diff options
Diffstat (limited to 'packages/contracts')
3 files changed, 113 insertions, 30 deletions
diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol index 291af3792..be163ec97 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol @@ -196,7 +196,15 @@ contract MixinExchangeCore is // Fetch taker address address takerAddress = getCurrentContextAddress(); - + + // Assert that the order is fillable by taker + assertFillableOrder( + order, + orderInfo, + takerAddress, + signature + ); + // Get amount of takerAsset to fill uint256 remainingTakerAssetAmount = safeSub(order.takerAssetAmount, orderInfo.orderTakerAssetFilledAmount); uint256 takerAssetFilledAmount = min256(takerAssetFillAmount, remainingTakerAssetAmount); @@ -205,10 +213,9 @@ contract MixinExchangeCore is assertValidFill( order, orderInfo, - takerAddress, takerAssetFillAmount, takerAssetFilledAmount, - signature + fillResults.makerAssetFilledAmount ); // Compute proportional fill amounts @@ -285,20 +292,16 @@ contract MixinExchangeCore is order.takerAssetData ); } - + /// @dev Validates context for fillOrder. Succeeds or throws. /// @param order to be filled. /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. /// @param takerAddress Address of order taker. - /// @param takerAssetFillAmount Desired amount of order to fill by taker. - /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. /// @param signature Proof that the orders was created by its maker. - function assertValidFill( + function assertFillableOrder( Order memory order, OrderInfo memory orderInfo, address takerAddress, - uint256 takerAssetFillAmount, - uint256 takerAssetFilledAmount, bytes memory signature ) internal @@ -309,13 +312,7 @@ contract MixinExchangeCore is orderInfo.orderStatus == uint8(OrderStatus.FILLABLE), "ORDER_UNFILLABLE" ); - - // Revert if fill amount is invalid - require( - takerAssetFillAmount != 0, - "INVALID_TAKER_AMOUNT" - ); - + // Validate sender is allowed to fill this order if (order.senderAddress != address(0)) { require( @@ -323,7 +320,7 @@ contract MixinExchangeCore is "INVALID_SENDER" ); } - + // Validate taker is allowed to fill this order if (order.takerAddress != address(0)) { require( @@ -331,7 +328,7 @@ contract MixinExchangeCore is "INVALID_TAKER" ); } - + // Validate Maker signature (check only if first time seen) if (orderInfo.orderTakerAssetFilledAmount == 0) { require( @@ -343,7 +340,71 @@ contract MixinExchangeCore is "INVALID_ORDER_SIGNATURE" ); } - + } + + /// @dev Validates context for fillOrder. Succeeds or throws. + /// @param order to be filled. + /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. + /// @param takerAssetFillAmount Desired amount of order to fill by taker. + /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. + /// @param makerAssetFilledAmount Amount of makerAsset that will be transfered. + function assertValidFill( + Order memory order, + OrderInfo memory orderInfo, + uint256 takerAssetFillAmount, // TODO: use FillResults + uint256 takerAssetFilledAmount, + uint256 makerAssetFilledAmount + ) + internal + view + { + // Revert if fill amount is invalid + // TODO: reconsider necessity for v2.1 + require( + takerAssetFillAmount != 0, + "INVALID_TAKER_AMOUNT" + ); + + // Make sure taker does not pay more than desired amount + // NOTE: This assertion should never fail, it is here + // as an extra defence against potential bugs. + require( + takerAssetFilledAmount <= takerAssetFillAmount, + "TAKER_OVERPAY" + ); + + // Make sure order is not overfilled + // NOTE: This assertion should never fail, it is here + // as an extra defence against potential bugs. + require( + safeAdd(orderInfo.orderTakerAssetFilledAmount, takerAssetFilledAmount) <= order.takerAssetAmount, + "ORDER_OVERFILL" + ); + + // Make sure order is filled at acceptable price. + // The order has an implied price from the makers perspective: + // order price = order.makerAssetAmount / order.takerAssetAmount + // i.e. the number of makerAsset maker is paying per takerAsset. The + // maker is guaranteed to get this price or a better (lower) one. The + // actual price maker is getting in this fill is: + // fill price = makerAssetFilledAmount / takerAssetFilledAmount + // We need `fill price <= order price` for the fill to be fair to maker. + // This amounts to: + // makerAssetFilledAmount order.makerAssetAmount + // ------------------------ <= ----------------------- + // takerAssetFilledAmount order.takerAssetAmount + // or, equivalently: + // makerAssetFilledAmount * order.takerAssetAmount <= + // order.makerAssetAmount * takerAssetFilledAmount + // NOTE: This assertion should never fail, it is here + // as an extra defence against potential bugs. + require( + safeMul(makerAssetFilledAmount, order.takerAssetAmount) + <= + safeMul(order.makerAssetAmount, takerAssetFilledAmount), + "INVALID_FILL_PRICE" + ); + // Validate fill order rounding require( !isRoundingErrorFloor( diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol index 25220a673..bf97557d6 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol @@ -64,8 +64,20 @@ contract MixinMatchOrders is // 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 @@ -80,20 +92,18 @@ contract MixinMatchOrders is assertValidFill( leftOrder, leftOrderInfo, - takerAddress, matchedFillResults.left.takerAssetFilledAmount, matchedFillResults.left.takerAssetFilledAmount, - leftSignature + matchedFillResults.left.makerAssetFilledAmount ); assertValidFill( rightOrder, rightOrderInfo, - takerAddress, matchedFillResults.right.takerAssetFilledAmount, matchedFillResults.right.takerAssetFilledAmount, - rightSignature + matchedFillResults.right.makerAssetFilledAmount ); - + // Update exchange state updateFilledState( leftOrder, diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MExchangeCore.sol b/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MExchangeCore.sol index 41832fe4b..d85913e0f 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MExchangeCore.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MExchangeCore.sol @@ -96,21 +96,33 @@ contract MExchangeCore is bytes32 orderHash ) internal; - + /// @dev Validates context for fillOrder. Succeeds or throws. /// @param order to be filled. - /// @param orderInfo Status, orderHash, and amount already filled of order. + /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. /// @param takerAddress Address of order taker. + /// @param signature Proof that the orders was created by its maker. + function assertFillableOrder( + LibOrder.Order memory order, + LibOrder.OrderInfo memory orderInfo, + address takerAddress, + bytes memory signature + ) + internal + view; + + /// @dev Validates context for fillOrder. Succeeds or throws. + /// @param order to be filled. + /// @param orderInfo Status, orderHash, and amount already filled of order. /// @param takerAssetFillAmount Desired amount of order to fill by taker. /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. - /// @param signature Proof that the orders was created by its maker. + /// @param makerAssetFilledAmount Amount of makerAsset that will be transfered. function assertValidFill( LibOrder.Order memory order, LibOrder.OrderInfo memory orderInfo, - address takerAddress, uint256 takerAssetFillAmount, uint256 takerAssetFilledAmount, - bytes memory signature + uint256 makerAssetFilledAmount ) internal view; |