From 0557d6a9bfc07b8d360970ffbcf582f8a26943cb Mon Sep 17 00:00:00 2001 From: Jacob Evans Date: Fri, 6 Jul 2018 15:00:09 +1000 Subject: Forwarding contract (squashed commits) --- packages/contracts/test/utils/artifacts.ts | 2 + packages/contracts/test/utils/erc20_wrapper.ts | 8 + packages/contracts/test/utils/forwarder_wrapper.ts | 220 +++++++++++++++++++++ packages/contracts/test/utils/types.ts | 8 + 4 files changed, 238 insertions(+) create mode 100644 packages/contracts/test/utils/forwarder_wrapper.ts (limited to 'packages/contracts/test/utils') diff --git a/packages/contracts/test/utils/artifacts.ts b/packages/contracts/test/utils/artifacts.ts index 23e93c085..d3f808218 100644 --- a/packages/contracts/test/utils/artifacts.ts +++ b/packages/contracts/test/utils/artifacts.ts @@ -8,6 +8,7 @@ import * as ERC20Proxy from '../../artifacts/ERC20Proxy.json'; import * as ERC721Proxy from '../../artifacts/ERC721Proxy.json'; import * as Exchange from '../../artifacts/Exchange.json'; import * as ExchangeWrapper from '../../artifacts/ExchangeWrapper.json'; +import * as Forwarder from '../../artifacts/Forwarder.json'; import * as IAssetProxy from '../../artifacts/IAssetProxy.json'; import * as MixinAuthorizable from '../../artifacts/MixinAuthorizable.json'; import * as MultiSigWallet from '../../artifacts/MultiSigWallet.json'; @@ -34,6 +35,7 @@ export const artifacts = { Exchange: (Exchange as any) as ContractArtifact, ExchangeWrapper: (ExchangeWrapper as any) as ContractArtifact, EtherToken: (EtherToken as any) as ContractArtifact, + Forwarder: (Forwarder as any) as ContractArtifact, IAssetProxy: (IAssetProxy as any) as ContractArtifact, MixinAuthorizable: (MixinAuthorizable as any) as ContractArtifact, MultiSigWallet: (MultiSigWallet as any) as ContractArtifact, diff --git a/packages/contracts/test/utils/erc20_wrapper.ts b/packages/contracts/test/utils/erc20_wrapper.ts index 53e9791bc..9351b1e3d 100644 --- a/packages/contracts/test/utils/erc20_wrapper.ts +++ b/packages/contracts/test/utils/erc20_wrapper.ts @@ -138,6 +138,14 @@ export class ERC20Wrapper { }); return balancesByOwner; } + public addDummyTokenContract(dummy: DummyERC20TokenContract): void { + if (!_.isUndefined(this._dummyTokenContracts)) { + this._dummyTokenContracts.push(dummy); + } + } + public addTokenOwnerAddress(address: string): void { + this._tokenOwnerAddresses.push(address); + } public getTokenOwnerAddresses(): string[] { return this._tokenOwnerAddresses; } diff --git a/packages/contracts/test/utils/forwarder_wrapper.ts b/packages/contracts/test/utils/forwarder_wrapper.ts new file mode 100644 index 000000000..d227420ee --- /dev/null +++ b/packages/contracts/test/utils/forwarder_wrapper.ts @@ -0,0 +1,220 @@ +import { assetProxyUtils } from '@0xproject/order-utils'; +import { AssetProxyId, SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import { Web3Wrapper } from '@0xproject/web3-wrapper'; +import { Provider, TransactionReceiptWithDecodedLogs, TxDataPayable } from 'ethereum-types'; +import * as _ from 'lodash'; + +import { ForwarderContract } from '../../generated_contract_wrappers/forwarder'; + +import { constants } from './constants'; +import { formatters } from './formatters'; +import { LogDecoder } from './log_decoder'; +import { MarketSellOrders } from './types'; + +const DEFAULT_FEE_PROPORTION = 0; +const PERCENTAGE_DENOMINATOR = 10000; +const ZERO_AMOUNT = new BigNumber(0); +const INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT = 'Unable to satisfy makerAssetFillAmount with provided orders'; + +export class ForwarderWrapper { + private _web3Wrapper: Web3Wrapper; + private _forwarderContract: ForwarderContract; + private _logDecoder: LogDecoder; + private _zrxAddress: string; + private static _createOptimizedSellOrders(signedOrders: SignedOrder[]): MarketSellOrders { + const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT); + const assetDataId = assetProxyUtils.decodeAssetDataId(signedOrders[0].makerAssetData); + // Contract will fill this in for us as all of the assetData is assumed to be the same + for (let i = 0; i < signedOrders.length; i++) { + if (i !== 0 && assetDataId === AssetProxyId.ERC20) { + // Forwarding contract will fill this in from the first order + marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES; + } + marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES; + } + return marketSellOrders; + } + private static _createOptimizedZRXSellOrders(signedOrders: SignedOrder[]): MarketSellOrders { + const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT); + // Contract will fill this in for us as all of the assetData is assumed to be the same + for (let i = 0; i < signedOrders.length; i++) { + marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES; + marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES; + } + return marketSellOrders; + } + private static _calculateAdditionalFeeProportionAmount(feeProportion: number, fillAmountWei: BigNumber): BigNumber { + if (feeProportion > 0) { + // Add to the total ETH transaction to ensure all NFTs can be filled after fees + // 150 = 1.5% = 0.015 + const denominator = new BigNumber(1).minus(new BigNumber(feeProportion).dividedBy(PERCENTAGE_DENOMINATOR)); + return fillAmountWei.dividedBy(denominator).round(0, BigNumber.ROUND_FLOOR); + } + return fillAmountWei; + } + constructor(contractInstance: ForwarderContract, provider: Provider, zrxAddress: string) { + this._forwarderContract = contractInstance; + this._web3Wrapper = new Web3Wrapper(provider); + this._logDecoder = new LogDecoder(this._web3Wrapper, this._forwarderContract.address); + // this._web3Wrapper.abiDecoder.addABI(contractInstance.abi); + this._zrxAddress = zrxAddress; + } + public async marketBuyTokensWithEthAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + makerTokenBuyAmount: BigNumber, + txData: TxDataPayable, + opts: { feeProportion?: number; feeRecipient?: string } = {}, + ): Promise { + const params = ForwarderWrapper._createOptimizedSellOrders(orders); + const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders); + const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion; + const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient; + const txHash: string = await this._forwarderContract.marketBuyTokensWithEth.sendTransactionAsync( + params.orders, + params.signatures, + feeParams.orders, + feeParams.signatures, + makerTokenBuyAmount, + feeProportion, + feeRecipient, + txData, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async marketSellEthForERC20Async( + orders: SignedOrder[], + feeOrders: SignedOrder[], + txData: TxDataPayable, + opts: { feeProportion?: number; feeRecipient?: string } = {}, + ): Promise { + const assetDataId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData); + if (assetDataId !== AssetProxyId.ERC20) { + throw new Error('Asset type not supported by marketSellEthForERC20'); + } + const params = ForwarderWrapper._createOptimizedSellOrders(orders); + const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders); + const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion; + const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient; + const txHash: string = await this._forwarderContract.marketSellEthForERC20.sendTransactionAsync( + params.orders, + params.signatures, + feeParams.orders, + feeParams.signatures, + feeProportion, + feeRecipient, + txData, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async calculateMarketBuyFillAmountWeiAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + feeProportion: number, + makerAssetFillAmount: BigNumber, + ): Promise { + const assetProxyId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData); + switch (assetProxyId) { + case AssetProxyId.ERC20: { + const fillAmountWei = this._calculateMarketBuyERC20FillAmountAsync( + orders, + feeOrders, + feeProportion, + makerAssetFillAmount, + ); + return fillAmountWei; + } + case AssetProxyId.ERC721: { + const fillAmountWei = await this._calculateMarketBuyERC721FillAmountAsync( + orders, + feeOrders, + feeProportion, + ); + return fillAmountWei; + } + default: + throw new Error(`Invalid Asset Proxy Id: ${assetProxyId}`); + } + } + private async _calculateMarketBuyERC20FillAmountAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + feeProportion: number, + makerAssetFillAmount: BigNumber, + ): Promise { + const makerAssetData = assetProxyUtils.decodeAssetData(orders[0].makerAssetData); + const makerAssetToken = makerAssetData.tokenAddress; + const params = formatters.createMarketBuyOrders(orders, makerAssetFillAmount); + + let fillAmountWei; + if (makerAssetToken === this._zrxAddress) { + // If buying ZRX we buy the tokens and fees from the ZRX order in one step + const expectedBuyFeeTokensFillResults = await this._forwarderContract.calculateMarketBuyZrxResults.callAsync( + params.orders, + makerAssetFillAmount, + ); + if (expectedBuyFeeTokensFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) { + throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT); + } + fillAmountWei = expectedBuyFeeTokensFillResults.takerAssetFilledAmount; + } else { + const expectedMarketBuyFillResults = await this._forwarderContract.calculateMarketBuyResults.callAsync( + params.orders, + makerAssetFillAmount, + ); + if (expectedMarketBuyFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) { + throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT); + } + fillAmountWei = expectedMarketBuyFillResults.takerAssetFilledAmount; + const expectedFeeAmount = expectedMarketBuyFillResults.takerFeePaid; + if (expectedFeeAmount.greaterThan(ZERO_AMOUNT)) { + const expectedFeeFillFillAmountWei = await this._calculateMarketBuyERC20FillAmountAsync( + feeOrders, + [], + DEFAULT_FEE_PROPORTION, + expectedFeeAmount, + ); + fillAmountWei = fillAmountWei.plus(expectedFeeFillFillAmountWei); + } + } + fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei); + return fillAmountWei; + } + private async _calculateMarketBuyERC721FillAmountAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + feeProportion: number, + ): Promise { + // Total cost when buying ERC721 is the total cost of all ERC721 orders + any fee abstraction + let fillAmountWei = _.reduce( + orders, + (totalAmount: BigNumber, order: SignedOrder) => { + return totalAmount.plus(order.takerAssetAmount); + }, + ZERO_AMOUNT, + ); + const totalFees = _.reduce( + orders, + (totalAmount: BigNumber, order: SignedOrder) => { + return totalAmount.plus(order.takerFee); + }, + ZERO_AMOUNT, + ); + if (totalFees.greaterThan(ZERO_AMOUNT)) { + // Calculate the ZRX fee abstraction cost + const emptyFeeOrders: SignedOrder[] = []; + const expectedFeeAmountWei = await this._calculateMarketBuyERC20FillAmountAsync( + feeOrders, + emptyFeeOrders, + DEFAULT_FEE_PROPORTION, + totalFees, + ); + fillAmountWei = fillAmountWei.plus(expectedFeeAmountWei); + } + fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei); + return fillAmountWei; + } +} diff --git a/packages/contracts/test/utils/types.ts b/packages/contracts/test/utils/types.ts index b792bb90a..67313b647 100644 --- a/packages/contracts/test/utils/types.ts +++ b/packages/contracts/test/utils/types.ts @@ -102,6 +102,7 @@ export enum ContractName { TestWallet = 'TestWallet', Authorizable = 'Authorizable', Whitelist = 'Whitelist', + Forwarder = 'Forwarder', } export interface SignedTransaction { @@ -227,3 +228,10 @@ export interface FillScenario { makerStateScenario: TraderStateScenario; takerStateScenario: TraderStateScenario; } + +export interface FillResults { + makerAssetFilledAmount: BigNumber; + takerAssetFilledAmount: BigNumber; + makerFeePaid: BigNumber; + takerFeePaid: BigNumber; +} -- cgit v1.2.3