diff options
-rw-r--r-- | contracts/extensions/CHANGELOG.json | 9 | ||||
-rw-r--r-- | contracts/extensions/test/extensions/dutch_auction.ts | 195 | ||||
-rw-r--r-- | contracts/extensions/test/utils/dutch_auction_wrapper.ts | 62 | ||||
-rw-r--r-- | packages/order-utils/src/asset_data_utils.ts | 20 | ||||
-rw-r--r-- | packages/types/src/index.ts | 9 |
5 files changed, 158 insertions, 137 deletions
diff --git a/contracts/extensions/CHANGELOG.json b/contracts/extensions/CHANGELOG.json index 083ad33fb..40e25565e 100644 --- a/contracts/extensions/CHANGELOG.json +++ b/contracts/extensions/CHANGELOG.json @@ -1,5 +1,14 @@ [ { + "version": "1.2.0", + "changes": [ + { + "note": "Added Dutch Auction Wrapper", + "pr": 1465 + } + ] + }, + { "version": "1.1.0", "changes": [ { diff --git a/contracts/extensions/test/extensions/dutch_auction.ts b/contracts/extensions/test/extensions/dutch_auction.ts index 6c3b2f0f3..7a1a546e7 100644 --- a/contracts/extensions/test/extensions/dutch_auction.ts +++ b/contracts/extensions/test/extensions/dutch_auction.ts @@ -29,13 +29,13 @@ import { RevertReason, SignedOrder } from '@0x/types'; import { BigNumber } from '@0x/utils'; import { Web3Wrapper } from '@0x/web3-wrapper'; import * as chai from 'chai'; -import ethAbi = require('ethereumjs-abi'); -import * as ethUtil from 'ethereumjs-util'; import * as _ from 'lodash'; import { DutchAuctionContract } from '../../generated-wrappers/dutch_auction'; import { artifacts } from '../../src/artifacts'; +import { DutchAuctionWrapper } from '../utils/dutch_auction_wrapper'; + chaiSetup.configure(); const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); @@ -68,19 +68,9 @@ describe(ContractName.DutchAuction, () => { let erc721MakerAssetIds: BigNumber[]; const tenMinutesInSeconds = 10 * 60; - function extendMakerAssetData(makerAssetData: string, beginTimeSeconds: BigNumber, beginAmount: BigNumber): string { - return ethUtil.bufferToHex( - Buffer.concat([ - ethUtil.toBuffer(makerAssetData), - ethUtil.toBuffer( - (ethAbi as any).rawEncode( - ['uint256', 'uint256'], - [beginTimeSeconds.toString(), beginAmount.toString()], - ), - ), - ]), - ); - } + let dutchAuctionInstance: DutchAuctionContract; + let dutchAuctionWrapper: DutchAuctionWrapper; + let defaultMakerAssetData: string; before(async () => { await blockchainLifecycle.startAsync(); @@ -136,6 +126,7 @@ describe(ContractName.DutchAuction, () => { dutchAuctionInstance.address, provider, ); + dutchAuctionWrapper = new DutchAuctionWrapper(dutchAuctionInstance, provider); defaultMakerAssetAddress = erc20TokenA.address; const defaultTakerAssetAddress = wethContract.address; @@ -174,7 +165,7 @@ describe(ContractName.DutchAuction, () => { feeRecipientAddress, // taker address or sender address should be set to the ducth auction contract takerAddress: dutchAuctionContract.address, - makerAssetData: extendMakerAssetData( + makerAssetData: assetDataUtils.encodeDutchAuctionAssetData( assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), auctionBeginTimeSeconds, auctionBeginAmount, @@ -199,6 +190,7 @@ describe(ContractName.DutchAuction, () => { const takerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(takerAddress)]; sellerOrderFactory = new OrderFactory(makerPrivateKey, sellerDefaultOrderParams); buyerOrderFactory = new OrderFactory(takerPrivateKey, buyerDefaultOrderParams); + defaultMakerAssetData = assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress); }); after(async () => { await blockchainLifecycle.revertAsync(); @@ -215,49 +207,41 @@ describe(ContractName.DutchAuction, () => { describe('matchOrders', () => { it('should be worth the begin price at the begining of the auction', async () => { auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp + 2); - sellOrder = await sellerOrderFactory.newSignedOrderAsync({ - makerAssetData: extendMakerAssetData( - assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), - auctionBeginTimeSeconds, - auctionBeginAmount, - ), - }); - const auctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + const makerAssetData = assetDataUtils.encodeDutchAuctionAssetData( + defaultMakerAssetData, + auctionBeginTimeSeconds, + auctionBeginAmount, + ); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ makerAssetData }); + const auctionDetails = await dutchAuctionWrapper.getAuctionDetailsAsync(sellOrder); + expect(auctionDetails.currentTimeSeconds).to.be.bignumber.lte(auctionBeginTimeSeconds); expect(auctionDetails.currentAmount).to.be.bignumber.equal(auctionBeginAmount); expect(auctionDetails.beginAmount).to.be.bignumber.equal(auctionBeginAmount); }); it('should be be worth the end price at the end of the auction', async () => { auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds * 2); auctionEndTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds); + const makerAssetData = assetDataUtils.encodeDutchAuctionAssetData( + defaultMakerAssetData, + auctionBeginTimeSeconds, + auctionBeginAmount, + ); sellOrder = await sellerOrderFactory.newSignedOrderAsync({ - makerAssetData: extendMakerAssetData( - assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), - auctionBeginTimeSeconds, - auctionBeginAmount, - ), + makerAssetData, expirationTimeSeconds: auctionEndTimeSeconds, }); - const auctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + const auctionDetails = await dutchAuctionWrapper.getAuctionDetailsAsync(sellOrder); + expect(auctionDetails.currentTimeSeconds).to.be.bignumber.gte(auctionEndTimeSeconds); expect(auctionDetails.currentAmount).to.be.bignumber.equal(auctionEndAmount); expect(auctionDetails.beginAmount).to.be.bignumber.equal(auctionBeginAmount); }); it('should match orders at current amount and send excess to buyer', async () => { - const beforeAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + const beforeAuctionDetails = await dutchAuctionWrapper.getAuctionDetailsAsync(sellOrder); buyOrder = await buyerOrderFactory.newSignedOrderAsync({ makerAssetAmount: beforeAuctionDetails.currentAmount.times(2), }); - await web3Wrapper.awaitTransactionSuccessAsync( - await dutchAuctionContract.matchOrders.sendTransactionAsync( - buyOrder, - sellOrder, - buyOrder.signature, - sellOrder.signature, - { - from: takerAddress, - }, - ), - ); - const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + await dutchAuctionWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress); + const afterAuctionDetails = await dutchAuctionWrapper.getAuctionDetailsAsync(sellOrder); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances[dutchAuctionContract.address][wethContract.address]).to.be.bignumber.equal( constants.ZERO_AMOUNT, @@ -276,17 +260,8 @@ describe(ContractName.DutchAuction, () => { sellOrder = await sellerOrderFactory.newSignedOrderAsync({ makerFee: new BigNumber(1), }); - const txHash = await dutchAuctionContract.matchOrders.sendTransactionAsync( - buyOrder, - sellOrder, - buyOrder.signature, - sellOrder.signature, - { - from: takerAddress, - }, - ); - await web3Wrapper.awaitTransactionSuccessAsync(txHash); - const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + await dutchAuctionWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress); + const afterAuctionDetails = await dutchAuctionWrapper.getAuctionDetailsAsync(sellOrder); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), @@ -299,18 +274,9 @@ describe(ContractName.DutchAuction, () => { buyOrder = await buyerOrderFactory.newSignedOrderAsync({ makerFee: new BigNumber(1), }); - const txHash = await dutchAuctionContract.matchOrders.sendTransactionAsync( - buyOrder, - sellOrder, - buyOrder.signature, - sellOrder.signature, - { - from: takerAddress, - }, - ); - await web3Wrapper.awaitTransactionSuccessAsync(txHash); + await dutchAuctionWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); - const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + const afterAuctionDetails = await dutchAuctionWrapper.getAuctionDetailsAsync(sellOrder); expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), ); @@ -321,24 +287,17 @@ describe(ContractName.DutchAuction, () => { it('should revert when auction expires', async () => { auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds * 2); auctionEndTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds); + const makerAssetData = assetDataUtils.encodeDutchAuctionAssetData( + defaultMakerAssetData, + auctionBeginTimeSeconds, + auctionBeginAmount, + ); sellOrder = await sellerOrderFactory.newSignedOrderAsync({ expirationTimeSeconds: auctionEndTimeSeconds, - makerAssetData: extendMakerAssetData( - assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), - auctionBeginTimeSeconds, - auctionBeginAmount, - ), + makerAssetData, }); return expectTransactionFailedAsync( - dutchAuctionContract.matchOrders.sendTransactionAsync( - buyOrder, - sellOrder, - buyOrder.signature, - sellOrder.signature, - { - from: takerAddress, - }, - ), + dutchAuctionWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress), RevertReason.AuctionExpired, ); }); @@ -347,15 +306,7 @@ describe(ContractName.DutchAuction, () => { makerAssetAmount: sellOrder.takerAssetAmount, }); return expectTransactionFailedAsync( - dutchAuctionContract.matchOrders.sendTransactionAsync( - buyOrder, - sellOrder, - buyOrder.signature, - sellOrder.signature, - { - from: takerAddress, - }, - ), + dutchAuctionWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress), RevertReason.AuctionInvalidAmount, ); }); @@ -364,38 +315,23 @@ describe(ContractName.DutchAuction, () => { takerAssetAmount: auctionBeginAmount.plus(1), }); return expectTransactionFailedAsync( - dutchAuctionContract.matchOrders.sendTransactionAsync( - buyOrder, - sellOrder, - buyOrder.signature, - sellOrder.signature, - { - from: takerAddress, - }, - ), + dutchAuctionWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress), RevertReason.AuctionInvalidAmount, ); }); it('begin time is less than end time', async () => { auctionBeginTimeSeconds = new BigNumber(auctionEndTimeSeconds).plus(tenMinutesInSeconds); + const makerAssetData = assetDataUtils.encodeDutchAuctionAssetData( + defaultMakerAssetData, + auctionBeginTimeSeconds, + auctionBeginAmount, + ); sellOrder = await sellerOrderFactory.newSignedOrderAsync({ expirationTimeSeconds: auctionEndTimeSeconds, - makerAssetData: extendMakerAssetData( - assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), - auctionBeginTimeSeconds, - auctionBeginAmount, - ), + makerAssetData, }); return expectTransactionFailedAsync( - dutchAuctionContract.matchOrders.sendTransactionAsync( - buyOrder, - sellOrder, - buyOrder.signature, - sellOrder.signature, - { - from: takerAddress, - }, - ), + dutchAuctionWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress), RevertReason.AuctionInvalidBeginTime, ); }); @@ -404,45 +340,30 @@ describe(ContractName.DutchAuction, () => { makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), }); return expectTransactionFailedAsync( - dutchAuctionContract.matchOrders.sendTransactionAsync( - buyOrder, - sellOrder, - buyOrder.signature, - sellOrder.signature, - { - from: takerAddress, - }, - ), + dutchAuctionWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress), RevertReason.InvalidAssetData, ); }); + describe('ERC721', () => { it('should match orders when ERC721', async () => { const makerAssetId = erc721MakerAssetIds[0]; + const erc721MakerAssetData = assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId); + const makerAssetData = assetDataUtils.encodeDutchAuctionAssetData( + erc721MakerAssetData, + auctionBeginTimeSeconds, + auctionBeginAmount, + ); sellOrder = await sellerOrderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(1), - makerAssetData: extendMakerAssetData( - assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), - auctionBeginTimeSeconds, - auctionBeginAmount, - ), + makerAssetData, }); buyOrder = await buyerOrderFactory.newSignedOrderAsync({ takerAssetAmount: new BigNumber(1), takerAssetData: sellOrder.makerAssetData, }); - await web3Wrapper.awaitTransactionSuccessAsync( - await dutchAuctionContract.matchOrders.sendTransactionAsync( - buyOrder, - sellOrder, - buyOrder.signature, - sellOrder.signature, - { - from: takerAddress, - }, - ), - ); - const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + await dutchAuctionWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress); + const afterAuctionDetails = await dutchAuctionWrapper.getAuctionDetailsAsync(sellOrder); const newBalances = await erc20Wrapper.getBalancesAsync(); // HACK gte used here due to a bug in ganache where the timestamp can change // between multiple calls to the same block. Which can move the amount in our case diff --git a/contracts/extensions/test/utils/dutch_auction_wrapper.ts b/contracts/extensions/test/utils/dutch_auction_wrapper.ts new file mode 100644 index 000000000..138b40ca9 --- /dev/null +++ b/contracts/extensions/test/utils/dutch_auction_wrapper.ts @@ -0,0 +1,62 @@ +import { artifacts as protocolArtifacts } from '@0x/contracts-protocol'; +import { LogDecoder } from '@0x/contracts-test-utils'; +import { artifacts as tokensArtifacts } from '@0x/contracts-tokens'; +import { DutchAuctionDetails, SignedOrder } from '@0x/types'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import { Provider, TransactionReceiptWithDecodedLogs } from 'ethereum-types'; +import * as _ from 'lodash'; + +import { DutchAuctionContract } from '../../generated-wrappers/dutch_auction'; +import { artifacts } from '../../src/artifacts'; + +export class DutchAuctionWrapper { + private readonly _dutchAuctionContract: DutchAuctionContract; + private readonly _web3Wrapper: Web3Wrapper; + private readonly _logDecoder: LogDecoder; + + constructor(contractInstance: DutchAuctionContract, provider: Provider) { + this._dutchAuctionContract = contractInstance; + this._web3Wrapper = new Web3Wrapper(provider); + this._logDecoder = new LogDecoder(this._web3Wrapper, { + ...artifacts, + ...tokensArtifacts, + ...protocolArtifacts, + }); + } + /** + * Matches the buy and sell orders at an amount given the following: the current block time, the auction + * start time and the auction begin amount. The sell order is a an order at the lowest amount + * at the end of the auction. Excess from the match is transferred to the seller. + * Over time the price moves from beginAmount to endAmount given the current block.timestamp. + * @param buyOrder The Buyer's order. This order is for the current expected price of the auction. + * @param sellOrder The Seller's order. This order is for the lowest amount (at the end of the auction). + * @param from Address the transaction is being sent from. + * @return Transaction receipt with decoded logs. + */ + public async matchOrdersAsync( + buyOrder: SignedOrder, + sellOrder: SignedOrder, + from: string, + ): Promise<TransactionReceiptWithDecodedLogs> { + const txHash = await this._dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from, + }, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + /** + * Calculates the Auction Details for the given order + * @param sellOrder The Seller's order. This order is for the lowest amount (at the end of the auction). + * @return The dutch auction details. + */ + public async getAuctionDetailsAsync(sellOrder: SignedOrder): Promise<DutchAuctionDetails> { + const afterAuctionDetails = await this._dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + return afterAuctionDetails; + } +} diff --git a/packages/order-utils/src/asset_data_utils.ts b/packages/order-utils/src/asset_data_utils.ts index f314891e2..0fc166969 100644 --- a/packages/order-utils/src/asset_data_utils.ts +++ b/packages/order-utils/src/asset_data_utils.ts @@ -305,4 +305,24 @@ export const assetDataUtils = { throw new Error(`Unrecognized asset proxy id: ${assetProxyId}`); } }, + /** + * Dutch auction details are encoded with the asset data for a 0x order. This function produces a hex + * encoded assetData string, containing information both about the asset being traded and the + * dutch auction; which is usable in the makerAssetData or takerAssetData fields in a 0x order. + * @param assetData Hex encoded assetData string for the asset being auctioned. + * @param beginTimeSeconds Begin time of the dutch auction. + * @param beginAmount Starting amount being sold in the dutch auction. + * @return The hex encoded assetData string. + */ + encodeDutchAuctionAssetData(assetData: string, beginTimeSeconds: BigNumber, beginAmount: BigNumber): string { + const assetDataBuffer = ethUtil.toBuffer(assetData); + const abiEncodedAuctionData = (ethAbi as any).rawEncode( + ['uint256', 'uint256'], + [beginTimeSeconds.toString(), beginAmount.toString()], + ); + const abiEncodedAuctionDataBuffer = ethUtil.toBuffer(abiEncodedAuctionData); + const dutchAuctionDataBuffer = Buffer.concat([assetDataBuffer, abiEncodedAuctionDataBuffer]); + const dutchAuctionData = ethUtil.bufferToHex(dutchAuctionDataBuffer); + return dutchAuctionData; + }, }; diff --git a/packages/types/src/index.ts b/packages/types/src/index.ts index 472b56dc2..49f788fb0 100644 --- a/packages/types/src/index.ts +++ b/packages/types/src/index.ts @@ -676,3 +676,12 @@ export interface SimpleEvmOutput { export interface SimpleEvmBytecodeOutput { object: string; } + +export interface DutchAuctionDetails { + beginTimeSeconds: BigNumber; + endTimeSeconds: BigNumber; + beginAmount: BigNumber; + endAmount: BigNumber; + currentAmount: BigNumber; + currentTimeSeconds: BigNumber; +} |