1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
|
/*
Copyright 2018 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 ^0.4.23;
import "./mixins/MSettlement.sol";
import "./mixins/MAssetProxyDispatcher.sol";
import "./libs/LibOrder.sol";
import "./libs/LibMath.sol";
import "./mixins/MMatchOrders.sol";
import "./mixins/LibExchangeErrors.sol";
contract MixinSettlement is
LibMath,
LibExchangeErrors,
MMatchOrders,
MSettlement,
MAssetProxyDispatcher
{
// ZRX metadata used for fee transfers.
// This will be constant throughout the life of the Exchange contract,
// since ZRX will always be transferred via the ERC20 AssetProxy.
bytes internal ZRX_PROXY_DATA;
/// @dev Gets the ZRX metadata used for fee transfers.
function zrxProxyData()
external
view
returns (bytes memory)
{
return ZRX_PROXY_DATA;
}
/// TODO: _zrxProxyData should be a constant in production.
/// @dev Constructor sets the metadata that will be used for paying ZRX fees.
/// @param _zrxProxyData Byte array containing ERC20 proxy id concatenated with address of ZRX.
constructor (bytes memory _zrxProxyData)
public
{
ZRX_PROXY_DATA = _zrxProxyData;
}
/// @dev Settles an order by transferring assets between counterparties.
/// @param order Order struct containing order specifications.
/// @param takerAddress Address selling takerAsset and buying makerAsset.
/// @param takerAssetFilledAmount The amount of takerAsset that will be transferred to the order's maker.
/// @return Amount filled by maker and fees paid by maker/taker.
function settleOrder(
LibOrder.Order memory order,
address takerAddress,
uint256 takerAssetFilledAmount)
internal
returns (
uint256 makerAssetFilledAmount,
uint256 makerFeePaid,
uint256 takerFeePaid
)
{
makerAssetFilledAmount = getPartialAmount(takerAssetFilledAmount, order.takerAssetAmount, order.makerAssetAmount);
dispatchTransferFrom(
order.makerAssetData,
order.makerAddress,
takerAddress,
makerAssetFilledAmount
);
dispatchTransferFrom(
order.takerAssetData,
takerAddress,
order.makerAddress,
takerAssetFilledAmount
);
makerFeePaid = getPartialAmount(takerAssetFilledAmount, order.takerAssetAmount, order.makerFee);
dispatchTransferFrom(
ZRX_PROXY_DATA,
order.makerAddress,
order.feeRecipientAddress,
makerFeePaid
);
takerFeePaid = getPartialAmount(takerAssetFilledAmount, order.takerAssetAmount, order.takerFee);
dispatchTransferFrom(
ZRX_PROXY_DATA,
takerAddress,
order.feeRecipientAddress,
takerFeePaid
);
return (makerAssetFilledAmount, makerFeePaid, takerFeePaid);
}
/// @dev Settles matched order by transferring appropriate funds between order makers, taker, and fee recipient.
/// @param leftOrder First matched order.
/// @param rightOrder Second matched order.
/// @param matchedFillResults Struct holding amounts to transfer between makers, taker, and fee recipients.
/// @param takerAddress Address that matched the orders. The taker receives the spread between orders as profit.
function settleMatchedOrders(
LibOrder.Order memory leftOrder,
LibOrder.Order memory rightOrder,
MatchedFillResults memory matchedFillResults,
address takerAddress)
internal
{
// Optimized for:
// * leftOrder.feeRecipient =?= rightOrder.feeRecipient
// Not optimized for:
// * {left, right}.{MakerAsset, TakerAsset} == ZRX
// * {left, right}.maker, takerAddress == {left, right}.feeRecipient
// leftOrder.MakerAsset == rightOrder.TakerAsset
// Taker should be left with a positive balance (the spread)
dispatchTransferFrom(
leftOrder.makerAssetData,
leftOrder.makerAddress,
takerAddress,
matchedFillResults.left.makerAssetFilledAmount);
dispatchTransferFrom(
leftOrder.makerAssetData,
takerAddress,
rightOrder.makerAddress,
matchedFillResults.right.takerAssetFilledAmount);
// rightOrder.MakerAsset == leftOrder.TakerAsset
// leftOrder.takerAssetFilledAmount ~ rightOrder.makerAssetFilledAmount
// The change goes to right, not to taker.
require(
matchedFillResults.right.makerAssetFilledAmount >=
matchedFillResults.left.takerAssetFilledAmount,
MISCALCULATED_TRANSFER_AMOUNTS
);
dispatchTransferFrom(
rightOrder.makerAssetData,
rightOrder.makerAddress,
leftOrder.makerAddress,
matchedFillResults.right.makerAssetFilledAmount);
// Maker fees
dispatchTransferFrom(
ZRX_PROXY_DATA,
leftOrder.makerAddress,
leftOrder.feeRecipientAddress,
matchedFillResults.left.makerFeePaid);
dispatchTransferFrom(
ZRX_PROXY_DATA,
rightOrder.makerAddress,
rightOrder.feeRecipientAddress,
matchedFillResults.right.makerFeePaid);
// Taker fees
// If we assume distinct(left, right, takerAddress) and
// distinct(MakerAsset, TakerAsset, zrx) then the only remaining
// opportunity for optimization is when both feeRecipientAddress' are
// the same.
if (leftOrder.feeRecipientAddress == rightOrder.feeRecipientAddress) {
dispatchTransferFrom(
ZRX_PROXY_DATA,
takerAddress,
leftOrder.feeRecipientAddress,
safeAdd(
matchedFillResults.left.takerFeePaid,
matchedFillResults.right.takerFeePaid
)
);
} else {
dispatchTransferFrom(
ZRX_PROXY_DATA,
takerAddress,
leftOrder.feeRecipientAddress,
matchedFillResults.left.takerFeePaid);
dispatchTransferFrom(
ZRX_PROXY_DATA,
takerAddress,
rightOrder.feeRecipientAddress,
matchedFillResults.right.takerFeePaid);
}
}
}
|
