Merge pull request #522 from 0xProject/feature/contracts/forwarder

Forwarding contract

4 files changed, 238 insertions, 0 deletions

diff --git a/packages/contracts/test/utils/artifacts.ts b/packages/contracts/test/utils/artifacts.ts
index 23e93c085..d3f808218 100644
--- a/packages/contracts/test/utils/artifacts.ts
+++ b/packages/contracts/test/utils/artifacts.ts
@@ -8,6 +8,7 @@ import * as ERC20Proxy from '../../artifacts/ERC20Proxy.json';
 import * as ERC721Proxy from '../../artifacts/ERC721Proxy.json';
 import * as Exchange from '../../artifacts/Exchange.json';
 import * as ExchangeWrapper from '../../artifacts/ExchangeWrapper.json';
+import * as Forwarder from '../../artifacts/Forwarder.json';
 import * as IAssetProxy from '../../artifacts/IAssetProxy.json';
 import * as MixinAuthorizable from '../../artifacts/MixinAuthorizable.json';
 import * as MultiSigWallet from '../../artifacts/MultiSigWallet.json';
@@ -34,6 +35,7 @@ export const artifacts = {
     Exchange: (Exchange as any) as ContractArtifact,
     ExchangeWrapper: (ExchangeWrapper as any) as ContractArtifact,
     EtherToken: (EtherToken as any) as ContractArtifact,
+    Forwarder: (Forwarder as any) as ContractArtifact,
     IAssetProxy: (IAssetProxy as any) as ContractArtifact,
     MixinAuthorizable: (MixinAuthorizable as any) as ContractArtifact,
     MultiSigWallet: (MultiSigWallet as any) as ContractArtifact,
diff --git a/packages/contracts/test/utils/erc20_wrapper.ts b/packages/contracts/test/utils/erc20_wrapper.ts
index 53e9791bc..9351b1e3d 100644
--- a/packages/contracts/test/utils/erc20_wrapper.ts
+++ b/packages/contracts/test/utils/erc20_wrapper.ts
@@ -138,6 +138,14 @@ export class ERC20Wrapper {
         });
         return balancesByOwner;
     }
+    public addDummyTokenContract(dummy: DummyERC20TokenContract): void {
+        if (!_.isUndefined(this._dummyTokenContracts)) {
+            this._dummyTokenContracts.push(dummy);
+        }
+    }
+    public addTokenOwnerAddress(address: string): void {
+        this._tokenOwnerAddresses.push(address);
+    }
     public getTokenOwnerAddresses(): string[] {
         return this._tokenOwnerAddresses;
     }
diff --git a/packages/contracts/test/utils/forwarder_wrapper.ts b/packages/contracts/test/utils/forwarder_wrapper.ts
new file mode 100644
index 000000000..d227420ee
--- /dev/null
+++ b/packages/contracts/test/utils/forwarder_wrapper.ts
@@ -0,0 +1,220 @@
+import { assetProxyUtils } from '@0xproject/order-utils';
+import { AssetProxyId, SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import { Provider, TransactionReceiptWithDecodedLogs, TxDataPayable } from 'ethereum-types';
+import * as _ from 'lodash';
+
+import { ForwarderContract } from '../../generated_contract_wrappers/forwarder';
+
+import { constants } from './constants';
+import { formatters } from './formatters';
+import { LogDecoder } from './log_decoder';
+import { MarketSellOrders } from './types';
+
+const DEFAULT_FEE_PROPORTION = 0;
+const PERCENTAGE_DENOMINATOR = 10000;
+const ZERO_AMOUNT = new BigNumber(0);
+const INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT = 'Unable to satisfy makerAssetFillAmount with provided orders';
+
+export class ForwarderWrapper {
+    private _web3Wrapper: Web3Wrapper;
+    private _forwarderContract: ForwarderContract;
+    private _logDecoder: LogDecoder;
+    private _zrxAddress: string;
+    private static _createOptimizedSellOrders(signedOrders: SignedOrder[]): MarketSellOrders {
+        const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT);
+        const assetDataId = assetProxyUtils.decodeAssetDataId(signedOrders[0].makerAssetData);
+        // Contract will fill this in for us as all of the assetData is assumed to be the same
+        for (let i = 0; i < signedOrders.length; i++) {
+            if (i !== 0 && assetDataId === AssetProxyId.ERC20) {
+                // Forwarding contract will fill this in from the first order
+                marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES;
+            }
+            marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES;
+        }
+        return marketSellOrders;
+    }
+    private static _createOptimizedZRXSellOrders(signedOrders: SignedOrder[]): MarketSellOrders {
+        const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT);
+        // Contract will fill this in for us as all of the assetData is assumed to be the same
+        for (let i = 0; i < signedOrders.length; i++) {
+            marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES;
+            marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES;
+        }
+        return marketSellOrders;
+    }
+    private static _calculateAdditionalFeeProportionAmount(feeProportion: number, fillAmountWei: BigNumber): BigNumber {
+        if (feeProportion > 0) {
+            // Add to the total ETH transaction to ensure all NFTs can be filled after fees
+            // 150 = 1.5% = 0.015
+            const denominator = new BigNumber(1).minus(new BigNumber(feeProportion).dividedBy(PERCENTAGE_DENOMINATOR));
+            return fillAmountWei.dividedBy(denominator).round(0, BigNumber.ROUND_FLOOR);
+        }
+        return fillAmountWei;
+    }
+    constructor(contractInstance: ForwarderContract, provider: Provider, zrxAddress: string) {
+        this._forwarderContract = contractInstance;
+        this._web3Wrapper = new Web3Wrapper(provider);
+        this._logDecoder = new LogDecoder(this._web3Wrapper, this._forwarderContract.address);
+        // this._web3Wrapper.abiDecoder.addABI(contractInstance.abi);
+        this._zrxAddress = zrxAddress;
+    }
+    public async marketBuyTokensWithEthAsync(
+        orders: SignedOrder[],
+        feeOrders: SignedOrder[],
+        makerTokenBuyAmount: BigNumber,
+        txData: TxDataPayable,
+        opts: { feeProportion?: number; feeRecipient?: string } = {},
+    ): Promise<TransactionReceiptWithDecodedLogs> {
+        const params = ForwarderWrapper._createOptimizedSellOrders(orders);
+        const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders);
+        const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion;
+        const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient;
+        const txHash: string = await this._forwarderContract.marketBuyTokensWithEth.sendTransactionAsync(
+            params.orders,
+            params.signatures,
+            feeParams.orders,
+            feeParams.signatures,
+            makerTokenBuyAmount,
+            feeProportion,
+            feeRecipient,
+            txData,
+        );
+        const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash);
+        return tx;
+    }
+    public async marketSellEthForERC20Async(
+        orders: SignedOrder[],
+        feeOrders: SignedOrder[],
+        txData: TxDataPayable,
+        opts: { feeProportion?: number; feeRecipient?: string } = {},
+    ): Promise<TransactionReceiptWithDecodedLogs> {
+        const assetDataId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData);
+        if (assetDataId !== AssetProxyId.ERC20) {
+            throw new Error('Asset type not supported by marketSellEthForERC20');
+        }
+        const params = ForwarderWrapper._createOptimizedSellOrders(orders);
+        const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders);
+        const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion;
+        const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient;
+        const txHash: string = await this._forwarderContract.marketSellEthForERC20.sendTransactionAsync(
+            params.orders,
+            params.signatures,
+            feeParams.orders,
+            feeParams.signatures,
+            feeProportion,
+            feeRecipient,
+            txData,
+        );
+        const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash);
+        return tx;
+    }
+    public async calculateMarketBuyFillAmountWeiAsync(
+        orders: SignedOrder[],
+        feeOrders: SignedOrder[],
+        feeProportion: number,
+        makerAssetFillAmount: BigNumber,
+    ): Promise<BigNumber> {
+        const assetProxyId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData);
+        switch (assetProxyId) {
+            case AssetProxyId.ERC20: {
+                const fillAmountWei = this._calculateMarketBuyERC20FillAmountAsync(
+                    orders,
+                    feeOrders,
+                    feeProportion,
+                    makerAssetFillAmount,
+                );
+                return fillAmountWei;
+            }
+            case AssetProxyId.ERC721: {
+                const fillAmountWei = await this._calculateMarketBuyERC721FillAmountAsync(
+                    orders,
+                    feeOrders,
+                    feeProportion,
+                );
+                return fillAmountWei;
+            }
+            default:
+                throw new Error(`Invalid Asset Proxy Id: ${assetProxyId}`);
+        }
+    }
+    private async _calculateMarketBuyERC20FillAmountAsync(
+        orders: SignedOrder[],
+        feeOrders: SignedOrder[],
+        feeProportion: number,
+        makerAssetFillAmount: BigNumber,
+    ): Promise<BigNumber> {
+        const makerAssetData = assetProxyUtils.decodeAssetData(orders[0].makerAssetData);
+        const makerAssetToken = makerAssetData.tokenAddress;
+        const params = formatters.createMarketBuyOrders(orders, makerAssetFillAmount);
+
+        let fillAmountWei;
+        if (makerAssetToken === this._zrxAddress) {
+            // If buying ZRX we buy the tokens and fees from the ZRX order in one step
+            const expectedBuyFeeTokensFillResults = await this._forwarderContract.calculateMarketBuyZrxResults.callAsync(
+                params.orders,
+                makerAssetFillAmount,
+            );
+            if (expectedBuyFeeTokensFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) {
+                throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT);
+            }
+            fillAmountWei = expectedBuyFeeTokensFillResults.takerAssetFilledAmount;
+        } else {
+            const expectedMarketBuyFillResults = await this._forwarderContract.calculateMarketBuyResults.callAsync(
+                params.orders,
+                makerAssetFillAmount,
+            );
+            if (expectedMarketBuyFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) {
+                throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT);
+            }
+            fillAmountWei = expectedMarketBuyFillResults.takerAssetFilledAmount;
+            const expectedFeeAmount = expectedMarketBuyFillResults.takerFeePaid;
+            if (expectedFeeAmount.greaterThan(ZERO_AMOUNT)) {
+                const expectedFeeFillFillAmountWei = await this._calculateMarketBuyERC20FillAmountAsync(
+                    feeOrders,
+                    [],
+                    DEFAULT_FEE_PROPORTION,
+                    expectedFeeAmount,
+                );
+                fillAmountWei = fillAmountWei.plus(expectedFeeFillFillAmountWei);
+            }
+        }
+        fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei);
+        return fillAmountWei;
+    }
+    private async _calculateMarketBuyERC721FillAmountAsync(
+        orders: SignedOrder[],
+        feeOrders: SignedOrder[],
+        feeProportion: number,
+    ): Promise<BigNumber> {
+        // Total cost when buying ERC721 is the total cost of all ERC721 orders + any fee abstraction
+        let fillAmountWei = _.reduce(
+            orders,
+            (totalAmount: BigNumber, order: SignedOrder) => {
+                return totalAmount.plus(order.takerAssetAmount);
+            },
+            ZERO_AMOUNT,
+        );
+        const totalFees = _.reduce(
+            orders,
+            (totalAmount: BigNumber, order: SignedOrder) => {
+                return totalAmount.plus(order.takerFee);
+            },
+            ZERO_AMOUNT,
+        );
+        if (totalFees.greaterThan(ZERO_AMOUNT)) {
+            // Calculate the ZRX fee abstraction cost
+            const emptyFeeOrders: SignedOrder[] = [];
+            const expectedFeeAmountWei = await this._calculateMarketBuyERC20FillAmountAsync(
+                feeOrders,
+                emptyFeeOrders,
+                DEFAULT_FEE_PROPORTION,
+                totalFees,
+            );
+            fillAmountWei = fillAmountWei.plus(expectedFeeAmountWei);
+        }
+        fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei);
+        return fillAmountWei;
+    }
+}
diff --git a/packages/contracts/test/utils/types.ts b/packages/contracts/test/utils/types.ts
index b792bb90a..67313b647 100644
--- a/packages/contracts/test/utils/types.ts
+++ b/packages/contracts/test/utils/types.ts
@@ -102,6 +102,7 @@ export enum ContractName {
     TestWallet = 'TestWallet',
     Authorizable = 'Authorizable',
     Whitelist = 'Whitelist',
+    Forwarder = 'Forwarder',
 }
 
 export interface SignedTransaction {
@@ -227,3 +228,10 @@ export interface FillScenario {
     makerStateScenario: TraderStateScenario;
     takerStateScenario: TraderStateScenario;
 }
+
+export interface FillResults {
+    makerAssetFilledAmount: BigNumber;
+    takerAssetFilledAmount: BigNumber;
+    makerFeePaid: BigNumber;
+    takerFeePaid: BigNumber;
+}