From d5d6079b673d0a6d311f349dba291da18c846d9e Mon Sep 17 00:00:00 2001 From: Amir Bandeali Date: Thu, 1 Feb 2018 15:48:06 -0800 Subject: Rename directories --- .../src/current/protocol/Exchange/Exchange.sol | 602 +++++++++++++++++++++ 1 file changed, 602 insertions(+) create mode 100644 packages/contracts/src/current/protocol/Exchange/Exchange.sol (limited to 'packages/contracts/src/current/protocol/Exchange/Exchange.sol') diff --git a/packages/contracts/src/current/protocol/Exchange/Exchange.sol b/packages/contracts/src/current/protocol/Exchange/Exchange.sol new file mode 100644 index 000000000..12ac8141f --- /dev/null +++ b/packages/contracts/src/current/protocol/Exchange/Exchange.sol @@ -0,0 +1,602 @@ +/* + + Copyright 2017 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 ^0.4.11; + +import { TokenTransferProxy } from "../TokenTransferProxy/TokenTransferProxy.sol"; +import { Token_v1 as Token } from "../../../previous/Token/Token_v1.sol"; +import { SafeMath_v1 as SafeMath } from "../../../previous/SafeMath/SafeMath_v1.sol"; + +/// @title Exchange - Facilitates exchange of ERC20 tokens. +/// @author Amir Bandeali - , Will Warren - +contract Exchange is SafeMath { + + // Error Codes + enum Errors { + ORDER_EXPIRED, // Order has already expired + ORDER_FULLY_FILLED_OR_CANCELLED, // Order has already been fully filled or cancelled + ROUNDING_ERROR_TOO_LARGE, // Rounding error too large + INSUFFICIENT_BALANCE_OR_ALLOWANCE // Insufficient balance or allowance for token transfer + } + + string constant public VERSION = "1.0.0"; + uint16 constant public EXTERNAL_QUERY_GAS_LIMIT = 4999; // Changes to state require at least 5000 gas + + address public ZRX_TOKEN_CONTRACT; + address public TOKEN_TRANSFER_PROXY_CONTRACT; + + // Mappings of orderHash => amounts of takerTokenAmount filled or cancelled. + mapping (bytes32 => uint) public filled; + mapping (bytes32 => uint) public cancelled; + + event LogFill( + address indexed maker, + address taker, + address indexed feeRecipient, + address makerToken, + address takerToken, + uint filledMakerTokenAmount, + uint filledTakerTokenAmount, + uint paidMakerFee, + uint paidTakerFee, + bytes32 indexed tokens, // keccak256(makerToken, takerToken), allows subscribing to a token pair + bytes32 orderHash + ); + + event LogCancel( + address indexed maker, + address indexed feeRecipient, + address makerToken, + address takerToken, + uint cancelledMakerTokenAmount, + uint cancelledTakerTokenAmount, + bytes32 indexed tokens, + bytes32 orderHash + ); + + event LogError(uint8 indexed errorId, bytes32 indexed orderHash); + + struct Order { + address maker; + address taker; + address makerToken; + address takerToken; + address feeRecipient; + uint makerTokenAmount; + uint takerTokenAmount; + uint makerFee; + uint takerFee; + uint expirationTimestampInSec; + bytes32 orderHash; + } + + function Exchange(address _zrxToken, address _tokenTransferProxy) { + ZRX_TOKEN_CONTRACT = _zrxToken; + TOKEN_TRANSFER_PROXY_CONTRACT = _tokenTransferProxy; + } + + /* + * Core exchange functions + */ + + /// @dev Fills the input order. + /// @param orderAddresses Array of order's maker, taker, makerToken, takerToken, and feeRecipient. + /// @param orderValues Array of order's makerTokenAmount, takerTokenAmount, makerFee, takerFee, expirationTimestampInSec, and salt. + /// @param fillTakerTokenAmount Desired amount of takerToken to fill. + /// @param shouldThrowOnInsufficientBalanceOrAllowance Test if transfer will fail before attempting. + /// @param v ECDSA signature parameter v. + /// @param r ECDSA signature parameters r. + /// @param s ECDSA signature parameters s. + /// @return Total amount of takerToken filled in trade. + function fillOrder( + address[5] orderAddresses, + uint[6] orderValues, + uint fillTakerTokenAmount, + bool shouldThrowOnInsufficientBalanceOrAllowance, + uint8 v, + bytes32 r, + bytes32 s) + public + returns (uint filledTakerTokenAmount) + { + Order memory order = Order({ + maker: orderAddresses[0], + taker: orderAddresses[1], + makerToken: orderAddresses[2], + takerToken: orderAddresses[3], + feeRecipient: orderAddresses[4], + makerTokenAmount: orderValues[0], + takerTokenAmount: orderValues[1], + makerFee: orderValues[2], + takerFee: orderValues[3], + expirationTimestampInSec: orderValues[4], + orderHash: getOrderHash(orderAddresses, orderValues) + }); + + require(order.taker == address(0) || order.taker == msg.sender); + require(order.makerTokenAmount > 0 && order.takerTokenAmount > 0 && fillTakerTokenAmount > 0); + require(isValidSignature( + order.maker, + order.orderHash, + v, + r, + s + )); + + if (block.timestamp >= order.expirationTimestampInSec) { + LogError(uint8(Errors.ORDER_EXPIRED), order.orderHash); + return 0; + } + + uint remainingTakerTokenAmount = safeSub(order.takerTokenAmount, getUnavailableTakerTokenAmount(order.orderHash)); + filledTakerTokenAmount = min256(fillTakerTokenAmount, remainingTakerTokenAmount); + if (filledTakerTokenAmount == 0) { + LogError(uint8(Errors.ORDER_FULLY_FILLED_OR_CANCELLED), order.orderHash); + return 0; + } + + if (isRoundingError(filledTakerTokenAmount, order.takerTokenAmount, order.makerTokenAmount)) { + LogError(uint8(Errors.ROUNDING_ERROR_TOO_LARGE), order.orderHash); + return 0; + } + + if (!shouldThrowOnInsufficientBalanceOrAllowance && !isTransferable(order, filledTakerTokenAmount)) { + LogError(uint8(Errors.INSUFFICIENT_BALANCE_OR_ALLOWANCE), order.orderHash); + return 0; + } + + uint filledMakerTokenAmount = getPartialAmount(filledTakerTokenAmount, order.takerTokenAmount, order.makerTokenAmount); + uint paidMakerFee; + uint paidTakerFee; + filled[order.orderHash] = safeAdd(filled[order.orderHash], filledTakerTokenAmount); + require(transferViaTokenTransferProxy( + order.makerToken, + order.maker, + msg.sender, + filledMakerTokenAmount + )); + require(transferViaTokenTransferProxy( + order.takerToken, + msg.sender, + order.maker, + filledTakerTokenAmount + )); + if (order.feeRecipient != address(0)) { + if (order.makerFee > 0) { + paidMakerFee = getPartialAmount(filledTakerTokenAmount, order.takerTokenAmount, order.makerFee); + require(transferViaTokenTransferProxy( + ZRX_TOKEN_CONTRACT, + order.maker, + order.feeRecipient, + paidMakerFee + )); + } + if (order.takerFee > 0) { + paidTakerFee = getPartialAmount(filledTakerTokenAmount, order.takerTokenAmount, order.takerFee); + require(transferViaTokenTransferProxy( + ZRX_TOKEN_CONTRACT, + msg.sender, + order.feeRecipient, + paidTakerFee + )); + } + } + + LogFill( + order.maker, + msg.sender, + order.feeRecipient, + order.makerToken, + order.takerToken, + filledMakerTokenAmount, + filledTakerTokenAmount, + paidMakerFee, + paidTakerFee, + keccak256(order.makerToken, order.takerToken), + order.orderHash + ); + return filledTakerTokenAmount; + } + + /// @dev Cancels the input order. + /// @param orderAddresses Array of order's maker, taker, makerToken, takerToken, and feeRecipient. + /// @param orderValues Array of order's makerTokenAmount, takerTokenAmount, makerFee, takerFee, expirationTimestampInSec, and salt. + /// @param cancelTakerTokenAmount Desired amount of takerToken to cancel in order. + /// @return Amount of takerToken cancelled. + function cancelOrder( + address[5] orderAddresses, + uint[6] orderValues, + uint cancelTakerTokenAmount) + public + returns (uint) + { + Order memory order = Order({ + maker: orderAddresses[0], + taker: orderAddresses[1], + makerToken: orderAddresses[2], + takerToken: orderAddresses[3], + feeRecipient: orderAddresses[4], + makerTokenAmount: orderValues[0], + takerTokenAmount: orderValues[1], + makerFee: orderValues[2], + takerFee: orderValues[3], + expirationTimestampInSec: orderValues[4], + orderHash: getOrderHash(orderAddresses, orderValues) + }); + + require(order.maker == msg.sender); + require(order.makerTokenAmount > 0 && order.takerTokenAmount > 0 && cancelTakerTokenAmount > 0); + + if (block.timestamp >= order.expirationTimestampInSec) { + LogError(uint8(Errors.ORDER_EXPIRED), order.orderHash); + return 0; + } + + uint remainingTakerTokenAmount = safeSub(order.takerTokenAmount, getUnavailableTakerTokenAmount(order.orderHash)); + uint cancelledTakerTokenAmount = min256(cancelTakerTokenAmount, remainingTakerTokenAmount); + if (cancelledTakerTokenAmount == 0) { + LogError(uint8(Errors.ORDER_FULLY_FILLED_OR_CANCELLED), order.orderHash); + return 0; + } + + cancelled[order.orderHash] = safeAdd(cancelled[order.orderHash], cancelledTakerTokenAmount); + + LogCancel( + order.maker, + order.feeRecipient, + order.makerToken, + order.takerToken, + getPartialAmount(cancelledTakerTokenAmount, order.takerTokenAmount, order.makerTokenAmount), + cancelledTakerTokenAmount, + keccak256(order.makerToken, order.takerToken), + order.orderHash + ); + return cancelledTakerTokenAmount; + } + + /* + * Wrapper functions + */ + + /// @dev Fills an order with specified parameters and ECDSA signature, throws if specified amount not filled entirely. + /// @param orderAddresses Array of order's maker, taker, makerToken, takerToken, and feeRecipient. + /// @param orderValues Array of order's makerTokenAmount, takerTokenAmount, makerFee, takerFee, expirationTimestampInSec, and salt. + /// @param fillTakerTokenAmount Desired amount of takerToken to fill. + /// @param v ECDSA signature parameter v. + /// @param r ECDSA signature parameters r. + /// @param s ECDSA signature parameters s. + function fillOrKillOrder( + address[5] orderAddresses, + uint[6] orderValues, + uint fillTakerTokenAmount, + uint8 v, + bytes32 r, + bytes32 s) + public + { + require(fillOrder( + orderAddresses, + orderValues, + fillTakerTokenAmount, + false, + v, + r, + s + ) == fillTakerTokenAmount); + } + + /// @dev Synchronously executes multiple fill orders in a single transaction. + /// @param orderAddresses Array of address arrays containing individual order addresses. + /// @param orderValues Array of uint arrays containing individual order values. + /// @param fillTakerTokenAmounts Array of desired amounts of takerToken to fill in orders. + /// @param shouldThrowOnInsufficientBalanceOrAllowance Test if transfers will fail before attempting. + /// @param v Array ECDSA signature v parameters. + /// @param r Array of ECDSA signature r parameters. + /// @param s Array of ECDSA signature s parameters. + function batchFillOrders( + address[5][] orderAddresses, + uint[6][] orderValues, + uint[] fillTakerTokenAmounts, + bool shouldThrowOnInsufficientBalanceOrAllowance, + uint8[] v, + bytes32[] r, + bytes32[] s) + public + { + for (uint i = 0; i < orderAddresses.length; i++) { + fillOrder( + orderAddresses[i], + orderValues[i], + fillTakerTokenAmounts[i], + shouldThrowOnInsufficientBalanceOrAllowance, + v[i], + r[i], + s[i] + ); + } + } + + /// @dev Synchronously executes multiple fillOrKill orders in a single transaction. + /// @param orderAddresses Array of address arrays containing individual order addresses. + /// @param orderValues Array of uint arrays containing individual order values. + /// @param fillTakerTokenAmounts Array of desired amounts of takerToken to fill in orders. + /// @param v Array ECDSA signature v parameters. + /// @param r Array of ECDSA signature r parameters. + /// @param s Array of ECDSA signature s parameters. + function batchFillOrKillOrders( + address[5][] orderAddresses, + uint[6][] orderValues, + uint[] fillTakerTokenAmounts, + uint8[] v, + bytes32[] r, + bytes32[] s) + public + { + for (uint i = 0; i < orderAddresses.length; i++) { + fillOrKillOrder( + orderAddresses[i], + orderValues[i], + fillTakerTokenAmounts[i], + v[i], + r[i], + s[i] + ); + } + } + + /// @dev Synchronously executes multiple fill orders in a single transaction until total fillTakerTokenAmount filled. + /// @param orderAddresses Array of address arrays containing individual order addresses. + /// @param orderValues Array of uint arrays containing individual order values. + /// @param fillTakerTokenAmount Desired total amount of takerToken to fill in orders. + /// @param shouldThrowOnInsufficientBalanceOrAllowance Test if transfers will fail before attempting. + /// @param v Array ECDSA signature v parameters. + /// @param r Array of ECDSA signature r parameters. + /// @param s Array of ECDSA signature s parameters. + /// @return Total amount of fillTakerTokenAmount filled in orders. + function fillOrdersUpTo( + address[5][] orderAddresses, + uint[6][] orderValues, + uint fillTakerTokenAmount, + bool shouldThrowOnInsufficientBalanceOrAllowance, + uint8[] v, + bytes32[] r, + bytes32[] s) + public + returns (uint) + { + uint filledTakerTokenAmount = 0; + for (uint i = 0; i < orderAddresses.length; i++) { + require(orderAddresses[i][3] == orderAddresses[0][3]); // takerToken must be the same for each order + filledTakerTokenAmount = safeAdd(filledTakerTokenAmount, fillOrder( + orderAddresses[i], + orderValues[i], + safeSub(fillTakerTokenAmount, filledTakerTokenAmount), + shouldThrowOnInsufficientBalanceOrAllowance, + v[i], + r[i], + s[i] + )); + if (filledTakerTokenAmount == fillTakerTokenAmount) break; + } + return filledTakerTokenAmount; + } + + /// @dev Synchronously cancels multiple orders in a single transaction. + /// @param orderAddresses Array of address arrays containing individual order addresses. + /// @param orderValues Array of uint arrays containing individual order values. + /// @param cancelTakerTokenAmounts Array of desired amounts of takerToken to cancel in orders. + function batchCancelOrders( + address[5][] orderAddresses, + uint[6][] orderValues, + uint[] cancelTakerTokenAmounts) + public + { + for (uint i = 0; i < orderAddresses.length; i++) { + cancelOrder( + orderAddresses[i], + orderValues[i], + cancelTakerTokenAmounts[i] + ); + } + } + + /* + * Constant public functions + */ + + /// @dev Calculates Keccak-256 hash of order with specified parameters. + /// @param orderAddresses Array of order's maker, taker, makerToken, takerToken, and feeRecipient. + /// @param orderValues Array of order's makerTokenAmount, takerTokenAmount, makerFee, takerFee, expirationTimestampInSec, and salt. + /// @return Keccak-256 hash of order. + function getOrderHash(address[5] orderAddresses, uint[6] orderValues) + public + constant + returns (bytes32) + { + return keccak256( + address(this), + orderAddresses[0], // maker + orderAddresses[1], // taker + orderAddresses[2], // makerToken + orderAddresses[3], // takerToken + orderAddresses[4], // feeRecipient + orderValues[0], // makerTokenAmount + orderValues[1], // takerTokenAmount + orderValues[2], // makerFee + orderValues[3], // takerFee + orderValues[4], // expirationTimestampInSec + orderValues[5] // salt + ); + } + + /// @dev Verifies that an order signature is valid. + /// @param signer address of signer. + /// @param hash Signed Keccak-256 hash. + /// @param v ECDSA signature parameter v. + /// @param r ECDSA signature parameters r. + /// @param s ECDSA signature parameters s. + /// @return Validity of order signature. + function isValidSignature( + address signer, + bytes32 hash, + uint8 v, + bytes32 r, + bytes32 s) + public + constant + returns (bool) + { + return signer == ecrecover( + keccak256("\x19Ethereum Signed Message:\n32", hash), + v, + r, + s + ); + } + + /// @dev Checks if rounding error > 0.1%. + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to multiply with numerator/denominator. + /// @return Rounding error is present. + function isRoundingError(uint numerator, uint denominator, uint target) + public + constant + returns (bool) + { + uint remainder = mulmod(target, numerator, denominator); + if (remainder == 0) return false; // No rounding error. + + uint errPercentageTimes1000000 = safeDiv( + safeMul(remainder, 1000000), + safeMul(numerator, target) + ); + return errPercentageTimes1000000 > 1000; + } + + /// @dev Calculates partial value given a numerator and denominator. + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to calculate partial of. + /// @return Partial value of target. + function getPartialAmount(uint numerator, uint denominator, uint target) + public + constant + returns (uint) + { + return safeDiv(safeMul(numerator, target), denominator); + } + + /// @dev Calculates the sum of values already filled and cancelled for a given order. + /// @param orderHash The Keccak-256 hash of the given order. + /// @return Sum of values already filled and cancelled. + function getUnavailableTakerTokenAmount(bytes32 orderHash) + public + constant + returns (uint) + { + return safeAdd(filled[orderHash], cancelled[orderHash]); + } + + + /* + * Internal functions + */ + + /// @dev Transfers a token using TokenTransferProxy transferFrom function. + /// @param token Address of token to transferFrom. + /// @param from Address transfering token. + /// @param to Address receiving token. + /// @param value Amount of token to transfer. + /// @return Success of token transfer. + function transferViaTokenTransferProxy( + address token, + address from, + address to, + uint value) + internal + returns (bool) + { + return TokenTransferProxy(TOKEN_TRANSFER_PROXY_CONTRACT).transferFrom(token, from, to, value); + } + + /// @dev Checks if any order transfers will fail. + /// @param order Order struct of params that will be checked. + /// @param fillTakerTokenAmount Desired amount of takerToken to fill. + /// @return Predicted result of transfers. + function isTransferable(Order order, uint fillTakerTokenAmount) + internal + constant // The called token contracts may attempt to change state, but will not be able to due to gas limits on getBalance and getAllowance. + returns (bool) + { + address taker = msg.sender; + uint fillMakerTokenAmount = getPartialAmount(fillTakerTokenAmount, order.takerTokenAmount, order.makerTokenAmount); + + if (order.feeRecipient != address(0)) { + bool isMakerTokenZRX = order.makerToken == ZRX_TOKEN_CONTRACT; + bool isTakerTokenZRX = order.takerToken == ZRX_TOKEN_CONTRACT; + uint paidMakerFee = getPartialAmount(fillTakerTokenAmount, order.takerTokenAmount, order.makerFee); + uint paidTakerFee = getPartialAmount(fillTakerTokenAmount, order.takerTokenAmount, order.takerFee); + uint requiredMakerZRX = isMakerTokenZRX ? safeAdd(fillMakerTokenAmount, paidMakerFee) : paidMakerFee; + uint requiredTakerZRX = isTakerTokenZRX ? safeAdd(fillTakerTokenAmount, paidTakerFee) : paidTakerFee; + + if ( getBalance(ZRX_TOKEN_CONTRACT, order.maker) < requiredMakerZRX + || getAllowance(ZRX_TOKEN_CONTRACT, order.maker) < requiredMakerZRX + || getBalance(ZRX_TOKEN_CONTRACT, taker) < requiredTakerZRX + || getAllowance(ZRX_TOKEN_CONTRACT, taker) < requiredTakerZRX + ) return false; + + if (!isMakerTokenZRX && ( getBalance(order.makerToken, order.maker) < fillMakerTokenAmount // Don't double check makerToken if ZRX + || getAllowance(order.makerToken, order.maker) < fillMakerTokenAmount) + ) return false; + if (!isTakerTokenZRX && ( getBalance(order.takerToken, taker) < fillTakerTokenAmount // Don't double check takerToken if ZRX + || getAllowance(order.takerToken, taker) < fillTakerTokenAmount) + ) return false; + } else if ( getBalance(order.makerToken, order.maker) < fillMakerTokenAmount + || getAllowance(order.makerToken, order.maker) < fillMakerTokenAmount + || getBalance(order.takerToken, taker) < fillTakerTokenAmount + || getAllowance(order.takerToken, taker) < fillTakerTokenAmount + ) return false; + + return true; + } + + /// @dev Get token balance of an address. + /// @param token Address of token. + /// @param owner Address of owner. + /// @return Token balance of owner. + function getBalance(address token, address owner) + internal + constant // The called token contract may attempt to change state, but will not be able to due to an added gas limit. + returns (uint) + { + return Token(token).balanceOf.gas(EXTERNAL_QUERY_GAS_LIMIT)(owner); // Limit gas to prevent reentrancy + } + + /// @dev Get allowance of token given to TokenTransferProxy by an address. + /// @param token Address of token. + /// @param owner Address of owner. + /// @return Allowance of token given to TokenTransferProxy by owner. + function getAllowance(address token, address owner) + internal + constant // The called token contract may attempt to change state, but will not be able to due to an added gas limit. + returns (uint) + { + return Token(token).allowance.gas(EXTERNAL_QUERY_GAS_LIMIT)(owner, TOKEN_TRANSFER_PROXY_CONTRACT); // Limit gas to prevent reentrancy + } +} -- cgit v1.2.3 From 05aae368132a81ddb9fd6a04ac5b0ff1cbb24691 Mon Sep 17 00:00:00 2001 From: Amir Bandeali Date: Thu, 1 Feb 2018 18:43:04 -0800 Subject: Update contract versions, fix tests --- packages/contracts/src/current/protocol/Exchange/Exchange.sol | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) (limited to 'packages/contracts/src/current/protocol/Exchange/Exchange.sol') diff --git a/packages/contracts/src/current/protocol/Exchange/Exchange.sol b/packages/contracts/src/current/protocol/Exchange/Exchange.sol index 12ac8141f..8dacf797c 100644 --- a/packages/contracts/src/current/protocol/Exchange/Exchange.sol +++ b/packages/contracts/src/current/protocol/Exchange/Exchange.sol @@ -16,7 +16,7 @@ */ -pragma solidity ^0.4.11; +pragma solidity ^0.4.14; import { TokenTransferProxy } from "../TokenTransferProxy/TokenTransferProxy.sol"; import { Token_v1 as Token } from "../../../previous/Token/Token_v1.sol"; -- cgit v1.2.3