diff options
Diffstat (limited to 'packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol')
| -rw-r--r-- | packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol | 335 |
1 files changed, 0 insertions, 335 deletions
diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol deleted file mode 100644 index b4f6bdb26..000000000 --- a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol +++ /dev/null @@ -1,335 +0,0 @@ -/* - Copyright 2018 ZeroEx Intl. - Licensed under the Apache License, Version 2.0 (the "License"); - you may not use this file except in compliance with the License. - You may obtain a copy of the License at - http://www.apache.org/licenses/LICENSE-2.0 - Unless required by applicable law or agreed to in writing, software - distributed under the License is distributed on an "AS IS" BASIS, - WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - See the License for the specific language governing permissions and - limitations under the License. -*/ - -pragma solidity 0.4.24; -pragma experimental ABIEncoderV2; - -import "../../utils/ReentrancyGuard/ReentrancyGuard.sol"; -import "./libs/LibConstants.sol"; -import "./libs/LibMath.sol"; -import "./libs/LibOrder.sol"; -import "./libs/LibFillResults.sol"; -import "./mixins/MExchangeCore.sol"; -import "./mixins/MMatchOrders.sol"; -import "./mixins/MTransactions.sol"; -import "./mixins/MAssetProxyDispatcher.sol"; - - -contract MixinMatchOrders is - ReentrancyGuard, - LibConstants, - LibMath, - MAssetProxyDispatcher, - MExchangeCore, - MMatchOrders, - MTransactions -{ - /// @dev Match two complementary orders that have a profitable 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 memory leftSignature, - bytes memory rightSignature - ) - public - nonReentrant - returns (LibFillResults.MatchedFillResults memory matchedFillResults) - { - // We assume that rightOrder.takerAssetData == leftOrder.makerAssetData and rightOrder.makerAssetData == leftOrder.takerAssetData. - // If this assumption isn't true, the match will fail at signature validation. - rightOrder.makerAssetData = leftOrder.takerAssetData; - rightOrder.takerAssetData = leftOrder.makerAssetData; - - // Get left & right order info - LibOrder.OrderInfo memory leftOrderInfo = getOrderInfo(leftOrder); - LibOrder.OrderInfo memory rightOrderInfo = getOrderInfo(rightOrder); - - // Fetch taker address - address takerAddress = getCurrentContextAddress(); - - // Either our context is valid or we revert - assertFillableOrder( - leftOrder, - leftOrderInfo, - takerAddress, - leftSignature - ); - assertFillableOrder( - rightOrder, - rightOrderInfo, - takerAddress, - rightSignature - ); - assertValidMatch(leftOrder, rightOrder); - - // Compute proportional fill amounts - matchedFillResults = calculateMatchedFillResults( - leftOrder, - rightOrder, - leftOrderInfo.orderTakerAssetFilledAmount, - rightOrderInfo.orderTakerAssetFilledAmount - ); - - // Validate fill contexts - assertValidFill( - leftOrder, - leftOrderInfo, - matchedFillResults.left.takerAssetFilledAmount, - matchedFillResults.left.takerAssetFilledAmount, - matchedFillResults.left.makerAssetFilledAmount - ); - assertValidFill( - rightOrder, - rightOrderInfo, - matchedFillResults.right.takerAssetFilledAmount, - matchedFillResults.right.takerAssetFilledAmount, - matchedFillResults.right.makerAssetFilledAmount - ); - - // Update exchange state - updateFilledState( - leftOrder, - takerAddress, - leftOrderInfo.orderHash, - leftOrderInfo.orderTakerAssetFilledAmount, - matchedFillResults.left - ); - updateFilledState( - rightOrder, - takerAddress, - rightOrderInfo.orderHash, - rightOrderInfo.orderTakerAssetFilledAmount, - matchedFillResults.right - ); - - // Settle matched orders. Succeeds or throws. - settleMatchedOrders( - leftOrder, - rightOrder, - takerAddress, - matchedFillResults - ); - - return matchedFillResults; - } - - /// @dev Validates context for matchOrders. Succeeds or throws. - /// @param leftOrder First order to match. - /// @param rightOrder Second order to match. - function assertValidMatch( - LibOrder.Order memory leftOrder, - LibOrder.Order memory rightOrder - ) - internal - pure - { - // Make sure there is a profitable spread. - // There is a profitable 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> - // AND - // <rightOrder.makerAssetAmount> / <rightOrder.takerAssetAmount> >= <leftOrder.takerAssetAmount> / <leftOrder.makerAssetAmount> - // These equations can be combined to get the following: - require( - safeMul(leftOrder.makerAssetAmount, rightOrder.makerAssetAmount) >= - safeMul(leftOrder.takerAssetAmount, rightOrder.takerAssetAmount), - "NEGATIVE_SPREAD_REQUIRED" - ); - } - - /// @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. - /// The profit made by the leftOrder order goes to the taker (who matched the two orders). - /// @param leftOrder First order to match. - /// @param rightOrder Second order to match. - /// @param leftOrderTakerAssetFilledAmount Amount of left order already filled. - /// @param rightOrderTakerAssetFilledAmount Amount of right order already filled. - /// @param matchedFillResults Amounts to fill and fees to pay by maker and taker of matched orders. - function calculateMatchedFillResults( - LibOrder.Order memory leftOrder, - LibOrder.Order memory rightOrder, - uint256 leftOrderTakerAssetFilledAmount, - uint256 rightOrderTakerAssetFilledAmount - ) - internal - pure - returns (LibFillResults.MatchedFillResults memory matchedFillResults) - { - // Derive maker asset amounts for left & right orders, given store taker assert amounts - uint256 leftTakerAssetAmountRemaining = safeSub(leftOrder.takerAssetAmount, leftOrderTakerAssetFilledAmount); - uint256 leftMakerAssetAmountRemaining = safeGetPartialAmountFloor( - leftOrder.makerAssetAmount, - leftOrder.takerAssetAmount, - leftTakerAssetAmountRemaining - ); - uint256 rightTakerAssetAmountRemaining = safeSub(rightOrder.takerAssetAmount, rightOrderTakerAssetFilledAmount); - uint256 rightMakerAssetAmountRemaining = safeGetPartialAmountFloor( - rightOrder.makerAssetAmount, - rightOrder.takerAssetAmount, - rightTakerAssetAmountRemaining - ); - - // Calculate fill results for maker and taker assets: at least one order will be fully filled. - // The maximum amount the left maker can buy is `leftTakerAssetAmountRemaining` - // The maximum amount the right maker can sell is `rightMakerAssetAmountRemaining` - // We have two distinct cases for calculating the fill results: - // Case 1. - // If the left maker can buy more than the right maker can sell, then only the right order is fully filled. - // If the left maker can buy exactly what the right maker can sell, then both orders are fully filled. - // Case 2. - // If the left maker cannot buy more than the right maker can sell, then only the left order is fully filled. - if (leftTakerAssetAmountRemaining >= rightMakerAssetAmountRemaining) { - // Case 1: Right order is fully filled - matchedFillResults.right.makerAssetFilledAmount = rightMakerAssetAmountRemaining; - matchedFillResults.right.takerAssetFilledAmount = rightTakerAssetAmountRemaining; - matchedFillResults.left.takerAssetFilledAmount = matchedFillResults.right.makerAssetFilledAmount; - // Round down to ensure the maker's exchange rate does not exceed the price specified by the order. - // We favor the maker when the exchange rate must be rounded. - matchedFillResults.left.makerAssetFilledAmount = safeGetPartialAmountFloor( - leftOrder.makerAssetAmount, - leftOrder.takerAssetAmount, - matchedFillResults.left.takerAssetFilledAmount - ); - } else { - // Case 2: Left order is fully filled - matchedFillResults.left.makerAssetFilledAmount = leftMakerAssetAmountRemaining; - matchedFillResults.left.takerAssetFilledAmount = leftTakerAssetAmountRemaining; - matchedFillResults.right.makerAssetFilledAmount = matchedFillResults.left.takerAssetFilledAmount; - // Round up to ensure the maker's exchange rate does not exceed the price specified by the order. - // We favor the maker when the exchange rate must be rounded. - matchedFillResults.right.takerAssetFilledAmount = safeGetPartialAmountCeil( - rightOrder.takerAssetAmount, - rightOrder.makerAssetAmount, - matchedFillResults.right.makerAssetFilledAmount - ); - } - - // Calculate amount given to taker - matchedFillResults.leftMakerAssetSpreadAmount = safeSub( - matchedFillResults.left.makerAssetFilledAmount, - matchedFillResults.right.takerAssetFilledAmount - ); - - // Compute fees for left order - matchedFillResults.left.makerFeePaid = safeGetPartialAmountFloor( - matchedFillResults.left.makerAssetFilledAmount, - leftOrder.makerAssetAmount, - leftOrder.makerFee - ); - matchedFillResults.left.takerFeePaid = safeGetPartialAmountFloor( - matchedFillResults.left.takerAssetFilledAmount, - leftOrder.takerAssetAmount, - leftOrder.takerFee - ); - - // Compute fees for right order - matchedFillResults.right.makerFeePaid = safeGetPartialAmountFloor( - matchedFillResults.right.makerAssetFilledAmount, - rightOrder.makerAssetAmount, - rightOrder.makerFee - ); - matchedFillResults.right.takerFeePaid = safeGetPartialAmountFloor( - matchedFillResults.right.takerAssetFilledAmount, - rightOrder.takerAssetAmount, - rightOrder.takerFee - ); - - // Return fill results - return matchedFillResults; - } - - /// @dev Settles matched order by transferring appropriate funds between order makers, taker, and fee recipient. - /// @param leftOrder First matched order. - /// @param rightOrder Second matched order. - /// @param takerAddress Address that matched the orders. The taker receives the spread between orders as profit. - /// @param matchedFillResults Struct holding amounts to transfer between makers, taker, and fee recipients. - function settleMatchedOrders( - LibOrder.Order memory leftOrder, - LibOrder.Order memory rightOrder, - address takerAddress, - LibFillResults.MatchedFillResults memory matchedFillResults - ) - private - { - bytes memory zrxAssetData = ZRX_ASSET_DATA; - // Order makers and taker - dispatchTransferFrom( - leftOrder.makerAssetData, - leftOrder.makerAddress, - rightOrder.makerAddress, - matchedFillResults.right.takerAssetFilledAmount - ); - dispatchTransferFrom( - rightOrder.makerAssetData, - rightOrder.makerAddress, - leftOrder.makerAddress, - matchedFillResults.left.takerAssetFilledAmount - ); - dispatchTransferFrom( - leftOrder.makerAssetData, - leftOrder.makerAddress, - takerAddress, - matchedFillResults.leftMakerAssetSpreadAmount - ); - - // Maker fees - dispatchTransferFrom( - zrxAssetData, - leftOrder.makerAddress, - leftOrder.feeRecipientAddress, - matchedFillResults.left.makerFeePaid - ); - dispatchTransferFrom( - zrxAssetData, - rightOrder.makerAddress, - rightOrder.feeRecipientAddress, - matchedFillResults.right.makerFeePaid - ); - - // Taker fees - if (leftOrder.feeRecipientAddress == rightOrder.feeRecipientAddress) { - dispatchTransferFrom( - zrxAssetData, - takerAddress, - leftOrder.feeRecipientAddress, - safeAdd( - matchedFillResults.left.takerFeePaid, - matchedFillResults.right.takerFeePaid - ) - ); - } else { - dispatchTransferFrom( - zrxAssetData, - takerAddress, - leftOrder.feeRecipientAddress, - matchedFillResults.left.takerFeePaid - ); - dispatchTransferFrom( - zrxAssetData, - takerAddress, - rightOrder.feeRecipientAddress, - matchedFillResults.right.takerFeePaid - ); - } - } -} |