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author | Jacob Evans <jacob@dekz.net> | 2018-07-06 13:00:09 +0800 |
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committer | Jacob Evans <jacob@dekz.net> | 2018-07-06 13:30:07 +0800 |
commit | 0557d6a9bfc07b8d360970ffbcf582f8a26943cb (patch) | |
tree | 76b233a7a50c2e10ee3eb09a848c2494d0512c26 /packages/contracts | |
parent | b9b00e10d39c3c84bc72892ef37f1313e904414d (diff) | |
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Forwarding contract (squashed commits)
Diffstat (limited to 'packages/contracts')
18 files changed, 2163 insertions, 8 deletions
diff --git a/packages/contracts/compiler.json b/packages/contracts/compiler.json index 56c8b1761..5ace566d8 100644 --- a/packages/contracts/compiler.json +++ b/packages/contracts/compiler.json @@ -28,6 +28,7 @@ "ERC721Proxy", "Exchange", "ExchangeWrapper", + "Forwarder", "IAssetData", "IAssetProxy", "IValidator", diff --git a/packages/contracts/package.json b/packages/contracts/package.json index e0e82adc7..3b496ad58 100644 --- a/packages/contracts/package.json +++ b/packages/contracts/package.json @@ -20,12 +20,10 @@ "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", + "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/**/*", "coverage:report:text": "istanbul report text", "coverage:report:html": "istanbul report html && open coverage/index.html", @@ -34,8 +32,7 @@ "test:circleci": "yarn test" }, "config": { - "abis": - "../migrations/artifacts/2.0.0/@(AssetProxyOwner|DummyERC20Token|DummyERC721Receiver|DummyERC721Token|ERC20Proxy|ERC721Proxy|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|TestLibBytes|TestLibs|TestSignatureValidator|TestValidator|TestWallet|TokenRegistry|Whitelist|WETH9|ZRXToken).json" }, "repository": { "type": "git", @@ -88,4 +85,4 @@ "lodash": "^4.17.4", "web3": "^0.20.0" } -} +}
\ No newline at end of file diff --git a/packages/contracts/src/2.0.0/forwarder/Forwarder.sol b/packages/contracts/src/2.0.0/forwarder/Forwarder.sol new file mode 100644 index 000000000..71a4aff13 --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/Forwarder.sol @@ -0,0 +1,81 @@ +/* + + 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 "./MixinWethFees.sol"; +import "./MixinMarketSellTokens.sol"; +import "./MixinMarketBuyTokens.sol"; +import "./MixinConstants.sol"; +import "../utils/Ownable/Ownable.sol"; + +contract Forwarder is + Ownable, + MixinConstants, + MixinWethFees, + MixinMarketBuyZrx, + MixinMarketBuyTokens, + MixinMarketSellTokens +{ + uint256 MAX_UINT = 2**256 - 1; + + constructor ( + address _exchange, + address _etherToken, + address _zrxToken, + bytes4 _erc20AssetProxyId, + bytes memory _zrxAssetData, + bytes memory _wethAssetData + ) + public + Ownable() + MixinConstants( + _exchange, + _etherToken, + _zrxToken, + _zrxAssetData, + _wethAssetData + ) + { + setERC20ProxyApproval(_erc20AssetProxyId); + } + + /// @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 Sets the allowances to the proxy for this contract + function setERC20ProxyApproval(bytes4 erc20AssetProxyId) + public + onlyOwner + { + address proxyAddress = EXCHANGE.getAssetProxy(erc20AssetProxyId); + if (proxyAddress != address(0)) { + ETHER_TOKEN.approve(proxyAddress, MAX_UINT); + ZRX_TOKEN.approve(proxyAddress, MAX_UINT); + } + } +} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinConstants.sol b/packages/contracts/src/2.0.0/forwarder/MixinConstants.sol new file mode 100644 index 000000000..18f2ba3bc --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/MixinConstants.sol @@ -0,0 +1,49 @@ +/* + + 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/Exchange.sol"; +import { WETH9 as EtherToken } from "../tokens/WETH9/WETH9.sol"; +import "../tokens/ERC20Token/IERC20Token.sol"; + +contract MixinConstants { + + Exchange EXCHANGE; + EtherToken ETHER_TOKEN; + IERC20Token ZRX_TOKEN; + bytes ZRX_ASSET_DATA; + bytes WETH_ASSET_DATA; + + constructor ( + address _exchange, + address _etherToken, + address _zrxToken, + bytes memory _zrxAssetData, + bytes memory _wethAssetData + ) + public + { + EXCHANGE = Exchange(_exchange); + ETHER_TOKEN = EtherToken(_etherToken); + ZRX_TOKEN = IERC20Token(_zrxToken); + ZRX_ASSET_DATA = _zrxAssetData; + WETH_ASSET_DATA = _wethAssetData; + } + +}
\ No newline at end of file diff --git a/packages/contracts/src/2.0.0/forwarder/MixinERC20.sol b/packages/contracts/src/2.0.0/forwarder/MixinERC20.sol new file mode 100644 index 000000000..53d4116d7 --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/MixinERC20.sol @@ -0,0 +1,68 @@ +/* + + 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; + +contract MixinERC20 { + + string constant ERROR_TRANSFER_FAILED = "TRANSFER_FAILED"; + bytes4 constant ERC20_TRANSFER_SELECTOR = bytes4(keccak256("transfer(address,uint256)")); + + function transferToken( + address token, + address to, + uint256 amount + ) + internal + { + // 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, + amount + )); + require( + success, + "TRANSFER_FAILED" + ); + + // Check return data. + // If there is no return data, we assume the token incorrectly + // does not return a bool. In this case we expect it to revert + // on failure, which was handled above. + // If the token does return data, we require that it is a single + // value that evaluates to true. + assembly { + if returndatasize { + success := 0 + if eq(returndatasize, 32) { + // First 64 bytes of memory are reserved scratch space + returndatacopy(0, 0, 32) + success := mload(0) + } + } + } + require( + success, + "TRANSFER_FAILED" + ); + } +} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinERC721.sol b/packages/contracts/src/2.0.0/forwarder/MixinERC721.sol new file mode 100644 index 000000000..b2e8803a9 --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/MixinERC721.sol @@ -0,0 +1,64 @@ +/* + + 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 "../tokens/ERC721Token/IERC721Token.sol"; + +contract MixinERC721 { + + using LibBytes for bytes; + bytes4 constant ERC721_RECEIVED = bytes4(keccak256("onERC721Received(address,uint256,bytes)")); + bytes4 constant ERC721_RECEIVED_OPERATOR = bytes4(keccak256("onERC721Received(address,address,uint256,bytes)")); + + function onERC721Received(address, uint256, bytes memory) + public + pure + returns(bytes4) + { + return ERC721_RECEIVED; + } + + function onERC721Received(address, address, uint256, bytes memory) + public + pure + returns(bytes4) + { + return ERC721_RECEIVED_OPERATOR; + } + + function transferERC721Token( + bytes memory assetData, + address to + ) + internal + { + // Decode asset data. + address token = assetData.readAddress(16); + uint256 tokenId = assetData.readUint256(36); + bytes memory receiverData = assetData.readBytesWithLength(100); + IERC721Token(token).safeTransferFrom( + address(this), + to, + tokenId, + receiverData + ); + } +} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinErrorMessages.sol b/packages/contracts/src/2.0.0/forwarder/MixinErrorMessages.sol new file mode 100644 index 000000000..c2a6ea0a4 --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/MixinErrorMessages.sol @@ -0,0 +1,33 @@ +/* + + 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; + +/// 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/MixinExpectedResults.sol b/packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol new file mode 100644 index 000000000..0bca7dc80 --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol @@ -0,0 +1,158 @@ +/* + + 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 "./MixinConstants.sol"; + +contract MixinExpectedResults is + LibMath, + LibFillResults, + MixinConstants +{ + + /// @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; + } + + /// @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 + ) + internal + 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 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 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; + } +} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinMarketBuyTokens.sol b/packages/contracts/src/2.0.0/forwarder/MixinMarketBuyTokens.sol new file mode 100644 index 000000000..ef06fe519 --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/MixinMarketBuyTokens.sol @@ -0,0 +1,258 @@ +/* + + 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 "./MixinWethFees.sol"; +import "./MixinMarketBuyZrx.sol"; +import "./MixinExpectedResults.sol"; +import "./MixinERC20.sol"; +import "./MixinERC721.sol"; +import "./MixinConstants.sol"; +import "../protocol/Exchange/libs/LibOrder.sol"; + +contract MixinMarketBuyTokens is + MixinConstants, + MixinWethFees, + MixinMarketBuyZrx, + MixinExpectedResults, + MixinERC20, + MixinERC721 +{ + bytes4 public constant ERC20_DATA_ID = bytes4(keccak256("ERC20Token(address)")); + bytes4 public constant ERC721_DATA_ID = bytes4(keccak256("ERC721Token(address,uint256,bytes)")); + + /// @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( + LibOrder.Order[] memory orders, + bytes[] memory signatures, + LibOrder.Order[] memory feeOrders, + bytes[] memory feeSignatures, + uint256 makerTokenFillAmount, + uint16 feeProportion, + address feeRecipient + ) + payable + public + returns (FillResults memory totalFillResults) + { + 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( + orders, + signatures, + feeOrders, + feeSignatures, + makerTokenFillAmount + ); + } else if (assetDataId == ERC721_DATA_ID) { + totalFillResults = batchBuyERC721TokensInternal( + orders, + signatures, + feeOrders, + feeSignatures + ); + } + // Prevent accidental WETH owned by this contract and it being spent + require( + takerEthAmount >= totalFillResults.takerAssetFilledAmount, + "INVALID_MSG_VALUE" + ); + withdrawPayAndDeductEthFee( + safeSub(takerEthAmount, totalFillResults.takerAssetFilledAmount), + totalFillResults.takerAssetFilledAmount, + feeProportion, + feeRecipient + ); + 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 + ) + private + returns (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 + transferToken( + 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 + ) + private + returns (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); + require( + isAcceptableThreshold( + totalFillResults.takerAssetFilledAmount, + batchFillResults.takerAssetFilledAmount + ), + "UNACCEPTABLE_THRESHOLD" + ); + // 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 new file mode 100644 index 000000000..4dbb34de3 --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/MixinMarketBuyZrx.sol @@ -0,0 +1,80 @@ +/* + + 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/Exchange.sol"; +import "../protocol/Exchange/libs/LibFillResults.sol"; +import "../protocol/Exchange/libs/LibOrder.sol"; +import "../protocol/Exchange/libs/LibMath.sol"; +import "./MixinConstants.sol"; + +contract MixinMarketBuyZrx is + LibMath, + LibFillResults, + MixinConstants +{ + /// @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/MixinMarketSellTokens.sol b/packages/contracts/src/2.0.0/forwarder/MixinMarketSellTokens.sol new file mode 100644 index 000000000..8c9cdb8d5 --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/MixinMarketSellTokens.sol @@ -0,0 +1,196 @@ +/* + + 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 "../utils/LibBytes/LibBytes.sol"; +import "./MixinWethFees.sol"; +import "./MixinExpectedResults.sol"; +import "./MixinERC20.sol"; +import "./MixinConstants.sol"; +import "./MixinMarketBuyZrx.sol"; + +contract MixinMarketSellTokens is + MixinConstants, + MixinWethFees, + MixinMarketBuyZrx, + MixinExpectedResults, + MixinERC20 +{ + /// @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( + LibOrder.Order[] memory orders, + bytes[] memory signatures, + LibOrder.Order[] memory feeOrders, + bytes[] memory feeSignatures, + uint16 feeProportion, + address feeRecipient + ) + payable + public + returns (FillResults memory totalFillResults) + { + 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( + orders, + signatures, + wethSellAmount + ); + } else { + totalFillResults = marketSellEthForERC20Internal( + orders, + signatures, + feeOrders, + feeSignatures, + wethSellAmount + ); + } + // 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" + ); + // Transfer all tokens to msg.sender + transferToken( + makerTokenAddress, + msg.sender, + totalFillResults.makerAssetFilledAmount + ); + 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; + } + + /// @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 (FillResults memory totalFillResults) + { + // 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); + require( + isAcceptableThreshold(totalFillResults.makerAssetFilledAmount, zrxAmountBought), + "UNACCEPTABLE_THRESHOLD" + ); + totalFillResults.makerAssetFilledAmount = zrxAmountBought; + return totalFillResults; + } + +} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinWethFees.sol b/packages/contracts/src/2.0.0/forwarder/MixinWethFees.sol new file mode 100644 index 000000000..9206c5fe0 --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/MixinWethFees.sol @@ -0,0 +1,114 @@ +/* + + 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 { WETH9 as EtherToken } from "../tokens/WETH9/WETH9.sol"; +import "../protocol/Exchange/libs/LibMath.sol"; +import "./MixinConstants.sol"; + +contract MixinWethFees is + LibMath, + MixinConstants +{ + + 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 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/protocol/Exchange/MixinExchangeCore.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol index c0ed023ac..d377dc943 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol @@ -396,7 +396,7 @@ contract MixinExchangeCore is return fillResults; } - /// @dev Settles an order by transferring assets between counterparties. + /// @dev Settles an order by transferring assets between counterparties. /// @param order Order struct containing order specifications. /// @param takerAddress Address selling takerAsset and buying makerAsset. /// @param fillResults Amounts to be filled and fees paid by maker and taker. diff --git a/packages/contracts/test/forwarder/forwarder.ts b/packages/contracts/test/forwarder/forwarder.ts new file mode 100644 index 000000000..0b6e24451 --- /dev/null +++ b/packages/contracts/test/forwarder/forwarder.ts @@ -0,0 +1,818 @@ +import { BlockchainLifecycle } from '@0xproject/dev-utils'; +import { assetProxyUtils } from '@0xproject/order-utils'; +import { AssetProxyId, SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import { Web3Wrapper } from '@0xproject/web3-wrapper'; +import * as chai from 'chai'; +import { TransactionReceiptWithDecodedLogs } from 'ethereum-types'; + +import { DummyERC20TokenContract } from '../../generated_contract_wrappers/dummy_e_r_c20_token'; +import { DummyERC721TokenContract } from '../../generated_contract_wrappers/dummy_e_r_c721_token'; +import { ExchangeContract } from '../../generated_contract_wrappers/exchange'; +import { ForwarderContract } from '../../generated_contract_wrappers/forwarder'; +import { WETH9Contract } from '../../generated_contract_wrappers/weth9'; +import { artifacts } from '../utils/artifacts'; +import { expectRevertOrAlwaysFailingTransactionAsync, expectRevertOrOtherErrorAsync } from '../utils/assertions'; +import { chaiSetup } from '../utils/chai_setup'; +import { constants } from '../utils/constants'; +import { ERC20Wrapper } from '../utils/erc20_wrapper'; +import { ERC721Wrapper } from '../utils/erc721_wrapper'; +import { ExchangeWrapper } from '../utils/exchange_wrapper'; +import { formatters } from '../utils/formatters'; +import { ForwarderWrapper } from '../utils/forwarder_wrapper'; +import { OrderFactory } from '../utils/order_factory'; +import { ContractName, ERC20BalancesByOwner } from '../utils/types'; +import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +const DECIMALS_DEFAULT = 18; +// Set a gasPrice so when checking balance of msg.sender we can accurately calculate gasPrice*gasUsed +const DEFAULT_GAS_PRICE = new BigNumber(1); + +describe(ContractName.Forwarder, () => { + let makerAddress: string; + let owner: string; + let takerAddress: string; + let feeRecipientAddress: string; + let otherAddress: string; + let defaultMakerAssetAddress: string; + + let weth: DummyERC20TokenContract; + let zrxToken: DummyERC20TokenContract; + let erc721Token: DummyERC721TokenContract; + let forwarderContract: ForwarderContract; + let wethContract: WETH9Contract; + let forwarderWrapper: ForwarderWrapper; + let exchangeWrapper: ExchangeWrapper; + + let signedOrder: SignedOrder; + let signedOrders: 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; + + before(async () => { + await blockchainLifecycle.startAsync(); + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress, otherAddress] = accounts); + + const erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + + const numDummyErc20ToDeploy = 3; + let erc20TokenA; + [erc20TokenA, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + const erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + const erc721Proxy = await erc721Wrapper.deployProxyAsync(); + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address]; + + wethContract = await WETH9Contract.deployFrom0xArtifactAsync(artifacts.EtherToken, provider, txDefaults); + weth = new DummyERC20TokenContract(wethContract.abi, wethContract.address, provider); + erc20Wrapper.addDummyTokenContract(weth); + + const wethAssetData = assetProxyUtils.encodeERC20AssetData(wethContract.address); + const zrxAssetData = assetProxyUtils.encodeERC20AssetData(zrxToken.address); + const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + zrxAssetData, + ); + const exchangeContract = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider); + exchangeWrapper = new ExchangeWrapper(exchangeContract, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); + + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, { + from: owner, + }); + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, { + from: owner, + }); + + defaultMakerAssetAddress = erc20TokenA.address; + const defaultTakerAssetAddress = wethContract.address; + const defaultOrderParams = { + exchangeAddress: exchangeInstance.address, + makerAddress, + feeRecipientAddress, + makerAssetData: assetProxyUtils.encodeERC20AssetData(defaultMakerAssetAddress), + takerAssetData: assetProxyUtils.encodeERC20AssetData(defaultTakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), DECIMALS_DEFAULT), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT), + makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), + }; + const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + orderFactory = new OrderFactory(privateKey, defaultOrderParams); + + const forwarderInstance = await ForwarderContract.deployFrom0xArtifactAsync( + artifacts.Forwarder, + provider, + txDefaults, + exchangeInstance.address, + wethContract.address, + zrxToken.address, + AssetProxyId.ERC20, + zrxAssetData, + wethAssetData, + ); + forwarderContract = new ForwarderContract(forwarderInstance.abi, forwarderInstance.address, provider); + forwarderWrapper = new ForwarderWrapper(forwarderContract, provider, zrxToken.address); + 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 = orderFactory.newSignedOrder(); + signedOrders = [signedOrder]; + feeOrder = orderFactory.newSignedOrder({ + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + feeOrders = [feeOrder]; + orderWithFee = orderFactory.newSignedOrder({ + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + signedOrdersWithFee = [orderWithFee]; + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('calculations', () => { + it('throws if 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, { + from: takerAddress, + value: fillAmountWei, + }); + return expectRevertOrOtherErrorAsync( + forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + feeOrders, + [], + feeProportion, + makerTokenFillAmount, + ), + 'Unable to satisfy makerAssetFillAmount with provided orders', + ); + }); + it('throws if orders passed are cancelled', async () => { + tx = await exchangeWrapper.cancelOrderAsync(feeOrder, makerAddress); + // Cancel the feeOrder + return expectRevertOrOtherErrorAsync( + forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + feeOrders, + [], + feeProportion, + feeOrder.makerAssetAmount.div(2), + ), + 'Unable to satisfy makerAssetFillAmount with provided orders', + ); + }); + }); + 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, + from: takerAddress, + }); + 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)); + }); + 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, + from: takerAddress, + }); + 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)); + }); + it('should fill the order when token is ZRX with fees', async () => { + orderWithFee = orderFactory.newSignedOrder({ + makerAssetData: assetProxyUtils.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, + from: takerAddress, + }); + 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)); + }); + it('should fail if sent an ETH amount too high', async () => { + signedOrder = orderFactory.newSignedOrder({ + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + const fillAmount = signedOrder.takerAssetAmount.times(2); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, { + value: fillAmount, + from: takerAddress, + }), + ); + }); + it('should fail if fee abstraction amount is too high', async () => { + orderWithFee = orderFactory.newSignedOrder({ + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), DECIMALS_DEFAULT), + }); + signedOrdersWithFee = [orderWithFee]; + feeOrder = orderFactory.newSignedOrder({ + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + feeOrders = [feeOrder]; + const fillAmount = signedOrder.takerAssetAmount.div(4); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, { + value: fillAmount, + from: takerAddress, + }), + ); + }); + it('throws when mixed ERC721 and ERC20 assets with ERC20 first', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + const erc721SignedOrder = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + const erc20SignedOrder = orderFactory.newSignedOrder(); + signedOrders = [erc20SignedOrder, erc721SignedOrder]; + const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketSellEthForERC20Async(signedOrders, feeOrders, { + from: takerAddress, + value: fillAmountWei, + }), + ); + }); + }); + 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, + feeOrders, + { + from: takerAddress, + value: fillAmount, + gasPrice: DEFAULT_GAS_PRICE, + }, + { + feeProportion, + feeRecipient: feeRecipientAddress, + }, + ); + 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)), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0)); + }); + 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 = []; + expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketSellEthForERC20Async( + signedOrders, + feeOrders, + { + from: takerAddress, + value: fillAmount, + gasPrice: DEFAULT_GAS_PRICE, + }, + { + feeProportion, + feeRecipient: feeRecipientAddress, + }, + ), + ); + 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, { + from: takerAddress, + value: fillAmountWei, + gasPrice: DEFAULT_GAS_PRICE, + }); + 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); + }); + 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, { + from: takerAddress, + value: excessFillAmount, + gasPrice: DEFAULT_GAS_PRICE, + }); + 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); + }); + 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, { + from: takerAddress, + value: excessFillAmount, + }); + 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 = orderFactory.newSignedOrder({ + makerAssetData: assetProxyUtils.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, + ); + tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + gasPrice: DEFAULT_GAS_PRICE, + }); + 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 = orderFactory.newSignedOrder({ + makerAssetData: assetProxyUtils.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, + ); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + }), + ); + }); + it('throws if fees are higher than 5% when buying erc20', async () => { + const highFeeERC20Order = orderFactory.newSignedOrder({ + takerFee: signedOrder.makerAssetAmount.times(0.06), + }); + signedOrdersWithFee = [highFeeERC20Order]; + feeOrders = [feeOrder]; + const makerAssetAmount = signedOrder.makerAssetAmount.div(2); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrdersWithFee, + feeOrders, + feeProportion, + makerAssetAmount, + ); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + }), + ); + }); + it('throws if makerAssetAmount is 0', async () => { + const makerAssetAmount = new BigNumber(0); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrdersWithFee, + feeOrders, + feeProportion, + makerAssetAmount, + ); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + }), + ); + }); + 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({ + 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 expectRevertOrAlwaysFailingTransactionAsync( + forwarderContract.marketBuyTokensWithEth.sendTransactionAsync( + formattedOrders.orders, + formattedOrders.signatures, + formattedFeeOrders.orders, + formattedFeeOrders.signatures, + makerAssetAmount, + zero, + constants.NULL_ADDRESS, + { value: fillAmount, from: takerAddress }, + ), + ); + }); + }); + describe('marketBuyTokensWithEth - ERC721', async () => { + it('buys ERC721 assets', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + signedOrder = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + makerAssetData: assetProxyUtils.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, { + from: takerAddress, + value: fillAmountWei, + }); + const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + }); + it('buys ERC721 assets with fee abstraction', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + signedOrder = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.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, { + from: takerAddress, + value: fillAmountWei, + }); + 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 = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.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, + ); + tx = await forwarderWrapper.marketBuyTokensWithEthAsync( + signedOrders, + feeOrders, + makerAssetAmount, + { + from: takerAddress, + value: fillAmountWei, + gasPrice: DEFAULT_GAS_PRICE, + }, + { + feeProportion, + feeRecipient: feeRecipientAddress, + }, + ); + 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 = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId1), + }); + const signedOrder2 = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId2), + }); + signedOrders = [signedOrder1, signedOrder2]; + feeProportion = 10; + const makerAssetAmount = new BigNumber(signedOrders.length); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrders, + feeOrders, + feeProportion, + makerAssetAmount, + ); + 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 () => { + 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 = orderFactory.newSignedOrder({ + makerAssetAmount: erc721MakerAssetAmount, + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + signedOrders = [signedOrder]; + const firstFeeOrder = orderFactory.newSignedOrder({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.1), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), + }); + const secondFeeOrder = orderFactory.newSignedOrder({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.12), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.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, { + 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); + }); + it('buys ERC721 assets with fee abstraction and handles fee orders filled', 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 = orderFactory.newSignedOrder({ + makerAssetAmount: erc721MakerAssetAmount, + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + const zrxMakerAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT); + signedOrders = [signedOrder]; + const firstFeeOrder = orderFactory.newSignedOrder({ + makerAssetAmount: zrxMakerAssetAmount, + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.1), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), + }); + const secondFeeOrder = orderFactory.newSignedOrder({ + makerAssetAmount: zrxMakerAssetAmount, + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.12), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.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, + }); + const expectedFillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrders, + feeOrders, + feeProportion, + erc721MakerAssetAmount, + ); + tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + from: takerAddress, + value: expectedFillAmountWei, + }); + const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + }); + it('throws when mixed ERC721 and ERC20 assets', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + const erc721SignedOrder = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + const erc20SignedOrder = orderFactory.newSignedOrder(); + signedOrders = [erc721SignedOrder, erc20SignedOrder]; + const makerAssetAmount = new BigNumber(signedOrders.length); + const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + }), + ); + }); + it('throws when mixed ERC721 and ERC20 assets with ERC20 first', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + const erc721SignedOrder = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + const erc20SignedOrder = orderFactory.newSignedOrder(); + signedOrders = [erc20SignedOrder, erc721SignedOrder]; + const makerAssetAmount = new BigNumber(signedOrders.length); + const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + }), + ); + }); + }); +}); +// tslint:disable:max-file-line-count +// tslint:enable:no-unnecessary-type-assertion diff --git a/packages/contracts/test/utils/artifacts.ts b/packages/contracts/test/utils/artifacts.ts index 23e93c085..d3f808218 100644 --- a/packages/contracts/test/utils/artifacts.ts +++ b/packages/contracts/test/utils/artifacts.ts @@ -8,6 +8,7 @@ import * as ERC20Proxy from '../../artifacts/ERC20Proxy.json'; import * as ERC721Proxy from '../../artifacts/ERC721Proxy.json'; import * as Exchange from '../../artifacts/Exchange.json'; import * as ExchangeWrapper from '../../artifacts/ExchangeWrapper.json'; +import * as Forwarder from '../../artifacts/Forwarder.json'; import * as IAssetProxy from '../../artifacts/IAssetProxy.json'; import * as MixinAuthorizable from '../../artifacts/MixinAuthorizable.json'; import * as MultiSigWallet from '../../artifacts/MultiSigWallet.json'; @@ -34,6 +35,7 @@ export const artifacts = { Exchange: (Exchange as any) as ContractArtifact, ExchangeWrapper: (ExchangeWrapper as any) as ContractArtifact, EtherToken: (EtherToken as any) as ContractArtifact, + Forwarder: (Forwarder as any) as ContractArtifact, IAssetProxy: (IAssetProxy as any) as ContractArtifact, MixinAuthorizable: (MixinAuthorizable as any) as ContractArtifact, MultiSigWallet: (MultiSigWallet as any) as ContractArtifact, diff --git a/packages/contracts/test/utils/erc20_wrapper.ts b/packages/contracts/test/utils/erc20_wrapper.ts index 53e9791bc..9351b1e3d 100644 --- a/packages/contracts/test/utils/erc20_wrapper.ts +++ b/packages/contracts/test/utils/erc20_wrapper.ts @@ -138,6 +138,14 @@ export class ERC20Wrapper { }); return balancesByOwner; } + public addDummyTokenContract(dummy: DummyERC20TokenContract): void { + if (!_.isUndefined(this._dummyTokenContracts)) { + this._dummyTokenContracts.push(dummy); + } + } + public addTokenOwnerAddress(address: string): void { + this._tokenOwnerAddresses.push(address); + } public getTokenOwnerAddresses(): string[] { return this._tokenOwnerAddresses; } diff --git a/packages/contracts/test/utils/forwarder_wrapper.ts b/packages/contracts/test/utils/forwarder_wrapper.ts new file mode 100644 index 000000000..d227420ee --- /dev/null +++ b/packages/contracts/test/utils/forwarder_wrapper.ts @@ -0,0 +1,220 @@ +import { assetProxyUtils } from '@0xproject/order-utils'; +import { AssetProxyId, SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import { Web3Wrapper } from '@0xproject/web3-wrapper'; +import { Provider, TransactionReceiptWithDecodedLogs, TxDataPayable } from 'ethereum-types'; +import * as _ from 'lodash'; + +import { ForwarderContract } from '../../generated_contract_wrappers/forwarder'; + +import { constants } from './constants'; +import { formatters } from './formatters'; +import { LogDecoder } from './log_decoder'; +import { MarketSellOrders } from './types'; + +const DEFAULT_FEE_PROPORTION = 0; +const PERCENTAGE_DENOMINATOR = 10000; +const ZERO_AMOUNT = new BigNumber(0); +const INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT = 'Unable to satisfy makerAssetFillAmount with provided orders'; + +export class ForwarderWrapper { + private _web3Wrapper: Web3Wrapper; + private _forwarderContract: ForwarderContract; + private _logDecoder: LogDecoder; + private _zrxAddress: string; + private static _createOptimizedSellOrders(signedOrders: SignedOrder[]): MarketSellOrders { + const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT); + const assetDataId = assetProxyUtils.decodeAssetDataId(signedOrders[0].makerAssetData); + // Contract will fill this in for us as all of the assetData is assumed to be the same + for (let i = 0; i < signedOrders.length; i++) { + if (i !== 0 && assetDataId === AssetProxyId.ERC20) { + // Forwarding contract will fill this in from the first order + marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES; + } + marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES; + } + return marketSellOrders; + } + private static _createOptimizedZRXSellOrders(signedOrders: SignedOrder[]): MarketSellOrders { + const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT); + // Contract will fill this in for us as all of the assetData is assumed to be the same + for (let i = 0; i < signedOrders.length; i++) { + marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES; + marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES; + } + return marketSellOrders; + } + private static _calculateAdditionalFeeProportionAmount(feeProportion: number, fillAmountWei: BigNumber): BigNumber { + if (feeProportion > 0) { + // Add to the total ETH transaction to ensure all NFTs can be filled after fees + // 150 = 1.5% = 0.015 + const denominator = new BigNumber(1).minus(new BigNumber(feeProportion).dividedBy(PERCENTAGE_DENOMINATOR)); + return fillAmountWei.dividedBy(denominator).round(0, BigNumber.ROUND_FLOOR); + } + return fillAmountWei; + } + constructor(contractInstance: ForwarderContract, provider: Provider, zrxAddress: string) { + this._forwarderContract = contractInstance; + this._web3Wrapper = new Web3Wrapper(provider); + this._logDecoder = new LogDecoder(this._web3Wrapper, this._forwarderContract.address); + // this._web3Wrapper.abiDecoder.addABI(contractInstance.abi); + this._zrxAddress = zrxAddress; + } + public async marketBuyTokensWithEthAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + makerTokenBuyAmount: BigNumber, + txData: TxDataPayable, + opts: { feeProportion?: number; feeRecipient?: string } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = ForwarderWrapper._createOptimizedSellOrders(orders); + const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders); + const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion; + const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient; + const txHash: string = await this._forwarderContract.marketBuyTokensWithEth.sendTransactionAsync( + params.orders, + params.signatures, + feeParams.orders, + feeParams.signatures, + makerTokenBuyAmount, + feeProportion, + feeRecipient, + txData, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async marketSellEthForERC20Async( + orders: SignedOrder[], + feeOrders: SignedOrder[], + txData: TxDataPayable, + opts: { feeProportion?: number; feeRecipient?: string } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const assetDataId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData); + if (assetDataId !== AssetProxyId.ERC20) { + throw new Error('Asset type not supported by marketSellEthForERC20'); + } + const params = ForwarderWrapper._createOptimizedSellOrders(orders); + const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders); + const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion; + const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient; + const txHash: string = await this._forwarderContract.marketSellEthForERC20.sendTransactionAsync( + params.orders, + params.signatures, + feeParams.orders, + feeParams.signatures, + feeProportion, + feeRecipient, + txData, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async calculateMarketBuyFillAmountWeiAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + feeProportion: number, + makerAssetFillAmount: BigNumber, + ): Promise<BigNumber> { + const assetProxyId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData); + switch (assetProxyId) { + case AssetProxyId.ERC20: { + const fillAmountWei = this._calculateMarketBuyERC20FillAmountAsync( + orders, + feeOrders, + feeProportion, + makerAssetFillAmount, + ); + return fillAmountWei; + } + case AssetProxyId.ERC721: { + const fillAmountWei = await this._calculateMarketBuyERC721FillAmountAsync( + orders, + feeOrders, + feeProportion, + ); + return fillAmountWei; + } + default: + throw new Error(`Invalid Asset Proxy Id: ${assetProxyId}`); + } + } + private async _calculateMarketBuyERC20FillAmountAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + feeProportion: number, + makerAssetFillAmount: BigNumber, + ): Promise<BigNumber> { + const makerAssetData = assetProxyUtils.decodeAssetData(orders[0].makerAssetData); + const makerAssetToken = makerAssetData.tokenAddress; + const params = formatters.createMarketBuyOrders(orders, makerAssetFillAmount); + + let fillAmountWei; + if (makerAssetToken === this._zrxAddress) { + // If buying ZRX we buy the tokens and fees from the ZRX order in one step + const expectedBuyFeeTokensFillResults = await this._forwarderContract.calculateMarketBuyZrxResults.callAsync( + params.orders, + makerAssetFillAmount, + ); + if (expectedBuyFeeTokensFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) { + throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT); + } + fillAmountWei = expectedBuyFeeTokensFillResults.takerAssetFilledAmount; + } else { + const expectedMarketBuyFillResults = await this._forwarderContract.calculateMarketBuyResults.callAsync( + params.orders, + makerAssetFillAmount, + ); + if (expectedMarketBuyFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) { + throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT); + } + fillAmountWei = expectedMarketBuyFillResults.takerAssetFilledAmount; + const expectedFeeAmount = expectedMarketBuyFillResults.takerFeePaid; + if (expectedFeeAmount.greaterThan(ZERO_AMOUNT)) { + const expectedFeeFillFillAmountWei = await this._calculateMarketBuyERC20FillAmountAsync( + feeOrders, + [], + DEFAULT_FEE_PROPORTION, + expectedFeeAmount, + ); + fillAmountWei = fillAmountWei.plus(expectedFeeFillFillAmountWei); + } + } + fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei); + return fillAmountWei; + } + private async _calculateMarketBuyERC721FillAmountAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + feeProportion: number, + ): Promise<BigNumber> { + // Total cost when buying ERC721 is the total cost of all ERC721 orders + any fee abstraction + let fillAmountWei = _.reduce( + orders, + (totalAmount: BigNumber, order: SignedOrder) => { + return totalAmount.plus(order.takerAssetAmount); + }, + ZERO_AMOUNT, + ); + const totalFees = _.reduce( + orders, + (totalAmount: BigNumber, order: SignedOrder) => { + return totalAmount.plus(order.takerFee); + }, + ZERO_AMOUNT, + ); + if (totalFees.greaterThan(ZERO_AMOUNT)) { + // Calculate the ZRX fee abstraction cost + const emptyFeeOrders: SignedOrder[] = []; + const expectedFeeAmountWei = await this._calculateMarketBuyERC20FillAmountAsync( + feeOrders, + emptyFeeOrders, + DEFAULT_FEE_PROPORTION, + totalFees, + ); + fillAmountWei = fillAmountWei.plus(expectedFeeAmountWei); + } + fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei); + return fillAmountWei; + } +} diff --git a/packages/contracts/test/utils/types.ts b/packages/contracts/test/utils/types.ts index b792bb90a..67313b647 100644 --- a/packages/contracts/test/utils/types.ts +++ b/packages/contracts/test/utils/types.ts @@ -102,6 +102,7 @@ export enum ContractName { TestWallet = 'TestWallet', Authorizable = 'Authorizable', Whitelist = 'Whitelist', + Forwarder = 'Forwarder', } export interface SignedTransaction { @@ -227,3 +228,10 @@ export interface FillScenario { makerStateScenario: TraderStateScenario; takerStateScenario: TraderStateScenario; } + +export interface FillResults { + makerAssetFilledAmount: BigNumber; + takerAssetFilledAmount: BigNumber; + makerFeePaid: BigNumber; + takerFeePaid: BigNumber; +} |