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-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol158
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol257
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/MixinSettlement.sol26
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/libs/LibExchangeErrors.sol1
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/libs/LibMath.sol21
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/mixins/MExchangeCore.sol45
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol54
-rw-r--r--packages/contracts/src/contracts/current/protocol/Exchange/mixins/MSettlement.sol15
-rw-r--r--packages/contracts/src/utils/exchange_wrapper.ts14
-rw-r--r--packages/contracts/test/exchange/match_orders.ts2
-rw-r--r--packages/contracts/test/utils/match_order_tester.ts1
11 files changed, 288 insertions, 306 deletions
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol b/packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol
index 981c5984e..2c23575c7 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol
@@ -53,6 +53,20 @@ contract MixinExchangeCore is
////// Core exchange functions //////
+ /// @dev Cancels all orders reated by sender with a salt less than or equal to the specified salt value.
+ /// @param salt Orders created with a salt less or equal to this value will be cancelled.
+ function cancelOrdersUpTo(uint256 salt)
+ external
+ {
+ uint256 newMakerEpoch = salt + 1; // makerEpoch is initialized to 0, so to cancelUpTo we need salt + 1
+ require(
+ newMakerEpoch > makerEpoch[msg.sender], // epoch must be monotonically increasing
+ INVALID_NEW_MAKER_EPOCH
+ );
+ makerEpoch[msg.sender] = newMakerEpoch;
+ emit CancelUpTo(msg.sender, newMakerEpoch);
+ }
+
/// @dev Gets information about an order: status, hash, and amount filled.
/// @param order Order to gather information on.
/// @return status Status of order. Statuses are defined in the LibStatus.Status struct.
@@ -64,20 +78,11 @@ contract MixinExchangeCore is
returns (
uint8 orderStatus,
bytes32 orderHash,
- uint256 takerAssetFilledAmount)
+ uint256 takerAssetFilledAmount
+ )
{
- // Compute the order hash and fetch filled amount
+ // Compute the order hash
orderHash = getOrderHash(order);
- takerAssetFilledAmount = filled[orderHash];
-
- // If order.takerAssetAmount is zero, then the order will always
- // be considered filled because 0 == takerAssetAmount == takerAssetFilledAmount
- // Instead of distinguishing between unfilled and filled zero taker
- // amount orders, we choose not to support them.
- if (order.takerAssetAmount == 0) {
- orderStatus = uint8(Status.ORDER_INVALID_TAKER_ASSET_AMOUNT);
- return (orderStatus, orderHash, takerAssetFilledAmount);
- }
// If order.makerAssetAmount is zero, we also reject the order.
// While the Exchange contract handles them correctly, they create
@@ -88,15 +93,18 @@ contract MixinExchangeCore is
return (orderStatus, orderHash, takerAssetFilledAmount);
}
- // Validate order expiration
- if (block.timestamp >= order.expirationTimeSeconds) {
- orderStatus = uint8(Status.ORDER_EXPIRED);
+ // If order.takerAssetAmount is zero, then the order will always
+ // be considered filled because 0 == takerAssetAmount == takerAssetFilledAmount
+ // Instead of distinguishing between unfilled and filled zero taker
+ // amount orders, we choose not to support them.
+ if (order.takerAssetAmount == 0) {
+ orderStatus = uint8(Status.ORDER_INVALID_TAKER_ASSET_AMOUNT);
return (orderStatus, orderHash, takerAssetFilledAmount);
}
- // Validate order availability
- if (takerAssetFilledAmount >= order.takerAssetAmount) {
- orderStatus = uint8(Status.ORDER_FULLY_FILLED);
+ // Validate order expiration
+ if (block.timestamp >= order.expirationTimeSeconds) {
+ orderStatus = uint8(Status.ORDER_EXPIRED);
return (orderStatus, orderHash, takerAssetFilledAmount);
}
@@ -110,6 +118,13 @@ contract MixinExchangeCore is
return (orderStatus, orderHash, takerAssetFilledAmount);
}
+ // Fetch filled amount and validate order availability
+ takerAssetFilledAmount = filled[orderHash];
+ if (takerAssetFilledAmount >= order.takerAssetAmount) {
+ orderStatus = uint8(Status.ORDER_FULLY_FILLED);
+ return (orderStatus, orderHash, takerAssetFilledAmount);
+ }
+
// All other statuses are ruled out: order is Fillable
orderStatus = uint8(Status.ORDER_FILLABLE);
return (orderStatus, orderHash, takerAssetFilledAmount);
@@ -119,18 +134,18 @@ contract MixinExchangeCore is
/// @param order to be filled.
/// @param orderStatus Status of order to be filled.
/// @param orderHash Hash of order to be filled.
- /// @param takerAssetFilledAmount Amount of order already filled.
- /// @param signature Proof that the orders was created by its maker.
/// @param takerAddress Address of order taker.
+ /// @param takerAssetFilledAmount Amount of order already filled.
/// @param takerAssetFillAmount Desired amount of order to fill by taker.
- function validateFillOrderContextOrRevert(
+ /// @param signature Proof that the orders was created by its maker.
+ function validateFillOrRevert(
Order memory order,
uint8 orderStatus,
bytes32 orderHash,
- uint256 takerAssetFilledAmount,
- bytes memory signature,
address takerAddress,
- uint256 takerAssetFillAmount)
+ uint256 takerAssetFilledAmount,
+ uint256 takerAssetFillAmount,
+ bytes memory signature)
internal
{
// Ensure order is valid
@@ -190,23 +205,24 @@ contract MixinExchangeCore is
pure
returns (
uint8 status,
- FillResults memory fillResults)
+ FillResults memory fillResults
+ )
{
- // Fill Amount must be greater than 0
- if (takerAssetFillAmount <= 0) {
+ // Fill amount must be greater than 0
+ if (takerAssetFillAmount == 0) {
status = uint8(Status.TAKER_ASSET_FILL_AMOUNT_TOO_LOW);
return;
}
// Ensure the order is fillable
if (orderStatus != uint8(Status.ORDER_FILLABLE)) {
- status = uint8(orderStatus);
+ status = orderStatus;
return;
}
// Compute takerAssetFilledAmount
- uint256 remainingtakerAssetAmount = safeSub(order.takerAssetAmount, takerAssetFilledAmount);
- fillResults.takerAssetFilledAmount = min256(takerAssetFillAmount, remainingtakerAssetAmount);
+ uint256 remainingTakerAssetAmount = safeSub(order.takerAssetAmount, takerAssetFilledAmount);
+ fillResults.takerAssetFilledAmount = min256(takerAssetFillAmount, remainingTakerAssetAmount);
// Validate fill order rounding
if (isRoundingError(
@@ -242,19 +258,32 @@ contract MixinExchangeCore is
/// @dev Updates state with results of a fill order.
/// @param order that was filled.
/// @param takerAddress Address of taker who filled the order.
+ /// @param takerAssetFilledAmount Amount of order already filled.
/// @return fillResults Amounts filled and fees paid by maker and taker.
function updateFilledState(
Order memory order,
address takerAddress,
bytes32 orderHash,
+ uint256 takerAssetFilledAmount,
FillResults memory fillResults)
internal
{
// Update state
- filled[orderHash] = safeAdd(filled[orderHash], fillResults.takerAssetFilledAmount);
+ filled[orderHash] = safeAdd(takerAssetFilledAmount, fillResults.takerAssetFilledAmount);
// Log order
- emitFillEvent(order, takerAddress, orderHash, fillResults);
+ emit Fill(
+ order.makerAddress,
+ takerAddress,
+ order.feeRecipientAddress,
+ fillResults.makerAssetFilledAmount,
+ fillResults.takerAssetFilledAmount,
+ fillResults.makerFeePaid,
+ fillResults.takerFeePaid,
+ orderHash,
+ order.makerAssetData,
+ order.takerAssetData
+ );
}
/// @dev Fills the input order.
@@ -279,7 +308,15 @@ contract MixinExchangeCore is
address takerAddress = getCurrentContextAddress();
// Either our context is valid or we revert
- validateFillOrderContextOrRevert(order, orderStatus, orderHash, takerAssetFilledAmount, signature, takerAddress, takerAssetFillAmount);
+ validateFillOrRevert(
+ order,
+ orderStatus,
+ orderHash,
+ takerAddress,
+ takerAssetFilledAmount,
+ takerAssetFillAmount,
+ signature
+ );
// Compute proportional fill amounts
uint8 status;
@@ -290,11 +327,16 @@ contract MixinExchangeCore is
}
// Settle order
- (fillResults.makerAssetFilledAmount, fillResults.makerFeePaid, fillResults.takerFeePaid) =
- settleOrder(order, takerAddress, fillResults.takerAssetFilledAmount);
+ settleOrder(order, takerAddress, fillResults);
// Update exchange internal state
- updateFilledState(order, takerAddress, orderHash, fillResults);
+ updateFilledState(
+ order,
+ takerAddress,
+ orderHash,
+ takerAssetFilledAmount,
+ fillResults
+ );
return fillResults;
}
@@ -302,7 +344,7 @@ contract MixinExchangeCore is
/// @param order that was cancelled.
/// @param orderStatus Status of order that was cancelled.
/// @param orderHash Hash of order that was cancelled.
- function validateCancelOrderContextOrRevert(
+ function validateCancelOrRevert(
Order memory order,
uint8 orderStatus,
bytes32 orderHash)
@@ -386,50 +428,12 @@ contract MixinExchangeCore is
// Fetch current order status
bytes32 orderHash;
uint8 orderStatus;
- uint256 takerAssetFilledAmount;
- (orderStatus, orderHash, takerAssetFilledAmount) = getOrderInfo(order);
+ (orderStatus, orderHash, ) = getOrderInfo(order);
// Validate context
- validateCancelOrderContextOrRevert(order, orderStatus, orderHash);
+ validateCancelOrRevert(order, orderStatus, orderHash);
// Perform cancel
return updateCancelledState(order, orderStatus, orderHash);
}
-
- /// @dev Cancels all orders reated by sender with a salt less than or equal to the specified salt value.
- /// @param salt Orders created with a salt less or equal to this value will be cancelled.
- function cancelOrdersUpTo(uint256 salt)
- external
- {
- uint256 newMakerEpoch = salt + 1; // makerEpoch is initialized to 0, so to cancelUpTo we need salt + 1
- require(
- newMakerEpoch > makerEpoch[msg.sender], // epoch must be monotonically increasing
- INVALID_NEW_MAKER_EPOCH
- );
- makerEpoch[msg.sender] = newMakerEpoch;
- emit CancelUpTo(msg.sender, newMakerEpoch);
- }
-
- /// @dev Logs a Fill event with the given arguments.
- /// The sole purpose of this function is to get around the stack variable limit.
- function emitFillEvent(
- Order memory order,
- address takerAddress,
- bytes32 orderHash,
- FillResults memory fillResults)
- internal
- {
- emit Fill(
- order.makerAddress,
- takerAddress,
- order.feeRecipientAddress,
- fillResults.makerAssetFilledAmount,
- fillResults.takerAssetFilledAmount,
- fillResults.makerFeePaid,
- fillResults.takerFeePaid,
- orderHash,
- order.makerAssetData,
- order.takerAssetData
- );
- }
}
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol b/packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol
index a333b8221..77ba0a089 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/MixinMatchOrders.sol
@@ -36,12 +36,115 @@ contract MixinMatchOrders is
MMatchOrders,
MSettlement,
MTransactions
+{
+
+ /// @dev Match two complementary orders that have a positive spread.
+ /// Each order is filled at their respective price point. However, the calculations are
+ /// carried out as though the orders are both being filled at the right order's price point.
+ /// The profit made by the left order goes to the taker (who matched the two orders).
+ /// @param leftOrder First order to match.
+ /// @param rightOrder Second order to match.
+ /// @param leftSignature Proof that order was created by the left maker.
+ /// @param rightSignature Proof that order was created by the right maker.
+ /// @return matchedFillResults Amounts filled and fees paid by maker and taker of matched orders.
+ function matchOrders(
+ Order memory leftOrder,
+ Order memory rightOrder,
+ bytes leftSignature,
+ bytes rightSignature)
+ public
+ returns (MatchedFillResults memory matchedFillResults)
{
+ // Get left status
+ OrderInfo memory leftOrderInfo;
+ ( leftOrderInfo.orderStatus,
+ leftOrderInfo.orderHash,
+ leftOrderInfo.orderFilledAmount
+ ) = getOrderInfo(leftOrder);
+ if (leftOrderInfo.orderStatus != uint8(Status.ORDER_FILLABLE)) {
+ emit ExchangeStatus(uint8(leftOrderInfo.orderStatus), leftOrderInfo.orderHash);
+ return matchedFillResults;
+ }
+
+ // Get right status
+ OrderInfo memory rightOrderInfo;
+ ( rightOrderInfo.orderStatus,
+ rightOrderInfo.orderHash,
+ rightOrderInfo.orderFilledAmount
+ ) = getOrderInfo(rightOrder);
+ if (rightOrderInfo.orderStatus != uint8(Status.ORDER_FILLABLE)) {
+ emit ExchangeStatus(uint8(rightOrderInfo.orderStatus), rightOrderInfo.orderHash);
+ return matchedFillResults;
+ }
+
+ // Fetch taker address
+ address takerAddress = getCurrentContextAddress();
+
+ // Either our context is valid or we revert
+ validateMatchOrThrow(leftOrder, rightOrder);
+
+ // Compute proportional fill amounts
+ uint8 matchedFillAmountsStatus;
+ ( matchedFillAmountsStatus,
+ matchedFillResults
+ ) = calculateMatchedFillResults(
+ leftOrder,
+ rightOrder,
+ leftOrderInfo.orderStatus,
+ rightOrderInfo.orderStatus,
+ leftOrderInfo.orderFilledAmount,
+ rightOrderInfo.orderFilledAmount);
+ if (matchedFillAmountsStatus != uint8(Status.SUCCESS)) {
+ return matchedFillResults;
+ }
+
+ // Validate fill contexts
+ validateFillOrRevert(
+ leftOrder,
+ leftOrderInfo.orderStatus,
+ leftOrderInfo.orderHash,
+ takerAddress,
+ leftOrderInfo.orderFilledAmount,
+ matchedFillResults.left.takerAssetFilledAmount,
+ leftSignature
+ );
+ validateFillOrRevert(
+ rightOrder,
+ rightOrderInfo.orderStatus,
+ rightOrderInfo.orderHash,
+ takerAddress,
+ rightOrderInfo.orderFilledAmount,
+ matchedFillResults.right.takerAssetFilledAmount,
+ rightSignature
+ );
+
+ // Settle matched orders. Succeeds or throws.
+ settleMatchedOrders(leftOrder, rightOrder, matchedFillResults, takerAddress);
+
+ // Update exchange state
+ updateFilledState(
+ leftOrder,
+ takerAddress,
+ leftOrderInfo.orderHash,
+ leftOrderInfo.orderFilledAmount,
+ matchedFillResults.left
+ );
+ updateFilledState(
+ rightOrder,
+ takerAddress,
+ rightOrderInfo.orderHash,
+ rightOrderInfo.orderFilledAmount,
+ matchedFillResults.right
+ );
+
+ // Return results
+ return matchedFillResults;
+ }
/// @dev Validates context for matchOrders. Succeeds or throws.
/// @param leftOrder First order to match.
/// @param rightOrder Second order to match.
- function validateMatchOrdersContextOrRevert(
+ function validateMatchOrThrow(
Order memory leftOrder,
Order memory rightOrder)
internal
@@ -62,7 +165,7 @@ contract MixinMatchOrders is
// There is a positive spread iff the cost per unit bought (OrderA.MakerAmount/OrderA.TakerAmount) for each order is greater
// than the profit per unit sold of the matched order (OrderB.TakerAmount/OrderB.MakerAmount).
// This is satisfied by the equations below:
- // <leftOrder.makerAssetAmount> / <leftOrder.takerAssetAmount> = <rightOrder.takerAssetAmount> / <rightOrder.makerAssetAmount>
+ // <leftOrder.makerAssetAmount> / <leftOrder.takerAssetAmount> >= <rightOrder.takerAssetAmount> / <rightOrder.makerAssetAmount>
// AND
// <rightOrder.makerAssetAmount> / <rightOrder.takerAssetAmount> >= <leftOrder.takerAssetAmount> / <leftOrder.makerAssetAmount>
// These equations can be combined to get the following:
@@ -75,7 +178,7 @@ contract MixinMatchOrders is
/// @dev Validates matched fill results. Succeeds or throws.
/// @param matchedFillResults Amounts to fill and fees to pay by maker and taker of matched orders.
- function validateMatchedOrderFillResultsOrThrow(MatchedFillResults memory matchedFillResults)
+ function validateMatchOrThrow(MatchedFillResults memory matchedFillResults)
internal
{
// The right order must spend at least as much as we're transferring to the left order.
@@ -95,26 +198,6 @@ contract MixinMatchOrders is
);
}
- /// @dev Calculates partial value given a numerator and denominator.
- /// Throws if there is a rounding error.
- /// @param numerator Numerator.
- /// @param denominator Denominator.
- /// @param target Value to calculate partial of.
- /// @return Partial value of target.
- function safeGetPartialAmount(
- uint256 numerator,
- uint256 denominator,
- uint256 target)
- internal pure
- returns (uint256 partialAmount)
- {
- require(
- !isRoundingError(numerator, denominator, target),
- ROUNDING_ERROR_ON_PARTIAL_AMOUNT
- );
- return getPartialAmount(numerator, denominator, target);
- }
-
/// @dev Calculates fill amounts for the matched orders.
/// Each order is filled at their respective price point. However, the calculations are
/// carried out as though the orders are both being filled at the right order's price point.
@@ -137,7 +220,8 @@ contract MixinMatchOrders is
internal
returns (
uint8 status,
- MatchedFillResults memory matchedFillResults)
+ MatchedFillResults memory matchedFillResults
+ )
{
// We settle orders at the price point defined by the right order (profit goes to the order taker)
// The constraint can be either on the left or on the right.
@@ -148,8 +232,8 @@ contract MixinMatchOrders is
// <leftTakerAssetAmountRemaining> * <rightOrder.takerAssetAmount> <= <rightTakerAssetAmountRemaining> * <rightOrder.makerAssetAmount>
uint256 rightTakerAssetAmountRemaining = safeSub(rightOrder.takerAssetAmount, rightOrderFilledAmount);
uint256 leftTakerAssetAmountRemaining = safeSub(leftOrder.takerAssetAmount, leftOrderFilledAmount);
- uint256 leftOrderAmountToFill = 0;
- uint256 rightOrderAmountToFill = 0;
+ uint256 leftOrderAmountToFill;
+ uint256 rightOrderAmountToFill;
if (
safeMul(leftTakerAssetAmountRemaining, rightOrder.takerAssetAmount) <=
safeMul(rightTakerAssetAmountRemaining, rightOrder.makerAssetAmount)
@@ -162,7 +246,8 @@ contract MixinMatchOrders is
rightOrderAmountToFill = safeGetPartialAmount(
rightOrder.takerAssetAmount,
rightOrder.makerAssetAmount,
- leftOrderAmountToFill);
+ leftOrderAmountToFill
+ );
} else {
// Right order is the constraint: maximally fill right
rightOrderAmountToFill = rightTakerAssetAmountRemaining;
@@ -172,136 +257,36 @@ contract MixinMatchOrders is
leftOrderAmountToFill = safeGetPartialAmount(
rightOrder.makerAssetAmount,
rightOrder.takerAssetAmount,
- rightOrderAmountToFill);
+ rightOrderAmountToFill
+ );
}
// Calculate fill results for left order
- ( status,
- matchedFillResults.left
- ) = calculateFillResults(
+ (status, matchedFillResults.left) = calculateFillResults(
leftOrder,
leftOrderStatus,
leftOrderFilledAmount,
- leftOrderAmountToFill);
+ leftOrderAmountToFill
+ );
if (status != uint8(Status.SUCCESS)) {
return (status, matchedFillResults);
}
// Calculate fill results for right order
- ( status,
- matchedFillResults.right
- ) = calculateFillResults(
+ (status, matchedFillResults.right) = calculateFillResults(
rightOrder,
rightOrderStatus,
rightOrderFilledAmount,
- rightOrderAmountToFill);
+ rightOrderAmountToFill
+ );
if (status != uint8(Status.SUCCESS)) {
return (status, matchedFillResults);
}
// Validate the fill results
- validateMatchedOrderFillResultsOrThrow(matchedFillResults);
+ validateMatchOrThrow(matchedFillResults);
// Return status & fill results
return (status, matchedFillResults);
}
-
- /// @dev Match two complementary orders that have a positive spread.
- /// Each order is filled at their respective price point. However, the calculations are
- /// carried out as though the orders are both being filled at the right order's price point.
- /// The profit made by the left order goes to the taker (who matched the two orders).
- /// @param leftOrder First order to match.
- /// @param rightOrder Second order to match.
- /// @param leftSignature Proof that order was created by the left maker.
- /// @param rightSignature Proof that order was created by the right maker.
- /// @return matchedFillResults Amounts filled and fees paid by maker and taker of matched orders.
- function matchOrders(
- Order memory leftOrder,
- Order memory rightOrder,
- bytes leftSignature,
- bytes rightSignature)
- public
- returns (MatchedFillResults memory matchedFillResults)
- {
- // Get left status
- OrderInfo memory leftOrderInfo;
- ( leftOrderInfo.orderStatus,
- leftOrderInfo.orderHash,
- leftOrderInfo.orderFilledAmount
- ) = getOrderInfo(leftOrder);
- if (leftOrderInfo.orderStatus != uint8(Status.ORDER_FILLABLE)) {
- emit ExchangeStatus(uint8(leftOrderInfo.orderStatus), leftOrderInfo.orderHash);
- return matchedFillResults;
- }
-
- // Get right status
- OrderInfo memory rightOrderInfo;
- ( rightOrderInfo.orderStatus,
- rightOrderInfo.orderHash,
- rightOrderInfo.orderFilledAmount
- ) = getOrderInfo(rightOrder);
- if (rightOrderInfo.orderStatus != uint8(Status.ORDER_FILLABLE)) {
- emit ExchangeStatus(uint8(rightOrderInfo.orderStatus), rightOrderInfo.orderHash);
- return matchedFillResults;
- }
-
- // Fetch taker address
- address takerAddress = getCurrentContextAddress();
-
- // Either our context is valid or we revert
- validateMatchOrdersContextOrRevert(leftOrder, rightOrder);
-
- // Compute proportional fill amounts
- uint8 matchedFillAmountsStatus;
- ( matchedFillAmountsStatus,
- matchedFillResults
- ) = calculateMatchedFillResults(
- leftOrder,
- rightOrder,
- leftOrderInfo.orderStatus,
- rightOrderInfo.orderStatus,
- leftOrderInfo.orderFilledAmount,
- rightOrderInfo.orderFilledAmount);
- if (matchedFillAmountsStatus != uint8(Status.SUCCESS)) {
- return matchedFillResults;
- }
-
- // Validate fill contexts
- validateFillOrderContextOrRevert(
- leftOrder,
- leftOrderInfo.orderStatus,
- leftOrderInfo.orderHash,
- leftOrderInfo.orderFilledAmount,
- leftSignature,
- rightOrder.makerAddress,
- matchedFillResults.left.takerAssetFilledAmount);
- validateFillOrderContextOrRevert(
- rightOrder,
- rightOrderInfo.orderStatus,
- rightOrderInfo.orderHash,
- rightOrderInfo.orderFilledAmount,
- rightSignature,
- leftOrder.makerAddress,
- matchedFillResults.right.takerAssetFilledAmount);
-
- // Settle matched orders. Succeeds or throws.
- settleMatchedOrders(leftOrder, rightOrder, matchedFillResults, takerAddress);
-
- // Update exchange state
- updateFilledState(
- leftOrder,
- rightOrder.makerAddress,
- leftOrderInfo.orderHash,
- matchedFillResults.left
- );
- updateFilledState(
- rightOrder,
- leftOrder.makerAddress,
- rightOrderInfo.orderHash,
- matchedFillResults.right
- );
-
- // Return results
- return matchedFillResults;
- }
}
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/MixinSettlement.sol b/packages/contracts/src/contracts/current/protocol/Exchange/MixinSettlement.sol
index cde64ba74..cb96bbc3e 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/MixinSettlement.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/MixinSettlement.sol
@@ -22,11 +22,13 @@ import "./mixins/MSettlement.sol";
import "./mixins/MAssetProxyDispatcher.sol";
import "./libs/LibOrder.sol";
import "./libs/LibMath.sol";
+import "./libs/LibExchangeErrors.sol";
+import "./libs/LibFillResults.sol";
import "./mixins/MMatchOrders.sol";
-import "./mixins/LibExchangeErrors.sol";
contract MixinSettlement is
LibMath,
+ LibFillResults,
LibExchangeErrors,
MMatchOrders,
MSettlement,
@@ -58,47 +60,37 @@ contract MixinSettlement is
/// @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 takerAssetFilledAmount The amount of takerAsset that will be transferred to the order's maker.
- /// @return Amount filled by maker and fees paid by maker/taker.
+ /// @param fillResults Amounts to be filled and fees paid by maker and taker.
function settleOrder(
LibOrder.Order memory order,
address takerAddress,
- uint256 takerAssetFilledAmount)
+ FillResults memory fillResults)
internal
- returns (
- uint256 makerAssetFilledAmount,
- uint256 makerFeePaid,
- uint256 takerFeePaid
- )
{
- makerAssetFilledAmount = getPartialAmount(takerAssetFilledAmount, order.takerAssetAmount, order.makerAssetAmount);
dispatchTransferFrom(
order.makerAssetData,
order.makerAddress,
takerAddress,
- makerAssetFilledAmount
+ fillResults.makerAssetFilledAmount
);
dispatchTransferFrom(
order.takerAssetData,
takerAddress,
order.makerAddress,
- takerAssetFilledAmount
+ fillResults.takerAssetFilledAmount
);
- makerFeePaid = getPartialAmount(takerAssetFilledAmount, order.takerAssetAmount, order.makerFee);
dispatchTransferFrom(
ZRX_PROXY_DATA,
order.makerAddress,
order.feeRecipientAddress,
- makerFeePaid
+ fillResults.makerFeePaid
);
- takerFeePaid = getPartialAmount(takerAssetFilledAmount, order.takerAssetAmount, order.takerFee);
dispatchTransferFrom(
ZRX_PROXY_DATA,
takerAddress,
order.feeRecipientAddress,
- takerFeePaid
+ fillResults.takerFeePaid
);
- return (makerAssetFilledAmount, makerFeePaid, takerFeePaid);
}
/// @dev Settles matched order by transferring appropriate funds between order makers, taker, and fee recipient.
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/libs/LibExchangeErrors.sol b/packages/contracts/src/contracts/current/protocol/Exchange/libs/LibExchangeErrors.sol
index ba055dd8e..5ef0a52c5 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/libs/LibExchangeErrors.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/libs/LibExchangeErrors.sol
@@ -55,5 +55,4 @@ contract LibExchangeErrors {
string constant NEGATIVE_SPREAD = "Matched orders must have a positive spread.";
string constant MISCALCULATED_TRANSFER_AMOUNTS = "A miscalculation occurred: the left maker would receive more than the right maker would spend.";
string constant ROUNDING_ERROR_TRANSFER_AMOUNTS = "A rounding error occurred when calculating transfer amounts for matched orders.";
- string constant ROUNDING_ERROR_ON_PARTIAL_AMOUNT = "A rounding error occurred when calculating partial transfer amounts.";
}
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/libs/LibMath.sol b/packages/contracts/src/contracts/current/protocol/Exchange/libs/LibMath.sol
index b48602d19..6bae03ff2 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/libs/LibMath.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/libs/LibMath.sol
@@ -23,6 +23,7 @@ import "../../../utils/SafeMath/SafeMath.sol";
contract LibMath is
SafeMath
{
+ string constant ROUNDING_ERROR_ON_PARTIAL_AMOUNT = "A rounding error occurred when calculating partial transfer amounts.";
/// @dev Calculates partial value given a numerator and denominator.
/// @param numerator Numerator.
@@ -44,6 +45,26 @@ contract LibMath is
return partialAmount;
}
+ /// @dev Calculates partial value given a numerator and denominator.
+ /// Throws if there is a rounding error.
+ /// @param numerator Numerator.
+ /// @param denominator Denominator.
+ /// @param target Value to calculate partial of.
+ /// @return Partial value of target.
+ function safeGetPartialAmount(
+ uint256 numerator,
+ uint256 denominator,
+ uint256 target)
+ internal pure
+ returns (uint256 partialAmount)
+ {
+ require(
+ !isRoundingError(numerator, denominator, target),
+ ROUNDING_ERROR_ON_PARTIAL_AMOUNT
+ );
+ return getPartialAmount(numerator, denominator, target);
+ }
+
/// @dev Checks if rounding error > 0.1%.
/// @param numerator Numerator.
/// @param denominator Denominator.
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MExchangeCore.sol b/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MExchangeCore.sol
index cfd2678ba..6f7d99c48 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MExchangeCore.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MExchangeCore.sol
@@ -56,14 +56,10 @@ contract MExchangeCore is
uint256 makerEpoch
);
- /// @dev Logs a Fill event with the given arguments.
- /// The sole purpose of this function is to get around the stack variable limit.
- function emitFillEvent(
- LibOrder.Order memory order,
- address takerAddress,
- bytes32 orderHash,
- LibFillResults.FillResults memory fillResults)
- internal;
+ /// @dev Cancels all orders reated by sender with a salt less than or equal to the specified salt value.
+ /// @param salt Orders created with a salt less or equal to this value will be cancelled.
+ function cancelOrdersUpTo(uint256 salt)
+ external;
/// @dev Gets information about an order: status, hash, and amount filled.
/// @param order Order to gather information on.
@@ -76,24 +72,25 @@ contract MExchangeCore is
returns (
uint8 orderStatus,
bytes32 orderHash,
- uint256 takerAssetFilledAmount);
+ uint256 takerAssetFilledAmount
+ );
/// @dev Validates context for fillOrder. Succeeds or throws.
/// @param order to be filled.
/// @param orderStatus Status of order to be filled.
/// @param orderHash Hash of order to be filled.
- /// @param takerAssetFilledAmount Amount of order already filled.
- /// @param signature Proof that the orders was created by its maker.
/// @param takerAddress Address of order taker.
+ /// @param takerAssetFilledAmount Amount of order already filled.
/// @param takerAssetFillAmount Desired amount of order to fill by taker.
- function validateFillOrderContextOrRevert(
+ /// @param signature Proof that the orders was created by its maker.
+ function validateFillOrRevert(
LibOrder.Order memory order,
uint8 orderStatus,
bytes32 orderHash,
- uint256 takerAssetFilledAmount,
- bytes memory signature,
address takerAddress,
- uint256 takerAssetFillAmount)
+ uint256 takerAssetFilledAmount,
+ uint256 takerAssetFillAmount,
+ bytes memory signature)
internal;
/// @dev Calculates amounts filled and fees paid by maker and taker.
@@ -112,16 +109,19 @@ contract MExchangeCore is
pure
returns (
uint8 status,
- LibFillResults.FillResults memory fillResults);
+ LibFillResults.FillResults memory fillResults
+ );
/// @dev Updates state with results of a fill order.
/// @param order that was filled.
/// @param takerAddress Address of taker who filled the order.
+ /// @param takerAssetFilledAmount Amount of order already filled.
/// @return fillResults Amounts filled and fees paid by maker and taker.
function updateFilledState(
LibOrder.Order memory order,
address takerAddress,
bytes32 orderHash,
+ uint256 takerAssetFilledAmount,
LibFillResults.FillResults memory fillResults)
internal;
@@ -141,7 +141,7 @@ contract MExchangeCore is
/// @param order that was cancelled.
/// @param orderStatus Status of order that was cancelled.
/// @param orderHash Hash of order that was cancelled.
- function validateCancelOrderContextOrRevert(
+ function validateCancelOrRevert(
LibOrder.Order memory order,
uint8 orderStatus,
bytes32 orderHash)
@@ -162,15 +162,12 @@ contract MExchangeCore is
returns (bool stateUpdated);
/// @dev After calling, the order can not be filled anymore.
- /// @param order Order struct containing order specifications.
+ /// Throws if order is invalid or sender does not have permission to cancel.
+ /// @param order Order to cancel. Order must be Status.FILLABLE.
/// @return True if the order state changed to cancelled.
- /// False if the transaction was already cancelled or expired.
+ /// False if the order was order was in a valid, but
+ /// unfillable state (see LibStatus.STATUS for order states)
function cancelOrder(LibOrder.Order memory order)
public
returns (bool);
-
- /// @dev Cancels all orders reated by sender with a salt less than or equal to the specified salt value.
- /// @param salt Orders created with a salt less or equal to this value will be cancelled.
- function cancelOrdersUpTo(uint256 salt)
- external;
}
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol b/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol
index 2aedeb3e6..a1e3f28a1 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MMatchOrders.sol
@@ -37,32 +37,36 @@ contract MMatchOrders {
uint256 orderFilledAmount;
}
+ /// @dev Match two complementary orders that have a positive spread.
+ /// Each order is filled at their respective price point. However, the calculations are
+ /// carried out as though the orders are both being filled at the right order's price point.
+ /// The profit made by the left order goes to the taker (who matched the two orders).
+ /// @param leftOrder First order to match.
+ /// @param rightOrder Second order to match.
+ /// @param leftSignature Proof that order was created by the left maker.
+ /// @param rightSignature Proof that order was created by the right maker.
+ /// @return matchedFillResults Amounts filled and fees paid by maker and taker of matched orders.
+ function matchOrders(
+ LibOrder.Order memory leftOrder,
+ LibOrder.Order memory rightOrder,
+ bytes leftSignature,
+ bytes rightSignature)
+ public
+ returns (MatchedFillResults memory matchedFillResults);
+
/// @dev Validates context for matchOrders. Succeeds or throws.
/// @param leftOrder First order to match.
/// @param rightOrder Second order to match.
- function validateMatchOrdersContextOrRevert(
+ function validateMatchOrThrow(
LibOrder.Order memory leftOrder,
LibOrder.Order memory rightOrder)
internal;
/// @dev Validates matched fill results. Succeeds or throws.
/// @param matchedFillResults Amounts to fill and fees to pay by maker and taker of matched orders.
- function validateMatchedOrderFillResultsOrThrow(MatchedFillResults memory matchedFillResults)
+ function validateMatchOrThrow(MatchedFillResults memory matchedFillResults)
internal;
- /// @dev Calculates partial value given a numerator and denominator.
- /// Throws if there is a rounding error.
- /// @param numerator Numerator.
- /// @param denominator Denominator.
- /// @param target Value to calculate partial of.
- /// @return Partial value of target.
- function safeGetPartialAmount(
- uint256 numerator,
- uint256 denominator,
- uint256 target)
- internal pure
- returns (uint256 partialAmount);
-
/// @dev Calculates fill amounts for the matched orders.
/// Each order is filled at their respective price point. However, the calculations are
/// carried out as though the orders are both being filled at the right order's price point.
@@ -85,22 +89,6 @@ contract MMatchOrders {
internal
returns (
uint8 status,
- MatchedFillResults memory matchedFillResults);
-
- /// @dev Match two complementary orders that have a positive spread.
- /// Each order is filled at their respective price point. However, the calculations are
- /// carried out as though the orders are both being filled at the right order's price point.
- /// The profit made by the left order goes to the taker (who matched the two orders).
- /// @param leftOrder First order to match.
- /// @param rightOrder Second order to match.
- /// @param leftSignature Proof that order was created by the left maker.
- /// @param rightSignature Proof that order was created by the right maker.
- /// @return matchedFillResults Amounts filled and fees paid by maker and taker of matched orders.
- function matchOrders(
- LibOrder.Order memory leftOrder,
- LibOrder.Order memory rightOrder,
- bytes leftSignature,
- bytes rightSignature)
- public
- returns (MatchedFillResults memory matchedFillResults);
+ MatchedFillResults memory matchedFillResults
+ );
}
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MSettlement.sol b/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MSettlement.sol
index ac38ede95..bd9042f62 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MSettlement.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MSettlement.sol
@@ -20,24 +20,19 @@ pragma solidity ^0.4.23;
import "../libs/LibOrder.sol";
import "./MMatchOrders.sol";
+import "../libs/LibFillResults.sol";
contract MSettlement {
- /// @dev Settles an order by transfering 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 takerAssetFilledAmount The amount of takerAsset that will be transfered to the order's maker.
- /// @return Amount filled by maker and fees paid by maker/taker.
+ /// @param fillResults Amounts to be filled and fees paid by maker and taker.
function settleOrder(
LibOrder.Order memory order,
address takerAddress,
- uint256 takerAssetFilledAmount)
- internal
- returns (
- uint256 makerAssetFilledAmount,
- uint256 makerFeePaid,
- uint256 takerFeePaid
- );
+ LibFillResults.FillResults memory fillResults)
+ internal;
/// @dev Settles matched order by transferring appropriate funds between order makers, taker, and fee recipient.
/// @param leftOrder First matched order.
diff --git a/packages/contracts/src/utils/exchange_wrapper.ts b/packages/contracts/src/utils/exchange_wrapper.ts
index 6d36198f2..5b026fce0 100644
--- a/packages/contracts/src/utils/exchange_wrapper.ts
+++ b/packages/contracts/src/utils/exchange_wrapper.ts
@@ -225,12 +225,6 @@ export class ExchangeWrapper {
const filledAmount = new BigNumber(await this._exchange.filled.callAsync(orderHashHex));
return filledAmount;
}
- private async _getTxWithDecodedExchangeLogsAsync(txHash: string) {
- const tx = await this._zeroEx.awaitTransactionMinedAsync(txHash);
- tx.logs = _.filter(tx.logs, log => log.address === this._exchange.address);
- tx.logs = _.map(tx.logs, log => this._logDecoder.decodeLogOrThrow(log));
- return tx;
- }
public async getOrderInfoAsync(
signedOrder: SignedOrder,
): Promise<[number /* orderStatus */, string /* orderHash */, BigNumber /* orderTakerAssetAmountFilled */]> {
@@ -251,6 +245,14 @@ export class ExchangeWrapper {
{ from },
);
const tx = await this._getTxWithDecodedExchangeLogsAsync(txHash);
+ tx.logs = _.filter(tx.logs, log => log.address === this._exchange.address);
+ tx.logs = _.map(tx.logs, log => this._logDecoder.decodeLogOrThrow(log));
+ return tx;
+ }
+ private async _getTxWithDecodedExchangeLogsAsync(txHash: string) {
+ const tx = await this._zeroEx.awaitTransactionMinedAsync(txHash);
+ tx.logs = _.filter(tx.logs, log => log.address === this._exchange.address);
+ tx.logs = _.map(tx.logs, log => this._logDecoder.decodeLogOrThrow(log));
return tx;
}
}
diff --git a/packages/contracts/test/exchange/match_orders.ts b/packages/contracts/test/exchange/match_orders.ts
index a114d92ac..6ba88b5fb 100644
--- a/packages/contracts/test/exchange/match_orders.ts
+++ b/packages/contracts/test/exchange/match_orders.ts
@@ -41,7 +41,7 @@ chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
-describe('matchOrdersAndVerifyBalancesAsync', () => {
+describe('matchOrders', () => {
let makerAddressLeft: string;
let makerAddressRight: string;
let owner: string;
diff --git a/packages/contracts/test/utils/match_order_tester.ts b/packages/contracts/test/utils/match_order_tester.ts
index 91c2ab0a3..4e3459734 100644
--- a/packages/contracts/test/utils/match_order_tester.ts
+++ b/packages/contracts/test/utils/match_order_tester.ts
@@ -32,7 +32,6 @@ import {
TransferAmountsByMatchOrders as TransferAmounts,
} from '../../src/utils/types';
import { chaiSetup } from '../utils/chai_setup';
-import { deployer } from '../utils/deployer';
import { provider, web3Wrapper } from '../utils/web3_wrapper';
chaiSetup.configure();