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authorJacob Evans <jacob@dekz.net>2018-07-06 13:00:09 +0800
committerJacob Evans <jacob@dekz.net>2018-07-06 13:30:07 +0800
commit0557d6a9bfc07b8d360970ffbcf582f8a26943cb (patch)
tree76b233a7a50c2e10ee3eb09a848c2494d0512c26 /packages/contracts
parentb9b00e10d39c3c84bc72892ef37f1313e904414d (diff)
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Forwarding contract (squashed commits)
Diffstat (limited to 'packages/contracts')
-rw-r--r--packages/contracts/compiler.json1
-rw-r--r--packages/contracts/package.json11
-rw-r--r--packages/contracts/src/2.0.0/forwarder/Forwarder.sol81
-rw-r--r--packages/contracts/src/2.0.0/forwarder/MixinConstants.sol49
-rw-r--r--packages/contracts/src/2.0.0/forwarder/MixinERC20.sol68
-rw-r--r--packages/contracts/src/2.0.0/forwarder/MixinERC721.sol64
-rw-r--r--packages/contracts/src/2.0.0/forwarder/MixinErrorMessages.sol33
-rw-r--r--packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol158
-rw-r--r--packages/contracts/src/2.0.0/forwarder/MixinMarketBuyTokens.sol258
-rw-r--r--packages/contracts/src/2.0.0/forwarder/MixinMarketBuyZrx.sol80
-rw-r--r--packages/contracts/src/2.0.0/forwarder/MixinMarketSellTokens.sol196
-rw-r--r--packages/contracts/src/2.0.0/forwarder/MixinWethFees.sol114
-rw-r--r--packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol2
-rw-r--r--packages/contracts/test/forwarder/forwarder.ts818
-rw-r--r--packages/contracts/test/utils/artifacts.ts2
-rw-r--r--packages/contracts/test/utils/erc20_wrapper.ts8
-rw-r--r--packages/contracts/test/utils/forwarder_wrapper.ts220
-rw-r--r--packages/contracts/test/utils/types.ts8
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;
+}