diff options
Diffstat (limited to 'packages/contracts/src')
3 files changed, 281 insertions, 0 deletions
diff --git a/packages/contracts/src/current/tutorials/AcccountLevels/AccountLevels.sol b/packages/contracts/src/current/tutorials/AcccountLevels/AccountLevels.sol new file mode 100644 index 000000000..2214ed6b3 --- /dev/null +++ b/packages/contracts/src/current/tutorials/AcccountLevels/AccountLevels.sol @@ -0,0 +1,11 @@ +pragma solidity ^0.4.19; + +contract AccountLevels { + //given a user, returns an account level + //0 = regular user (pays take fee and make fee) + //1 = market maker silver (pays take fee, no make fee, gets rebate) + //2 = market maker gold (pays take fee, no make fee, gets entire counterparty's take fee as rebate) + function accountLevel(address user) constant returns(uint) { + return 0; + } +} diff --git a/packages/contracts/src/current/tutorials/Arbitrage/Arbitrage.sol b/packages/contracts/src/current/tutorials/Arbitrage/Arbitrage.sol new file mode 100644 index 000000000..3ee8b5fba --- /dev/null +++ b/packages/contracts/src/current/tutorials/Arbitrage/Arbitrage.sol @@ -0,0 +1,102 @@ +pragma solidity ^0.4.19; + +import { Exchange } from "../../protocol/Exchange/Exchange.sol"; +import { EtherDelta } from "../EtherDelta/EtherDelta.sol"; +import { Ownable } from "../../utils/Ownable/Ownable.sol"; +import { Token } from "../../tokens/Token/Token.sol"; + +contract Arbitrage is Ownable { + + Exchange exchange; + EtherDelta etherDelta; + address proxyAddress; + + uint constant MAX_UINT = 2**256 - 1; + + function Arbitrage(address _exchangeAddress, address _etherDeltaAddress, address _proxyAddress) { + exchange = Exchange(_exchangeAddress); + etherDelta = EtherDelta(_etherDeltaAddress); + proxyAddress = _proxyAddress; + } + + function setAllowances(address tokenAddress) public onlyOwner { + Token token = Token(tokenAddress); + token.approve(address(etherDelta), MAX_UINT); + token.approve(proxyAddress, MAX_UINT); + token.approve(owner, MAX_UINT); + } + + /* + * I 愛 the limitations on Solidity stack size! + * + * addresses + * 0..4 orderAddresses + * 5 tokenGet + * 6 tokenGive + * 7 user + * + * values + * 0..5 orderValues + * 6 fillTakerTokenAmount + * 7 amountGet + * 8 amountGive + * 9 expires + * 10 nonce + * 11 amount + + * signature + * exchange then etherDelta + */ + function makeAtomicTrade( + address[8] addresses, uint[12] values, + uint8[2] v, bytes32[2] r, bytes32[2] s + ) public onlyOwner { + makeExchangeTrade(addresses, values, v, r, s); + makeEtherDeltaTrade(addresses, values, v, r, s); + } + + function makeEtherDeltaTrade( + address[8] addresses, uint[12] values, + uint8[2] v, bytes32[2] r, bytes32[2] s + ) internal { + uint amount = values[11]; + etherDelta.depositToken(addresses[5], values[7]); + etherDelta.trade( + addresses[5], + values[7], + addresses[6], + values[8], + values[9], + values[10], + addresses[7], + v[1], + r[1], + s[1], + amount + ); + etherDelta.withdrawToken(addresses[6], values[8]); + } + + function makeExchangeTrade( + address[8] addresses, uint[12] values, + uint8[2] v, bytes32[2] r, bytes32[2] s + ) internal { + address[5] memory orderAddresses = [ + addresses[0], + addresses[1], + addresses[2], + addresses[3], + addresses[4] + ]; + uint[6] memory orderValues = [ + values[0], + values[1], + values[2], + values[3], + values[4], + values[5] + ]; + uint fillTakerTokenAmount = values[6]; + exchange.fillOrKillOrder(orderAddresses, orderValues, fillTakerTokenAmount, v[0], r[0], s[0]); + } +} diff --git a/packages/contracts/src/current/tutorials/EtherDelta/EtherDelta.sol b/packages/contracts/src/current/tutorials/EtherDelta/EtherDelta.sol new file mode 100644 index 000000000..2b58a4a68 --- /dev/null +++ b/packages/contracts/src/current/tutorials/EtherDelta/EtherDelta.sol @@ -0,0 +1,168 @@ +pragma solidity ^0.4.19; + +import { SafeMath } from "../../utils/SafeMath/SafeMath.sol"; +import { AccountLevels } from "../AccountLevels/AccountLevels.sol"; +import { Token } from "../../tokens/Token/Token.sol"; + +contract EtherDelta is SafeMath { + address public admin; //the admin address + address public feeAccount; //the account that will receive fees + address public accountLevelsAddr; //the address of the AccountLevels contract + uint public feeMake; //percentage times (1 ether) + uint public feeTake; //percentage times (1 ether) + uint public feeRebate; //percentage times (1 ether) + mapping (address => mapping (address => uint)) public tokens; //mapping of token addresses to mapping of account balances (token=0 means Ether) + mapping (address => mapping (bytes32 => bool)) public orders; //mapping of user accounts to mapping of order hashes to booleans (true = submitted by user, equivalent to offchain signature) + mapping (address => mapping (bytes32 => uint)) public orderFills; //mapping of user accounts to mapping of order hashes to uints (amount of order that has been filled) + + event Order(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, address user); + event Cancel(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, address user, uint8 v, bytes32 r, bytes32 s); + event Trade(address tokenGet, uint amountGet, address tokenGive, uint amountGive, address get, address give); + event Deposit(address token, address user, uint amount, uint balance); + event Withdraw(address token, address user, uint amount, uint balance); + + function EtherDelta(address admin_, address feeAccount_, address accountLevelsAddr_, uint feeMake_, uint feeTake_, uint feeRebate_) { + admin = admin_; + feeAccount = feeAccount_; + accountLevelsAddr = accountLevelsAddr_; + feeMake = feeMake_; + feeTake = feeTake_; + feeRebate = feeRebate_; + } + + function() { + throw; + } + + function changeAdmin(address admin_) { + if (msg.sender != admin) throw; + admin = admin_; + } + + function changeAccountLevelsAddr(address accountLevelsAddr_) { + if (msg.sender != admin) throw; + accountLevelsAddr = accountLevelsAddr_; + } + + function changeFeeAccount(address feeAccount_) { + if (msg.sender != admin) throw; + feeAccount = feeAccount_; + } + + function changeFeeMake(uint feeMake_) { + if (msg.sender != admin) throw; + if (feeMake_ > feeMake) throw; + feeMake = feeMake_; + } + + function changeFeeTake(uint feeTake_) { + if (msg.sender != admin) throw; + if (feeTake_ > feeTake || feeTake_ < feeRebate) throw; + feeTake = feeTake_; + } + + function changeFeeRebate(uint feeRebate_) { + if (msg.sender != admin) throw; + if (feeRebate_ < feeRebate || feeRebate_ > feeTake) throw; + feeRebate = feeRebate_; + } + + function deposit() payable { + tokens[0][msg.sender] = safeAdd(tokens[0][msg.sender], msg.value); + Deposit(0, msg.sender, msg.value, tokens[0][msg.sender]); + } + + function withdraw(uint amount) { + if (tokens[0][msg.sender] < amount) throw; + tokens[0][msg.sender] = safeSub(tokens[0][msg.sender], amount); + if (!msg.sender.call.value(amount)()) throw; + Withdraw(0, msg.sender, amount, tokens[0][msg.sender]); + } + + function depositToken(address token, uint amount) { + //remember to call Token(address).approve(this, amount) or this contract will not be able to do the transfer on your behalf. + if (token==0) throw; + if (!Token(token).transferFrom(msg.sender, this, amount)) throw; + tokens[token][msg.sender] = safeAdd(tokens[token][msg.sender], amount); + Deposit(token, msg.sender, amount, tokens[token][msg.sender]); + } + + function withdrawToken(address token, uint amount) { + if (token==0) throw; + if (tokens[token][msg.sender] < amount) throw; + tokens[token][msg.sender] = safeSub(tokens[token][msg.sender], amount); + if (!Token(token).transfer(msg.sender, amount)) throw; + Withdraw(token, msg.sender, amount, tokens[token][msg.sender]); + } + + function balanceOf(address token, address user) constant returns (uint) { + return tokens[token][user]; + } + + function order(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce) { + bytes32 hash = sha256(this, tokenGet, amountGet, tokenGive, amountGive, expires, nonce); + orders[msg.sender][hash] = true; + Order(tokenGet, amountGet, tokenGive, amountGive, expires, nonce, msg.sender); + } + + function trade(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, address user, uint8 v, bytes32 r, bytes32 s, uint amount) { + //amount is in amountGet terms + bytes32 hash = sha256(this, tokenGet, amountGet, tokenGive, amountGive, expires, nonce); + if (!( + (orders[user][hash] || ecrecover(sha3("\x19Ethereum Signed Message:\n32", hash),v,r,s) == user) && + block.number <= expires && + safeAdd(orderFills[user][hash], amount) <= amountGet + )) throw; + tradeBalances(tokenGet, amountGet, tokenGive, amountGive, user, amount); + orderFills[user][hash] = safeAdd(orderFills[user][hash], amount); + Trade(tokenGet, amount, tokenGive, amountGive * amount / amountGet, user, msg.sender); + } + + function tradeBalances(address tokenGet, uint amountGet, address tokenGive, uint amountGive, address user, uint amount) private { + uint feeMakeXfer = safeMul(amount, feeMake) / (1 ether); + uint feeTakeXfer = safeMul(amount, feeTake) / (1 ether); + uint feeRebateXfer = 0; + if (accountLevelsAddr != 0x0) { + uint accountLevel = AccountLevels(accountLevelsAddr).accountLevel(user); + if (accountLevel==1) feeRebateXfer = safeMul(amount, feeRebate) / (1 ether); + if (accountLevel==2) feeRebateXfer = feeTakeXfer; + } + tokens[tokenGet][msg.sender] = safeSub(tokens[tokenGet][msg.sender], safeAdd(amount, feeTakeXfer)); + tokens[tokenGet][user] = safeAdd(tokens[tokenGet][user], safeSub(safeAdd(amount, feeRebateXfer), feeMakeXfer)); + tokens[tokenGet][feeAccount] = safeAdd(tokens[tokenGet][feeAccount], safeSub(safeAdd(feeMakeXfer, feeTakeXfer), feeRebateXfer)); + tokens[tokenGive][user] = safeSub(tokens[tokenGive][user], safeMul(amountGive, amount) / amountGet); + tokens[tokenGive][msg.sender] = safeAdd(tokens[tokenGive][msg.sender], safeMul(amountGive, amount) / amountGet); + } + + function testTrade(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, address user, uint8 v, bytes32 r, bytes32 s, uint amount, address sender) constant returns(bool) { + if (!( + tokens[tokenGet][sender] >= amount && + availableVolume(tokenGet, amountGet, tokenGive, amountGive, expires, nonce, user, v, r, s) >= amount + )) return false; + return true; + } + + function availableVolume(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, address user, uint8 v, bytes32 r, bytes32 s) constant returns(uint) { + bytes32 hash = sha256(this, tokenGet, amountGet, tokenGive, amountGive, expires, nonce); + if (!( + (orders[user][hash] || ecrecover(sha3("\x19Ethereum Signed Message:\n32", hash),v,r,s) == user) && + block.number <= expires + )) return 0; + uint available1 = safeSub(amountGet, orderFills[user][hash]); + uint available2 = safeMul(tokens[tokenGive][user], amountGet) / amountGive; + if (available1<available2) return available1; + return available2; + } + + function amountFilled(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, address user, uint8 v, bytes32 r, bytes32 s) constant returns(uint) { + bytes32 hash = sha256(this, tokenGet, amountGet, tokenGive, amountGive, expires, nonce); + return orderFills[user][hash]; + } + + function cancelOrder(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, uint8 v, bytes32 r, bytes32 s) { + bytes32 hash = sha256(this, tokenGet, amountGet, tokenGive, amountGive, expires, nonce); + if (!(orders[msg.sender][hash] || ecrecover(sha3("\x19Ethereum Signed Message:\n32", hash),v,r,s) == msg.sender)) throw; + orderFills[msg.sender][hash] = amountGet; + Cancel(tokenGet, amountGet, tokenGive, amountGive, expires, nonce, msg.sender, v, r, s); + } +} |