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-rw-r--r--packages/contracts/contracts/extensions/DutchAuction/DutchAuction.sol46
-rw-r--r--packages/contracts/test/extensions/dutch_auction.ts42
2 files changed, 58 insertions, 30 deletions
diff --git a/packages/contracts/contracts/extensions/DutchAuction/DutchAuction.sol b/packages/contracts/contracts/extensions/DutchAuction/DutchAuction.sol
index dea836da9..7115e5bd5 100644
--- a/packages/contracts/contracts/extensions/DutchAuction/DutchAuction.sol
+++ b/packages/contracts/contracts/extensions/DutchAuction/DutchAuction.sol
@@ -32,8 +32,8 @@ contract DutchAuction {
IExchange internal EXCHANGE;
struct AuctionDetails {
- uint256 beginTimeSeconds; // Auction begin time in seconds: sellOrder.makerAssetData
- uint256 endTimeSeconds; // Auction end time in seconds: sellOrder.expiryTimeSeconds
+ uint256 beginTimeSeconds; // Auction begin unix timestamp: sellOrder.makerAssetData
+ uint256 endTimeSeconds; // Auction end unix timestamp: sellOrder.expiryTimeSeconds
uint256 beginAmount; // Auction begin amount: sellOrder.makerAssetData
uint256 endAmount; // Auction end amount: sellOrder.takerAssetAmount
uint256 currentAmount; // Calculated amount given block.timestamp
@@ -80,8 +80,6 @@ contract DutchAuction {
require(auctionDetails.currentTimeSeconds >= auctionDetails.beginTimeSeconds, "AUCTION_NOT_STARTED");
// Ensure the auction has not expired. This will fail later in 0x but we can save gas by failing early
require(sellOrder.expirationTimeSeconds > auctionDetails.currentTimeSeconds, "AUCTION_EXPIRED");
- // Ensure the auction goes from high to low
- require(auctionDetails.beginAmount > auctionDetails.endAmount, "INVALID_AMOUNT");
// Validate the buyer amount is greater than the current auction amount
require(buyOrder.makerAssetAmount >= auctionDetails.currentAmount, "INVALID_AMOUNT");
// Match orders, maximally filling `buyOrder`
@@ -91,19 +89,34 @@ contract DutchAuction {
buySignature,
sellSignature
);
- // Return any spread to the seller
+ // The difference in sellOrder.takerAssetAmount and current amount is given as spread to the matcher
+ // This may include additional spread from the buyOrder.makerAssetAmount and the currentAmount.
+ // e.g currentAmount is 30, sellOrder.takerAssetAmount is 10 and buyOrder.makerAssetamount is 40.
+ // 10 (40-30) is returned to the buyer, 20 (30-10) sent to the seller and 10 has previously
+ // been transferred to the seller during matchOrders
uint256 leftMakerAssetSpreadAmount = matchedFillResults.leftMakerAssetSpreadAmount;
if (leftMakerAssetSpreadAmount > 0) {
+ // ERC20 Asset data itself is encoded as follows:
+ //
+ // | Area | Offset | Length | Contents |
+ // |----------|--------|---------|-------------------------------------|
+ // | Header | 0 | 4 | function selector |
+ // | Params | | 1 * 32 | function parameters: |
+ // | | 4 | 12 + 20 | 1. token address |
+ bytes memory assetData = sellOrder.takerAssetData;
+ address token = assetData.readAddress(16);
// Calculate the excess from the buy order. This can occur if the buyer sends in a higher
// amount than the calculated current amount
uint256 buyerExcessAmount = buyOrder.makerAssetAmount-auctionDetails.currentAmount;
uint256 sellerExcessAmount = leftMakerAssetSpreadAmount-buyerExcessAmount;
- bytes memory assetData = sellOrder.takerAssetData;
- address token = assetData.readAddress(16);
+ // Return the difference between auctionDetails.currentAmount and sellOrder.takerAssetAmount
+ // to the seller
if (sellerExcessAmount > 0) {
address makerAddress = sellOrder.makerAddress;
IERC20Token(token).transfer(makerAddress, sellerExcessAmount);
}
+ // Return the difference between buyOrder.makerAssetAmount and auctionDetails.currentAmount
+ // to the buyer
if (buyerExcessAmount > 0) {
address takerAddress = buyOrder.makerAddress;
IERC20Token(token).transfer(takerAddress, buyerExcessAmount);
@@ -122,12 +135,26 @@ contract DutchAuction {
returns (AuctionDetails memory auctionDetails)
{
uint256 makerAssetDataLength = order.makerAssetData.length;
- // We assume auctionBeginTimeSeconds and auctionBeginAmount are appended to the makerAssetData
+ // It is unknown the encoded data of makerAssetData, we assume the last 64 bytes
+ // are the Auction Details encoding.
+ // Auction Details is encoded as follows:
+ //
+ // | Area | Offset | Length | Contents |
+ // |----------|--------|---------|-------------------------------------|
+ // | Params | | 2 * 32 | parameters: |
+ // | | -64 | 32 | 1. auction begin unix timestamp |
+ // | | -32 | 32 | 2. auction begin begin amount |
+ // ERC20 asset data length is 4+32, 64 for auction details results in min length if 100
+ require(makerAssetDataLength > 10, "INVALID_ASSET_DATA");
uint256 auctionBeginTimeSeconds = order.makerAssetData.readUint256(makerAssetDataLength-64);
uint256 auctionBeginAmount = order.makerAssetData.readUint256(makerAssetDataLength-32);
+ // Ensure the auction has a valid begin time
require(order.expirationTimeSeconds > auctionBeginTimeSeconds, "INVALID_BEGIN_TIME");
uint256 auctionDurationSeconds = order.expirationTimeSeconds-auctionBeginTimeSeconds;
+ // Ensure the auction goes from high to low
uint256 minAmount = order.takerAssetAmount;
+ require(auctionBeginAmount > minAmount, "INVALID_AMOUNT");
+ uint256 amountDelta = auctionBeginAmount-minAmount;
// solhint-disable-next-line not-rely-on-time
uint256 timestamp = block.timestamp;
auctionDetails.beginTimeSeconds = auctionBeginTimeSeconds;
@@ -137,8 +164,9 @@ contract DutchAuction {
auctionDetails.currentTimeSeconds = timestamp;
uint256 remainingDurationSeconds = order.expirationTimeSeconds-timestamp;
- uint256 amountDelta = auctionBeginAmount-minAmount;
uint256 currentAmount = minAmount + (remainingDurationSeconds*amountDelta/auctionDurationSeconds);
+ // Check the bounds where we SafeMath was avoivded so the auction details can be queried prior
+ // and after the auction time.
// If the auction has not yet begun the current amount is the auctionBeginAmount
currentAmount = timestamp < auctionBeginTimeSeconds ? auctionBeginAmount : currentAmount;
// If the auction has ended the current amount is the minAmount
diff --git a/packages/contracts/test/extensions/dutch_auction.ts b/packages/contracts/test/extensions/dutch_auction.ts
index ae614cbd8..b3408e27d 100644
--- a/packages/contracts/test/extensions/dutch_auction.ts
+++ b/packages/contracts/test/extensions/dutch_auction.ts
@@ -6,6 +6,7 @@ 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 { DummyERC20TokenContract } from '../../generated-wrappers/dummy_erc20_token';
import { DummyERC721TokenContract } from '../../generated-wrappers/dummy_erc721_token';
@@ -29,7 +30,7 @@ const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
const DECIMALS_DEFAULT = 18;
-describe.only(ContractName.DutchAuction, () => {
+describe(ContractName.DutchAuction, () => {
let makerAddress: string;
let owner: string;
let takerAddress: string;
@@ -46,7 +47,6 @@ describe.only(ContractName.DutchAuction, () => {
let buyerOrderFactory: OrderFactory;
let erc20Wrapper: ERC20Wrapper;
let erc20Balances: ERC20BalancesByOwner;
- let tenMinutesInSeconds: number;
let currentBlockTimestamp: number;
let auctionBeginTimeSeconds: BigNumber;
let auctionEndTimeSeconds: BigNumber;
@@ -55,6 +55,8 @@ describe.only(ContractName.DutchAuction, () => {
let sellOrder: SignedOrder;
let buyOrder: SignedOrder;
let erc721MakerAssetIds: BigNumber[];
+ const tenMinutesInSeconds = 10 * 60;
+
async function increaseTimeAsync(): Promise<void> {
const timestampBefore = await getLatestBlockTimestampAsync();
await web3Wrapper.increaseTimeAsync(5);
@@ -62,10 +64,6 @@ describe.only(ContractName.DutchAuction, () => {
// HACK send some transactions when a time increase isn't supported
if (timestampAfter === timestampBefore) {
await web3Wrapper.sendTransactionAsync({ to: makerAddress, from: makerAddress, value: new BigNumber(1) });
- await web3Wrapper.sendTransactionAsync({ to: makerAddress, from: makerAddress, value: new BigNumber(1) });
- await web3Wrapper.sendTransactionAsync({ to: makerAddress, from: makerAddress, value: new BigNumber(1) });
- await web3Wrapper.sendTransactionAsync({ to: makerAddress, from: makerAddress, value: new BigNumber(1) });
- await web3Wrapper.sendTransactionAsync({ to: makerAddress, from: makerAddress, value: new BigNumber(1) });
}
}
@@ -159,7 +157,6 @@ describe.only(ContractName.DutchAuction, () => {
web3Wrapper.abiDecoder.addABI(zrxToken.abi);
erc20Wrapper.addTokenOwnerAddress(dutchAuctionContract.address);
- tenMinutesInSeconds = 10 * 60;
currentBlockTimestamp = await getLatestBlockTimestampAsync();
// Default auction begins 10 minutes ago
auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp).minus(tenMinutesInSeconds);
@@ -229,8 +226,8 @@ describe.only(ContractName.DutchAuction, () => {
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 - 1000);
- auctionEndTimeSeconds = new BigNumber(currentBlockTimestamp - 100);
+ auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds * 2);
+ auctionEndTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds);
sellOrder = await sellerOrderFactory.newSignedOrderAsync({
makerAssetData: extendMakerAssetData(
assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress),
@@ -244,9 +241,9 @@ describe.only(ContractName.DutchAuction, () => {
expect(auctionDetails.beginAmount).to.be.bignumber.equal(auctionBeginAmount);
});
it('should match orders at current amount and send excess to buyer', async () => {
- const auctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder);
+ const beforeAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder);
buyOrder = await buyerOrderFactory.newSignedOrderAsync({
- makerAssetAmount: auctionDetails.currentAmount.times(2),
+ makerAssetAmount: beforeAuctionDetails.currentAmount.times(2),
});
await web3Wrapper.awaitTransactionSuccessAsync(
await dutchAuctionContract.matchOrders.sendTransactionAsync(
@@ -259,6 +256,7 @@ describe.only(ContractName.DutchAuction, () => {
},
),
);
+ const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder);
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances[dutchAuctionContract.address][wethContract.address]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
@@ -267,13 +265,13 @@ describe.only(ContractName.DutchAuction, () => {
// between multiple calls to the same block. Which can move the amount in our case
// ref: https://github.com/trufflesuite/ganache-core/issues/111
expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte(
- erc20Balances[makerAddress][wethContract.address].plus(auctionDetails.currentAmount),
+ erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount),
);
- expect(newBalances[takerAddress][wethContract.address]).to.be.bignumber.equal(
- erc20Balances[takerAddress][wethContract.address].minus(auctionDetails.currentAmount),
+ expect(newBalances[takerAddress][wethContract.address]).to.be.bignumber.gte(
+ erc20Balances[takerAddress][wethContract.address].minus(afterAuctionDetails.currentAmount),
);
});
- it('should have valid getAuctionDetails at a block in the future', async () => {
+ it('should have valid getAuctionDetails at some block in the future', async () => {
let auctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder);
const beforeAmount = auctionDetails.currentAmount;
await increaseTimeAsync();
@@ -291,6 +289,8 @@ describe.only(ContractName.DutchAuction, () => {
sellOrder.signature,
{
from: takerAddress,
+ // HACK geth seems to miscalculate the gas required intermittently
+ gas: 400000,
},
);
await web3Wrapper.awaitTransactionSuccessAsync(txHash);
@@ -303,7 +303,6 @@ describe.only(ContractName.DutchAuction, () => {
sellOrder = await sellerOrderFactory.newSignedOrderAsync({
makerFee: new BigNumber(1),
});
- const auctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder);
const txHash = await dutchAuctionContract.matchOrders.sendTransactionAsync(
buyOrder,
sellOrder,
@@ -314,9 +313,10 @@ describe.only(ContractName.DutchAuction, () => {
},
);
await web3Wrapper.awaitTransactionSuccessAsync(txHash);
+ const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder);
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte(
- erc20Balances[makerAddress][wethContract.address].plus(auctionDetails.currentAmount),
+ erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount),
);
expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[feeRecipientAddress][zrxToken.address].plus(sellOrder.makerFee),
@@ -326,7 +326,6 @@ describe.only(ContractName.DutchAuction, () => {
buyOrder = await buyerOrderFactory.newSignedOrderAsync({
makerFee: new BigNumber(1),
});
- const auctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder);
const txHash = await dutchAuctionContract.matchOrders.sendTransactionAsync(
buyOrder,
sellOrder,
@@ -338,8 +337,9 @@ describe.only(ContractName.DutchAuction, () => {
);
await web3Wrapper.awaitTransactionSuccessAsync(txHash);
const newBalances = await erc20Wrapper.getBalancesAsync();
+ const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder);
expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte(
- erc20Balances[makerAddress][wethContract.address].plus(auctionDetails.currentAmount),
+ erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount),
);
expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[feeRecipientAddress][zrxToken.address].plus(buyOrder.makerFee),
@@ -432,7 +432,6 @@ describe.only(ContractName.DutchAuction, () => {
takerAssetAmount: new BigNumber(1),
takerAssetData: sellOrder.makerAssetData,
});
- const auctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder);
await web3Wrapper.awaitTransactionSuccessAsync(
await dutchAuctionContract.matchOrders.sendTransactionAsync(
buyOrder,
@@ -444,12 +443,13 @@ describe.only(ContractName.DutchAuction, () => {
},
),
);
+ const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(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
// ref: https://github.com/trufflesuite/ganache-core/issues/111
expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte(
- erc20Balances[makerAddress][wethContract.address].plus(auctionDetails.currentAmount),
+ erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount),
);
const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId);
expect(newOwner).to.be.bignumber.equal(takerAddress);
generated by cgit v1.2.3 (git 2.25.1) at 2024-11-14 22:18:01 +0800