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| author | Brandon Millman <brandon.millman@gmail.com> | 2018-07-24 13:43:26 +0800 |
|---|---|---|
| committer | Brandon Millman <brandon.millman@gmail.com> | 2018-07-24 13:43:26 +0800 |
| commit | e49d136b99cea375052c7278c0bca0df6524d2d8 (patch) | |
| tree | d9ef67f50cfa860fd5da76b686aca2a7578f1d27 /packages/contracts | |
| parent | 6ffa907f0ef3c94d3ea7d79d99a24939f62e0eb8 (diff) | |
| parent | a05b14e4d9659be1cc495ee33fd8962ce773f87f (diff) | |
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Merge branch 'v2-prototype' into feature/website/jobs-page-part2
* v2-prototype: (38 commits)
Revert "Publish"
Publish
Remove ERC721 callback functions
Use != instead of > in loops, add sanity checks to market fill functions
Add more tests and fixes
Remove MConstants and MixinConstants for LibConstants
Remove redundant external call by reimplementing fillOrderNoThrow
Remove orders length check
Add assertValidFillResults
Update web3Wrapper CHANGELOG
Get actual gasPrice from transaction instead of setting default
Store orders length in varible before looping over orders
Use transferFrom instead of safeTransferFrom
Fix minimal tests
Fix rounding error issues, use different logic when makerAsset is ZRX
Rename marketSellEth => marketSellWeth
Update percentage constants
Update transferEthFeeAndRefund, add check to ERC721 transfer
Refactor forwarding contract architecture, remove batch functions
Updated CHANGELOGS
...
Diffstat (limited to 'packages/contracts')
46 files changed, 1871 insertions, 2103 deletions
diff --git a/packages/contracts/compiler.json b/packages/contracts/compiler.json index 2a7f8bbb9..dba836bde 100644 --- a/packages/contracts/compiler.json +++ b/packages/contracts/compiler.json @@ -39,12 +39,13 @@ "MultiSigWalletWithTimeLock", "TestAssetProxyOwner", "TestAssetProxyDispatcher", + "TestConstants", "TestLibBytes", "TestLibs", "TestSignatureValidator", - "TestValidator", - "TestWallet", "TokenRegistry", + "Validator", + "Wallet", "Whitelist", "WETH9", "ZRXToken" diff --git a/packages/contracts/package.json b/packages/contracts/package.json index 7f0e97158..d42e11813 100644 --- a/packages/contracts/package.json +++ b/packages/contracts/package.json @@ -20,11 +20,14 @@ "test:coverage": "SOLIDITY_COVERAGE=true run-s build run_mocha coverage:report:text coverage:report:lcov", "test:profiler": "SOLIDITY_PROFILER=true run-s build run_mocha profiler:report:html", "test:trace": "SOLIDITY_REVERT_TRACE=true run-s build run_mocha", - "run_mocha": "mocha --require source-map-support/register --require make-promises-safe 'lib/test/**/*.js' --timeout 100000 --bail --exit", + "run_mocha": + "mocha --require source-map-support/register --require make-promises-safe 'lib/test/**/*.js' --timeout 100000 --bail --exit", "compile": "sol-compiler --contracts-dir src", "clean": "shx rm -rf lib generated_contract_wrappers", - "generate_contract_wrappers": "abi-gen --abis ${npm_package_config_abis} --template ../contract_templates/contract.handlebars --partials '../contract_templates/partials/**/*.handlebars' --output generated_contract_wrappers --backend ethers", - "lint": "tslint --project . --exclude **/src/generated_contract_wrappers/**/* --exclude **/lib/**/* && yarn lint-contracts", + "generate_contract_wrappers": + "abi-gen --abis ${npm_package_config_abis} --template ../contract_templates/contract.handlebars --partials '../contract_templates/partials/**/*.handlebars' --output generated_contract_wrappers --backend ethers", + "lint": + "tslint --project . --exclude **/src/generated_contract_wrappers/**/* --exclude **/lib/**/* && yarn lint-contracts", "coverage:report:text": "istanbul report text", "coverage:report:html": "istanbul report html && open coverage/index.html", "profiler:report:html": "istanbul report html && open coverage/index.html", @@ -33,7 +36,8 @@ "lint-contracts": "solhint src/2.0.0/**/**/**/**/*.sol" }, "config": { - "abis": "../migrations/artifacts/2.0.0/@(AssetProxyOwner|DummyERC20Token|DummyERC721Receiver|DummyERC721Token|ERC20Proxy|ERC721Proxy|Forwarder|Exchange|ExchangeWrapper|IAssetData|IAssetProxy|MixinAuthorizable|MultiSigWallet|MultiSigWalletWithTimeLock|TestAssetProxyOwner|TestAssetProxyDispatcher|TestLibBytes|TestLibs|TestSignatureValidator|TestValidator|TestWallet|TokenRegistry|Whitelist|WETH9|ZRXToken).json" + "abis": + "../migrations/artifacts/2.0.0/@(AssetProxyOwner|DummyERC20Token|DummyERC721Receiver|DummyERC721Token|ERC20Proxy|ERC721Proxy|Forwarder|Exchange|ExchangeWrapper|IAssetData|IAssetProxy|MixinAuthorizable|MultiSigWallet|MultiSigWalletWithTimeLock|TestAssetProxyOwner|TestAssetProxyDispatcher|TestConstants|TestLibBytes|TestLibs|TestSignatureValidator|Validator|Wallet|TokenRegistry|Whitelist|WETH9|ZRXToken).json" }, "repository": { "type": "git", @@ -81,9 +85,9 @@ "@0xproject/web3-wrapper": "^1.0.0", "ethereum-types": "^1.0.0", "bn.js": "^4.11.8", - "ethereumjs-abi": "^0.6.4", + "ethereumjs-abi": "0.6.5", "ethereumjs-util": "^5.1.1", "ethers": "3.0.22", "lodash": "^4.17.4" } -}
\ No newline at end of file +} diff --git a/packages/contracts/src/2.0.0/test/ExchangeWrapper/ExchangeWrapper.sol b/packages/contracts/src/2.0.0/examples/ExchangeWrapper/ExchangeWrapper.sol index 2fa0e3c5e..2fa0e3c5e 100644 --- a/packages/contracts/src/2.0.0/test/ExchangeWrapper/ExchangeWrapper.sol +++ b/packages/contracts/src/2.0.0/examples/ExchangeWrapper/ExchangeWrapper.sol diff --git a/packages/contracts/src/2.0.0/test/TestValidator/TestValidator.sol b/packages/contracts/src/2.0.0/examples/Validator/Validator.sol index 6278aede0..72ed528ba 100644 --- a/packages/contracts/src/2.0.0/test/TestValidator/TestValidator.sol +++ b/packages/contracts/src/2.0.0/examples/Validator/Validator.sol @@ -21,7 +21,7 @@ pragma solidity 0.4.24; import "../../protocol/Exchange/interfaces/IValidator.sol"; -contract TestValidator is +contract Validator is IValidator { @@ -29,7 +29,7 @@ contract TestValidator is // solhint-disable-next-line var-name-mixedcase address internal VALID_SIGNER; - /// @dev constructs a new `TestValidator` with a single valid signer. + /// @dev constructs a new `Validator` with a single valid signer. /// @param validSigner The sole, valid signer. constructor (address validSigner) public { VALID_SIGNER = validSigner; diff --git a/packages/contracts/src/2.0.0/test/TestWallet/TestWallet.sol b/packages/contracts/src/2.0.0/examples/Wallet/Wallet.sol index 0415823e3..b75021a31 100644 --- a/packages/contracts/src/2.0.0/test/TestWallet/TestWallet.sol +++ b/packages/contracts/src/2.0.0/examples/Wallet/Wallet.sol @@ -22,7 +22,7 @@ import "../../protocol/Exchange/interfaces/IWallet.sol"; import "../../utils/LibBytes/LibBytes.sol"; -contract TestWallet is +contract Wallet is IWallet { using LibBytes for bytes; @@ -31,7 +31,7 @@ contract TestWallet is // solhint-disable-next-line var-name-mixedcase address internal WALLET_OWNER; - /// @dev constructs a new `TestWallet` with a single owner. + /// @dev constructs a new `Wallet` with a single owner. /// @param walletOwner The owner of this wallet. constructor (address walletOwner) public { WALLET_OWNER = walletOwner; diff --git a/packages/contracts/src/2.0.0/test/Whitelist/Whitelist.sol b/packages/contracts/src/2.0.0/examples/Whitelist/Whitelist.sol index 60cac26ea..60cac26ea 100644 --- a/packages/contracts/src/2.0.0/test/Whitelist/Whitelist.sol +++ b/packages/contracts/src/2.0.0/examples/Whitelist/Whitelist.sol diff --git a/packages/contracts/src/2.0.0/forwarder/Forwarder.sol b/packages/contracts/src/2.0.0/forwarder/Forwarder.sol index 546e7f22c..5b88b05b1 100644 --- a/packages/contracts/src/2.0.0/forwarder/Forwarder.sol +++ b/packages/contracts/src/2.0.0/forwarder/Forwarder.sol @@ -19,20 +19,19 @@ pragma solidity 0.4.24; pragma experimental ABIEncoderV2; -import "./MixinFees.sol"; +import "./MixinWeth.sol"; import "./MixinForwarderCore.sol"; -import "./MixinConstants.sol"; -import "./MixinMarketBuyZrx.sol"; -import "./MixinExpectedResults.sol"; -import "./MixinTransfer.sol"; +import "./libs/LibConstants.sol"; +import "./MixinAssets.sol"; +import "./MixinExchangeWrapper.sol"; +// solhint-disable no-empty-blocks contract Forwarder is - MixinConstants, - MixinExpectedResults, - MixinFees, - MixinMarketBuyZrx, - MixinTransfer, + LibConstants, + MixinWeth, + MixinAssets, + MixinExchangeWrapper, MixinForwarderCore { @@ -44,7 +43,7 @@ contract Forwarder is bytes memory _wethAssetData ) public - MixinConstants( + LibConstants( _exchange, _etherToken, _zrxToken, diff --git a/packages/contracts/src/2.0.0/forwarder/MixinTransfer.sol b/packages/contracts/src/2.0.0/forwarder/MixinAssets.sol index 6c49330f2..5cf5f831b 100644 --- a/packages/contracts/src/2.0.0/forwarder/MixinTransfer.sol +++ b/packages/contracts/src/2.0.0/forwarder/MixinAssets.sol @@ -19,58 +19,78 @@ pragma solidity 0.4.24; import "../utils/LibBytes/LibBytes.sol"; +import "../utils/Ownable/Ownable.sol"; +import "../tokens/ERC20Token/IERC20Token.sol"; import "../tokens/ERC721Token/IERC721Token.sol"; -import "./mixins/MTransfer.sol"; +import "./libs/LibConstants.sol"; +import "./mixins/MAssets.sol"; -contract MixinTransfer is - MTransfer +contract MixinAssets is + Ownable, + LibConstants, + MAssets { using LibBytes for bytes; bytes4 constant internal ERC20_TRANSFER_SELECTOR = bytes4(keccak256("transfer(address,uint256)")); - bytes4 constant internal ERC721_RECEIVED = bytes4(keccak256("onERC721Received(address,uint256,bytes)")); - bytes4 constant internal ERC721_RECEIVED_OPERATOR = bytes4(keccak256("onERC721Received(address,address,uint256,bytes)")); - function onERC721Received( - address, - uint256, - bytes memory + /// @dev Withdraws ERC20 tokens from this contract. The contract requires a ZRX balance in order to + /// function optimally, and this function allows the ZRX to be withdrawn by owner. It may also be + /// used to withdraw tokens that were accidentally sent to this contract. + /// @param token Address of ERC20 token to withdraw. + /// @param amount Amount of ERC20 token to withdraw. + function withdrawERC20( + address token, + uint256 amount ) - public - pure - returns(bytes4) + external + onlyOwner { - return ERC721_RECEIVED; + require( + IERC20Token(token).transfer(msg.sender, amount), + "WITHDRAWAL_FAILED" + ); } - function onERC721Received( - address, - address, - uint256, - bytes memory + /// @dev Transfers given amount of asset to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferPurchasedAssetToSender( + bytes memory assetData, + uint256 amount ) - public - pure - returns(bytes4) + internal { - return ERC721_RECEIVED_OPERATOR; + bytes4 proxyId = assetData.readBytes4(0); + + if (proxyId == ERC20_DATA_ID) { + transferERC20Token(assetData, amount); + } else if (proxyId == ERC721_DATA_ID) { + transferERC721Token(assetData, amount); + } else { + revert("UNSUPPORTED_TOKEN_PROXY"); + } } + /// @dev Decodes ERC20 assetData and transfers given amount to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. function transferERC20Token( - address token, - address to, + bytes memory assetData, uint256 amount ) internal { + address token = assetData.readAddress(16); + // Transfer tokens. // We do a raw call so we can check the success separate // from the return data. bool success = token.call(abi.encodeWithSelector( ERC20_TRANSFER_SELECTOR, - to, + msg.sender, amount )); require( @@ -100,21 +120,28 @@ contract MixinTransfer is ); } + /// @dev Decodes ERC721 assetData and transfers given amount to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. function transferERC721Token( bytes memory assetData, - address to + uint256 amount ) internal { + require( + amount == 1, + "INVALID_AMOUNT" + ); // Decode asset data. address token = assetData.readAddress(16); uint256 tokenId = assetData.readUint256(36); - bytes memory receiverData = assetData.readBytesWithLength(100); - IERC721Token(token).safeTransferFrom( + + // Perform transfer. + IERC721Token(token).transferFrom( address(this), - to, - tokenId, - receiverData + msg.sender, + tokenId ); } } diff --git a/packages/contracts/src/2.0.0/forwarder/MixinErrorMessages.sol b/packages/contracts/src/2.0.0/forwarder/MixinErrorMessages.sol deleted file mode 100644 index 1b3e3f488..000000000 --- a/packages/contracts/src/2.0.0/forwarder/MixinErrorMessages.sol +++ /dev/null @@ -1,35 +0,0 @@ -/* - - 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. - -*/ - -// solhint-disable -pragma solidity 0.4.24; - - -/// This contract is intended to serve as a reference, but is not actually used for efficiency reasons. -contract MixinErrorMessages { - string constant VALUE_GREATER_THAN_ZERO = "VALUE_GREATER_THAN_ZERO"; - string constant FEE_PROPORTION_TOO_LARGE = "FEE_PROPORTION_TOO_LARGE"; - string constant TAKER_ASSET_ZRX_REQUIRED = "TAKER_ASSET_ZRX_REQUIRED"; - string constant TAKER_ASSET_WETH_REQUIRED = "TAKER_ASSET_WETH_REQUIRED"; - string constant SAME_ASSET_TYPE_REQUIRED = "SAME_ASSET_TYPE_REQUIRED"; - string constant UNACCEPTABLE_THRESHOLD = "UNACCEPTABLE_THRESHOLD"; - string constant UNSUPPORTED_TOKEN_PROXY = "UNSUPPORTED_TOKEN_PROXY"; - string constant ASSET_AMOUNT_MATCH_ORDER_SIZE = "ASSET_AMOUNT_MUST_MATCH_ORDER_SIZE"; - string constant DEFAULT_FUNCTION_WETH_CONTRACT_ONLY = "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY"; - string constant INVALID_MSG_VALUE = "INVALID_MSG_VALUE"; -} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinExchangeWrapper.sol b/packages/contracts/src/2.0.0/forwarder/MixinExchangeWrapper.sol new file mode 100644 index 000000000..f3aa483c5 --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/MixinExchangeWrapper.sol @@ -0,0 +1,253 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; +pragma experimental ABIEncoderV2; + +import "./libs/LibConstants.sol"; +import "./mixins/MExchangeWrapper.sol"; +import "../protocol/Exchange/libs/LibAbiEncoder.sol"; +import "../protocol/Exchange/libs/LibOrder.sol"; +import "../protocol/Exchange/libs/LibFillResults.sol"; +import "../protocol/Exchange/libs/LibMath.sol"; + + +contract MixinExchangeWrapper is + LibAbiEncoder, + LibFillResults, + LibMath, + LibConstants, + MExchangeWrapper +{ + + /// @dev Fills the input order. + /// Returns false if the transaction would otherwise revert. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrderNoThrow( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + internal + returns (FillResults memory fillResults) + { + // ABI encode calldata for `fillOrder` + bytes memory fillOrderCalldata = abiEncodeFillOrder( + order, + takerAssetFillAmount, + signature + ); + + address exchange = address(EXCHANGE); + + // Call `fillOrder` and handle any exceptions gracefully + assembly { + let success := call( + gas, // forward all gas, TODO: look into gas consumption of assert/throw + exchange, // call address of Exchange contract + 0, // transfer 0 wei + add(fillOrderCalldata, 32), // pointer to start of input (skip array length in first 32 bytes) + mload(fillOrderCalldata), // length of input + fillOrderCalldata, // write output over input + 128 // output size is 128 bytes + ) + switch success + case 0 { + mstore(fillResults, 0) + mstore(add(fillResults, 32), 0) + mstore(add(fillResults, 64), 0) + mstore(add(fillResults, 96), 0) + } + case 1 { + mstore(fillResults, mload(fillOrderCalldata)) + mstore(add(fillResults, 32), mload(add(fillOrderCalldata, 32))) + mstore(add(fillResults, 64), mload(add(fillOrderCalldata, 64))) + mstore(add(fillResults, 96), mload(add(fillOrderCalldata, 96))) + } + } + return fillResults; + } + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of WETH has been sold by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param wethSellAmount Desired amount of WETH to sell. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellWeth( + LibOrder.Order[] memory orders, + uint256 wethSellAmount, + bytes[] memory signatures + ) + internal + returns (FillResults memory totalFillResults) + { + bytes memory makerAssetData = orders[0].makerAssetData; + bytes memory wethAssetData = WETH_ASSET_DATA; + + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + + // We assume that asset being bought by taker is the same for each order. + // We assume that asset being sold by taker is WETH for each order. + orders[i].makerAssetData = makerAssetData; + orders[i].takerAssetData = wethAssetData; + + // Calculate the remaining amount of WETH to sell + uint256 remainingTakerAssetFillAmount = safeSub(wethSellAmount, totalFillResults.takerAssetFilledAmount); + + // Attempt to sell the remaining amount of WETH + FillResults memory singleFillResults = fillOrderNoThrow( + orders[i], + remainingTakerAssetFillAmount, + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker + addFillResults(totalFillResults, singleFillResults); + + // Stop execution if the entire amount of takerAsset has been sold + if (totalFillResults.takerAssetFilledAmount >= wethSellAmount) { + break; + } + } + return totalFillResults; + } + + /// @dev Synchronously executes multiple fill orders in a single transaction until total amount is bought by taker. + /// Returns false if the transaction would otherwise revert. + /// The asset being sold by taker must always be WETH. + /// @param orders Array of order specifications. + /// @param makerAssetFillAmount Desired amount of makerAsset to buy. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketBuyWithWeth( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + internal + returns (FillResults memory totalFillResults) + { + bytes memory makerAssetData = orders[0].makerAssetData; + bytes memory wethAssetData = WETH_ASSET_DATA; + + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + + // We assume that asset being bought by taker is the same for each order. + // We assume that asset being sold by taker is WETH for each order. + orders[i].makerAssetData = makerAssetData; + orders[i].takerAssetData = wethAssetData; + + // Calculate the remaining amount of makerAsset to buy + uint256 remainingMakerAssetFillAmount = safeSub(makerAssetFillAmount, totalFillResults.makerAssetFilledAmount); + + // Convert the remaining amount of makerAsset to buy into remaining amount + // of takerAsset to sell, assuming entire amount can be sold in the current order + uint256 remainingTakerAssetFillAmount = getPartialAmount( + orders[i].takerAssetAmount, + orders[i].makerAssetAmount, + remainingMakerAssetFillAmount + ); + + // Attempt to sell the remaining amount of takerAsset + FillResults memory singleFillResults = fillOrderNoThrow( + orders[i], + remainingTakerAssetFillAmount, + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker + addFillResults(totalFillResults, singleFillResults); + + // Stop execution if the entire amount of makerAsset has been bought + if (totalFillResults.makerAssetFilledAmount >= makerAssetFillAmount) { + break; + } + } + return totalFillResults; + } + + /// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account ZRX fees for each order. This will guarantee + /// that at least zrxBuyAmount of ZRX is purchased (sometimes slightly over due to rounding issues). + /// It is possible that a request to buy 200 ZRX will require purchasing 202 ZRX + /// as 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases. + /// The asset being sold by taker must always be WETH. + /// @param orders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. + /// @param zrxBuyAmount Desired amount of ZRX to buy. + /// @param signatures Proofs that orders have been created by makers. + /// @return totalFillResults Amounts filled and fees paid by maker and taker. + function marketBuyZrxWithWeth( + LibOrder.Order[] memory orders, + uint256 zrxBuyAmount, + bytes[] memory signatures + ) + internal + returns (FillResults memory totalFillResults) + { + // Do nothing if zrxBuyAmount == 0 + if (zrxBuyAmount == 0) { + return totalFillResults; + } + + bytes memory zrxAssetData = ZRX_ASSET_DATA; + bytes memory wethAssetData = WETH_ASSET_DATA; + uint256 zrxPurchased = 0; + + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + + // All of these are ZRX/WETH, so we can drop the respective assetData from calldata. + orders[i].makerAssetData = zrxAssetData; + orders[i].takerAssetData = wethAssetData; + + // Calculate the remaining amount of ZRX to buy. + uint256 remainingZrxBuyAmount = safeSub(zrxBuyAmount, zrxPurchased); + + // Convert the remaining amount of ZRX to buy into remaining amount + // of WETH to sell, assuming entire amount can be sold in the current order. + uint256 remainingWethSellAmount = getPartialAmount( + orders[i].takerAssetAmount, + safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees + remainingZrxBuyAmount + ); + + // Attempt to sell the remaining amount of WETH. + FillResults memory singleFillResult = fillOrderNoThrow( + orders[i], + safeAdd(remainingWethSellAmount, 1), // we add 1 wei to the fill amount to make up for rounding errors + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker. + addFillResults(totalFillResults, singleFillResult); + zrxPurchased = safeSub(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid); + + // Stop execution if the entire amount of ZRX has been bought. + if (zrxPurchased >= zrxBuyAmount) { + break; + } + } + + return totalFillResults; + } +} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol b/packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol deleted file mode 100644 index a575c9675..000000000 --- a/packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol +++ /dev/null @@ -1,161 +0,0 @@ -/* - - Copyright 2018 ZeroEx Intl. - - Licensed under the Apache License, Version 2.0 (the "License"); - you may not use this file except in compliance with the License. - You may obtain a copy of the License at - - http://www.apache.org/licenses/LICENSE-2.0 - - Unless required by applicable law or agreed to in writing, software - distributed under the License is distributed on an "AS IS" BASIS, - WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - See the License for the specific language governing permissions and - limitations under the License. - -*/ - -pragma solidity 0.4.24; -pragma experimental ABIEncoderV2; - -import "../utils/LibBytes/LibBytes.sol"; -import "../protocol/Exchange/libs/LibFillResults.sol"; -import "../protocol/Exchange/libs/LibMath.sol"; -import "../protocol/Exchange/libs/LibOrder.sol"; -import "./mixins/MConstants.sol"; -import "./mixins/MExpectedResults.sol"; - - -contract MixinExpectedResults is - LibMath, - LibFillResults, - MConstants, - MExpectedResults -{ - - /// @dev Calculates a total FillResults for buying makerAssetFillAmount over all orders. - /// Including the fees required to be paid. - /// @param orders An array of Order struct containing order specifications. - /// @param makerAssetFillAmount A number representing the amount of this order to fill. - /// @return totalFillResults Amounts filled and fees paid by maker and taker. - function calculateMarketBuyResults( - LibOrder.Order[] memory orders, - uint256 makerAssetFillAmount - ) - public - view - returns (FillResults memory totalFillResults) - { - for (uint256 i = 0; i < orders.length; i++) { - uint256 remainingMakerAssetFillAmount = safeSub(makerAssetFillAmount, totalFillResults.makerAssetFilledAmount); - uint256 remainingTakerAssetFillAmount = getPartialAmount( - orders[i].takerAssetAmount, - orders[i].makerAssetAmount, - remainingMakerAssetFillAmount - ); - FillResults memory singleFillResult = calculateFillResults(orders[i], remainingTakerAssetFillAmount); - addFillResults(totalFillResults, singleFillResult); - if (totalFillResults.makerAssetFilledAmount == makerAssetFillAmount) { - break; - } - } - return totalFillResults; - } - - /// @dev Calculates a FillResults total for selling takerAssetFillAmount over all orders. - /// Including the fees required to be paid. - /// @param orders An array of Order struct containing order specifications. - /// @param takerAssetFillAmount A number representing the amount of this order to fill. - /// @return totalFillResults Amounts filled and fees paid by maker and taker. - function calculateMarketSellResults( - LibOrder.Order[] memory orders, - uint256 takerAssetFillAmount - ) - public - view - returns (FillResults memory totalFillResults) - { - for (uint256 i = 0; i < orders.length; i++) { - uint256 remainingTakerAssetFillAmount = safeSub(takerAssetFillAmount, totalFillResults.takerAssetFilledAmount); - FillResults memory singleFillResult = calculateFillResults(orders[i], remainingTakerAssetFillAmount); - addFillResults(totalFillResults, singleFillResult); - if (totalFillResults.takerAssetFilledAmount == takerAssetFillAmount) { - break; - } - } - return totalFillResults; - } - - /// @dev Calculates fill results for buyFeeTokens. This handles fees on buying ZRX - /// so the end result is the expected amount of ZRX (not less after fees). - /// @param orders An array of Order struct containing order specifications. - /// @param zrxFillAmount A number representing the amount zrx to buy - /// @return totalFillResults Expected fill result amounts from buying fees - function calculateMarketBuyZrxResults( - LibOrder.Order[] memory orders, - uint256 zrxFillAmount - ) - public - view - returns (FillResults memory totalFillResults) - { - for (uint256 i = 0; i < orders.length; i++) { - uint256 remainingZrxFillAmount = safeSub(zrxFillAmount, totalFillResults.makerAssetFilledAmount); - // Convert the remaining amount of makerToken to buy into remaining amount - // of takerToken to sell, assuming entire amount can be sold in the current order - uint256 remainingWethSellAmount = getPartialAmount( - orders[i].takerAssetAmount, - safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees - remainingZrxFillAmount - ); - FillResults memory singleFillResult = calculateFillResults(orders[i], safeAdd(remainingWethSellAmount, 1)); - - singleFillResult.makerAssetFilledAmount = safeSub(singleFillResult.makerAssetFilledAmount, singleFillResult.takerFeePaid); - addFillResults(totalFillResults, singleFillResult); - // As we compensate for the rounding issue above have slightly more ZRX than the requested zrxFillAmount - if (totalFillResults.makerAssetFilledAmount >= zrxFillAmount) { - break; - } - } - return totalFillResults; - } - - /// @dev Simulates the 0x Exchange fillOrder validation and calculations, without performing any state changes. - /// @param order An Order struct containing order specifications. - /// @param takerAssetFillAmount A number representing the amount of this order to fill. - /// @return fillResults Amounts filled and fees paid by maker and taker. - function calculateFillResults( - LibOrder.Order memory order, - uint256 takerAssetFillAmount - ) - internal - view - returns (FillResults memory fillResults) - { - LibOrder.OrderInfo memory orderInfo = EXCHANGE.getOrderInfo(order); - if (orderInfo.orderStatus != uint8(LibOrder.OrderStatus.FILLABLE)) { - return fillResults; - } - uint256 remainingTakerAssetAmount = safeSub(order.takerAssetAmount, orderInfo.orderTakerAssetFilledAmount); - uint256 takerAssetFilledAmount = min256(takerAssetFillAmount, remainingTakerAssetAmount); - - fillResults.takerAssetFilledAmount = takerAssetFilledAmount; - fillResults.makerAssetFilledAmount = getPartialAmount( - takerAssetFilledAmount, - order.takerAssetAmount, - order.makerAssetAmount - ); - fillResults.makerFeePaid = getPartialAmount( - takerAssetFilledAmount, - order.takerAssetAmount, - order.makerFee - ); - fillResults.takerFeePaid = getPartialAmount( - takerAssetFilledAmount, - order.takerAssetAmount, - order.takerFee - ); - return fillResults; - } -} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinFees.sol b/packages/contracts/src/2.0.0/forwarder/MixinFees.sol deleted file mode 100644 index 8ea00a1d5..000000000 --- a/packages/contracts/src/2.0.0/forwarder/MixinFees.sol +++ /dev/null @@ -1,126 +0,0 @@ -/* - - Copyright 2018 ZeroEx Intl. - - Licensed under the Apache License, Version 2.0 (the "License"); - you may not use this file except in compliance with the License. - You may obtain a copy of the License at - - http://www.apache.org/licenses/LICENSE-2.0 - - Unless required by applicable law or agreed to in writing, software - distributed under the License is distributed on an "AS IS" BASIS, - WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - See the License for the specific language governing permissions and - limitations under the License. - -*/ - -pragma solidity 0.4.24; - -import "../protocol/Exchange/libs/LibMath.sol"; -import "./mixins/MConstants.sol"; -import "./mixins/MFees.sol"; - - -contract MixinFees is - LibMath, - MConstants, - MFees -{ - - uint16 constant public PERCENTAGE_DENOMINATOR = 10000; // 9800 == 98%, 10000 == 100% - uint16 constant public MAX_FEE = 1000; // 10% - uint16 constant public ALLOWABLE_EXCHANGE_PERCENTAGE = 9500; // 95% - - /// @dev Default payabale function, this allows us to withdraw WETH - function () - public - payable - { - require( - msg.sender == address(ETHER_TOKEN), - "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY" - ); - } - - /// @dev Pays the feeRecipient feeProportion of the total takerEthAmount, denominated in ETH - /// @param takerEthAmount The total amount that was transacted in WETH, fees are calculated from this value. - /// @param feeProportion The proportion of fees - /// @param feeRecipient The recipient of the fees - /// @return ethFeeAmount Amount of ETH paid to feeRecipient as fee. - function payEthFee( - uint256 takerEthAmount, - uint16 feeProportion, - address feeRecipient - ) - internal - returns (uint256 ethFeeAmount) - { - if (feeProportion > 0 && feeRecipient != address(0)) { - require( - feeProportion <= MAX_FEE, - "FEE_PROPORTION_TOO_LARGE" - ); - // 1.5% is 150, allowing for 2 decimal precision, i.e 0.05% is 5 - ethFeeAmount = getPartialAmount( - feeProportion, - PERCENTAGE_DENOMINATOR, - takerEthAmount - ); - feeRecipient.transfer(ethFeeAmount); - } - return ethFeeAmount; - } - - /// @dev Withdraws the remaining WETH, deduct and pay fees from this amount based on the takerTokenAmount to the feeRecipient. - /// If a user overpaid ETH initially, the fees are calculated from the amount traded and deducted from withdrawAmount. - /// Any remaining ETH is sent back to the user. - /// @param ethWithdrawAmount The amount to withdraw from the WETH contract. - /// @param wethAmountSold The total amount that was transacted in WETH, fees are calculated from this value. - /// @param feeProportion The proportion of fees - /// @param feeRecipient The recipient of the fees - function withdrawPayAndDeductEthFee( - uint256 ethWithdrawAmount, - uint256 wethAmountSold, - uint16 feeProportion, - address feeRecipient - ) - internal - { - // Return all of the excess WETH if any after deducting fees on the amount - if (ethWithdrawAmount > 0) { - ETHER_TOKEN.withdraw(ethWithdrawAmount); - // Fees proportional to the amount traded - uint256 ethFeeAmount = payEthFee( - wethAmountSold, - feeProportion, - feeRecipient - ); - uint256 unspentEthAmount = safeSub(ethWithdrawAmount, ethFeeAmount); - if (unspentEthAmount > 0) { - msg.sender.transfer(unspentEthAmount); - } - } - } - - /// @dev Checks whether the amount of tokens sold against the amount of tokens requested - /// is within a certain threshold. This ensures the caller gets a fair deal when - /// performing any token fee abstraction. Threshold is 95%. If fee abstraction costs more than - /// 5% of the total transaction, we return false. - /// @param requestedSellAmount The amount the user requested, or sent in to a payable function - /// @param tokenAmountSold The amount of the token that was sold after fee abstraction - /// @return bool of whether this is within an acceptable threshold - function isAcceptableThreshold(uint256 requestedSellAmount, uint256 tokenAmountSold) - internal - pure - returns (bool) - { - uint256 acceptableSellAmount = getPartialAmount( - ALLOWABLE_EXCHANGE_PERCENTAGE, - PERCENTAGE_DENOMINATOR, - requestedSellAmount - ); - return tokenAmountSold >= acceptableSellAmount; - } -} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinForwarderCore.sol b/packages/contracts/src/2.0.0/forwarder/MixinForwarderCore.sol index eadeaf5ba..1164ae919 100644 --- a/packages/contracts/src/2.0.0/forwarder/MixinForwarderCore.sol +++ b/packages/contracts/src/2.0.0/forwarder/MixinForwarderCore.sol @@ -19,30 +19,30 @@ pragma solidity 0.4.24; pragma experimental ABIEncoderV2; -import "../utils/LibBytes/LibBytes.sol"; -import "./mixins/MFees.sol"; -import "./mixins/MMarketBuyZrx.sol"; -import "./mixins/MExpectedResults.sol"; -import "./mixins/MTransfer.sol"; -import "./mixins/MConstants.sol"; +import "./libs/LibConstants.sol"; +import "./mixins/MWeth.sol"; +import "./mixins/MAssets.sol"; +import "./mixins/MExchangeWrapper.sol"; import "./mixins/MForwarderCore.sol"; +import "../utils/LibBytes/LibBytes.sol"; import "../protocol/Exchange/libs/LibOrder.sol"; import "../protocol/Exchange/libs/LibFillResults.sol"; +import "../protocol/Exchange/libs/LibMath.sol"; contract MixinForwarderCore is LibFillResults, - MConstants, - MExpectedResults, - MFees, - MMarketBuyZrx, - MTransfer, + LibMath, + LibConstants, + MWeth, + MAssets, + MExchangeWrapper, MForwarderCore { - bytes4 constant internal ERC20_DATA_ID = bytes4(keccak256("ERC20Token(address)")); - bytes4 constant internal ERC721_DATA_ID = bytes4(keccak256("ERC721Token(address,uint256,bytes)")); - uint256 constant internal MAX_UINT = 2**256 - 1; + using LibBytes for bytes; + + /// @dev Constructor approves ERC20 proxy to transfer ZRX and WETH on this contract's behalf. constructor () public { @@ -53,379 +53,202 @@ contract MixinForwarderCore is } } - /// @dev Market sells ETH for ERC20 tokens, performing fee abstraction if required. This does not support ERC721 tokens. This function is payable - /// and will convert all incoming ETH into WETH and perform the trade on behalf of the caller. - /// This function allows for a deduction of a proportion of incoming ETH sent to the feeRecipient. - /// The caller is sent all tokens from the operation. - /// If the purchased token amount does not meet an acceptable threshold then this function reverts. - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param feeOrders An array of Order struct containing order specifications for fees. - /// @param feeSignatures An array of Proof that order has been created by maker for the fee orders. - /// @param feeProportion A proportion deducted off the incoming ETH and sent to feeRecipient. The maximum value for this - /// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59. - /// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketSellEthForERC20( + /// @dev Purchases as much of orders' makerAssets as possible by selling up to 95% of transaction's ETH value. + /// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract. + /// 5% of ETH value is reserved for paying fees to order feeRecipients (in ZRX) and forwarding contract feeRecipient (in ETH). + /// Any ETH not spent will be refunded to sender. + /// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset. + /// @param signatures Proofs that orders have been created by makers. + /// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees. + /// @param feeSignatures Proofs that feeOrders have been created by makers. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + /// @return Amounts filled and fees paid by maker and taker for both sets of orders. + function marketSellOrdersWithEth( LibOrder.Order[] memory orders, bytes[] memory signatures, LibOrder.Order[] memory feeOrders, bytes[] memory feeSignatures, - uint16 feeProportion, + uint256 feePercentage, address feeRecipient ) public payable - returns (FillResults memory totalFillResults) + returns ( + FillResults memory orderFillResults, + FillResults memory feeOrderFillResults + ) { - uint256 takerEthAmount = msg.value; - require( - takerEthAmount > 0, - "VALUE_GREATER_THAN_ZERO" - ); - // Deduct the fee from the total amount of ETH sent in - uint256 ethFeeAmount = payEthFee( - takerEthAmount, - feeProportion, - feeRecipient - ); - uint256 wethSellAmount = safeSub(takerEthAmount, ethFeeAmount); - - // Deposit the remaining to be used for trading - ETHER_TOKEN.deposit.value(wethSellAmount)(); - // Populate the known assetData, as it is always WETH the caller can provide null bytes to save gas - // marketSellOrders fills the remaining - address makerTokenAddress = LibBytes.readAddress(orders[0].makerAssetData, 16); - orders[0].takerAssetData = WETH_ASSET_DATA; - if (makerTokenAddress == address(ZRX_TOKEN)) { - // If this is ZRX then we market sell from the orders, rather than a 2 step of buying ZRX fees from feeOrders - // then buying ZRX from orders - totalFillResults = marketSellEthForZRXInternal( + // Convert ETH to WETH. + convertEthToWeth(); + + uint256 wethSellAmount; + uint256 zrxBuyAmount; + uint256 makerAssetAmountPurchased; + if (orders[0].makerAssetData.equals(ZRX_ASSET_DATA)) { + // Calculate amount of WETH that won't be spent on ETH fees. + wethSellAmount = getPartialAmount( + PERCENTAGE_DENOMINATOR, + safeAdd(PERCENTAGE_DENOMINATOR, feePercentage), + msg.value + ); + // Market sell available WETH. + // ZRX fees are paid with this contract's balance. + orderFillResults = marketSellWeth( orders, - signatures, - wethSellAmount + wethSellAmount, + signatures ); + // The fee amount must be deducted from the amount transfered back to sender. + makerAssetAmountPurchased = safeSub(orderFillResults.makerAssetFilledAmount, orderFillResults.takerFeePaid); } else { - totalFillResults = marketSellEthForERC20Internal( + // 5% of WETH is reserved for filling feeOrders and paying feeRecipient. + wethSellAmount = getPartialAmount( + MAX_WETH_FILL_PERCENTAGE, + PERCENTAGE_DENOMINATOR, + msg.value + ); + // Market sell 95% of WETH. + // ZRX fees are payed with this contract's balance. + orderFillResults = marketSellWeth( orders, - signatures, + wethSellAmount, + signatures + ); + // Buy back all ZRX spent on fees. + zrxBuyAmount = orderFillResults.takerFeePaid; + feeOrderFillResults = marketBuyZrxWithWeth( feeOrders, - feeSignatures, - wethSellAmount + zrxBuyAmount, + feeSignatures ); + makerAssetAmountPurchased = orderFillResults.makerAssetFilledAmount; } - // Prevent accidental WETH owned by this contract and it being spent - require( - takerEthAmount >= totalFillResults.takerAssetFilledAmount, - "INVALID_MSG_VALUE" - ); - // Ensure no WETH is left in this contract - require( - wethSellAmount == totalFillResults.takerAssetFilledAmount, - "UNACCEPTABLE_THRESHOLD" + + // Ensure that all ZRX fees have been repurchased and no extra WETH owned by this contract has been sold. + assertValidFillResults( + orderFillResults, + feeOrderFillResults, + zrxBuyAmount ); - // Transfer all tokens to msg.sender - transferERC20Token( - makerTokenAddress, - msg.sender, - totalFillResults.makerAssetFilledAmount + + // Transfer feePercentage of total ETH spent on primary orders to feeRecipient. + // Refund remaining ETH to msg.sender. + transferEthFeeAndRefund( + orderFillResults.takerAssetFilledAmount, + feeOrderFillResults.takerAssetFilledAmount, + feePercentage, + feeRecipient ); - return totalFillResults; + + // Transfer purchased assets to msg.sender. + transferPurchasedAssetToSender(orders[0].makerAssetData, makerAssetAmountPurchased); } - /// @dev Buys the exact amount of assets (ERC20 and ERC721), performing fee abstraction if required. - /// All order assets must be of the same type. Deducts a proportional fee to fee recipient. - /// This function is payable and will convert all incoming ETH into WETH and perform the trade on behalf of the caller. - /// The caller is sent all assets from the fill of orders. This function will revert unless the requested amount of assets are purchased. - /// Any excess ETH sent will be returned to the caller - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param feeOrders An array of Order struct containing order specifications for fees. - /// @param makerTokenFillAmount The amount of maker asset to buy. - /// @param feeSignatures An array of Proof that order has been created by maker for the fee orders. - /// @param feeProportion A proportion deducted off the ETH spent and sent to feeRecipient. The maximum value for this - /// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59. - /// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketBuyTokensWithEth( + /// @dev Attempt to purchase makerAssetFillAmount of makerAsset by selling ETH provided with transaction. + /// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract. + /// Any ETH not spent will be refunded to sender. + /// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset. + /// @param makerAssetFillAmount Desired amount of makerAsset to purchase. + /// @param signatures Proofs that orders have been created by makers. + /// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees. + /// @param feeSignatures Proofs that feeOrders have been created by makers. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + /// @return Amounts filled and fees paid by maker and taker for both sets of orders. + function marketBuyOrdersWithEth( LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, bytes[] memory signatures, LibOrder.Order[] memory feeOrders, bytes[] memory feeSignatures, - uint256 makerTokenFillAmount, - uint16 feeProportion, + uint256 feePercentage, address feeRecipient ) public payable - returns (FillResults memory totalFillResults) + returns ( + FillResults memory orderFillResults, + FillResults memory feeOrderFillResults + ) { - uint256 takerEthAmount = msg.value; - require( - takerEthAmount > 0, - "VALUE_GREATER_THAN_ZERO" - ); - require( - makerTokenFillAmount > 0, - "VALUE_GREATER_THAN_ZERO" - ); - bytes4 assetDataId = LibBytes.readBytes4(orders[0].makerAssetData, 0); - require( - assetDataId == ERC20_DATA_ID || assetDataId == ERC721_DATA_ID, - "UNSUPPORTED_TOKEN_PROXY" - ); - - ETHER_TOKEN.deposit.value(takerEthAmount)(); - if (assetDataId == ERC20_DATA_ID) { - totalFillResults = marketBuyERC20TokensInternal( + // Convert ETH to WETH. + convertEthToWeth(); + + uint256 zrxBuyAmount; + uint256 makerAssetAmountPurchased; + if (orders[0].makerAssetData.equals(ZRX_ASSET_DATA)) { + // If the makerAsset is ZRX, it is not necessary to pay fees out of this + // contracts's ZRX balance because fees are factored into the price of the order. + orderFillResults = marketBuyZrxWithWeth( orders, - signatures, - feeOrders, - feeSignatures, - makerTokenFillAmount + makerAssetFillAmount, + signatures ); - } else if (assetDataId == ERC721_DATA_ID) { - totalFillResults = batchBuyERC721TokensInternal( + // The fee amount must be deducted from the amount transfered back to sender. + makerAssetAmountPurchased = safeSub(orderFillResults.makerAssetFilledAmount, orderFillResults.takerFeePaid); + } else { + // Attemp to purchase desired amount of makerAsset. + // ZRX fees are payed with this contract's balance. + orderFillResults = marketBuyWithWeth( orders, - signatures, + makerAssetFillAmount, + signatures + ); + // Buy back all ZRX spent on fees. + zrxBuyAmount = orderFillResults.takerFeePaid; + feeOrderFillResults = marketBuyZrxWithWeth( feeOrders, + zrxBuyAmount, feeSignatures ); + makerAssetAmountPurchased = orderFillResults.makerAssetFilledAmount; } - // Prevent accidental WETH owned by this contract and it being spent - require( - takerEthAmount >= totalFillResults.takerAssetFilledAmount, - "INVALID_MSG_VALUE" + + // Ensure that all ZRX fees have been repurchased and no extra WETH owned by this contract has been sold. + assertValidFillResults( + orderFillResults, + feeOrderFillResults, + zrxBuyAmount ); - withdrawPayAndDeductEthFee( - safeSub(takerEthAmount, totalFillResults.takerAssetFilledAmount), - totalFillResults.takerAssetFilledAmount, - feeProportion, + + // Transfer feePercentage of total ETH spent on primary orders to feeRecipient. + // Refund remaining ETH to msg.sender. + transferEthFeeAndRefund( + orderFillResults.takerAssetFilledAmount, + feeOrderFillResults.takerAssetFilledAmount, + feePercentage, feeRecipient ); - return totalFillResults; - } - /// @dev Market sells WETH for ERC20 tokens. - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param feeOrders An array of Order struct containing order specifications for fees. - /// @param feeSignatures An array of Proof that order has been created by maker for the fee orders. - /// @param wethSellAmount The amount of WETH to sell. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketSellEthForERC20Internal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - LibOrder.Order[] memory feeOrders, - bytes[] memory feeSignatures, - uint256 wethSellAmount - ) - internal - returns (FillResults memory totalFillResults) - { - uint256 remainingWethSellAmount = wethSellAmount; - FillResults memory calculatedMarketSellResults = calculateMarketSellResults(orders, wethSellAmount); - if (calculatedMarketSellResults.takerFeePaid > 0) { - // Fees are required for these orders. Buy enough ZRX to cover the future market buy - FillResults memory feeTokensResults = marketBuyZrxInternal( - feeOrders, - feeSignatures, - calculatedMarketSellResults.takerFeePaid - ); - // Ensure the token abstraction was fair if fees were proportionally too high, we fail - require( - isAcceptableThreshold( - wethSellAmount, - safeSub(wethSellAmount, feeTokensResults.takerAssetFilledAmount) - ), - "UNACCEPTABLE_THRESHOLD" - ); - remainingWethSellAmount = safeSub(remainingWethSellAmount, feeTokensResults.takerAssetFilledAmount); - totalFillResults.takerFeePaid = feeTokensResults.takerFeePaid; - totalFillResults.takerAssetFilledAmount = feeTokensResults.takerAssetFilledAmount; - } - // Make our market sell to buy the requested tokens with the remaining balance - FillResults memory requestedTokensResults = EXCHANGE.marketSellOrders( - orders, - remainingWethSellAmount, - signatures - ); - // Update our return FillResult with the market sell - addFillResults(totalFillResults, requestedTokensResults); - return totalFillResults; + // Transfer purchased assets to msg.sender. + transferPurchasedAssetToSender(orders[0].makerAssetData, makerAssetAmountPurchased); } - /// @dev Market sells WETH for ZRX tokens. - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param wethSellAmount The amount of WETH to sell. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketSellEthForZRXInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - uint256 wethSellAmount + /// @dev Ensures that all ZRX fees have been repurchased and no extra WETH owned by this contract has been sold. + /// @param orderFillResults Amounts filled and fees paid for primary orders. + /// @param feeOrderFillResults Amounts filled and fees paid for fee orders. + /// @param zrxBuyAmount The amount of ZRX that needed to be repurchased after filling primary orders. + function assertValidFillResults( + FillResults memory orderFillResults, + FillResults memory feeOrderFillResults, + uint256 zrxBuyAmount ) internal - returns (FillResults memory totalFillResults) + view { - // Make our market sell to buy the requested tokens with the remaining balance - totalFillResults = EXCHANGE.marketSellOrders( - orders, - wethSellAmount, - signatures - ); - // Exchange does not special case ZRX in the makerAssetFilledAmount, if fees were deducted then using this amount - // for future transfers is invalid. - uint256 zrxAmountBought = safeSub(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid); + // Ensure that all ZRX spent while filling primary orders has been repurchased. + uint256 zrxPurchased = safeSub(feeOrderFillResults.makerAssetFilledAmount, feeOrderFillResults.takerFeePaid); require( - isAcceptableThreshold(totalFillResults.makerAssetFilledAmount, zrxAmountBought), - "UNACCEPTABLE_THRESHOLD" + zrxPurchased >= zrxBuyAmount, + "COMPLETE_FILL_FAILED" ); - totalFillResults.makerAssetFilledAmount = zrxAmountBought; - return totalFillResults; - } - /// @dev Buys an exact amount of an ERC20 token using WETH. - /// @param orders Orders to fill. The maker asset is the ERC20 token to buy. The taker asset is WETH. - /// @param signatures Proof that the orders were created by their respective makers. - /// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH. - /// @param feeSignatures Proof that the feeOrders were created by their respective makers. - /// @param makerTokenFillAmount Amount of the ERC20 token to buy. - /// @return totalFillResults Aggregated fill results of buying the ERC20 and ZRX tokens. - function marketBuyERC20TokensInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - LibOrder.Order[] memory feeOrders, - bytes[] memory feeSignatures, - uint256 makerTokenFillAmount - ) - internal - returns (LibFillResults.FillResults memory totalFillResults) - { - // We read the maker token address to check if it is ZRX and later use it for transfer - address makerTokenAddress = LibBytes.readAddress(orders[0].makerAssetData, 16); - // We assume that asset being bought by taker is the same for each order. - // Rather than passing this in as calldata, we copy the makerAssetData from the first order onto all later orders. - orders[0].takerAssetData = WETH_ASSET_DATA; - // We can short cut here for effeciency and use buyFeeTokensInternal if maker asset token is ZRX - // this buys us exactly that amount taking into account the fees. This saves gas and calculates the rate correctly - FillResults memory marketBuyResults; - if (makerTokenAddress == address(ZRX_TOKEN)) { - marketBuyResults = marketBuyZrxInternal( - orders, - signatures, - makerTokenFillAmount - ); - // When buying ZRX we round up which can result in a small margin excess - require( - marketBuyResults.makerAssetFilledAmount >= makerTokenFillAmount, - "UNACCEPTABLE_THRESHOLD" - ); - addFillResults(totalFillResults, marketBuyResults); - require( - isAcceptableThreshold( - safeAdd(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid), // Total ZRX - totalFillResults.makerAssetFilledAmount // amount going to msg.sender - ), - "UNACCEPTABLE_THRESHOLD" - ); - } else { - FillResults memory calculatedMarketBuyResults = calculateMarketBuyResults(orders, makerTokenFillAmount); - if (calculatedMarketBuyResults.takerFeePaid > 0) { - // Fees are required for these orders. Buy enough ZRX to cover the future market buy - FillResults memory zrxMarketBuyResults = marketBuyZrxInternal( - feeOrders, - feeSignatures, - calculatedMarketBuyResults.takerFeePaid - ); - totalFillResults.takerAssetFilledAmount = zrxMarketBuyResults.takerAssetFilledAmount; - totalFillResults.takerFeePaid = zrxMarketBuyResults.takerFeePaid; - } - // Make our market buy of the requested tokens with the remaining balance - marketBuyResults = EXCHANGE.marketBuyOrders( - orders, - makerTokenFillAmount, - signatures - ); - require( - marketBuyResults.makerAssetFilledAmount == makerTokenFillAmount, - "UNACCEPTABLE_THRESHOLD" - ); - addFillResults(totalFillResults, marketBuyResults); - require( - isAcceptableThreshold( - totalFillResults.takerAssetFilledAmount, - marketBuyResults.takerAssetFilledAmount - ), - "UNACCEPTABLE_THRESHOLD" - ); - } - // Transfer all purchased tokens to msg.sender - transferERC20Token( - makerTokenAddress, - msg.sender, - marketBuyResults.makerAssetFilledAmount - ); - return totalFillResults; - } - - /// @dev Buys an all of the ERC721 tokens in the orders. - /// @param orders Orders to fill. The maker asset is the ERC721 token to buy. The taker asset is WETH. - /// @param signatures Proof that the orders were created by their respective makers. - /// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH. - /// @param feeSignatures Proof that the feeOrders were created by their respective makers. - /// @return totalFillResults Aggregated fill results of buying the ERC721 tokens and ZRX tokens. - function batchBuyERC721TokensInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - LibOrder.Order[] memory feeOrders, - bytes[] memory feeSignatures - ) - internal - returns (LibFillResults.FillResults memory totalFillResults) - { - uint256 totalZrxFeeAmount; - uint256 ordersLength = orders.length; - uint256[] memory takerAssetFillAmounts = new uint256[](ordersLength); - for (uint256 i = 0; i < ordersLength; i++) { - // Total up the fees - totalZrxFeeAmount = safeAdd(totalZrxFeeAmount, orders[i].takerFee); - // We assume that asset being bought by taker is the same for each order. - // Rather than passing this in as calldata, we set the takerAssetData as WETH asset data - orders[i].takerAssetData = WETH_ASSET_DATA; - // Populate takerAssetFillAmounts for later batchFill - takerAssetFillAmounts[i] = orders[i].takerAssetAmount; - } - if (totalZrxFeeAmount > 0) { - // Fees are required for these orders. Buy enough ZRX to cover the future fill - FillResults memory zrxMarketBuyResults = marketBuyZrxInternal( - feeOrders, - feeSignatures, - totalZrxFeeAmount - ); - totalFillResults.takerFeePaid = zrxMarketBuyResults.takerFeePaid; - totalFillResults.takerAssetFilledAmount = zrxMarketBuyResults.takerAssetFilledAmount; - } - FillResults memory batchFillResults = EXCHANGE.batchFillOrKillOrders( - orders, - takerAssetFillAmounts, - signatures - ); - addFillResults(totalFillResults, batchFillResults); + // Ensure that no extra WETH owned by this contract has been sold. + uint256 wethSold = safeAdd(orderFillResults.takerAssetFilledAmount, feeOrderFillResults.takerAssetFilledAmount); require( - isAcceptableThreshold( - totalFillResults.takerAssetFilledAmount, - batchFillResults.takerAssetFilledAmount - ), - "UNACCEPTABLE_THRESHOLD" + wethSold <= msg.value, + "OVERSOLD_WETH" ); - // Transfer all of the tokens filled from the batchFill - for (i = 0; i < ordersLength; i++) { - transferERC721Token( - orders[i].makerAssetData, - msg.sender - ); - } - return totalFillResults; } } diff --git a/packages/contracts/src/2.0.0/forwarder/MixinMarketBuyZrx.sol b/packages/contracts/src/2.0.0/forwarder/MixinMarketBuyZrx.sol deleted file mode 100644 index e272f8aad..000000000 --- a/packages/contracts/src/2.0.0/forwarder/MixinMarketBuyZrx.sol +++ /dev/null @@ -1,83 +0,0 @@ -/* - - 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/libs/LibFillResults.sol"; -import "../protocol/Exchange/libs/LibOrder.sol"; -import "../protocol/Exchange/libs/LibMath.sol"; -import "./mixins/MConstants.sol"; -import "./mixins/MMarketBuyZrx.sol"; - - -contract MixinMarketBuyZrx is - LibMath, - LibFillResults, - MConstants, - MMarketBuyZrx -{ - - /// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account the fees on buying fee tokens. This will guarantee - /// At least zrxBuyAmount of ZRX fee tokens are purchased (sometimes slightly over due to rounding issues). - /// It is possible that a request to buy 200 ZRX fee tokens will require purchasing 202 ZRX tokens - /// As 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases. - /// @param orders An array of Order struct containing order specifications for fees. - /// @param signatures An array of Proof that order has been created by maker for the fee orders. - /// @param zrxBuyAmount The number of requested ZRX fee tokens. - /// @return totalFillResults Amounts filled and fees paid by maker and taker. makerTokenAmount is the zrx amount deducted of fees - function marketBuyZrxInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - uint256 zrxBuyAmount - ) - internal - returns (FillResults memory totalFillResults) - { - for (uint256 i = 0; i < orders.length; i++) { - // All of these are ZRX/WETH, we can drop the respective assetData from callData - orders[i].makerAssetData = ZRX_ASSET_DATA; - orders[i].takerAssetData = WETH_ASSET_DATA; - // Calculate the remaining amount of makerToken to buy - uint256 remainingZrxBuyAmount = safeSub(zrxBuyAmount, totalFillResults.makerAssetFilledAmount); - // Convert the remaining amount of makerToken to buy into remaining amount - // of takerToken to sell, assuming entire amount can be sold in the current order - uint256 remainingWethSellAmount = getPartialAmount( - orders[i].takerAssetAmount, - safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees - remainingZrxBuyAmount - ); - // Attempt to sell the remaining amount of takerToken - // Round up the amount to ensure we don't under buy by a fractional amount - FillResults memory singleFillResult = EXCHANGE.fillOrder( - orders[i], - safeAdd(remainingWethSellAmount, 1), - signatures[i] - ); - // We didn't buy the full amount when buying ZRX as some were taken for fees - singleFillResult.makerAssetFilledAmount = safeSub(singleFillResult.makerAssetFilledAmount, singleFillResult.takerFeePaid); - // Update amounts filled and fees paid by maker and taker - addFillResults(totalFillResults, singleFillResult); - // Stop execution if the entire amount of makerToken has been bought - if (totalFillResults.makerAssetFilledAmount >= zrxBuyAmount) { - break; - } - } - return totalFillResults; - } -} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinWeth.sol b/packages/contracts/src/2.0.0/forwarder/MixinWeth.sol new file mode 100644 index 000000000..8ba236e7f --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/MixinWeth.sol @@ -0,0 +1,110 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; + +import "../protocol/Exchange/libs/LibMath.sol"; +import "./libs/LibConstants.sol"; +import "./mixins/MWeth.sol"; + + +contract MixinWeth is + LibMath, + LibConstants, + MWeth +{ + + /// @dev Default payabale function, this allows us to withdraw WETH + function () + public + payable + { + require( + msg.sender == address(ETHER_TOKEN), + "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY" + ); + } + + /// @dev Converts message call's ETH value into WETH. + function convertEthToWeth() + internal + { + require( + msg.value > 0, + "INVALID_MSG_VALUE" + ); + ETHER_TOKEN.deposit.value(msg.value)(); + } + + /// @dev Transfers feePercentage of WETH spent on primary orders to feeRecipient. + /// Refunds any excess ETH to msg.sender. + /// @param wethSoldExcludingFeeOrders Amount of WETH sold when filling primary orders. + /// @param wethSoldForZrx Amount of WETH sold when purchasing ZRX required for primary order fees. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + function transferEthFeeAndRefund( + uint256 wethSoldExcludingFeeOrders, + uint256 wethSoldForZrx, + uint256 feePercentage, + address feeRecipient + ) + internal + { + // Ensure feePercentage is less than 5%. + require( + feePercentage <= MAX_FEE_PERCENTAGE, + "FEE_PERCENTAGE_TOO_LARGE" + ); + + // Calculate amount of WETH that hasn't been sold. + uint256 wethRemaining = safeSub( + msg.value, + safeAdd(wethSoldExcludingFeeOrders, wethSoldForZrx) + ); + + // Calculate ETH fee to pay to feeRecipient. + uint256 ethFee = getPartialAmount( + feePercentage, + PERCENTAGE_DENOMINATOR, + wethSoldExcludingFeeOrders + ); + + // Ensure fee is less than amount of WETH remaining. + require( + ethFee <= wethRemaining, + "INSUFFICIENT_ETH_REMAINING" + ); + + // Do nothing if no WETH remaining + if (wethRemaining > 0) { + // Convert remaining WETH to ETH + ETHER_TOKEN.withdraw(wethRemaining); + + // Pay ETH to feeRecipient + if (ethFee > 0) { + feeRecipient.transfer(ethFee); + } + + // Refund remaining ETH to msg.sender. + uint256 ethRefund = safeSub(wethRemaining, ethFee); + if (ethRefund > 0) { + msg.sender.transfer(ethRefund); + } + } + } +} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MTransfer.sol b/packages/contracts/src/2.0.0/forwarder/interfaces/IAssets.sol index 418a6288b..9b0d995eb 100644 --- a/packages/contracts/src/2.0.0/forwarder/mixins/MTransfer.sol +++ b/packages/contracts/src/2.0.0/forwarder/interfaces/IAssets.sol @@ -19,28 +19,16 @@ pragma solidity 0.4.24; -contract MTransfer { - - function onERC721Received(address, uint256, bytes memory) - public - pure - returns(bytes4); - - function onERC721Received(address, address, uint256, bytes memory) - public - pure - returns(bytes4); - - function transferERC20Token( +contract IAssets { + + /// @dev Withdraws ERC20 tokens from this contract. The contract requires a ZRX balance in order to + /// function optimally, and this function allows the ZRX to be withdrawn by owner. It may also be + /// used to withdraw tokens that were accidentally sent to this contract. + /// @param token Address of ERC20 token to withdraw. + /// @param amount Amount of ERC20 token to withdraw. + function withdrawERC20( address token, - address to, uint256 amount ) - internal; - - function transferERC721Token( - bytes memory assetData, - address to - ) - internal; + external; } diff --git a/packages/contracts/src/2.0.0/forwarder/interfaces/IExpectedResults.sol b/packages/contracts/src/2.0.0/forwarder/interfaces/IExpectedResults.sol deleted file mode 100644 index 89187b750..000000000 --- a/packages/contracts/src/2.0.0/forwarder/interfaces/IExpectedResults.sol +++ /dev/null @@ -1,66 +0,0 @@ -/* - - 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/libs/LibFillResults.sol"; -import "../../protocol/Exchange/libs/LibOrder.sol"; - - -contract IExpectedResults { - - /// @dev Calculates a total FillResults for buying makerAssetFillAmount over all orders. - /// Including the fees required to be paid. - /// @param orders An array of Order struct containing order specifications. - /// @param makerAssetFillAmount A number representing the amount of this order to fill. - /// @return totalFillResults Amounts filled and fees paid by maker and taker. - function calculateMarketBuyResults( - LibOrder.Order[] memory orders, - uint256 makerAssetFillAmount - ) - public - view - returns (LibFillResults.FillResults memory totalFillResults); - - /// @dev Calculates a FillResults total for selling takerAssetFillAmount over all orders. - /// Including the fees required to be paid. - /// @param orders An array of Order struct containing order specifications. - /// @param takerAssetFillAmount A number representing the amount of this order to fill. - /// @return totalFillResults Amounts filled and fees paid by maker and taker. - function calculateMarketSellResults( - LibOrder.Order[] memory orders, - uint256 takerAssetFillAmount - ) - public - view - returns (LibFillResults.FillResults memory totalFillResults); - - /// @dev Calculates fill results for buyFeeTokens. This handles fees on buying ZRX - /// so the end result is the expected amount of ZRX (not less after fees). - /// @param orders An array of Order struct containing order specifications. - /// @param zrxFillAmount A number representing the amount zrx to buy - /// @return totalFillResults Expected fill result amounts from buying fees - function calculateMarketBuyZrxResults( - LibOrder.Order[] memory orders, - uint256 zrxFillAmount - ) - public - view - returns (LibFillResults.FillResults memory totalFillResults); -} diff --git a/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarder.sol b/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarder.sol index 745dd29a9..f5a26e2ba 100644 --- a/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarder.sol +++ b/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarder.sol @@ -20,11 +20,11 @@ pragma solidity 0.4.24; pragma experimental ABIEncoderV2; import "./IForwarderCore.sol"; -import "./IExpectedResults.sol"; +import "./IAssets.sol"; // solhint-disable no-empty-blocks contract IForwarder is IForwarderCore, - IExpectedResults + IAssets {} diff --git a/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarderCore.sol b/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarderCore.sol index 7ac2a8af3..3ecbb133b 100644 --- a/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarderCore.sol +++ b/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarderCore.sol @@ -25,55 +25,56 @@ import "../../protocol/Exchange/libs/LibFillResults.sol"; contract IForwarderCore { - /// @dev Market sells ETH for ERC20 tokens, performing fee abstraction if required. This does not support ERC721 tokens. This function is payable - /// and will convert all incoming ETH into WETH and perform the trade on behalf of the caller. - /// This function allows for a deduction of a proportion of incoming ETH sent to the feeRecipient. - /// The caller is sent all tokens from the operation. - /// If the purchased token amount does not meet an acceptable threshold then this function reverts. - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param feeOrders An array of Order struct containing order specifications for fees. - /// @param feeSignatures An array of Proof that order has been created by maker for the fee orders. - /// @param feeProportion A proportion deducted off the incoming ETH and sent to feeRecipient. The maximum value for this - /// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59. - /// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketSellEthForERC20( + /// @dev Purchases as much of orders' makerAssets as possible by selling up to 95% of transaction's ETH value. + /// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract. + /// 5% of ETH value is reserved for paying fees to order feeRecipients (in ZRX) and forwarding contract feeRecipient (in ETH). + /// Any ETH not spent will be refunded to sender. + /// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset. + /// @param signatures Proofs that orders have been created by makers. + /// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees. + /// @param feeSignatures Proofs that feeOrders have been created by makers. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + /// @return Amounts filled and fees paid by maker and taker for both sets of orders. + function marketSellOrdersWithEth( LibOrder.Order[] memory orders, bytes[] memory signatures, LibOrder.Order[] memory feeOrders, bytes[] memory feeSignatures, - uint16 feeProportion, + uint256 feePercentage, address feeRecipient ) public payable - returns (LibFillResults.FillResults memory totalFillResults); + returns ( + LibFillResults.FillResults memory orderFillResults, + LibFillResults.FillResults memory feeOrderFillResults + ); - /// @dev Buys the exact amount of assets (ERC20 and ERC721), performing fee abstraction if required. - /// All order assets must be of the same type. Deducts a proportional fee to fee recipient. - /// This function is payable and will convert all incoming ETH into WETH and perform the trade on behalf of the caller. - /// The caller is sent all assets from the fill of orders. This function will revert unless the requested amount of assets are purchased. - /// Any excess ETH sent will be returned to the caller - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param feeOrders An array of Order struct containing order specifications for fees. - /// @param makerTokenFillAmount The amount of maker asset to buy. - /// @param feeSignatures An array of Proof that order has been created by maker for the fee orders. - /// @param feeProportion A proportion deducted off the ETH spent and sent to feeRecipient. The maximum value for this - /// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59. - /// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketBuyTokensWithEth( + /// @dev Attempt to purchase makerAssetFillAmount of makerAsset by selling ETH provided with transaction. + /// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract. + /// Any ETH not spent will be refunded to sender. + /// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset. + /// @param makerAssetFillAmount Desired amount of makerAsset to purchase. + /// @param signatures Proofs that orders have been created by makers. + /// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees. + /// @param feeSignatures Proofs that feeOrders have been created by makers. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + /// @return Amounts filled and fees paid by maker and taker for both sets of orders. + function marketBuyOrdersWithEth( LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, bytes[] memory signatures, LibOrder.Order[] memory feeOrders, bytes[] memory feeSignatures, - uint256 makerTokenFillAmount, - uint16 feeProportion, + uint256 feePercentage, address feeRecipient ) public payable - returns (LibFillResults.FillResults memory totalFillResults); + returns ( + LibFillResults.FillResults memory orderFillResults, + LibFillResults.FillResults memory feeOrderFillResults + ); } diff --git a/packages/contracts/src/2.0.0/forwarder/MixinConstants.sol b/packages/contracts/src/2.0.0/forwarder/libs/LibConstants.sol index 2b064d579..c26d7902c 100644 --- a/packages/contracts/src/2.0.0/forwarder/MixinConstants.sol +++ b/packages/contracts/src/2.0.0/forwarder/libs/LibConstants.sol @@ -18,12 +18,27 @@ pragma solidity 0.4.24; -import "./mixins/MConstants.sol"; - - -contract MixinConstants is - MConstants -{ +import "../../protocol/Exchange/interfaces/IExchange.sol"; +import "../../tokens/EtherToken/IEtherToken.sol"; +import "../../tokens/ERC20Token/IERC20Token.sol"; + + +contract LibConstants { + + bytes4 constant internal ERC20_DATA_ID = bytes4(keccak256("ERC20Token(address)")); + bytes4 constant internal ERC721_DATA_ID = bytes4(keccak256("ERC721Token(address,uint256)")); + uint256 constant internal MAX_UINT = 2**256 - 1; + uint256 constant internal PERCENTAGE_DENOMINATOR = 10**18; + uint256 constant internal MAX_FEE_PERCENTAGE = 5 * PERCENTAGE_DENOMINATOR / 100; // 5% + uint256 constant internal MAX_WETH_FILL_PERCENTAGE = 95 * PERCENTAGE_DENOMINATOR / 100; // 95% + + // solhint-disable var-name-mixedcase + IExchange internal EXCHANGE; + IEtherToken internal ETHER_TOKEN; + IERC20Token internal ZRX_TOKEN; + bytes internal ZRX_ASSET_DATA; + bytes internal WETH_ASSET_DATA; + // solhint-enable var-name-mixedcase constructor ( address _exchange, diff --git a/packages/contracts/src/2.0.0/forwarder/libs/LibForwarderErrors.sol b/packages/contracts/src/2.0.0/forwarder/libs/LibForwarderErrors.sol new file mode 100644 index 000000000..cdfb77a0b --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/libs/LibForwarderErrors.sol @@ -0,0 +1,34 @@ +/* + + 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. + +*/ + +// solhint-disable +pragma solidity 0.4.24; + + +/// This contract is intended to serve as a reference, but is not actually used for efficiency reasons. +contract LibForwarderErrors { + string constant FEE_PERCENTAGE_TOO_LARGE = "FEE_PROPORTION_TOO_LARGE"; // Provided fee percentage greater than 5%. + string constant INSUFFICIENT_ETH_REMAINING = "INSUFFICIENT_ETH_REMAINING"; // Not enough ETH remaining to pay feeRecipient. + string constant OVERSOLD_WETH = "OVERSOLD_WETH"; // More WETH sold than provided with current message call. + string constant COMPLETE_FILL_FAILED = "COMPLETE_FILL_FAILED"; // Desired purchase amount not completely filled (required for ZRX fees only). + string constant TRANSFER_FAILED = "TRANSFER_FAILED"; // Asset transfer failed. + string constant UNSUPPORTED_TOKEN_PROXY = "UNSUPPORTED_TOKEN_PROXY"; // Proxy in assetData not supported. + string constant DEFAULT_FUNCTION_WETH_CONTRACT_ONLY = "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY"; // Fallback function may only be used for WETH withdrawals. + string constant INVALID_MSG_VALUE = "INVALID_MSG_VALUE"; // msg.value must be greater than 0. + string constant INVALID_AMOUNT = "INVALID_AMOUNT"; // Amount must equal 1. +} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MAssets.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MAssets.sol new file mode 100644 index 000000000..340ee0bcb --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/mixins/MAssets.sol @@ -0,0 +1,54 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; + +import "../interfaces/IAssets.sol"; + + +contract MAssets is + IAssets +{ + + /// @dev Transfers given amount of asset to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferPurchasedAssetToSender( + bytes memory assetData, + uint256 amount + ) + internal; + + /// @dev Decodes ERC20 assetData and transfers given amount to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferERC20Token( + bytes memory assetData, + uint256 amount + ) + internal; + + /// @dev Decodes ERC721 assetData and transfers given amount to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferERC721Token( + bytes memory assetData, + uint256 amount + ) + internal; +} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MConstants.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MConstants.sol deleted file mode 100644 index 348bf169e..000000000 --- a/packages/contracts/src/2.0.0/forwarder/mixins/MConstants.sol +++ /dev/null @@ -1,35 +0,0 @@ -/* - - Copyright 2018 ZeroEx Intl. - - Licensed under the Apache License, Version 2.0 (the "License"); - you may not use this file except in compliance with the License. - You may obtain a copy of the License at - - http://www.apache.org/licenses/LICENSE-2.0 - - Unless required by applicable law or agreed to in writing, software - distributed under the License is distributed on an "AS IS" BASIS, - WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - See the License for the specific language governing permissions and - limitations under the License. - -*/ - -pragma solidity 0.4.24; - -import "../../protocol/Exchange/interfaces/IExchange.sol"; -import "../../tokens/EtherToken/IEtherToken.sol"; -import "../../tokens/ERC20Token/IERC20Token.sol"; - - -contract MConstants { - - // solhint-disable var-name-mixedcase - IExchange internal EXCHANGE; - IEtherToken internal ETHER_TOKEN; - IERC20Token internal ZRX_TOKEN; - bytes internal ZRX_ASSET_DATA; - bytes internal WETH_ASSET_DATA; - // solhint-enable var-name-mixedcase -} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MExchangeWrapper.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MExchangeWrapper.sol new file mode 100644 index 000000000..5a2def7e5 --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/mixins/MExchangeWrapper.sol @@ -0,0 +1,87 @@ +/* + + 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/libs/LibOrder.sol"; +import "../../protocol/Exchange/libs/LibFillResults.sol"; + + +contract MExchangeWrapper { + + /// @dev Fills the input order. + /// Returns false if the transaction would otherwise revert. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrderNoThrow( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + internal + returns (LibFillResults.FillResults memory fillResults); + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of WETH has been sold by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param wethSellAmount Desired amount of WETH to sell. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellWeth( + LibOrder.Order[] memory orders, + uint256 wethSellAmount, + bytes[] memory signatures + ) + internal + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously executes multiple fill orders in a single transaction until total amount is bought by taker. + /// Returns false if the transaction would otherwise revert. + /// The asset being sold by taker must always be WETH. + /// @param orders Array of order specifications. + /// @param makerAssetFillAmount Desired amount of makerAsset to buy. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketBuyWithWeth( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + internal + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account ZRX fees for each order. This will guarantee + /// that at least zrxBuyAmount of ZRX is purchased (sometimes slightly over due to rounding issues). + /// It is possible that a request to buy 200 ZRX will require purchasing 202 ZRX + /// as 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases. + /// The asset being sold by taker must always be WETH. + /// @param orders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. + /// @param zrxBuyAmount Desired amount of ZRX to buy. + /// @param signatures Proofs that orders have been created by makers. + /// @return totalFillResults Amounts filled and fees paid by maker and taker. + function marketBuyZrxWithWeth( + LibOrder.Order[] memory orders, + uint256 zrxBuyAmount, + bytes[] memory signatures + ) + internal + returns (LibFillResults.FillResults memory totalFillResults); +} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MExpectedResults.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MExpectedResults.sol deleted file mode 100644 index cf03bb32e..000000000 --- a/packages/contracts/src/2.0.0/forwarder/mixins/MExpectedResults.sol +++ /dev/null @@ -1,42 +0,0 @@ -/* - - 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/libs/LibFillResults.sol"; -import "../../protocol/Exchange/libs/LibOrder.sol"; -import "../interfaces/IExpectedResults.sol"; - - -contract MExpectedResults is - IExpectedResults -{ - - /// @dev Simulates the 0x Exchange fillOrder validation and calculations, without performing any state changes. - /// @param order An Order struct containing order specifications. - /// @param takerAssetFillAmount A number representing the amount of this order to fill. - /// @return fillResults Amounts filled and fees paid by maker and taker. - function calculateFillResults( - LibOrder.Order memory order, - uint256 takerAssetFillAmount - ) - internal - view - returns (LibFillResults.FillResults memory fillResults); -} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MFees.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MFees.sol deleted file mode 100644 index f332637ea..000000000 --- a/packages/contracts/src/2.0.0/forwarder/mixins/MFees.sol +++ /dev/null @@ -1,63 +0,0 @@ -/* - - Copyright 2018 ZeroEx Intl. - - Licensed under the Apache License, Version 2.0 (the "License"); - you may not use this file except in compliance with the License. - You may obtain a copy of the License at - - http://www.apache.org/licenses/LICENSE-2.0 - - Unless required by applicable law or agreed to in writing, software - distributed under the License is distributed on an "AS IS" BASIS, - WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - See the License for the specific language governing permissions and - limitations under the License. - -*/ - -pragma solidity 0.4.24; - - -contract MFees { - - /// @dev Pays the feeRecipient feeProportion of the total takerEthAmount, denominated in ETH - /// @param takerEthAmount The total amount that was transacted in WETH, fees are calculated from this value. - /// @param feeProportion The proportion of fees - /// @param feeRecipient The recipient of the fees - /// @return ethFeeAmount Amount of ETH paid to feeRecipient as fee. - function payEthFee( - uint256 takerEthAmount, - uint16 feeProportion, - address feeRecipient - ) - internal - returns (uint256 ethFeeAmount); - - /// @dev Withdraws the remaining WETH, deduct and pay fees from this amount based on the takerTokenAmount to the feeRecipient. - /// If a user overpaid ETH initially, the fees are calculated from the amount traded and deducted from withdrawAmount. - /// Any remaining ETH is sent back to the user. - /// @param ethWithdrawAmount The amount to withdraw from the WETH contract. - /// @param wethAmountSold The total amount that was transacted in WETH, fees are calculated from this value. - /// @param feeProportion The proportion of fees - /// @param feeRecipient The recipient of the fees - function withdrawPayAndDeductEthFee( - uint256 ethWithdrawAmount, - uint256 wethAmountSold, - uint16 feeProportion, - address feeRecipient - ) - internal; - - /// @dev Checks whether the amount of tokens sold against the amount of tokens requested - /// is within a certain threshold. This ensures the caller gets a fair deal when - /// performing any token fee abstraction. Threshold is 95%. If fee abstraction costs more than - /// 5% of the total transaction, we return false. - /// @param requestedSellAmount The amount the user requested, or sent in to a payable function - /// @param tokenAmountSold The amount of the token that was sold after fee abstraction - /// @return bool of whether this is within an acceptable threshold - function isAcceptableThreshold(uint256 requestedSellAmount, uint256 tokenAmountSold) - internal - pure - returns (bool); -} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MForwarderCore.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MForwarderCore.sol index 4a54e76b1..0f5cd9c66 100644 --- a/packages/contracts/src/2.0.0/forwarder/mixins/MForwarderCore.sol +++ b/packages/contracts/src/2.0.0/forwarder/mixins/MForwarderCore.sol @@ -28,65 +28,15 @@ contract MForwarderCore is IForwarderCore { - /// @dev Market sells WETH for ERC20 tokens. - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param feeOrders An array of Order struct containing order specifications for fees. - /// @param feeSignatures An array of Proof that order has been created by maker for the fee orders. - /// @param wethSellAmount The amount of WETH to sell. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketSellEthForERC20Internal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - LibOrder.Order[] memory feeOrders, - bytes[] memory feeSignatures, - uint256 wethSellAmount + /// @dev Ensures that all ZRX fees have been repurchased and no extra WETH owned by this contract has been sold. + /// @param orderFillResults Amounts filled and fees paid for primary orders. + /// @param feeOrderFillResults Amounts filled and fees paid for fee orders. + /// @param zrxBuyAmount The amount of ZRX that needed to be repurchased after filling primary orders. + function assertValidFillResults( + LibFillResults.FillResults memory orderFillResults, + LibFillResults.FillResults memory feeOrderFillResults, + uint256 zrxBuyAmount ) internal - returns (LibFillResults.FillResults memory totalFillResults); - - /// @dev Market sells WETH for ZRX tokens. - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param wethSellAmount The amount of WETH to sell. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketSellEthForZRXInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - uint256 wethSellAmount - ) - internal - returns (LibFillResults.FillResults memory totalFillResults); - - /// @dev Buys an exact amount of an ERC20 token using WETH. - /// @param orders Orders to fill. The maker asset is the ERC20 token to buy. The taker asset is WETH. - /// @param signatures Proof that the orders were created by their respective makers. - /// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH. - /// @param feeSignatures Proof that the feeOrders were created by their respective makers. - /// @param makerTokenFillAmount Amount of the ERC20 token to buy. - /// @return totalFillResults Aggregated fill results of buying the ERC20 and ZRX tokens. - function marketBuyERC20TokensInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - LibOrder.Order[] memory feeOrders, - bytes[] memory feeSignatures, - uint256 makerTokenFillAmount - ) - internal - returns (LibFillResults.FillResults memory totalFillResults); - - /// @dev Buys an all of the ERC721 tokens in the orders. - /// @param orders Orders to fill. The maker asset is the ERC721 token to buy. The taker asset is WETH. - /// @param signatures Proof that the orders were created by their respective makers. - /// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH. - /// @param feeSignatures Proof that the feeOrders were created by their respective makers. - /// @return totalFillResults Aggregated fill results of buying the ERC721 tokens and ZRX tokens. - function batchBuyERC721TokensInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - LibOrder.Order[] memory feeOrders, - bytes[] memory feeSignatures - ) - internal - returns (LibFillResults.FillResults memory totalFillResults); + view; } diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MMarketBuyZrx.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MMarketBuyZrx.sol deleted file mode 100644 index 3501ef001..000000000 --- a/packages/contracts/src/2.0.0/forwarder/mixins/MMarketBuyZrx.sol +++ /dev/null @@ -1,42 +0,0 @@ -/* - - Copyright 2018 ZeroEx Intl. - - Licensed under the Apache License, Version 2.0 (the "License"); - you may not use this file except in compliance with the License. - You may obtain a copy of the License at - - http://www.apache.org/licenses/LICENSE-2.0 - - Unless required by applicable law or agreed to in writing, software - distributed under the License is distributed on an "AS IS" BASIS, - WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - See the License for the specific language governing permissions and - limitations under the License. - -*/ - -pragma solidity 0.4.24; - -import "../../protocol/Exchange/libs/LibFillResults.sol"; -import "../../protocol/Exchange/libs/LibOrder.sol"; - - -contract MMarketBuyZrx { - - /// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account the fees on buying fee tokens. This will guarantee - /// At least zrxBuyAmount of ZRX fee tokens are purchased (sometimes slightly over due to rounding issues). - /// It is possible that a request to buy 200 ZRX fee tokens will require purchasing 202 ZRX tokens - /// As 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases. - /// @param orders An array of Order struct containing order specifications for fees. - /// @param signatures An array of Proof that order has been created by maker for the fee orders. - /// @param zrxBuyAmount The number of requested ZRX fee tokens. - /// @return totalFillResults Amounts filled and fees paid by maker and taker. makerTokenAmount is the zrx amount deducted of fees - function marketBuyZrxInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - uint256 zrxBuyAmount - ) - internal - returns (LibFillResults.FillResults memory totalFillResults); -} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MWeth.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MWeth.sol new file mode 100644 index 000000000..88e77be4e --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/mixins/MWeth.sol @@ -0,0 +1,41 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; + + +contract MWeth { + + /// @dev Converts message call's ETH value into WETH. + function convertEthToWeth() + internal; + + /// @dev Transfers feePercentage of WETH spent on primary orders to feeRecipient. + /// Refunds any excess ETH to msg.sender. + /// @param wethSoldExcludingFeeOrders Amount of WETH sold when filling primary orders. + /// @param wethSoldForZrx Amount of WETH sold when purchasing ZRX required for primary order fees. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + function transferEthFeeAndRefund( + uint256 wethSoldExcludingFeeOrders, + uint256 wethSoldForZrx, + uint256 feePercentage, + address feeRecipient + ) + internal; +} diff --git a/packages/contracts/src/2.0.0/protocol/AssetProxy/ERC721Proxy.sol b/packages/contracts/src/2.0.0/protocol/AssetProxy/ERC721Proxy.sol index 1f9958b43..6a70c9f60 100644 --- a/packages/contracts/src/2.0.0/protocol/AssetProxy/ERC721Proxy.sol +++ b/packages/contracts/src/2.0.0/protocol/AssetProxy/ERC721Proxy.sol @@ -26,7 +26,7 @@ contract ERC721Proxy is MixinAuthorizable { // Id of this proxy. - bytes4 constant internal PROXY_ID = bytes4(keccak256("ERC721Token(address,uint256,bytes)")); + bytes4 constant internal PROXY_ID = bytes4(keccak256("ERC721Token(address,uint256)")); // solhint-disable-next-line payable-fallback function () @@ -83,34 +83,26 @@ contract ERC721Proxy is // WARNING: The ABIv2 specification allows additional padding between // the Params and Data section. This will result in a larger // offset to assetData. - + // Asset data itself is encoded as follows: // // | Area | Offset | Length | Contents | // |----------|--------|---------|-------------------------------------| // | Header | 0 | 4 | function selector | - // | Params | | 3 * 32 | function parameters: | + // | Params | | 2 * 32 | function parameters: | // | | 4 | 12 + 20 | 1. token address | // | | 36 | | 2. tokenId | - // | | 68 | | 3. offset to receiverData (*) | - // | Data | | | receiverData: | - // | | 100 | 32 | receiverData Length | - // | | 132 | ** | receiverData Contents | - // We construct calldata for the `token.safeTransferFrom` ABI. + // We construct calldata for the `token.transferFrom` ABI. // The layout of this calldata is in the table below. // // | Area | Offset | Length | Contents | // |----------|--------|---------|-------------------------------------| // | Header | 0 | 4 | function selector | - // | Params | | 4 * 32 | function parameters: | + // | Params | | 3 * 32 | function parameters: | // | | 4 | | 1. from | // | | 36 | | 2. to | // | | 68 | | 3. tokenId | - // | | 100 | | 4. offset to receiverData (*) | - // | Data | | | receiverData: | - // | | 132 | 32 | receiverData Length | - // | | 164 | ** | receiverData Contents | // There exists only 1 of each token. // require(amount == 1, "INVALID_AMOUNT") @@ -122,76 +114,32 @@ contract ERC721Proxy is mstore(96, 0) revert(0, 100) } - - // Require assetData to be at least 132 bytes - let offset := calldataload(4) - if lt(calldataload(add(offset, 4)), 132) { - // Revert with `Error("LENGTH_GREATER_THAN_131_REQUIRED")` - mstore(0, 0x08c379a000000000000000000000000000000000000000000000000000000000) - mstore(32, 0x0000002000000000000000000000000000000000000000000000000000000000) - mstore(64, 0x000000204c454e4754485f475245415445525f5448414e5f3133315f52455155) - mstore(96, 0x4952454400000000000000000000000000000000000000000000000000000000) - revert(0, 100) - } - - /////// Setup State /////// - // `cdStart` is the start of the calldata for - // `token.safeTransferFrom` (equal to free memory ptr). - let cdStart := mload(64) - // `dataAreaLength` is the total number of words - // needed to store `receiverData` - // As-per the ABI spec, this value is padded up to - // the nearest multiple of 32, - // and includes 32-bytes for length. - // It's calculated as folows: - // - Unpadded length in bytes = `mload(receiverData) + 32` - // - Add 31 to convert rounding down to rounding up. - // Combined with the previous and this is `63`. - // - Round down to nearest multiple of 32 by clearing - // bits 0x1F. This is done with `and` and a mask. /////// Setup Header Area /////// - // This area holds the 4-byte `transferFromSelector`. + // This area holds the 4-byte `transferFrom` selector. // Any trailing data in transferFromSelector will be // overwritten in the next `mstore` call. - mstore(cdStart, 0xb88d4fde00000000000000000000000000000000000000000000000000000000) + mstore(0, 0x23b872dd00000000000000000000000000000000000000000000000000000000) /////// Setup Params Area /////// - // Each parameter is padded to 32-bytes. - // The entire Params Area is 128 bytes. - // Notes: - // 1. A 20-byte mask is applied to addresses - // to zero-out the unused bytes. - // 2. The offset to `receiverData` is the length - // of the Params Area (128 bytes). - - let length := calldataload(add(offset, 136)) - let token := calldataload(add(offset, 40)) - - // Round length up to multiple of 32 - length := and(add(length, 31), 0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFE0) - - // Copy `from` and `to` - calldatacopy(add(cdStart, 4), 36, 64) - - // TokenId - mstore(add(cdStart, 68), calldataload(add(offset, 72))) - - // Offset to receiverData - mstore(add(cdStart, 100), 128) - - // receiverData (including length) - calldatacopy(add(cdStart, 132), add(offset, 136), add(length, 32)) - - /////// Call `token.safeTransferFrom` using the calldata /////// + // We copy the fields `from` and `to` in bulk + // from our own calldata to the new calldata. + calldatacopy(4, 36, 64) + + // Copy `tokenId` field from our own calldata to the new calldata. + let assetDataOffset := calldataload(4) + calldatacopy(68, add(assetDataOffset, 72), 32) + + /////// Call `token.transferFrom` using the calldata /////// + let token := calldataload(add(assetDataOffset, 40)) let success := call( - gas, // forward all gas - token, // call address of token contract - 0, // don't send any ETH - cdStart, // pointer to start of input - add(length, 164), // length of input - 0, // write output to null - 0 // output size is 0 bytes + gas, // forward all gas + token, // call address of token contract + 0, // don't send any ETH + 0, // pointer to start of input + 100, // length of input + 0, // write output to null + 0 // output size is 0 bytes ) if success { return(0, 0) diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinWrapperFunctions.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinWrapperFunctions.sol index 567f26c52..86194f461 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/MixinWrapperFunctions.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinWrapperFunctions.sol @@ -32,6 +32,7 @@ contract MixinWrapperFunctions is LibAbiEncoder, MExchangeCore { + /// @dev Fills the input order. Reverts if exact takerAssetFillAmount not filled. /// @param order Order struct containing order specifications. /// @param takerAssetFillAmount Desired amount of takerAsset to sell. @@ -56,7 +57,7 @@ contract MixinWrapperFunctions is return fillResults; } - /// @dev Fills an order with specified parameters and ECDSA signature. + /// @dev Fills the input order. /// Returns false if the transaction would otherwise revert. /// @param order Order struct containing order specifications. /// @param takerAssetFillAmount Desired amount of takerAsset to sell. @@ -118,7 +119,8 @@ contract MixinWrapperFunctions is public returns (FillResults memory totalFillResults) { - for (uint256 i = 0; i < orders.length; i++) { + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { FillResults memory singleFillResults = fillOrder( orders[i], takerAssetFillAmounts[i], @@ -143,7 +145,8 @@ contract MixinWrapperFunctions is public returns (FillResults memory totalFillResults) { - for (uint256 i = 0; i < orders.length; i++) { + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { FillResults memory singleFillResults = fillOrKillOrder( orders[i], takerAssetFillAmounts[i], @@ -169,7 +172,8 @@ contract MixinWrapperFunctions is public returns (FillResults memory totalFillResults) { - for (uint256 i = 0; i < orders.length; i++) { + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { FillResults memory singleFillResults = fillOrderNoThrow( orders[i], takerAssetFillAmounts[i], @@ -195,7 +199,8 @@ contract MixinWrapperFunctions is { bytes memory takerAssetData = orders[0].takerAssetData; - for (uint256 i = 0; i < orders.length; i++) { + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { // We assume that asset being sold by taker is the same for each order. // Rather than passing this in as calldata, we use the takerAssetData from the first order in all later orders. @@ -215,7 +220,7 @@ contract MixinWrapperFunctions is addFillResults(totalFillResults, singleFillResults); // Stop execution if the entire amount of takerAsset has been sold - if (totalFillResults.takerAssetFilledAmount == takerAssetFillAmount) { + if (totalFillResults.takerAssetFilledAmount >= takerAssetFillAmount) { break; } } @@ -238,7 +243,8 @@ contract MixinWrapperFunctions is { bytes memory takerAssetData = orders[0].takerAssetData; - for (uint256 i = 0; i < orders.length; i++) { + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { // We assume that asset being sold by taker is the same for each order. // Rather than passing this in as calldata, we use the takerAssetData from the first order in all later orders. @@ -258,7 +264,7 @@ contract MixinWrapperFunctions is addFillResults(totalFillResults, singleFillResults); // Stop execution if the entire amount of takerAsset has been sold - if (totalFillResults.takerAssetFilledAmount == takerAssetFillAmount) { + if (totalFillResults.takerAssetFilledAmount >= takerAssetFillAmount) { break; } } @@ -280,7 +286,8 @@ contract MixinWrapperFunctions is { bytes memory makerAssetData = orders[0].makerAssetData; - for (uint256 i = 0; i < orders.length; i++) { + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { // We assume that asset being bought by taker is the same for each order. // Rather than passing this in as calldata, we copy the makerAssetData from the first order onto all later orders. @@ -308,7 +315,7 @@ contract MixinWrapperFunctions is addFillResults(totalFillResults, singleFillResults); // Stop execution if the entire amount of makerAsset has been bought - if (totalFillResults.makerAssetFilledAmount == makerAssetFillAmount) { + if (totalFillResults.makerAssetFilledAmount >= makerAssetFillAmount) { break; } } @@ -331,7 +338,8 @@ contract MixinWrapperFunctions is { bytes memory makerAssetData = orders[0].makerAssetData; - for (uint256 i = 0; i < orders.length; i++) { + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { // We assume that asset being bought by taker is the same for each order. // Rather than passing this in as calldata, we copy the makerAssetData from the first order onto all later orders. @@ -359,7 +367,7 @@ contract MixinWrapperFunctions is addFillResults(totalFillResults, singleFillResults); // Stop execution if the entire amount of makerAsset has been bought - if (totalFillResults.makerAssetFilledAmount == makerAssetFillAmount) { + if (totalFillResults.makerAssetFilledAmount >= makerAssetFillAmount) { break; } } @@ -371,7 +379,8 @@ contract MixinWrapperFunctions is function batchCancelOrders(LibOrder.Order[] memory orders) public { - for (uint256 i = 0; i < orders.length; i++) { + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { cancelOrder(orders[i]); } } @@ -384,9 +393,9 @@ contract MixinWrapperFunctions is view returns (LibOrder.OrderInfo[] memory) { - uint256 length = orders.length; - LibOrder.OrderInfo[] memory ordersInfo = new LibOrder.OrderInfo[](length); - for (uint256 i = 0; i < length; i++) { + uint256 ordersLength = orders.length; + LibOrder.OrderInfo[] memory ordersInfo = new LibOrder.OrderInfo[](ordersLength); + for (uint256 i = 0; i != ordersLength; i++) { ordersInfo[i] = getOrderInfo(orders[i]); } return ordersInfo; diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibConstants.sol b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibConstants.sol index 6918d755e..8d2732cd3 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibConstants.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibConstants.sol @@ -19,11 +19,23 @@ pragma solidity 0.4.24; +// solhint-disable max-line-length contract LibConstants { // Asset data for ZRX token. Used for fee transfers. // @TODO: Hardcode constant when we deploy. Currently // not constant to make testing easier. + + // The proxyId for ZRX_ASSET_DATA is bytes4(keccak256("ERC20Token(address)")) = 0xf47261b0 + + // Kovan ZRX address is 0x6ff6c0ff1d68b964901f986d4c9fa3ac68346570. + // The ABI encoded proxyId and address is 0xf47261b00000000000000000000000006ff6c0ff1d68b964901f986d4c9fa3ac68346570 + // bytes constant public ZRX_ASSET_DATA = "\xf4\x72\x61\xb0\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x6f\xf6\xc0\xff\x1d\x68\xb9\x64\x90\x1f\x98\x6d\x4c\x9f\xa3\xac\x68\x34\x65\x70"; + + // Mainnet ZRX address is 0xe41d2489571d322189246dafa5ebde1f4699f498. + // The ABI encoded proxyId and address is 0xf47261b0000000000000000000000000e41d2489571d322189246dafa5ebde1f4699f498 + // bytes constant public ZRX_ASSET_DATA = "\xf4\x72\x61\xb0\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\xe4\x1d\x24\x89\x57\x1d\x32\x21\x89\x24\x6d\xaf\xa5\xeb\xde\x1f\x46\x99\xf4\x98"; + // solhint-disable-next-line var-name-mixedcase bytes public ZRX_ASSET_DATA; @@ -34,3 +46,4 @@ contract LibConstants { ZRX_ASSET_DATA = zrxAssetData; } } +// solhint-enable max-line-length diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol index 46c13d390..fa09da6ac 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol @@ -33,7 +33,8 @@ contract LibMath is function getPartialAmount( uint256 numerator, uint256 denominator, - uint256 target) + uint256 target + ) internal pure returns (uint256 partialAmount) @@ -53,7 +54,8 @@ contract LibMath is function isRoundingError( uint256 numerator, uint256 denominator, - uint256 target) + uint256 target + ) internal pure returns (bool isError) diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibOrder.sol b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibOrder.sol index 68f2c8aed..4031ff26b 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibOrder.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibOrder.sol @@ -103,20 +103,20 @@ contract LibOrder is bytes32 takerAssetDataHash = keccak256(order.takerAssetData); // Assembly for more efficiently computing: - // keccak256(abi.encode( - // order.makerAddress, - // order.takerAddress, - // order.feeRecipientAddress, - // order.senderAddress, - // order.makerAssetAmount, - // order.takerAssetAmount, - // order.makerFee, - // order.takerFee, - // order.expirationTimeSeconds, - // order.salt, - // keccak256(order.makerAssetData), - // keccak256(order.takerAssetData) - // )); + // keccak256(abi.encode( + // order.makerAddress, + // order.takerAddress, + // order.feeRecipientAddress, + // order.senderAddress, + // order.makerAssetAmount, + // order.takerAssetAmount, + // order.makerFee, + // order.takerFee, + // order.expirationTimeSeconds, + // order.salt, + // keccak256(order.makerAssetData), + // keccak256(order.takerAssetData) + // )); assembly { // Backup diff --git a/packages/contracts/src/2.0.0/test/DummyERC20Token/DummyERC20Token.sol b/packages/contracts/src/2.0.0/test/DummyERC20Token/DummyERC20Token.sol index 97801166a..9272b18a8 100644 --- a/packages/contracts/src/2.0.0/test/DummyERC20Token/DummyERC20Token.sol +++ b/packages/contracts/src/2.0.0/test/DummyERC20Token/DummyERC20Token.sol @@ -22,7 +22,10 @@ import "../Mintable/Mintable.sol"; import "../../utils/Ownable/Ownable.sol"; -contract DummyERC20Token is Mintable, Ownable { +contract DummyERC20Token is + Mintable, + Ownable +{ string public name; string public symbol; uint256 public decimals; diff --git a/packages/contracts/src/2.0.0/test/TestAssetProxyDispatcher/TestAssetProxyDispatcher.sol b/packages/contracts/src/2.0.0/test/TestAssetProxyDispatcher/TestAssetProxyDispatcher.sol index 07986f4bb..ad71fc9a1 100644 --- a/packages/contracts/src/2.0.0/test/TestAssetProxyDispatcher/TestAssetProxyDispatcher.sol +++ b/packages/contracts/src/2.0.0/test/TestAssetProxyDispatcher/TestAssetProxyDispatcher.sol @@ -21,7 +21,9 @@ pragma solidity 0.4.24; import "../../protocol/Exchange/MixinAssetProxyDispatcher.sol"; -contract TestAssetProxyDispatcher is MixinAssetProxyDispatcher { +contract TestAssetProxyDispatcher is + MixinAssetProxyDispatcher +{ function publicDispatchTransferFrom( bytes memory assetData, address from, diff --git a/packages/contracts/src/2.0.0/test/TestConstants/TestConstants.sol b/packages/contracts/src/2.0.0/test/TestConstants/TestConstants.sol new file mode 100644 index 000000000..1275d007b --- /dev/null +++ b/packages/contracts/src/2.0.0/test/TestConstants/TestConstants.sol @@ -0,0 +1,57 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; + +import "../../utils/LibBytes/LibBytes.sol"; + + +// solhint-disable max-line-length +contract TestConstants { + + using LibBytes for bytes; + + bytes4 constant internal ERC20_PROXY_ID = bytes4(keccak256("ERC20Token(address)")); + + address constant internal KOVAN_ZRX_ADDRESS = 0x6Ff6C0Ff1d68b964901F986d4C9FA3ac68346570; + bytes constant internal KOVAN_ZRX_ASSET_DATA = "\xf4\x72\x61\xb0\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x6f\xf6\xc0\xff\x1d\x68\xb9\x64\x90\x1f\x98\x6d\x4c\x9f\xa3\xac\x68\x34\x65\x70"; + + address constant internal MAINNET_ZRX_ADDRESS = 0xE41d2489571d322189246DaFA5ebDe1F4699F498; + bytes constant public MAINNET_ZRX_ASSET_DATA = "\xf4\x72\x61\xb0\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\x00\xe4\x1d\x24\x89\x57\x1d\x32\x21\x89\x24\x6d\xaf\xa5\xeb\xde\x1f\x46\x99\xf4\x98"; + + function assertValidZrxAssetData() + public + pure + returns (bool) + { + bytes memory kovanZrxAssetData = abi.encodeWithSelector(ERC20_PROXY_ID, KOVAN_ZRX_ADDRESS); + require( + kovanZrxAssetData.equals(KOVAN_ZRX_ASSET_DATA), + "INVALID_KOVAN_ZRX_ASSET_DATA" + ); + + bytes memory mainetZrxAssetData = abi.encodeWithSelector(ERC20_PROXY_ID, MAINNET_ZRX_ADDRESS); + require( + mainetZrxAssetData.equals(MAINNET_ZRX_ASSET_DATA), + "INVALID_MAINNET_ZRX_ASSET_DATA" + ); + + return true; + } +} +// solhint-enable max-line-length
\ No newline at end of file diff --git a/packages/contracts/src/2.0.0/utils/SafeMath/SafeMath.sol b/packages/contracts/src/2.0.0/utils/SafeMath/SafeMath.sol index 190989181..63a2a085f 100644 --- a/packages/contracts/src/2.0.0/utils/SafeMath/SafeMath.sol +++ b/packages/contracts/src/2.0.0/utils/SafeMath/SafeMath.sol @@ -34,7 +34,7 @@ contract SafeMath { { require( b <= a, - "UINT256_OVERFLOW" + "UINT256_UNDERFLOW" ); return a - b; } diff --git a/packages/contracts/test/asset_proxy/proxies.ts b/packages/contracts/test/asset_proxy/proxies.ts index 39674a030..62215f08d 100644 --- a/packages/contracts/test/asset_proxy/proxies.ts +++ b/packages/contracts/test/asset_proxy/proxies.ts @@ -1,17 +1,12 @@ import { BlockchainLifecycle } from '@0xproject/dev-utils'; -import { assetDataUtils, generatePseudoRandomSalt } from '@0xproject/order-utils'; +import { assetDataUtils } from '@0xproject/order-utils'; import { RevertReason } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; import * as chai from 'chai'; -import { LogWithDecodedArgs } from 'ethereum-types'; -import ethUtil = require('ethereumjs-util'); import * as _ from 'lodash'; import { DummyERC20TokenContract } from '../../generated_contract_wrappers/dummy_erc20_token'; -import { - DummyERC721ReceiverContract, - DummyERC721ReceiverTokenReceivedEventArgs, -} from '../../generated_contract_wrappers/dummy_erc721_receiver'; +import { DummyERC721ReceiverContract } from '../../generated_contract_wrappers/dummy_erc721_receiver'; import { DummyERC721TokenContract } from '../../generated_contract_wrappers/dummy_erc721_token'; import { ERC20ProxyContract } from '../../generated_contract_wrappers/erc20_proxy'; import { ERC721ProxyContract } from '../../generated_contract_wrappers/erc721_proxy'; @@ -23,7 +18,6 @@ import { constants } from '../utils/constants'; import { ERC20Wrapper } from '../utils/erc20_wrapper'; import { ERC721Wrapper } from '../utils/erc721_wrapper'; import { LogDecoder } from '../utils/log_decoder'; -import { typeEncodingUtils } from '../utils/type_encoding_utils'; import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper'; chaiSetup.configure(); @@ -253,7 +247,7 @@ describe('Asset Transfer Proxies', () => { expect(newOwnerMakerAsset).to.be.bignumber.equal(takerAddress); }); - it('should call onERC721Received when transferring to a smart contract without receiver data', async () => { + it('should not call onERC721Received when transferring to a smart contract', async () => { // Construct ERC721 asset data const encodedAssetData = assetDataUtils.encodeERC721AssetData(erc721Token.address, erc721MakerTokenId); // Verify pre-condition @@ -277,85 +271,12 @@ describe('Asset Transfer Proxies', () => { }), ); // Verify that no log was emitted by erc721 receiver - expect(tx.logs.length).to.be.equal(1); - const tokenReceivedLog = tx.logs[0] as LogWithDecodedArgs<DummyERC721ReceiverTokenReceivedEventArgs>; - expect(tokenReceivedLog.args.from).to.be.equal(makerAddress); - expect(tokenReceivedLog.args.tokenId).to.be.bignumber.equal(erc721MakerTokenId); - expect(tokenReceivedLog.args.data).to.be.equal(constants.NULL_BYTES); + expect(tx.logs.length).to.be.equal(0); // Verify transfer was successful const newOwnerMakerAsset = await erc721Token.ownerOf.callAsync(erc721MakerTokenId); expect(newOwnerMakerAsset).to.be.bignumber.equal(erc721Receiver.address); }); - it('should call onERC721Received when transferring to a smart contract with receiver data', async () => { - // Construct ERC721 asset data - const receiverData = ethUtil.bufferToHex(typeEncodingUtils.encodeUint256(generatePseudoRandomSalt())); - const encodedAssetData = assetDataUtils.encodeERC721AssetData( - erc721Token.address, - erc721MakerTokenId, - receiverData, - ); - // Verify pre-condition - const ownerMakerAsset = await erc721Token.ownerOf.callAsync(erc721MakerTokenId); - expect(ownerMakerAsset).to.be.bignumber.equal(makerAddress); - // Perform a transfer from makerAddress to takerAddress - const amount = new BigNumber(1); - const data = assetProxyInterface.transferFrom.getABIEncodedTransactionData( - encodedAssetData, - makerAddress, - erc721Receiver.address, - amount, - ); - const logDecoder = new LogDecoder(web3Wrapper, erc721Receiver.address); - const tx = await logDecoder.getTxWithDecodedLogsAsync( - await web3Wrapper.sendTransactionAsync({ - to: erc721Proxy.address, - data, - from: exchangeAddress, - gas: constants.MAX_TRANSFER_FROM_GAS, - }), - ); - // Validate log emitted by erc721 receiver - expect(tx.logs.length).to.be.equal(1); - const tokenReceivedLog = tx.logs[0] as LogWithDecodedArgs<DummyERC721ReceiverTokenReceivedEventArgs>; - expect(tokenReceivedLog.args.from).to.be.equal(makerAddress); - expect(tokenReceivedLog.args.tokenId).to.be.bignumber.equal(erc721MakerTokenId); - expect(tokenReceivedLog.args.data).to.be.equal(receiverData); - // Verify transfer was successful - const newOwnerMakerAsset = await erc721Token.ownerOf.callAsync(erc721MakerTokenId); - expect(newOwnerMakerAsset).to.be.bignumber.equal(erc721Receiver.address); - }); - - it('should throw if there is receiver data but contract does not have onERC721Received', async () => { - // Construct ERC721 asset data - const receiverData = ethUtil.bufferToHex(typeEncodingUtils.encodeUint256(generatePseudoRandomSalt())); - const encodedAssetData = assetDataUtils.encodeERC721AssetData( - erc721Token.address, - erc721MakerTokenId, - receiverData, - ); - // Verify pre-condition - const ownerMakerAsset = await erc721Token.ownerOf.callAsync(erc721MakerTokenId); - expect(ownerMakerAsset).to.be.bignumber.equal(makerAddress); - // Perform a transfer from makerAddress to takerAddress - const amount = new BigNumber(1); - const data = assetProxyInterface.transferFrom.getABIEncodedTransactionData( - encodedAssetData, - makerAddress, - erc20Proxy.address, // the ERC20 proxy does not have an ERC721 receiver - amount, - ); - return expectTransactionFailedAsync( - web3Wrapper.sendTransactionAsync({ - to: erc721Proxy.address, - data, - from: exchangeAddress, - gas: constants.MAX_TRANSFER_FROM_GAS, - }), - RevertReason.TransferFailed, - ); - }); - it('should throw if transferring 0 amount of a token', async () => { // Construct ERC721 asset data const encodedAssetData = assetDataUtils.encodeERC721AssetData(erc721Token.address, erc721MakerTokenId); @@ -454,9 +375,9 @@ describe('Asset Transfer Proxies', () => { }); }); - it('should have an id of 0x08e937fa', async () => { + it('should have an id of 0x02571792', async () => { const proxyId = await erc721Proxy.getProxyId.callAsync(); - const expectedProxyId = '0x08e937fa'; + const expectedProxyId = '0x02571792'; expect(proxyId).to.equal(expectedProxyId); }); }); diff --git a/packages/contracts/test/exchange/core.ts b/packages/contracts/test/exchange/core.ts index 33246a681..b324988cc 100644 --- a/packages/contracts/test/exchange/core.ts +++ b/packages/contracts/test/exchange/core.ts @@ -456,30 +456,6 @@ describe('Exchange core', () => { RevertReason.RoundingError, ); }); - - it('should throw if assetData has a length < 132', async () => { - // Construct Exchange parameters - const makerAssetId = erc721MakerAssetIds[0]; - const takerAssetId = erc721TakerAssetIds[0]; - const makerAssetData = assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId).slice(0, -2); - signedOrder = await orderFactory.newSignedOrderAsync({ - makerAssetAmount: new BigNumber(1), - takerAssetAmount: new BigNumber(1), - makerAssetData, - takerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), - }); - // Verify pre-conditions - const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); - expect(initialOwnerMakerAsset).to.be.bignumber.equal(makerAddress); - const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); - expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress); - // Call Exchange - const takerAssetFillAmount = signedOrder.takerAssetAmount; - return expectTransactionFailedAsync( - exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }), - RevertReason.LengthGreaterThan131Required, - ); - }); }); describe('getOrderInfo', () => { diff --git a/packages/contracts/test/exchange/libs.ts b/packages/contracts/test/exchange/libs.ts index 2e95fa96c..51794d8a3 100644 --- a/packages/contracts/test/exchange/libs.ts +++ b/packages/contracts/test/exchange/libs.ts @@ -4,6 +4,7 @@ import { SignedOrder } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; import * as chai from 'chai'; +import { TestConstantsContract } from '../../generated_contract_wrappers/test_constants'; import { TestLibsContract } from '../../generated_contract_wrappers/test_libs'; import { addressUtils } from '../utils/address_utils'; import { artifacts } from '../utils/artifacts'; @@ -21,6 +22,7 @@ describe('Exchange libs', () => { let signedOrder: SignedOrder; let orderFactory: OrderFactory; let libs: TestLibsContract; + let testConstants: TestConstantsContract; before(async () => { await blockchainLifecycle.startAsync(); @@ -32,6 +34,11 @@ describe('Exchange libs', () => { const accounts = await web3Wrapper.getAvailableAddressesAsync(); const makerAddress = accounts[0]; libs = await TestLibsContract.deployFrom0xArtifactAsync(artifacts.TestLibs, provider, txDefaults); + testConstants = await TestConstantsContract.deployFrom0xArtifactAsync( + artifacts.TestConstants, + provider, + txDefaults, + ); const defaultOrderParams = { ...constants.STATIC_ORDER_PARAMS, @@ -52,6 +59,15 @@ describe('Exchange libs', () => { await blockchainLifecycle.revertAsync(); }); + describe('LibConstants', () => { + describe('ZRX_ASSET_DATA', () => { + it('should have the correct ZRX_ASSET_DATA', async () => { + const isValid = await testConstants.assertValidZrxAssetData.callAsync(); + expect(isValid).to.be.equal(true); + }); + }); + }); + describe('LibOrder', () => { describe('getOrderSchema', () => { it('should output the correct order schema hash', async () => { diff --git a/packages/contracts/test/exchange/signature_validator.ts b/packages/contracts/test/exchange/signature_validator.ts index ef154bf9b..f2bb42c75 100644 --- a/packages/contracts/test/exchange/signature_validator.ts +++ b/packages/contracts/test/exchange/signature_validator.ts @@ -9,8 +9,8 @@ import { TestSignatureValidatorContract, TestSignatureValidatorSignatureValidatorApprovalEventArgs, } from '../../generated_contract_wrappers/test_signature_validator'; -import { TestValidatorContract } from '../../generated_contract_wrappers/test_validator'; -import { TestWalletContract } from '../../generated_contract_wrappers/test_wallet'; +import { ValidatorContract } from '../../generated_contract_wrappers/validator'; +import { WalletContract } from '../../generated_contract_wrappers/wallet'; import { addressUtils } from '../utils/address_utils'; import { artifacts } from '../utils/artifacts'; import { expectContractCallFailed } from '../utils/assertions'; @@ -29,8 +29,8 @@ describe('MixinSignatureValidator', () => { let signedOrder: SignedOrder; let orderFactory: OrderFactory; let signatureValidator: TestSignatureValidatorContract; - let testWallet: TestWalletContract; - let testValidator: TestValidatorContract; + let testWallet: WalletContract; + let testValidator: ValidatorContract; let signerAddress: string; let signerPrivateKey: Buffer; let notSignerAddress: string; @@ -53,14 +53,14 @@ describe('MixinSignatureValidator', () => { provider, txDefaults, ); - testWallet = await TestWalletContract.deployFrom0xArtifactAsync( - artifacts.TestWallet, + testWallet = await WalletContract.deployFrom0xArtifactAsync( + artifacts.Wallet, provider, txDefaults, signerAddress, ); - testValidator = await TestValidatorContract.deployFrom0xArtifactAsync( - artifacts.TestValidator, + testValidator = await ValidatorContract.deployFrom0xArtifactAsync( + artifacts.Validator, provider, txDefaults, signerAddress, diff --git a/packages/contracts/test/forwarder/forwarder.ts b/packages/contracts/test/forwarder/forwarder.ts index 0256d7d81..19639d3aa 100644 --- a/packages/contracts/test/forwarder/forwarder.ts +++ b/packages/contracts/test/forwarder/forwarder.ts @@ -18,7 +18,6 @@ import { constants } from '../utils/constants'; import { ERC20Wrapper } from '../utils/erc20_wrapper'; import { ERC721Wrapper } from '../utils/erc721_wrapper'; import { ExchangeWrapper } from '../utils/exchange_wrapper'; -import { formatters } from '../utils/formatters'; import { ForwarderWrapper } from '../utils/forwarder_wrapper'; import { OrderFactory } from '../utils/order_factory'; import { ContractName, ERC20BalancesByOwner } from '../utils/types'; @@ -28,8 +27,7 @@ chaiSetup.configure(); const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); const DECIMALS_DEFAULT = 18; -// Set a gasPrice so when checking balance of msg.sender we can accurately calculate gasPrice*gasUsed -const DEFAULT_GAS_PRICE = new BigNumber(1); +const MAX_WETH_FILL_PERCENTAGE = 95; describe(ContractName.Forwarder, () => { let makerAddress: string; @@ -47,25 +45,28 @@ describe(ContractName.Forwarder, () => { let forwarderWrapper: ForwarderWrapper; let exchangeWrapper: ExchangeWrapper; - let signedOrder: SignedOrder; - let signedOrders: SignedOrder[]; + let orderWithoutFee: SignedOrder; let orderWithFee: SignedOrder; - let signedOrdersWithFee: SignedOrder[]; let feeOrder: SignedOrder; - let feeOrders: SignedOrder[]; let orderFactory: OrderFactory; let erc20Wrapper: ERC20Wrapper; let erc20Balances: ERC20BalancesByOwner; let tx: TransactionReceiptWithDecodedLogs; let erc721MakerAssetIds: BigNumber[]; - let feeProportion: number = 0; + let takerEthBalanceBefore: BigNumber; + let feePercentage: BigNumber; + let gasPrice: BigNumber; before(async () => { await blockchainLifecycle.startAsync(); const accounts = await web3Wrapper.getAvailableAddressesAsync(); const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress, otherAddress] = accounts); + const txHash = await web3Wrapper.sendTransactionAsync({ from: accounts[0], to: accounts[0], value: 0 }); + const transaction = await web3Wrapper.getTransactionByHashAsync(txHash); + gasPrice = new BigNumber(transaction.gasPrice); + const erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); @@ -135,681 +136,865 @@ describe(ContractName.Forwarder, () => { wethAssetData, ); forwarderContract = new ForwarderContract(forwarderInstance.abi, forwarderInstance.address, provider); - forwarderWrapper = new ForwarderWrapper(forwarderContract, provider, zrxToken.address); + forwarderWrapper = new ForwarderWrapper(forwarderContract, provider); + const zrxDepositAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 18); + await web3Wrapper.awaitTransactionSuccessAsync( + await zrxToken.transfer.sendTransactionAsync(forwarderContract.address, zrxDepositAmount), + ); erc20Wrapper.addTokenOwnerAddress(forwarderInstance.address); - - web3Wrapper.abiDecoder.addABI(forwarderContract.abi); - web3Wrapper.abiDecoder.addABI(exchangeInstance.abi); }); after(async () => { await blockchainLifecycle.revertAsync(); }); beforeEach(async () => { await blockchainLifecycle.startAsync(); - feeProportion = 0; erc20Balances = await erc20Wrapper.getBalancesAsync(); - signedOrder = await orderFactory.newSignedOrderAsync(); - signedOrders = [signedOrder]; + takerEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + orderWithoutFee = await orderFactory.newSignedOrderAsync(); feeOrder = await orderFactory.newSignedOrderAsync({ makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); - feeOrders = [feeOrder]; orderWithFee = await orderFactory.newSignedOrderAsync({ takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); - signedOrdersWithFee = [orderWithFee]; }); afterEach(async () => { await blockchainLifecycle.revertAsync(); }); - describe('calculations', () => { - it('throws if partially filled orders passed in are not enough to satisfy requested amount', async () => { - feeOrders = [feeOrder]; - const makerTokenFillAmount = feeOrder.makerAssetAmount.div(2); - const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - feeOrders, - [], - feeProportion, - makerTokenFillAmount, - ); - // Fill the feeOrder - tx = await forwarderWrapper.marketBuyTokensWithEthAsync(feeOrders, [], makerTokenFillAmount, { + + describe('marketSellOrdersWithEth without extra fees', () => { + it('should fill a single order', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, { + value: ethValue, from: takerAddress, - value: fillAmountWei, }); - return expect( - forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - feeOrders, - [], - feeProportion, - makerTokenFillAmount, - ), - ).to.be.rejectedWith('Unable to satisfy makerAssetFillAmount with provided orders'); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( + ethValue, + MAX_WETH_FILL_PERCENTAGE, + ); + const makerAssetFillAmount = primaryTakerAssetFillAmount + .times(orderWithoutFee.makerAssetAmount) + .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); - it('throws if orders passed are cancelled', async () => { - tx = await exchangeWrapper.cancelOrderAsync(feeOrder, makerAddress); - // Cancel the feeOrder - return expect( - forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - feeOrders, - [], - feeProportion, - feeOrder.makerAssetAmount.div(2), - ), - ).to.be.rejectedWith('Unable to satisfy makerAssetFillAmount with provided orders'); + it('should fill multiple orders', async () => { + const secondOrderWithoutFee = await orderFactory.newSignedOrderAsync(); + const ordersWithoutFee = [orderWithoutFee, secondOrderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const ethValue = ordersWithoutFee[0].takerAssetAmount.plus( + ordersWithoutFee[1].takerAssetAmount.dividedToIntegerBy(2), + ); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( + ethValue, + MAX_WETH_FILL_PERCENTAGE, + ); + const firstTakerAssetFillAmount = ordersWithoutFee[0].takerAssetAmount; + const secondTakerAssetFillAmount = primaryTakerAssetFillAmount.minus(firstTakerAssetFillAmount); + + const makerAssetFillAmount = ordersWithoutFee[0].makerAssetAmount.plus( + ordersWithoutFee[1].makerAssetAmount + .times(secondTakerAssetFillAmount) + .dividedToIntegerBy(ordersWithoutFee[1].takerAssetAmount), + ); + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); - }); - describe('marketSellEthForERC20 without extra fees', () => { - it('should fill the order', async () => { - const fillAmount = signedOrder.takerAssetAmount.div(2); - const makerBalanceBefore = erc20Balances[makerAddress][defaultMakerAssetAddress]; - const takerBalanceBefore = erc20Balances[takerAddress][defaultMakerAssetAddress]; - feeOrders = []; - tx = await forwarderWrapper.marketSellEthForERC20Async(signedOrders, feeOrders, { - value: fillAmount, + it('should fill the order and pay ZRX fees from a single feeOrder', async () => { + const ordersWithFee = [orderWithFee]; + const feeOrders = [feeOrder]; + const ethValue = orderWithFee.takerAssetAmount.dividedToIntegerBy(2); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, { + value: ethValue, from: takerAddress, }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); - const makerBalanceAfter = newBalances[makerAddress][defaultMakerAssetAddress]; - const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress]; - const makerTokenFillAmount = fillAmount - .times(signedOrder.makerAssetAmount) - .dividedToIntegerBy(signedOrder.takerAssetAmount); - - expect(makerBalanceAfter).to.be.bignumber.equal(makerBalanceBefore.minus(makerTokenFillAmount)); - expect(takerBalanceAfter).to.be.bignumber.equal(takerBalanceBefore.plus(makerTokenFillAmount)); - expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0)); + + const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( + ethValue, + MAX_WETH_FILL_PERCENTAGE, + ); + const makerAssetFillAmount = primaryTakerAssetFillAmount + .times(orderWithoutFee.makerAssetAmount) + .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); + const feeAmount = ForwarderWrapper.getPercentageOfValue( + orderWithFee.takerFee.dividedToIntegerBy(2), + MAX_WETH_FILL_PERCENTAGE, + ); + const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); + const totalEthSpent = primaryTakerAssetFillAmount + .plus(wethSpentOnFeeOrders) + .plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); - it('should fill the order and perform fee abstraction', async () => { - const fillAmount = signedOrder.takerAssetAmount.div(4); - const takerBalanceBefore = erc20Balances[takerAddress][defaultMakerAssetAddress]; - tx = await forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, { - value: fillAmount, + it('should fill the orders and pay ZRX from multiple feeOrders', async () => { + const ordersWithFee = [orderWithFee]; + const ethValue = orderWithFee.takerAssetAmount; + const makerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const makerAssetAmount = orderWithFee.takerFee.dividedToIntegerBy(2); + const takerAssetAmount = feeOrder.takerAssetAmount + .times(makerAssetAmount) + .dividedToIntegerBy(feeOrder.makerAssetAmount); + + const firstFeeOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + makerAssetAmount, + takerAssetAmount, + }); + const secondFeeOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + makerAssetAmount, + takerAssetAmount, + }); + const feeOrders = [firstFeeOrder, secondFeeOrder]; + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, { + value: ethValue, from: takerAddress, }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); - const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress]; - const acceptPercentage = 98; - const acceptableThreshold = takerBalanceBefore.plus(fillAmount.times(acceptPercentage).dividedBy(100)); - const isWithinThreshold = takerBalanceAfter.greaterThanOrEqualTo(acceptableThreshold); - expect(isWithinThreshold).to.be.true(); - expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0)); + const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( + ethValue, + MAX_WETH_FILL_PERCENTAGE, + ); + const makerAssetFillAmount = primaryTakerAssetFillAmount + .times(orderWithoutFee.makerAssetAmount) + .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); + const feeAmount = ForwarderWrapper.getPercentageOfValue(orderWithFee.takerFee, MAX_WETH_FILL_PERCENTAGE); + const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); + const totalEthSpent = primaryTakerAssetFillAmount + .plus(wethSpentOnFeeOrders) + .plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should fill the order when token is ZRX with fees', async () => { orderWithFee = await orderFactory.newSignedOrderAsync({ makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); - signedOrdersWithFee = [orderWithFee]; - feeOrders = []; - const fillAmount = signedOrder.takerAssetAmount.div(4); - const takerBalanceBefore = erc20Balances[takerAddress][zrxToken.address]; - tx = await forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, { - value: fillAmount, + const ordersWithFee = [orderWithFee]; + const feeOrders: SignedOrder[] = []; + const ethValue = orderWithFee.takerAssetAmount.dividedToIntegerBy(2); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, { + value: ethValue, from: takerAddress, }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); - const takerBalanceAfter = newBalances[takerAddress][zrxToken.address]; - const acceptPercentage = 98; - const acceptableThreshold = takerBalanceBefore.plus(fillAmount.times(acceptPercentage).dividedBy(100)); - const isWithinThreshold = takerBalanceAfter.greaterThanOrEqualTo(acceptableThreshold); - expect(isWithinThreshold).to.be.true(); - expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0)); + const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2); + const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed)); + const takerFeePaid = orderWithFee.takerFee.dividedToIntegerBy(2); + const makerFeePaid = orderWithFee.makerFee.dividedToIntegerBy(2); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount).minus(makerFeePaid), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount).minus(takerFeePaid), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(ethValue), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[forwarderContract.address][zrxToken.address], + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); - it('should fail if sent an ETH amount too high', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ - makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + it('should refund remaining ETH if amount is greater than takerAssetAmount', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const ethValue = orderWithoutFee.takerAssetAmount.times(2); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, { + value: ethValue, + from: takerAddress, }); - const fillAmount = signedOrder.takerAssetAmount.times(2); - return expectTransactionFailedAsync( - forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, { - value: fillAmount, - from: takerAddress, - }), - RevertReason.UnacceptableThreshold, - ); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const totalEthSpent = orderWithoutFee.takerAssetAmount.plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); }); - it('should fail if fee abstraction amount is too high', async () => { + it('should revert if ZRX cannot be fully repurchased', async () => { orderWithFee = await orderFactory.newSignedOrderAsync({ takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), DECIMALS_DEFAULT), }); - signedOrdersWithFee = [orderWithFee]; + const ordersWithFee = [orderWithFee]; feeOrder = await orderFactory.newSignedOrderAsync({ makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); - feeOrders = [feeOrder]; - const fillAmount = signedOrder.takerAssetAmount.div(4); + const feeOrders = [feeOrder]; + const ethValue = orderWithFee.takerAssetAmount; return expectTransactionFailedAsync( - forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, { - value: fillAmount, + forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, { + value: ethValue, from: takerAddress, }), - RevertReason.TransferFailed, + RevertReason.CompleteFillFailed, ); }); - it('throws when mixed ERC721 and ERC20 assets with ERC20 first', async () => { + it('should not fill orders with different makerAssetData than the first order', async () => { const makerAssetId = erc721MakerAssetIds[0]; const erc721SignedOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), }); const erc20SignedOrder = await orderFactory.newSignedOrderAsync(); - signedOrders = [erc20SignedOrder, erc721SignedOrder]; - const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount); - return expectTransactionFailedAsync( - forwarderWrapper.marketSellEthForERC20Async(signedOrders, feeOrders, { - from: takerAddress, - value: fillAmountWei, - }), - RevertReason.InvalidOrderSignature, - ); + const ordersWithoutFee = [erc20SignedOrder, erc721SignedOrder]; + const feeOrders: SignedOrder[] = []; + const ethValue = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const totalEthSpent = erc20SignedOrder.takerAssetAmount.plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); }); }); - describe('marketSellEthForERC20 with extra fees', () => { - it('should fill the order and send fee to fee recipient', async () => { - const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); - const fillAmount = signedOrder.takerAssetAmount.div(2); - feeProportion = 150; // 1.5% - feeOrders = []; - tx = await forwarderWrapper.marketSellEthForERC20Async( - signedOrders, + describe('marketSellOrdersWithEth with extra fees', () => { + it('should fill the order and send fee to feeRecipient', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const ethValue = orderWithoutFee.takerAssetAmount.div(2); + + const baseFeePercentage = 2; + feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); + const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + tx = await forwarderWrapper.marketSellOrdersWithEthAsync( + ordersWithoutFee, feeOrders, { + value: ethValue, from: takerAddress, - value: fillAmount, - gasPrice: DEFAULT_GAS_PRICE, - }, - { - feeProportion, - feeRecipient: feeRecipientAddress, }, + { feePercentage, feeRecipient: feeRecipientAddress }, ); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); - const makerBalanceBefore = erc20Balances[makerAddress][defaultMakerAssetAddress]; - const makerBalanceAfter = newBalances[makerAddress][defaultMakerAssetAddress]; - const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress]; - const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); - const takerBoughtAmount = takerBalanceAfter.minus(erc20Balances[takerAddress][defaultMakerAssetAddress]); - expect(makerBalanceAfter).to.be.bignumber.equal(makerBalanceBefore.minus(takerBoughtAmount)); - expect(afterEthBalance).to.be.bignumber.equal( - initEthBalance.plus(fillAmount.times(feeProportion).dividedBy(10000)), + const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( + ethValue, + MAX_WETH_FILL_PERCENTAGE, + ); + const makerAssetFillAmount = primaryTakerAssetFillAmount + .times(orderWithoutFee.makerAssetAmount) + .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); + const ethSpentOnFee = ForwarderWrapper.getPercentageOfValue(primaryTakerAssetFillAmount, baseFeePercentage); + const totalEthSpent = primaryTakerAssetFillAmount.plus(ethSpentOnFee).plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); - expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0)); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(feeRecipientEthBalanceAfter).to.be.bignumber.equal(feeRecipientEthBalanceBefore.plus(ethSpentOnFee)); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should fail if the fee is set too high', async () => { - const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); - const fillAmount = signedOrder.takerAssetAmount.div(2); - feeProportion = 1500; // 15.0% - feeOrders = []; + const ethValue = orderWithoutFee.takerAssetAmount.div(2); + const baseFeePercentage = 6; + feePercentage = ForwarderWrapper.getPercentageOfValue(ethValue, baseFeePercentage); + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; await expectTransactionFailedAsync( - forwarderWrapper.marketSellEthForERC20Async( - signedOrders, + forwarderWrapper.marketSellOrdersWithEthAsync( + ordersWithoutFee, feeOrders, - { from: takerAddress, value: fillAmount, gasPrice: DEFAULT_GAS_PRICE }, - { feeProportion, feeRecipient: feeRecipientAddress }, + { from: takerAddress, value: ethValue, gasPrice }, + { feePercentage, feeRecipient: feeRecipientAddress }, ), - RevertReason.FeeProportionTooLarge, + RevertReason.FeePercentageTooLarge, + ); + }); + it('should fail if there is not enough ETH remaining to pay the fee', async () => { + const ethValue = orderWithoutFee.takerAssetAmount.div(2); + const baseFeePercentage = 5; + feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); + const ordersWithFee = [orderWithFee]; + const feeOrders = [feeOrder]; + await expectTransactionFailedAsync( + forwarderWrapper.marketSellOrdersWithEthAsync( + ordersWithFee, + feeOrders, + { from: takerAddress, value: ethValue, gasPrice }, + { feePercentage, feeRecipient: feeRecipientAddress }, + ), + RevertReason.InsufficientEthRemaining, ); - const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); - expect(afterEthBalance).to.be.bignumber.equal(initEthBalance); }); }); - describe('marketBuyTokensWithEth', () => { - it('should buy the exact amount of assets', async () => { - const makerAssetAmount = signedOrder.makerAssetAmount.div(2); - const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress); - const balancesBefore = await erc20Wrapper.getBalancesAsync(); - const rate = signedOrder.makerAssetAmount.dividedBy(signedOrder.takerAssetAmount); - const fillAmountWei = makerAssetAmount.dividedToIntegerBy(rate); - feeOrders = []; - tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + describe('marketBuyOrdersWithEth without extra fees', () => { + it('should buy the exact amount of makerAsset in a single order', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2); + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { + value: ethValue, from: takerAddress, - value: fillAmountWei, - gasPrice: DEFAULT_GAS_PRICE, }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); - const takerBalanceBefore = balancesBefore[takerAddress][defaultMakerAssetAddress]; - const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress]; - const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress); - const expectedEthBalanceAfterGasCosts = initEthBalance.minus(fillAmountWei).minus(tx.gasUsed); - expect(takerBalanceAfter).to.be.bignumber.eq(takerBalanceBefore.plus(makerAssetAmount)); - expect(afterEthBalance).to.be.bignumber.eq(expectedEthBalanceAfterGasCosts); + + const primaryTakerAssetFillAmount = ethValue; + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); - it('should buy the exact amount of assets and return excess ETH', async () => { - const makerAssetAmount = signedOrder.makerAssetAmount.div(2); - const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress); - const balancesBefore = await erc20Wrapper.getBalancesAsync(); - const rate = signedOrder.makerAssetAmount.dividedBy(signedOrder.takerAssetAmount); - const fillAmount = makerAssetAmount.dividedToIntegerBy(rate); - const excessFillAmount = fillAmount.times(2); - feeOrders = []; - tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + it('should buy the exact amount of makerAsset in multiple orders', async () => { + const secondOrderWithoutFee = await orderFactory.newSignedOrderAsync(); + const ordersWithoutFee = [orderWithoutFee, secondOrderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = ordersWithoutFee[0].makerAssetAmount.plus( + ordersWithoutFee[1].makerAssetAmount.dividedToIntegerBy(2), + ); + const ethValue = ordersWithoutFee[0].takerAssetAmount.plus( + ordersWithoutFee[1].takerAssetAmount.dividedToIntegerBy(2), + ); + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { + value: ethValue, from: takerAddress, - value: excessFillAmount, - gasPrice: DEFAULT_GAS_PRICE, }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); - const takerBalanceBefore = balancesBefore[takerAddress][defaultMakerAssetAddress]; - const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress]; - const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress); - const expectedEthBalanceAfterGasCosts = initEthBalance.minus(fillAmount).minus(tx.gasUsed); - expect(takerBalanceAfter).to.be.bignumber.eq(takerBalanceBefore.plus(makerAssetAmount)); - expect(afterEthBalance).to.be.bignumber.eq(expectedEthBalanceAfterGasCosts); + + const primaryTakerAssetFillAmount = ethValue; + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); - it('should buy the exact amount of assets with fee abstraction', async () => { - const makerAssetAmount = signedOrder.makerAssetAmount.div(2); - const balancesBefore = await erc20Wrapper.getBalancesAsync(); - const rate = signedOrder.makerAssetAmount.dividedBy(signedOrder.takerAssetAmount); - const fillAmount = makerAssetAmount.dividedToIntegerBy(rate); - const excessFillAmount = fillAmount.times(2); - tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { + it('should buy the exact amount of makerAsset and return excess ETH', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithoutFee.takerAssetAmount; + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { + value: ethValue, from: takerAddress, - value: excessFillAmount, }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); - const takerBalanceBefore = balancesBefore[takerAddress][defaultMakerAssetAddress]; - const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress]; - expect(takerBalanceAfter).to.be.bignumber.eq(takerBalanceBefore.plus(makerAssetAmount)); - }); - it('should buy the exact amount of assets when buying zrx with fee abstraction', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ - makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), - }); - signedOrdersWithFee = [signedOrder]; - feeOrders = []; - const makerAssetAmount = signedOrder.makerAssetAmount.div(2); - const takerWeiBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress); - const balancesBefore = await erc20Wrapper.getBalancesAsync(); - const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - signedOrdersWithFee, - feeOrders, - feeProportion, - makerAssetAmount, + + const primaryTakerAssetFillAmount = ethValue.dividedToIntegerBy(2); + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); - tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('should buy the exact amount of makerAsset and pay ZRX from feeOrders', async () => { + const ordersWithFee = [orderWithFee]; + const feeOrders = [feeOrder]; + const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithFee.takerAssetAmount; + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, { + value: ethValue, from: takerAddress, - value: fillAmountWei, - gasPrice: DEFAULT_GAS_PRICE, }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); - const takerTokenBalanceBefore = balancesBefore[takerAddress][zrxToken.address]; - const takerTokenBalanceAfter = newBalances[takerAddress][zrxToken.address]; - const takerWeiBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); - const expectedCostAfterGas = fillAmountWei.plus(tx.gasUsed); - expect(takerTokenBalanceAfter).to.be.bignumber.greaterThan(takerTokenBalanceBefore.plus(makerAssetAmount)); - expect(takerWeiBalanceAfter).to.be.bignumber.equal(takerWeiBalanceBefore.minus(expectedCostAfterGas)); - }); - it('throws if fees are higher than 5% when buying zrx', async () => { - const highFeeZRXOrder = await orderFactory.newSignedOrderAsync({ - makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), - makerAssetAmount: signedOrder.makerAssetAmount, - takerFee: signedOrder.makerAssetAmount.times(0.06), - }); - signedOrdersWithFee = [highFeeZRXOrder]; - feeOrders = []; - const makerAssetAmount = signedOrder.makerAssetAmount.div(2); - const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - signedOrdersWithFee, - feeOrders, - feeProportion, - makerAssetAmount, + + const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount.dividedToIntegerBy(2); + const feeAmount = orderWithFee.takerFee.dividedToIntegerBy(2); + const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); + const totalEthSpent = primaryTakerAssetFillAmount + .plus(wethSpentOnFeeOrders) + .plus(gasPrice.times(tx.gasUsed)); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); - return expectTransactionFailedAsync( - forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { - from: takerAddress, - value: fillAmountWei, - }), - RevertReason.UnacceptableThreshold, + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); - it('throws if fees are higher than 5% when buying erc20', async () => { - const highFeeERC20Order = await orderFactory.newSignedOrderAsync({ - takerFee: signedOrder.makerAssetAmount.times(0.06), + it('should buy slightly greater than makerAssetAmount when buying ZRX', async () => { + orderWithFee = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); - signedOrdersWithFee = [highFeeERC20Order]; - feeOrders = [feeOrder]; - const makerAssetAmount = signedOrder.makerAssetAmount.div(2); - const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - signedOrdersWithFee, - feeOrders, - feeProportion, - makerAssetAmount, + const ordersWithFee = [orderWithFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithFee.takerAssetAmount; + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, { + value: ethValue, + from: takerAddress, + }); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ForwarderWrapper.getWethForFeeOrders( + makerAssetFillAmount, + ordersWithFee, ); - return expectTransactionFailedAsync( - forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { - from: takerAddress, - value: fillAmountWei, - }), - RevertReason.UnacceptableThreshold as any, + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + const makerAssetFilledAmount = orderWithFee.makerAssetAmount + .times(primaryTakerAssetFillAmount) + .dividedToIntegerBy(orderWithFee.takerAssetAmount); + const takerFeePaid = orderWithFee.takerFee + .times(primaryTakerAssetFillAmount) + .dividedToIntegerBy(orderWithFee.takerAssetAmount); + const makerFeePaid = orderWithFee.makerFee + .times(primaryTakerAssetFillAmount) + .dividedToIntegerBy(orderWithFee.takerAssetAmount); + const totalZrxPurchased = makerAssetFilledAmount.minus(takerFeePaid); + // Up to 1 wei worth of ZRX will be overbought per order + const maxOverboughtZrx = new BigNumber(1) + .times(orderWithFee.makerAssetAmount) + .dividedToIntegerBy(orderWithFee.takerAssetAmount); + + expect(totalZrxPurchased).to.be.bignumber.gte(makerAssetFillAmount); + expect(totalZrxPurchased).to.be.bignumber.lte(makerAssetFillAmount.plus(maxOverboughtZrx)); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFilledAmount).minus(makerFeePaid), ); - }); - it('throws if makerAssetAmount is 0', async () => { - const makerAssetAmount = new BigNumber(0); - const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - signedOrdersWithFee, - feeOrders, - feeProportion, - makerAssetAmount, + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].plus(totalZrxPurchased), ); - return expectTransactionFailedAsync( - forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { - from: takerAddress, - value: fillAmountWei, - }), - RevertReason.ValueGreaterThanZero as any, + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[forwarderContract.address][zrxToken.address], ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); - it('throws if the amount of ETH sent in is less than the takerAssetFilledAmount', async () => { - const makerAssetAmount = signedOrder.makerAssetAmount; - const fillAmount = signedOrder.takerAssetAmount.div(2); - const zero = new BigNumber(0); - // Deposit enough taker balance to fill the order - const wethDepositTxHash = await wethContract.deposit.sendTransactionAsync({ + it('should not change balances if the amount of ETH sent is too low to fill the makerAssetAmount', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(4); + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { + value: ethValue, from: takerAddress, - value: signedOrder.takerAssetAmount, }); - await web3Wrapper.awaitTransactionSuccessAsync(wethDepositTxHash); - // Transfer all of this WETH to the forwarding contract - const wethTransferTxHash = await wethContract.transfer.sendTransactionAsync( - forwarderContract.address, - signedOrder.takerAssetAmount, - { from: takerAddress }, - ); - await web3Wrapper.awaitTransactionSuccessAsync(wethTransferTxHash); - // We use the contract directly to get around wrapper validations and calculations - const formattedOrders = formatters.createMarketSellOrders(signedOrders, zero); - const formattedFeeOrders = formatters.createMarketSellOrders(feeOrders, zero); - return expectTransactionFailedAsync( - forwarderContract.marketBuyTokensWithEth.sendTransactionAsync( - formattedOrders.orders, - formattedOrders.signatures, - formattedFeeOrders.orders, - formattedFeeOrders.signatures, - makerAssetAmount, - zero, - constants.NULL_ADDRESS, - { value: fillAmount, from: takerAddress }, - ), - RevertReason.InvalidMsgValue, - ); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const totalEthSpent = gasPrice.times(tx.gasUsed); + + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances).to.deep.equal(erc20Balances); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); - }); - describe('marketBuyTokensWithEth - ERC721', async () => { - it('buys ERC721 assets', async () => { + it('should buy an ERC721 asset from a single order', async () => { const makerAssetId = erc721MakerAssetIds[0]; - signedOrder = await orderFactory.newSignedOrderAsync({ + orderWithoutFee = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), }); - feeOrders = []; - signedOrders = [signedOrder]; - const makerAssetAmount = new BigNumber(signedOrders.length); - const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - signedOrders, - feeOrders, - feeProportion, - makerAssetAmount, - ); - tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = new BigNumber(1); + const ethValue = orderWithFee.takerAssetAmount; + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { from: takerAddress, - value: fillAmountWei, + value: ethValue, }); - const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); - expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ethValue; + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + expect(newOwner).to.be.bignumber.equal(takerAddress); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); - it('buys ERC721 assets with fee abstraction', async () => { + it('should buy an ERC721 asset and ignore later orders with different makerAssetData', async () => { const makerAssetId = erc721MakerAssetIds[0]; - signedOrder = await orderFactory.newSignedOrderAsync({ + orderWithoutFee = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(1), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), }); - signedOrders = [signedOrder]; - const makerAssetAmount = new BigNumber(signedOrders.length); - const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - signedOrders, - feeOrders, - feeProportion, - makerAssetAmount, - ); - tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + const differentMakerAssetDataOrder = await orderFactory.newSignedOrderAsync(); + const ordersWithoutFee = [orderWithoutFee, differentMakerAssetDataOrder]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = new BigNumber(1).plus(differentMakerAssetDataOrder.makerAssetAmount); + const ethValue = orderWithFee.takerAssetAmount; + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { from: takerAddress, - value: fillAmountWei, + value: ethValue, }); - const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); - expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress); - }); - it('buys ERC721 assets with fee abstraction and pays fee to fee recipient', async () => { - const makerAssetId = erc721MakerAssetIds[0]; - signedOrder = await orderFactory.newSignedOrderAsync({ - makerAssetAmount: new BigNumber(1), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), - makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), - }); - signedOrders = [signedOrder]; - feeProportion = 100; - const initTakerBalanceWei = await web3Wrapper.getBalanceInWeiAsync(takerAddress); - const initFeeRecipientBalanceWei = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); - const makerAssetAmount = new BigNumber(signedOrders.length); - const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - signedOrders, - feeOrders, - feeProportion, - makerAssetAmount, + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = ethValue; + const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); + expect(newOwner).to.be.bignumber.equal(takerAddress); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); - tx = await forwarderWrapper.marketBuyTokensWithEthAsync( - signedOrders, - feeOrders, - makerAssetAmount, - { - from: takerAddress, - value: fillAmountWei, - gasPrice: DEFAULT_GAS_PRICE, - }, - { - feeProportion, - feeRecipient: feeRecipientAddress, - }, + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, ); - const afterFeeRecipientEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); - const afterTakerBalanceWei = await web3Wrapper.getBalanceInWeiAsync(takerAddress); - const takerFilledAmount = initTakerBalanceWei.minus(afterTakerBalanceWei).plus(tx.gasUsed); - const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); - expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress); - const balanceDiff = afterFeeRecipientEthBalance.minus(initFeeRecipientBalanceWei); - expect(takerFilledAmount.dividedToIntegerBy(balanceDiff)).to.be.bignumber.equal(101); - expect(takerFilledAmount.minus(balanceDiff).dividedToIntegerBy(balanceDiff)).to.be.bignumber.equal(100); - }); - it('buys multiple ERC721 assets with fee abstraction and pays fee to fee recipient', async () => { - const makerAssetId1 = erc721MakerAssetIds[0]; - const makerAssetId2 = erc721MakerAssetIds[1]; - const signedOrder1 = await orderFactory.newSignedOrderAsync({ - makerAssetAmount: new BigNumber(1), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), DECIMALS_DEFAULT), - makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId1), - }); - const signedOrder2 = await orderFactory.newSignedOrderAsync({ - makerAssetAmount: new BigNumber(1), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), DECIMALS_DEFAULT), - makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId2), - }); - signedOrders = [signedOrder1, signedOrder2]; - feeProportion = 10; - const makerAssetAmount = new BigNumber(signedOrders.length); - const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - signedOrders, - feeOrders, - feeProportion, - makerAssetAmount, + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress], + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress], ); - tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { - from: takerAddress, - value: fillAmountWei, - }); - const newOwnerTakerAsset1 = await erc721Token.ownerOf.callAsync(makerAssetId1); - expect(newOwnerTakerAsset1).to.be.bignumber.equal(takerAddress); - const newOwnerTakerAsset2 = await erc721Token.ownerOf.callAsync(makerAssetId2); - expect(newOwnerTakerAsset2).to.be.bignumber.equal(takerAddress); }); - it('buys ERC721 assets with fee abstraction and handles fee orders filled and excess eth', async () => { + it('should buy an ERC721 asset and pay ZRX fees from a single fee order', async () => { const makerAssetId = erc721MakerAssetIds[0]; - feeProportion = 0; - // In this scenario a total of 6 ZRX fees need to be paid. - // There are two fee orders, but the first fee order is partially filled while - // the Forwarding contract tx is in the mempool. - const erc721MakerAssetAmount = new BigNumber(1); - signedOrder = await orderFactory.newSignedOrderAsync({ - makerAssetAmount: erc721MakerAssetAmount, - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), DECIMALS_DEFAULT), + orderWithFee = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); - signedOrders = [signedOrder]; - const firstFeeOrder = await orderFactory.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.1), DECIMALS_DEFAULT), - makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), - }); - const secondFeeOrder = await orderFactory.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.12), DECIMALS_DEFAULT), - makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), - }); - feeOrders = [firstFeeOrder, secondFeeOrder]; - const makerAssetAmount = new BigNumber(signedOrders.length); - const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - signedOrders, - feeOrders, - feeProportion, - erc721MakerAssetAmount, - ); - // Simulate another otherAddress user partially filling firstFeeOrder - const firstFeeOrderFillAmount = firstFeeOrder.makerAssetAmount.div(2); - tx = await forwarderWrapper.marketBuyTokensWithEthAsync([firstFeeOrder], [], firstFeeOrderFillAmount, { - from: otherAddress, - value: fillAmountWei, - }); - // For tests we calculate how much this should've cost given that firstFeeOrder was filled - const expectedFillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - signedOrders, - feeOrders, - feeProportion, - erc721MakerAssetAmount, - ); - // With 4 ZRX remaining in firstFeeOrder, the secondFeeOrder will need to be filled to make up - // the total amount of fees required (6) - // Since the fee orders can be filled while the transaction is pending the user safely sends in - // extra ether to cover any slippage - const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress); - const slippageFillAmountWei = fillAmountWei.times(2); - tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + const ordersWithFee = [orderWithFee]; + const feeOrders = [feeOrder]; + const makerAssetFillAmount = orderWithFee.makerAssetAmount; + const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount; + const feeAmount = orderWithFee.takerFee; + const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); + const ethValue = primaryTakerAssetFillAmount.plus(wethSpentOnFeeOrders); + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, { + value: ethValue, from: takerAddress, - value: slippageFillAmountWei, - gasPrice: DEFAULT_GAS_PRICE, }); - const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress); - const expectedEthBalanceAfterGasCosts = initEthBalance.minus(expectedFillAmountWei).minus(tx.gasUsed); - const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); - expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress); - expect(afterEthBalance).to.be.bignumber.equal(expectedEthBalanceAfterGasCosts); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed)); + + expect(newOwner).to.be.bignumber.equal(takerAddress); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); - it('buys ERC721 assets with fee abstraction and handles fee orders filled', async () => { + it('should buy an ERC721 asset and pay ZRX fees from multiple fee orders', async () => { const makerAssetId = erc721MakerAssetIds[0]; - feeProportion = 0; - // In this scenario a total of 6 ZRX fees need to be paid. - // There are two fee orders, but the first fee order is partially filled while - // the Forwarding contract tx is in the mempool. - const erc721MakerAssetAmount = new BigNumber(1); - signedOrder = await orderFactory.newSignedOrderAsync({ - makerAssetAmount: erc721MakerAssetAmount, - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), DECIMALS_DEFAULT), + orderWithFee = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); - const zrxMakerAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT); - signedOrders = [signedOrder]; + const ordersWithFee = [orderWithFee]; + const makerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const makerAssetAmount = orderWithFee.takerFee.dividedToIntegerBy(2); + const takerAssetAmount = feeOrder.takerAssetAmount + .times(makerAssetAmount) + .dividedToIntegerBy(feeOrder.makerAssetAmount); + const firstFeeOrder = await orderFactory.newSignedOrderAsync({ - makerAssetAmount: zrxMakerAssetAmount, - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.1), DECIMALS_DEFAULT), - makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), + makerAssetData, + makerAssetAmount, + takerAssetAmount, }); const secondFeeOrder = await orderFactory.newSignedOrderAsync({ - makerAssetAmount: zrxMakerAssetAmount, - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.12), DECIMALS_DEFAULT), - makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), - }); - feeOrders = [firstFeeOrder, secondFeeOrder]; - const makerAssetAmount = new BigNumber(signedOrders.length); - const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - signedOrders, - feeOrders, - feeProportion, - erc721MakerAssetAmount, - ); - // Simulate another otherAddress user partially filling firstFeeOrder - const firstFeeOrderFillAmount = firstFeeOrder.makerAssetAmount.div(2); - tx = await forwarderWrapper.marketBuyTokensWithEthAsync([firstFeeOrder], [], firstFeeOrderFillAmount, { - from: otherAddress, - value: fillAmountWei, + makerAssetData, + makerAssetAmount, + takerAssetAmount, }); - const expectedFillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( - signedOrders, - feeOrders, - feeProportion, - erc721MakerAssetAmount, - ); - tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + const feeOrders = [firstFeeOrder, secondFeeOrder]; + + const makerAssetFillAmount = orderWithFee.makerAssetAmount; + const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount; + const feeAmount = orderWithFee.takerFee; + const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); + const ethValue = primaryTakerAssetFillAmount.plus(wethSpentOnFeeOrders); + + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, { + value: ethValue, from: takerAddress, - value: expectedFillAmountWei, }); - const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); - expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed)); + + expect(newOwner).to.be.bignumber.equal(takerAddress); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); - it('throws when mixed ERC721 and ERC20 assets', async () => { - const makerAssetId = erc721MakerAssetIds[0]; - const erc721SignedOrder = await orderFactory.newSignedOrderAsync({ - makerAssetAmount: new BigNumber(1), - makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), - }); - const erc20SignedOrder = await orderFactory.newSignedOrderAsync(); - signedOrders = [erc721SignedOrder, erc20SignedOrder]; - const makerAssetAmount = new BigNumber(signedOrders.length); - const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount); - return expectTransactionFailedAsync( - forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + }); + describe('marketBuyOrdersWithEth with extra fees', () => { + it('should buy an asset and send fee to feeRecipient', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithoutFee.takerAssetAmount; + + const baseFeePercentage = 2; + feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); + const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + tx = await forwarderWrapper.marketBuyOrdersWithEthAsync( + ordersWithoutFee, + feeOrders, + makerAssetFillAmount, + { + value: ethValue, from: takerAddress, - value: fillAmountWei, - }), - RevertReason.LibBytesGreaterOrEqualTo32LengthRequired, + }, + { feePercentage, feeRecipient: feeRecipientAddress }, ); + const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); + const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const primaryTakerAssetFillAmount = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2); + const ethSpentOnFee = ForwarderWrapper.getPercentageOfValue(primaryTakerAssetFillAmount, baseFeePercentage); + const totalEthSpent = primaryTakerAssetFillAmount.plus(ethSpentOnFee).plus(gasPrice.times(tx.gasUsed)); + + expect(feeRecipientEthBalanceAfter).to.be.bignumber.equal(feeRecipientEthBalanceBefore.plus(ethSpentOnFee)); + expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); + expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); - it('throws when mixed ERC721 and ERC20 assets with ERC20 first', async () => { - const makerAssetId = erc721MakerAssetIds[0]; - const erc721SignedOrder = await orderFactory.newSignedOrderAsync({ - makerAssetAmount: new BigNumber(1), - makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), - }); - const erc20SignedOrder = await orderFactory.newSignedOrderAsync(); - signedOrders = [erc20SignedOrder, erc721SignedOrder]; - const makerAssetAmount = new BigNumber(signedOrders.length); - const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount); - return expectTransactionFailedAsync( - forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { - from: takerAddress, - value: fillAmountWei, - }), - RevertReason.InvalidTakerAmount, + it('should fail if the fee is set too high', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithoutFee.takerAssetAmount; + + const baseFeePercentage = 6; + feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); + await expectTransactionFailedAsync( + forwarderWrapper.marketBuyOrdersWithEthAsync( + ordersWithoutFee, + feeOrders, + makerAssetFillAmount, + { + value: ethValue, + from: takerAddress, + }, + { feePercentage, feeRecipient: feeRecipientAddress }, + ), + RevertReason.FeePercentageTooLarge, + ); + }); + it('should fail if there is not enough ETH remaining to pay the fee', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); + const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2); + + const baseFeePercentage = 2; + feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); + await expectTransactionFailedAsync( + forwarderWrapper.marketBuyOrdersWithEthAsync( + ordersWithoutFee, + feeOrders, + makerAssetFillAmount, + { + value: ethValue, + from: takerAddress, + }, + { feePercentage, feeRecipient: feeRecipientAddress }, + ), + RevertReason.InsufficientEthRemaining, ); }); }); diff --git a/packages/contracts/test/utils/artifacts.ts b/packages/contracts/test/utils/artifacts.ts index d3f808218..63bd555a4 100644 --- a/packages/contracts/test/utils/artifacts.ts +++ b/packages/contracts/test/utils/artifacts.ts @@ -15,12 +15,13 @@ import * as MultiSigWallet from '../../artifacts/MultiSigWallet.json'; import * as MultiSigWalletWithTimeLock from '../../artifacts/MultiSigWalletWithTimeLock.json'; import * as TestAssetProxyDispatcher from '../../artifacts/TestAssetProxyDispatcher.json'; import * as TestAssetProxyOwner from '../../artifacts/TestAssetProxyOwner.json'; +import * as TestConstants from '../../artifacts/TestConstants.json'; import * as TestLibBytes from '../../artifacts/TestLibBytes.json'; import * as TestLibs from '../../artifacts/TestLibs.json'; import * as TestSignatureValidator from '../../artifacts/TestSignatureValidator.json'; -import * as TestValidator from '../../artifacts/TestValidator.json'; -import * as TestWallet from '../../artifacts/TestWallet.json'; import * as TokenRegistry from '../../artifacts/TokenRegistry.json'; +import * as Validator from '../../artifacts/Validator.json'; +import * as Wallet from '../../artifacts/Wallet.json'; import * as EtherToken from '../../artifacts/WETH9.json'; import * as Whitelist from '../../artifacts/Whitelist.json'; import * as ZRX from '../../artifacts/ZRXToken.json'; @@ -42,11 +43,12 @@ export const artifacts = { MultiSigWalletWithTimeLock: (MultiSigWalletWithTimeLock as any) as ContractArtifact, TestAssetProxyOwner: (TestAssetProxyOwner as any) as ContractArtifact, TestAssetProxyDispatcher: (TestAssetProxyDispatcher as any) as ContractArtifact, + TestConstants: (TestConstants as any) as ContractArtifact, TestLibBytes: (TestLibBytes as any) as ContractArtifact, TestLibs: (TestLibs as any) as ContractArtifact, TestSignatureValidator: (TestSignatureValidator as any) as ContractArtifact, - TestValidator: (TestValidator as any) as ContractArtifact, - TestWallet: (TestWallet as any) as ContractArtifact, + Validator: (Validator as any) as ContractArtifact, + Wallet: (Wallet as any) as ContractArtifact, TokenRegistry: (TokenRegistry as any) as ContractArtifact, Whitelist: (Whitelist as any) as ContractArtifact, ZRX: (ZRX as any) as ContractArtifact, diff --git a/packages/contracts/test/utils/constants.ts b/packages/contracts/test/utils/constants.ts index 7dac38f56..65eaee398 100644 --- a/packages/contracts/test/utils/constants.ts +++ b/packages/contracts/test/utils/constants.ts @@ -49,4 +49,6 @@ export const constants = { takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 18), }, WORD_LENGTH: 32, + ZERO_AMOUNT: new BigNumber(0), + PERCENTAGE_DENOMINATOR: new BigNumber(10).pow(18), }; diff --git a/packages/contracts/test/utils/forwarder_wrapper.ts b/packages/contracts/test/utils/forwarder_wrapper.ts index e39df14b1..ef7476e36 100644 --- a/packages/contracts/test/utils/forwarder_wrapper.ts +++ b/packages/contracts/test/utils/forwarder_wrapper.ts @@ -1,5 +1,4 @@ -import { assetDataUtils } from '@0xproject/order-utils'; -import { AssetProxyId, SignedOrder } from '@0xproject/types'; +import { SignedOrder } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; import { Web3Wrapper } from '@0xproject/web3-wrapper'; import { Provider, TransactionReceiptWithDecodedLogs, TxDataPayable } from 'ethereum-types'; @@ -12,209 +11,108 @@ 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 readonly _web3Wrapper: Web3Wrapper; private readonly _forwarderContract: ForwarderContract; private readonly _logDecoder: LogDecoder; - private readonly _zrxAddress: string; - private static _createOptimizedSellOrders(signedOrders: SignedOrder[]): MarketSellOrders { - const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT); - const assetDataId = assetDataUtils.decodeAssetProxyId(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; + public static getPercentageOfValue(value: BigNumber, percentage: number): BigNumber { + const numerator = constants.PERCENTAGE_DENOMINATOR.times(percentage).dividedToIntegerBy(100); + const newValue = value.times(numerator).dividedToIntegerBy(constants.PERCENTAGE_DENOMINATOR); + return newValue; + } + public static getWethForFeeOrders(feeAmount: BigNumber, feeOrders: SignedOrder[]): BigNumber { + let wethAmount = new BigNumber(0); + let remainingFeeAmount = feeAmount; + _.forEach(feeOrders, feeOrder => { + const feeAvailable = feeOrder.makerAssetAmount.minus(feeOrder.takerFee); + if (!remainingFeeAmount.isZero() && feeAvailable.gt(remainingFeeAmount)) { + wethAmount = wethAmount + .plus(feeOrder.takerAssetAmount.times(remainingFeeAmount).dividedToIntegerBy(feeAvailable)) + .plus(1); + remainingFeeAmount = new BigNumber(0); + } else if (!remainingFeeAmount.isZero()) { + wethAmount = wethAmount.plus(feeOrder.takerAssetAmount); + remainingFeeAmount = remainingFeeAmount.minus(feeAvailable); } - marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES; - } - return marketSellOrders; + }); + return wethAmount; } - 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 _createOptimizedOrders(signedOrders: SignedOrder[]): MarketSellOrders { + _.forEach(signedOrders, (signedOrder, index) => { + signedOrder.takerAssetData = constants.NULL_BYTES; + if (index > 0) { + signedOrder.makerAssetData = constants.NULL_BYTES; + } + }); + const params = formatters.createMarketSellOrders(signedOrders, constants.ZERO_AMOUNT); + return params; } - 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; + private static _createOptimizedZrxOrders(signedOrders: SignedOrder[]): MarketSellOrders { + _.forEach(signedOrders, signedOrder => { + signedOrder.makerAssetData = constants.NULL_BYTES; + signedOrder.takerAssetData = constants.NULL_BYTES; + }); + const params = formatters.createMarketSellOrders(signedOrders, constants.ZERO_AMOUNT); + return params; } - constructor(contractInstance: ForwarderContract, provider: Provider, zrxAddress: string) { + constructor(contractInstance: ForwarderContract, provider: Provider) { 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( + public async marketSellOrdersWithEthAsync( orders: SignedOrder[], feeOrders: SignedOrder[], - makerTokenBuyAmount: BigNumber, txData: TxDataPayable, - opts: { feeProportion?: number; feeRecipient?: string } = {}, + opts: { feePercentage?: BigNumber; 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 params = ForwarderWrapper._createOptimizedOrders(orders); + const feeParams = ForwarderWrapper._createOptimizedZrxOrders(feeOrders); + const feePercentage = _.isUndefined(opts.feePercentage) ? constants.ZERO_AMOUNT : opts.feePercentage; const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient; - const txHash: string = await this._forwarderContract.marketBuyTokensWithEth.sendTransactionAsync( + const txHash = await this._forwarderContract.marketSellOrdersWithEth.sendTransactionAsync( params.orders, params.signatures, feeParams.orders, feeParams.signatures, - makerTokenBuyAmount, - feeProportion, + feePercentage, feeRecipient, txData, ); const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); return tx; } - public async marketSellEthForERC20Async( + public async marketBuyOrdersWithEthAsync( orders: SignedOrder[], feeOrders: SignedOrder[], + makerAssetFillAmount: BigNumber, txData: TxDataPayable, - opts: { feeProportion?: number; feeRecipient?: string } = {}, + opts: { feePercentage?: BigNumber; feeRecipient?: string } = {}, ): Promise<TransactionReceiptWithDecodedLogs> { - const assetDataId = assetDataUtils.decodeAssetProxyId(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 params = ForwarderWrapper._createOptimizedOrders(orders); + const feeParams = ForwarderWrapper._createOptimizedZrxOrders(feeOrders); + const feePercentage = _.isUndefined(opts.feePercentage) ? constants.ZERO_AMOUNT : opts.feePercentage; const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient; - const txHash: string = await this._forwarderContract.marketSellEthForERC20.sendTransactionAsync( + const txHash = await this._forwarderContract.marketBuyOrdersWithEth.sendTransactionAsync( params.orders, + makerAssetFillAmount, params.signatures, feeParams.orders, feeParams.signatures, - feeProportion, + feePercentage, 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 = assetDataUtils.decodeAssetProxyId(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 = assetDataUtils.decodeAssetDataOrThrow(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; + public async withdrawERC20Async( + tokenAddress: string, + amount: BigNumber, + txData: TxDataPayable, + ): Promise<TransactionReceiptWithDecodedLogs> { + const txHash = await this._forwarderContract.withdrawERC20.sendTransactionAsync(tokenAddress, amount, txData); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; } } |