + }); + const txHash = await dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + // HACK geth seems to miscalculate the gas required intermittently + gas: 400000, + }, + ); + await web3Wrapper.awaitTransactionSuccessAsync(txHash); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][wethContract.address].plus(currentAmount), + ); + }); + it('maker fees on sellOrder are paid to the fee receipient', async () => { + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerFee: new BigNumber(1), + }); + const txHash = await dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ); + await web3Wrapper.awaitTransactionSuccessAsync(txHash); + const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(sellOrder.makerFee), + ); + }); + it('maker fees on buyOrder are paid to the fee receipient', async () => { + buyOrder = await buyerOrderFactory.newSignedOrderAsync({ + makerFee: new BigNumber(1), + }); + const txHash = await dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ); + await web3Wrapper.awaitTransactionSuccessAsync(txHash); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(buyOrder.makerFee), + ); + }); + it('should revert when auction expires', async () => { + auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds * 2); + auctionEndTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + expirationTimeSeconds: auctionEndTimeSeconds, + makerAssetData: extendMakerAssetData( + assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + auctionBeginTimeSeconds, + auctionBeginAmount, + ), + }); + return expectTransactionFailedAsync( + dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + RevertReason.AuctionExpired, + ); + }); + it('cannot be filled for less than the current price', async () => { + await increaseTimeAsync(); + buyOrder = await buyerOrderFactory.newSignedOrderAsync({ + makerAssetAmount: sellOrder.takerAssetAmount, + }); + return expectTransactionFailedAsync( + dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + RevertReason.AuctionInvalidAmount, + ); + }); + it('auction begin amount must be higher than final amount ', async () => { + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + takerAssetAmount: auctionBeginAmount.plus(1), + }); + return expectTransactionFailedAsync( + dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + RevertReason.AuctionInvalidAmount, + ); + }); + it('begin time is less than end time', async () => { + auctionBeginTimeSeconds = new BigNumber(auctionEndTimeSeconds).plus(tenMinutesInSeconds); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + expirationTimeSeconds: auctionEndTimeSeconds, + makerAssetData: extendMakerAssetData( + assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + auctionBeginTimeSeconds, + auctionBeginAmount, + ), + }); + return expectTransactionFailedAsync( + dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + RevertReason.AuctionInvalidBeginTime, + ); + }); + it('asset data contains auction parameters', async () => { + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + }); + return expectTransactionFailedAsync( + dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + RevertReason.InvalidAssetData, + ); + }); + describe('ERC721', () => { + it('should match orders when ERC721', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + makerAssetData: extendMakerAssetData( + assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + auctionBeginTimeSeconds, + auctionBeginAmount, + ), + }); + buyOrder = await buyerOrderFactory.newSignedOrderAsync({ + takerAssetAmount: new BigNumber(1), + takerAssetData: sellOrder.makerAssetData, + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + ); + const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + const newBalances = await erc20Wrapper.getBalancesAsync(); + // HACK gte used here due to a bug in ganache where the timestamp can change + // between multiple calls to the same block. Which can move the amount in our case + // ref: https://github.com/trufflesuite/ganache-core/issues/111 + expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), + ); + const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(newOwner).to.be.bignumber.equal(takerAddress); + }); + }); + }); +}); diff --git a/contracts/core/test/utils/types.ts b/contracts/core/test/utils/types.ts index 9fc9e1570..d738fcd4e 100644 --- a/contracts/core/test/utils/types.ts +++ b/contracts/core/test/utils/types.ts @@ -86,6 +86,7 @@ export enum ContractName { ZRXToken = 'ZRXToken', DummyERC20Token = 'DummyERC20Token', EtherToken = 'WETH9', + DutchAuction = 'DutchAuction', AssetProxyOwner = 'AssetProxyOwner', AccountLevels = 'AccountLevels', EtherDelta = 'EtherDelta', diff --git a/contracts/core/tsconfig.json b/contracts/core/tsconfig.json index e0f85079a..23b069110 100644 --- a/contracts/core/tsconfig.json +++ b/contracts/core/tsconfig.json @@ -13,6 +13,7 @@ "./generated-artifacts/DummyERC721Token.json", "./generated-artifacts/DummyMultipleReturnERC20Token.json", "./generated-artifacts/DummyNoReturnERC20Token.json", + "./generated-artifacts/DutchAuction.json", "./generated-artifacts/ERC20Proxy.json", "./generated-artifacts/ERC20Token.json", "./generated-artifacts/ERC721Proxy.json", diff --git a/packages/asset-buyer/CHANGELOG.json b/packages/asset-buyer/CHANGELOG.json index 28d3270e8..4ff83018e 100644 --- a/packages/asset-buyer/CHANGELOG.json +++ b/packages/asset-buyer/CHANGELOG.json @@ -1,5 +1,13 @@ [ { + "version": "3.0.3", + "changes": [ + { + "note": "Update SRA order provider to include Dai" + } + ] + }, + { "timestamp": 1543401373, "version": "3.0.2", "changes": [ diff --git a/packages/asset-buyer/src/order_providers/standard_relayer_api_order_provider.ts b/packages/asset-buyer/src/order_providers/standard_relayer_api_order_provider.ts index be1fc55d6..813c9923b 100644 --- a/packages/asset-buyer/src/order_providers/standard_relayer_api_order_provider.ts +++ b/packages/asset-buyer/src/order_providers/standard_relayer_api_order_provider.ts @@ -100,6 +100,12 @@ export class StandardRelayerAPIOrderProvider implements OrderProvider { } catch (err) { throw new Error(AssetBuyerError.StandardRelayerApiError); } - return _.map(response.records, item => item.assetDataB.assetData); + return _.map(response.records, item => { + if (item.assetDataA.assetData === takerAssetData) { + return item.assetDataB.assetData; + } else { + return item.assetDataA.assetData; + } + }); } } diff --git a/packages/instant/.env_example b/packages/instant/.env_example index ebbbebc06..234e64bbe 100644 --- a/packages/instant/.env_example +++ b/packages/instant/.env_example @@ -1,4 +1,7 @@ INSTANT_ROLLBAR_PUBLISH_TOKEN= INSTANT_ROLLBAR_CLIENT_TOKEN= INSTANT_HEAP_ANALYTICS_ID_PRODUCTION= -INSTANT_HEAP_ANALYTICS_ID_DEVELOPMENT=
\ No newline at end of file +INSTANT_HEAP_ANALYTICS_ID_DEVELOPMENT= +# if you want to report to heap or rollbar when building in development mode, you can use the following: +# INSTANT_HEAP_FORCE_DEVELOPMENT=true +# INSTANT_ROLLBAR_FORCE_DEVELOPMENT=true
\ No newline at end of file diff --git a/packages/instant/src/components/erc20_asset_amount_input.tsx b/packages/instant/src/components/erc20_asset_amount_input.tsx index ff900842a..4da82eb73 100644 --- a/packages/instant/src/components/erc20_asset_amount_input.tsx +++ b/packages/instant/src/components/erc20_asset_amount_input.tsx @@ -113,7 +113,7 @@ export class ERC20AssetAmountInput extends React.Component<ERC20AssetAmountInput ); }; private readonly _renderChevronIcon = (): React.ReactNode => { - if (!this._areMultipleAssetsAvailable()) { + if (!this._areAnyAssetsAvailable()) { return null; } return ( @@ -134,14 +134,14 @@ export class ERC20AssetAmountInput extends React.Component<ERC20AssetAmountInput // We don't want to allow opening the token selection panel if there are no assets. // Since styles are inferred from the presence of a click handler, we want to return undefined // instead of providing a noop. - if (!this._areMultipleAssetsAvailable() || _.isUndefined(this.props.onSelectAssetClick)) { + if (!this._areAnyAssetsAvailable() || _.isUndefined(this.props.onSelectAssetClick)) { return undefined; } return this._handleSelectAssetClick; }; - private readonly _areMultipleAssetsAvailable = (): boolean => { + private readonly _areAnyAssetsAvailable = (): boolean => { const { numberOfAssetsAvailable } = this.props; - return !_.isUndefined(numberOfAssetsAvailable) && numberOfAssetsAvailable > 1; + return !_.isUndefined(numberOfAssetsAvailable) && numberOfAssetsAvailable > 0; }; private readonly _handleSelectAssetClick = (): void => { if (this.props.onSelectAssetClick) { diff --git a/packages/instant/src/constants.ts b/packages/instant/src/constants.ts index 1194cf881..2439c7349 100644 --- a/packages/instant/src/constants.ts +++ b/packages/instant/src/constants.ts @@ -19,6 +19,7 @@ export const DEFAULT_GAS_PRICE = GWEI_IN_WEI.mul(6); export const DEFAULT_ESTIMATED_TRANSACTION_TIME_MS = ONE_MINUTE_MS * 2; export const ETH_GAS_STATION_API_BASE_URL = 'https://ethgasstation.info'; export const HEAP_ANALYTICS_ID = process.env.HEAP_ANALYTICS_ID; +export const HEAP_ENABLED = process.env.HEAP_ENABLED; export const COINBASE_API_BASE_URL = 'https://api.coinbase.com/v2'; export const PROGRESS_STALL_AT_WIDTH = '95%'; export const PROGRESS_FINISH_ANIMATION_TIME_MS = 200; diff --git a/packages/instant/src/data/asset_meta_data_map.ts b/packages/instant/src/data/asset_meta_data_map.ts index 0553be7f5..88611a8c0 100644 --- a/packages/instant/src/data/asset_meta_data_map.ts +++ b/packages/instant/src/data/asset_meta_data_map.ts @@ -195,7 +195,7 @@ export const assetMetaDataMap: ObjectMap<AssetMetaData> = { '0xf47261b000000000000000000000000089d24a6b4ccb1b6faa2625fe562bdd9a23260359': { assetProxyId: AssetProxyId.ERC20, decimals: 18, - primaryColor: '#F2B350', + primaryColor: '#DEA349', symbol: 'dai', name: 'Dai Stablecoin', }, diff --git a/packages/instant/src/redux/async_data.ts b/packages/instant/src/redux/async_data.ts index 18f671cd7..c67b222d1 100644 --- a/packages/instant/src/redux/async_data.ts +++ b/packages/instant/src/redux/async_data.ts @@ -32,7 +32,8 @@ export const asyncData = { const assetBuyer = providerState.assetBuyer; try { const assetDatas = await assetBuyer.getAvailableAssetDatasAsync(); - const assets = assetUtils.createAssetsFromAssetDatas(assetDatas, assetMetaDataMap, network); + const deduplicatedAssetDatas = _.uniq(assetDatas); + const assets = assetUtils.createAssetsFromAssetDatas(deduplicatedAssetDatas, assetMetaDataMap, network); dispatch(actions.setAvailableAssets(assets)); } catch (e) { const errorMessage = 'Could not find any assets'; diff --git a/packages/instant/src/util/analytics.ts b/packages/instant/src/util/analytics.ts index e625824ef..760ec8b5c 100644 --- a/packages/instant/src/util/analytics.ts +++ b/packages/instant/src/util/analytics.ts @@ -2,7 +2,7 @@ import { BuyQuote } from '@0x/asset-buyer'; import { BigNumber } from '@0x/utils'; import * as _ from 'lodash'; -import { INSTANT_DISCHARGE_TARGET } from '../constants'; +import { HEAP_ENABLED, INSTANT_DISCHARGE_TARGET } from '../constants'; import { AffiliateInfo, Asset, @@ -16,15 +16,17 @@ import { import { EventProperties, heapUtil } from './heap'; -let isDisabled = false; +let isDisabledViaConfig = false; export const disableAnalytics = (shouldDisableAnalytics: boolean) => { - isDisabled = shouldDisableAnalytics; + isDisabledViaConfig = shouldDisableAnalytics; }; export const evaluateIfEnabled = (fnCall: () => void) => { - if (isDisabled) { + if (isDisabledViaConfig) { return; } - fnCall(); + if (HEAP_ENABLED) { + fnCall(); + } }; enum EventNames { diff --git a/packages/instant/webpack.config.js b/packages/instant/webpack.config.js index a1db01db9..e74cf36d9 100644 --- a/packages/instant/webpack.config.js +++ b/packages/instant/webpack.config.js @@ -71,6 +71,7 @@ const generateConfig = (dischargeTarget, heapConfigOptions, rollbarConfigOptions `Must define heap analytics id in ENV var ${heapAnalyticsIdEnvName} when building for ${dischargeTarget}`, ); } + const heapEnabled = heapAnalyticsId && (nodeEnv !== 'development' || process.env.INSTANT_HEAP_FORCE_DEVELOPMENT); const rollbarTokens = getRollbarTokens(dischargeTarget, rollbarConfigOptions.rollbarRequired); const rollbarEnabled = @@ -92,6 +93,7 @@ const generateConfig = (dischargeTarget, heapConfigOptions, rollbarConfigOptions GIT_SHA: JSON.stringify(GIT_SHA), NPM_PACKAGE_VERSION: JSON.stringify(process.env.npm_package_version), ROLLBAR_ENABLED: rollbarEnabled, + HEAP_ENABLED: heapEnabled }; if (dischargeTarget) { envVars.INSTANT_DISCHARGE_TARGET = JSON.stringify(dischargeTarget); diff --git a/packages/types/CHANGELOG.json b/packages/types/CHANGELOG.json index 53b24aff0..b09859101 100644 --- a/packages/types/CHANGELOG.json +++ b/packages/types/CHANGELOG.json @@ -5,6 +5,10 @@ { "note": "Add `LengthMismatch` and `LengthGreaterThan3Required` revert reasons", "pr": 1224 + }, + { + "note": "Add RevertReasons for DutchAuction contract", + "pr": 1225 } ] }, diff --git a/packages/types/src/index.ts b/packages/types/src/index.ts index 26d8f8e22..6b728af71 100644 --- a/packages/types/src/index.ts +++ b/packages/types/src/index.ts @@ -237,6 +237,12 @@ export enum RevertReason { TxFullyConfirmed = 'TX_FULLY_CONFIRMED', TxNotFullyConfirmed = 'TX_NOT_FULLY_CONFIRMED', TimeLockIncomplete = 'TIME_LOCK_INCOMPLETE', + // DutchAuction + AuctionInvalidAmount = 'INVALID_AMOUNT', + AuctionExpired = 'AUCTION_EXPIRED', + AuctionNotStarted = 'AUCTION_NOT_STARTED', + AuctionInvalidBeginTime = 'INVALID_BEGIN_TIME', + InvalidAssetData = 'INVALID_ASSET_DATA', } export enum StatusCodes { |