Merge pull request #522 from 0xProject/feature/contracts/forwarder
Forwarding contract
This commit is contained in:
Jacob Evans
GitHub
@@ -28,6 +28,7 @@
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"ERC721Proxy",
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"Exchange",
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"ExchangeWrapper",
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"Forwarder",
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"IAssetData",
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"IAssetProxy",
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"IValidator",
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@@ -20,12 +20,10 @@
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"test:coverage": "SOLIDITY_COVERAGE=true run-s build run_mocha coverage:report:text coverage:report:lcov",
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"test:profiler": "SOLIDITY_PROFILER=true run-s build run_mocha profiler:report:html",
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"test:trace": "SOLIDITY_REVERT_TRACE=true run-s build run_mocha",
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"run_mocha":
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"mocha --require source-map-support/register --require make-promises-safe 'lib/test/**/*.js' --timeout 100000 --bail --exit",
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"run_mocha": "mocha --require source-map-support/register --require make-promises-safe 'lib/test/**/*.js' --timeout 100000 --bail --exit",
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"compile": "sol-compiler --contracts-dir src",
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"clean": "shx rm -rf lib generated_contract_wrappers",
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"generate_contract_wrappers":
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"abi-gen --abis ${npm_package_config_abis} --template ../contract_templates/contract.handlebars --partials '../contract_templates/partials/**/*.handlebars' --output generated_contract_wrappers --backend ethers",
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"generate_contract_wrappers": "abi-gen --abis ${npm_package_config_abis} --template ../contract_templates/contract.handlebars --partials '../contract_templates/partials/**/*.handlebars' --output generated_contract_wrappers --backend ethers",
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"lint": "tslint --project . --exclude **/src/generated_contract_wrappers/**/* --exclude **/lib/**/*",
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"coverage:report:text": "istanbul report text",
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"coverage:report:html": "istanbul report html && open coverage/index.html",
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@@ -35,8 +33,7 @@
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"lint-contracts": "solhint src/2.0.0/**/*.sol"
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},
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"config": {
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"abis":
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"../migrations/artifacts/2.0.0/@(AssetProxyOwner|DummyERC20Token|DummyERC721Receiver|DummyERC721Token|ERC20Proxy|ERC721Proxy|Exchange|ExchangeWrapper|IAssetData|IAssetProxy|MixinAuthorizable|MultiSigWallet|MultiSigWalletWithTimeLock|TestAssetProxyOwner|TestAssetProxyDispatcher|TestLibBytes|TestLibs|TestSignatureValidator|TestValidator|TestWallet|TokenRegistry|Whitelist|WETH9|ZRXToken).json"
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"abis": "../migrations/artifacts/2.0.0/@(AssetProxyOwner|DummyERC20Token|DummyERC721Receiver|DummyERC721Token|ERC20Proxy|ERC721Proxy|Forwarder|Exchange|ExchangeWrapper|IAssetData|IAssetProxy|MixinAuthorizable|MultiSigWallet|MultiSigWalletWithTimeLock|TestAssetProxyOwner|TestAssetProxyDispatcher|TestLibBytes|TestLibs|TestSignatureValidator|TestValidator|TestWallet|TokenRegistry|Whitelist|WETH9|ZRXToken).json"
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},
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"repository": {
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"type": "git",
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@@ -89,4 +86,4 @@
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"ethers": "3.0.22",
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"lodash": "^4.17.4"
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}
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}
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}
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81
packages/contracts/src/2.0.0/forwarder/Forwarder.sol
vendored
Normal file
81
packages/contracts/src/2.0.0/forwarder/Forwarder.sol
vendored
Normal file
@@ -0,0 +1,81 @@
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/*
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Copyright 2018 ZeroEx Intl.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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||||
|
||||
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.
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See the License for the specific language governing permissions and
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||||
limitations under the License.
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*/
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pragma solidity ^0.4.24;
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pragma experimental ABIEncoderV2;
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import "./MixinWethFees.sol";
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import "./MixinMarketSellTokens.sol";
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import "./MixinMarketBuyTokens.sol";
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import "./MixinConstants.sol";
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import "../utils/Ownable/Ownable.sol";
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contract Forwarder is
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Ownable,
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MixinConstants,
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MixinWethFees,
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MixinMarketBuyZrx,
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MixinMarketBuyTokens,
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MixinMarketSellTokens
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{
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uint256 MAX_UINT = 2**256 - 1;
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constructor (
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address _exchange,
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address _etherToken,
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address _zrxToken,
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bytes4 _erc20AssetProxyId,
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bytes memory _zrxAssetData,
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bytes memory _wethAssetData
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)
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public
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Ownable()
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MixinConstants(
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_exchange,
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_etherToken,
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_zrxToken,
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_zrxAssetData,
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_wethAssetData
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)
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{
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setERC20ProxyApproval(_erc20AssetProxyId);
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}
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/// @dev Default payabale function, this allows us to withdraw WETH
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function ()
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public
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payable
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{
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require(
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msg.sender == address(ETHER_TOKEN),
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"DEFAULT_FUNCTION_WETH_CONTRACT_ONLY"
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);
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}
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/// @dev Sets the allowances to the proxy for this contract
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function setERC20ProxyApproval(bytes4 erc20AssetProxyId)
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public
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onlyOwner
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{
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address proxyAddress = EXCHANGE.getAssetProxy(erc20AssetProxyId);
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if (proxyAddress != address(0)) {
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ETHER_TOKEN.approve(proxyAddress, MAX_UINT);
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ZRX_TOKEN.approve(proxyAddress, MAX_UINT);
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}
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}
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}
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49
packages/contracts/src/2.0.0/forwarder/MixinConstants.sol
vendored
Normal file
49
packages/contracts/src/2.0.0/forwarder/MixinConstants.sol
vendored
Normal file
@@ -0,0 +1,49 @@
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/*
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Copyright 2018 ZeroEx Intl.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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|
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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*/
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pragma solidity ^0.4.24;
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import "../protocol/Exchange/Exchange.sol";
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import { WETH9 as EtherToken } from "../tokens/WETH9/WETH9.sol";
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import "../tokens/ERC20Token/IERC20Token.sol";
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contract MixinConstants {
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Exchange EXCHANGE;
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EtherToken ETHER_TOKEN;
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IERC20Token ZRX_TOKEN;
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bytes ZRX_ASSET_DATA;
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bytes WETH_ASSET_DATA;
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constructor (
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address _exchange,
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address _etherToken,
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address _zrxToken,
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bytes memory _zrxAssetData,
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bytes memory _wethAssetData
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)
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public
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{
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EXCHANGE = Exchange(_exchange);
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ETHER_TOKEN = EtherToken(_etherToken);
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ZRX_TOKEN = IERC20Token(_zrxToken);
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ZRX_ASSET_DATA = _zrxAssetData;
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WETH_ASSET_DATA = _wethAssetData;
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}
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}
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68
packages/contracts/src/2.0.0/forwarder/MixinERC20.sol
vendored
Normal file
68
packages/contracts/src/2.0.0/forwarder/MixinERC20.sol
vendored
Normal file
@@ -0,0 +1,68 @@
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/*
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Copyright 2018 ZeroEx Intl.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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||||
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http://www.apache.org/licenses/LICENSE-2.0
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|
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Unless required by applicable law or agreed to in writing, software
|
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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.
|
||||
|
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*/
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pragma solidity ^0.4.24;
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pragma experimental ABIEncoderV2;
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contract MixinERC20 {
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string constant ERROR_TRANSFER_FAILED = "TRANSFER_FAILED";
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bytes4 constant ERC20_TRANSFER_SELECTOR = bytes4(keccak256("transfer(address,uint256)"));
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function transferToken(
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address token,
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address to,
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uint256 amount
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)
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internal
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{
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// Transfer tokens.
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// We do a raw call so we can check the success separate
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// from the return data.
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bool success = token.call(abi.encodeWithSelector(
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ERC20_TRANSFER_SELECTOR,
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to,
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amount
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));
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require(
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success,
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"TRANSFER_FAILED"
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);
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// Check return data.
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// If there is no return data, we assume the token incorrectly
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// does not return a bool. In this case we expect it to revert
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// on failure, which was handled above.
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// If the token does return data, we require that it is a single
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// value that evaluates to true.
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assembly {
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if returndatasize {
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success := 0
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if eq(returndatasize, 32) {
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// First 64 bytes of memory are reserved scratch space
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returndatacopy(0, 0, 32)
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success := mload(0)
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}
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}
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}
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require(
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success,
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"TRANSFER_FAILED"
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);
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}
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}
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64
packages/contracts/src/2.0.0/forwarder/MixinERC721.sol
vendored
Normal file
64
packages/contracts/src/2.0.0/forwarder/MixinERC721.sol
vendored
Normal file
@@ -0,0 +1,64 @@
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/*
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|
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Copyright 2018 ZeroEx Intl.
|
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|
||||
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.
|
||||
|
||||
*/
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pragma solidity ^0.4.24;
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pragma experimental ABIEncoderV2;
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import "../utils/LibBytes/LibBytes.sol";
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import "../tokens/ERC721Token/IERC721Token.sol";
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contract MixinERC721 {
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using LibBytes for bytes;
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bytes4 constant ERC721_RECEIVED = bytes4(keccak256("onERC721Received(address,uint256,bytes)"));
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bytes4 constant ERC721_RECEIVED_OPERATOR = bytes4(keccak256("onERC721Received(address,address,uint256,bytes)"));
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function onERC721Received(address, uint256, bytes memory)
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public
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pure
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returns(bytes4)
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{
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return ERC721_RECEIVED;
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}
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function onERC721Received(address, address, uint256, bytes memory)
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public
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pure
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returns(bytes4)
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{
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return ERC721_RECEIVED_OPERATOR;
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}
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function transferERC721Token(
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bytes memory assetData,
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address to
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)
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internal
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{
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// Decode asset data.
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address token = assetData.readAddress(16);
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uint256 tokenId = assetData.readUint256(36);
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bytes memory receiverData = assetData.readBytesWithLength(100);
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IERC721Token(token).safeTransferFrom(
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address(this),
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to,
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tokenId,
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receiverData
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);
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}
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}
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33
packages/contracts/src/2.0.0/forwarder/MixinErrorMessages.sol
vendored
Normal file
33
packages/contracts/src/2.0.0/forwarder/MixinErrorMessages.sol
vendored
Normal file
@@ -0,0 +1,33 @@
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/*
|
||||
|
||||
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 ^0.4.24;
|
||||
|
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/// This contract is intended to serve as a reference, but is not actually used for efficiency reasons.
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contract MixinErrorMessages {
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string constant VALUE_GREATER_THAN_ZERO = "VALUE_GREATER_THAN_ZERO";
|
||||
string constant FEE_PROPORTION_TOO_LARGE = "FEE_PROPORTION_TOO_LARGE";
|
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string constant TAKER_ASSET_ZRX_REQUIRED = "TAKER_ASSET_ZRX_REQUIRED";
|
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string constant TAKER_ASSET_WETH_REQUIRED = "TAKER_ASSET_WETH_REQUIRED";
|
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string constant SAME_ASSET_TYPE_REQUIRED = "SAME_ASSET_TYPE_REQUIRED";
|
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string constant UNACCEPTABLE_THRESHOLD = "UNACCEPTABLE_THRESHOLD";
|
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string constant UNSUPPORTED_TOKEN_PROXY = "UNSUPPORTED_TOKEN_PROXY";
|
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string constant ASSET_AMOUNT_MATCH_ORDER_SIZE = "ASSET_AMOUNT_MUST_MATCH_ORDER_SIZE";
|
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string constant DEFAULT_FUNCTION_WETH_CONTRACT_ONLY = "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY";
|
||||
string constant INVALID_MSG_VALUE = "INVALID_MSG_VALUE";
|
||||
}
|
||||
158
packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol
vendored
Normal file
158
packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol
vendored
Normal file
@@ -0,0 +1,158 @@
|
||||
/*
|
||||
|
||||
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 ^0.4.24;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "../utils/LibBytes/LibBytes.sol";
|
||||
import "../protocol/Exchange/libs/LibFillResults.sol";
|
||||
import "../protocol/Exchange/libs/LibMath.sol";
|
||||
import "../protocol/Exchange/libs/LibOrder.sol";
|
||||
import "./MixinConstants.sol";
|
||||
|
||||
contract MixinExpectedResults is
|
||||
LibMath,
|
||||
LibFillResults,
|
||||
MixinConstants
|
||||
{
|
||||
|
||||
/// @dev Simulates the 0x Exchange fillOrder validation and calculations, without performing any state changes.
|
||||
/// @param order An Order struct containing order specifications.
|
||||
/// @param takerAssetFillAmount A number representing the amount of this order to fill.
|
||||
/// @return fillResults Amounts filled and fees paid by maker and taker.
|
||||
function calculateFillResults(
|
||||
LibOrder.Order memory order,
|
||||
uint256 takerAssetFillAmount
|
||||
)
|
||||
internal
|
||||
view
|
||||
returns (FillResults memory fillResults)
|
||||
{
|
||||
LibOrder.OrderInfo memory orderInfo = EXCHANGE.getOrderInfo(order);
|
||||
if (orderInfo.orderStatus != uint8(LibOrder.OrderStatus.FILLABLE)) {
|
||||
return fillResults;
|
||||
}
|
||||
uint256 remainingTakerAssetAmount = safeSub(order.takerAssetAmount, orderInfo.orderTakerAssetFilledAmount);
|
||||
uint256 takerAssetFilledAmount = min256(takerAssetFillAmount, remainingTakerAssetAmount);
|
||||
|
||||
fillResults.takerAssetFilledAmount = takerAssetFilledAmount;
|
||||
fillResults.makerAssetFilledAmount = getPartialAmount(
|
||||
takerAssetFilledAmount,
|
||||
order.takerAssetAmount,
|
||||
order.makerAssetAmount
|
||||
);
|
||||
fillResults.makerFeePaid = getPartialAmount(
|
||||
takerAssetFilledAmount,
|
||||
order.takerAssetAmount,
|
||||
order.makerFee
|
||||
);
|
||||
fillResults.takerFeePaid = getPartialAmount(
|
||||
takerAssetFilledAmount,
|
||||
order.takerAssetAmount,
|
||||
order.takerFee
|
||||
);
|
||||
return fillResults;
|
||||
}
|
||||
|
||||
/// @dev Calculates a FillResults total for selling takerAssetFillAmount over all orders.
|
||||
/// Including the fees required to be paid.
|
||||
/// @param orders An array of Order struct containing order specifications.
|
||||
/// @param takerAssetFillAmount A number representing the amount of this order to fill.
|
||||
/// @return totalFillResults Amounts filled and fees paid by maker and taker.
|
||||
function calculateMarketSellResults(
|
||||
LibOrder.Order[] memory orders,
|
||||
uint256 takerAssetFillAmount
|
||||
)
|
||||
internal
|
||||
view
|
||||
returns (FillResults memory totalFillResults)
|
||||
{
|
||||
for (uint256 i = 0; i < orders.length; i++) {
|
||||
uint256 remainingTakerAssetFillAmount = safeSub(takerAssetFillAmount, totalFillResults.takerAssetFilledAmount);
|
||||
FillResults memory singleFillResult = calculateFillResults(orders[i], remainingTakerAssetFillAmount);
|
||||
addFillResults(totalFillResults, singleFillResult);
|
||||
if (totalFillResults.takerAssetFilledAmount == takerAssetFillAmount) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
return totalFillResults;
|
||||
}
|
||||
|
||||
/// @dev Calculates a total FillResults for buying makerAssetFillAmount over all orders.
|
||||
/// Including the fees required to be paid.
|
||||
/// @param orders An array of Order struct containing order specifications.
|
||||
/// @param makerAssetFillAmount A number representing the amount of this order to fill.
|
||||
/// @return totalFillResults Amounts filled and fees paid by maker and taker.
|
||||
function calculateMarketBuyResults(
|
||||
LibOrder.Order[] memory orders,
|
||||
uint256 makerAssetFillAmount
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (FillResults memory totalFillResults)
|
||||
{
|
||||
for (uint256 i = 0; i < orders.length; i++) {
|
||||
uint256 remainingMakerAssetFillAmount = safeSub(makerAssetFillAmount, totalFillResults.makerAssetFilledAmount);
|
||||
uint256 remainingTakerAssetFillAmount = getPartialAmount(
|
||||
orders[i].takerAssetAmount,
|
||||
orders[i].makerAssetAmount,
|
||||
remainingMakerAssetFillAmount
|
||||
);
|
||||
FillResults memory singleFillResult = calculateFillResults(orders[i], remainingTakerAssetFillAmount);
|
||||
addFillResults(totalFillResults, singleFillResult);
|
||||
if (totalFillResults.makerAssetFilledAmount == makerAssetFillAmount) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
return totalFillResults;
|
||||
}
|
||||
|
||||
/// @dev Calculates fill results for buyFeeTokens. This handles fees on buying ZRX
|
||||
/// so the end result is the expected amount of ZRX (not less after fees).
|
||||
/// @param orders An array of Order struct containing order specifications.
|
||||
/// @param zrxFillAmount A number representing the amount zrx to buy
|
||||
/// @return totalFillResults Expected fill result amounts from buying fees
|
||||
function calculateMarketBuyZrxResults(
|
||||
LibOrder.Order[] memory orders,
|
||||
uint256 zrxFillAmount
|
||||
)
|
||||
public
|
||||
view
|
||||
returns (FillResults memory totalFillResults)
|
||||
{
|
||||
for (uint256 i = 0; i < orders.length; i++) {
|
||||
uint256 remainingZrxFillAmount = safeSub(zrxFillAmount, totalFillResults.makerAssetFilledAmount);
|
||||
// Convert the remaining amount of makerToken to buy into remaining amount
|
||||
// of takerToken to sell, assuming entire amount can be sold in the current order
|
||||
uint256 remainingWethSellAmount = getPartialAmount(
|
||||
orders[i].takerAssetAmount,
|
||||
safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees
|
||||
remainingZrxFillAmount
|
||||
);
|
||||
FillResults memory singleFillResult = calculateFillResults(orders[i], safeAdd(remainingWethSellAmount, 1));
|
||||
|
||||
singleFillResult.makerAssetFilledAmount = safeSub(singleFillResult.makerAssetFilledAmount, singleFillResult.takerFeePaid);
|
||||
addFillResults(totalFillResults, singleFillResult);
|
||||
// As we compensate for the rounding issue above have slightly more ZRX than the requested zrxFillAmount
|
||||
if (totalFillResults.makerAssetFilledAmount >= zrxFillAmount) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
return totalFillResults;
|
||||
}
|
||||
}
|
||||
258
packages/contracts/src/2.0.0/forwarder/MixinMarketBuyTokens.sol
vendored
Normal file
258
packages/contracts/src/2.0.0/forwarder/MixinMarketBuyTokens.sol
vendored
Normal file
@@ -0,0 +1,258 @@
|
||||
/*
|
||||
|
||||
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 ^0.4.24;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "../utils/LibBytes/LibBytes.sol";
|
||||
import "./MixinWethFees.sol";
|
||||
import "./MixinMarketBuyZrx.sol";
|
||||
import "./MixinExpectedResults.sol";
|
||||
import "./MixinERC20.sol";
|
||||
import "./MixinERC721.sol";
|
||||
import "./MixinConstants.sol";
|
||||
import "../protocol/Exchange/libs/LibOrder.sol";
|
||||
|
||||
contract MixinMarketBuyTokens is
|
||||
MixinConstants,
|
||||
MixinWethFees,
|
||||
MixinMarketBuyZrx,
|
||||
MixinExpectedResults,
|
||||
MixinERC20,
|
||||
MixinERC721
|
||||
{
|
||||
bytes4 public constant ERC20_DATA_ID = bytes4(keccak256("ERC20Token(address)"));
|
||||
bytes4 public constant ERC721_DATA_ID = bytes4(keccak256("ERC721Token(address,uint256,bytes)"));
|
||||
|
||||
/// @dev Buys the exact amount of assets (ERC20 and ERC721), performing fee abstraction if required.
|
||||
/// All order assets must be of the same type. Deducts a proportional fee to fee recipient.
|
||||
/// This function is payable and will convert all incoming ETH into WETH and perform the trade on behalf of the caller.
|
||||
/// The caller is sent all assets from the fill of orders. This function will revert unless the requested amount of assets are purchased.
|
||||
/// Any excess ETH sent will be returned to the caller
|
||||
/// @param orders An array of Order struct containing order specifications.
|
||||
/// @param signatures An array of Proof that order has been created by maker.
|
||||
/// @param feeOrders An array of Order struct containing order specifications for fees.
|
||||
/// @param makerTokenFillAmount The amount of maker asset to buy.
|
||||
/// @param feeSignatures An array of Proof that order has been created by maker for the fee orders.
|
||||
/// @param feeProportion A proportion deducted off the ETH spent and sent to feeRecipient. The maximum value for this
|
||||
/// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59.
|
||||
/// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH.
|
||||
/// @return FillResults amounts filled and fees paid by maker and taker.
|
||||
function marketBuyTokensWithEth(
|
||||
LibOrder.Order[] memory orders,
|
||||
bytes[] memory signatures,
|
||||
LibOrder.Order[] memory feeOrders,
|
||||
bytes[] memory feeSignatures,
|
||||
uint256 makerTokenFillAmount,
|
||||
uint16 feeProportion,
|
||||
address feeRecipient
|
||||
)
|
||||
payable
|
||||
public
|
||||
returns (FillResults memory totalFillResults)
|
||||
{
|
||||
uint256 takerEthAmount = msg.value;
|
||||
require(
|
||||
takerEthAmount > 0,
|
||||
"VALUE_GREATER_THAN_ZERO"
|
||||
);
|
||||
require(
|
||||
makerTokenFillAmount > 0,
|
||||
"VALUE_GREATER_THAN_ZERO"
|
||||
);
|
||||
bytes4 assetDataId = LibBytes.readBytes4(orders[0].makerAssetData, 0);
|
||||
require(
|
||||
assetDataId == ERC20_DATA_ID || assetDataId == ERC721_DATA_ID,
|
||||
"UNSUPPORTED_TOKEN_PROXY"
|
||||
);
|
||||
|
||||
ETHER_TOKEN.deposit.value(takerEthAmount)();
|
||||
if (assetDataId == ERC20_DATA_ID) {
|
||||
totalFillResults = marketBuyERC20TokensInternal(
|
||||
orders,
|
||||
signatures,
|
||||
feeOrders,
|
||||
feeSignatures,
|
||||
makerTokenFillAmount
|
||||
);
|
||||
} else if (assetDataId == ERC721_DATA_ID) {
|
||||
totalFillResults = batchBuyERC721TokensInternal(
|
||||
orders,
|
||||
signatures,
|
||||
feeOrders,
|
||||
feeSignatures
|
||||
);
|
||||
}
|
||||
// Prevent accidental WETH owned by this contract and it being spent
|
||||
require(
|
||||
takerEthAmount >= totalFillResults.takerAssetFilledAmount,
|
||||
"INVALID_MSG_VALUE"
|
||||
);
|
||||
withdrawPayAndDeductEthFee(
|
||||
safeSub(takerEthAmount, totalFillResults.takerAssetFilledAmount),
|
||||
totalFillResults.takerAssetFilledAmount,
|
||||
feeProportion,
|
||||
feeRecipient
|
||||
);
|
||||
return totalFillResults;
|
||||
}
|
||||
|
||||
/// @dev Buys an exact amount of an ERC20 token using WETH.
|
||||
/// @param orders Orders to fill. The maker asset is the ERC20 token to buy. The taker asset is WETH.
|
||||
/// @param signatures Proof that the orders were created by their respective makers.
|
||||
/// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH.
|
||||
/// @param feeSignatures Proof that the feeOrders were created by their respective makers.
|
||||
/// @param makerTokenFillAmount Amount of the ERC20 token to buy.
|
||||
/// @return totalFillResults Aggregated fill results of buying the ERC20 and ZRX tokens.
|
||||
function marketBuyERC20TokensInternal(
|
||||
LibOrder.Order[] memory orders,
|
||||
bytes[] memory signatures,
|
||||
LibOrder.Order[] memory feeOrders,
|
||||
bytes[] memory feeSignatures,
|
||||
uint256 makerTokenFillAmount
|
||||
)
|
||||
private
|
||||
returns (FillResults memory totalFillResults)
|
||||
{
|
||||
// We read the maker token address to check if it is ZRX and later use it for transfer
|
||||
address makerTokenAddress = LibBytes.readAddress(orders[0].makerAssetData, 16);
|
||||
// We assume that asset being bought by taker is the same for each order.
|
||||
// Rather than passing this in as calldata, we copy the makerAssetData from the first order onto all later orders.
|
||||
orders[0].takerAssetData = WETH_ASSET_DATA;
|
||||
// We can short cut here for effeciency and use buyFeeTokensInternal if maker asset token is ZRX
|
||||
// this buys us exactly that amount taking into account the fees. This saves gas and calculates the rate correctly
|
||||
FillResults memory marketBuyResults;
|
||||
if (makerTokenAddress == address(ZRX_TOKEN)) {
|
||||
marketBuyResults = marketBuyZrxInternal(
|
||||
orders,
|
||||
signatures,
|
||||
makerTokenFillAmount
|
||||
);
|
||||
// When buying ZRX we round up which can result in a small margin excess
|
||||
require(
|
||||
marketBuyResults.makerAssetFilledAmount >= makerTokenFillAmount,
|
||||
"UNACCEPTABLE_THRESHOLD"
|
||||
);
|
||||
addFillResults(totalFillResults, marketBuyResults);
|
||||
require(
|
||||
isAcceptableThreshold(
|
||||
safeAdd(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid), // Total ZRX
|
||||
totalFillResults.makerAssetFilledAmount // amount going to msg.sender
|
||||
),
|
||||
"UNACCEPTABLE_THRESHOLD"
|
||||
);
|
||||
} else {
|
||||
FillResults memory calculatedMarketBuyResults = calculateMarketBuyResults(orders, makerTokenFillAmount);
|
||||
if (calculatedMarketBuyResults.takerFeePaid > 0) {
|
||||
// Fees are required for these orders. Buy enough ZRX to cover the future market buy
|
||||
FillResults memory zrxMarketBuyResults = marketBuyZrxInternal(
|
||||
feeOrders,
|
||||
feeSignatures,
|
||||
calculatedMarketBuyResults.takerFeePaid
|
||||
);
|
||||
totalFillResults.takerAssetFilledAmount = zrxMarketBuyResults.takerAssetFilledAmount;
|
||||
totalFillResults.takerFeePaid = zrxMarketBuyResults.takerFeePaid;
|
||||
}
|
||||
// Make our market buy of the requested tokens with the remaining balance
|
||||
marketBuyResults = EXCHANGE.marketBuyOrders(
|
||||
orders,
|
||||
makerTokenFillAmount,
|
||||
signatures
|
||||
);
|
||||
require(
|
||||
marketBuyResults.makerAssetFilledAmount == makerTokenFillAmount,
|
||||
"UNACCEPTABLE_THRESHOLD"
|
||||
);
|
||||
addFillResults(totalFillResults, marketBuyResults);
|
||||
require(
|
||||
isAcceptableThreshold(
|
||||
totalFillResults.takerAssetFilledAmount,
|
||||
marketBuyResults.takerAssetFilledAmount
|
||||
),
|
||||
"UNACCEPTABLE_THRESHOLD"
|
||||
);
|
||||
}
|
||||
// Transfer all purchased tokens to msg.sender
|
||||
transferToken(
|
||||
makerTokenAddress,
|
||||
msg.sender,
|
||||
marketBuyResults.makerAssetFilledAmount
|
||||
);
|
||||
return totalFillResults;
|
||||
}
|
||||
|
||||
/// @dev Buys an all of the ERC721 tokens in the orders.
|
||||
/// @param orders Orders to fill. The maker asset is the ERC721 token to buy. The taker asset is WETH.
|
||||
/// @param signatures Proof that the orders were created by their respective makers.
|
||||
/// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH.
|
||||
/// @param feeSignatures Proof that the feeOrders were created by their respective makers.
|
||||
/// @return totalFillResults Aggregated fill results of buying the ERC721 tokens and ZRX tokens.
|
||||
function batchBuyERC721TokensInternal(
|
||||
LibOrder.Order[] memory orders,
|
||||
bytes[] memory signatures,
|
||||
LibOrder.Order[] memory feeOrders,
|
||||
bytes[] memory feeSignatures
|
||||
)
|
||||
private
|
||||
returns (FillResults memory totalFillResults)
|
||||
{
|
||||
uint256 totalZrxFeeAmount;
|
||||
uint256 ordersLength = orders.length;
|
||||
uint256[] memory takerAssetFillAmounts = new uint256[](ordersLength);
|
||||
for (uint256 i = 0; i < ordersLength; i++) {
|
||||
// Total up the fees
|
||||
totalZrxFeeAmount = safeAdd(totalZrxFeeAmount, orders[i].takerFee);
|
||||
// We assume that asset being bought by taker is the same for each order.
|
||||
// Rather than passing this in as calldata, we set the takerAssetData as WETH asset data
|
||||
orders[i].takerAssetData = WETH_ASSET_DATA;
|
||||
// Populate takerAssetFillAmounts for later batchFill
|
||||
takerAssetFillAmounts[i] = orders[i].takerAssetAmount;
|
||||
}
|
||||
if (totalZrxFeeAmount > 0) {
|
||||
// Fees are required for these orders. Buy enough ZRX to cover the future fill
|
||||
FillResults memory zrxMarketBuyResults = marketBuyZrxInternal(
|
||||
feeOrders,
|
||||
feeSignatures,
|
||||
totalZrxFeeAmount
|
||||
);
|
||||
totalFillResults.takerFeePaid = zrxMarketBuyResults.takerFeePaid;
|
||||
totalFillResults.takerAssetFilledAmount = zrxMarketBuyResults.takerAssetFilledAmount;
|
||||
}
|
||||
FillResults memory batchFillResults = EXCHANGE.batchFillOrKillOrders(
|
||||
orders,
|
||||
takerAssetFillAmounts,
|
||||
signatures
|
||||
);
|
||||
addFillResults(totalFillResults, batchFillResults);
|
||||
require(
|
||||
isAcceptableThreshold(
|
||||
totalFillResults.takerAssetFilledAmount,
|
||||
batchFillResults.takerAssetFilledAmount
|
||||
),
|
||||
"UNACCEPTABLE_THRESHOLD"
|
||||
);
|
||||
// Transfer all of the tokens filled from the batchFill
|
||||
for (i = 0; i < ordersLength; i++) {
|
||||
transferERC721Token(
|
||||
orders[i].makerAssetData,
|
||||
msg.sender
|
||||
);
|
||||
}
|
||||
return totalFillResults;
|
||||
}
|
||||
}
|
||||
80
packages/contracts/src/2.0.0/forwarder/MixinMarketBuyZrx.sol
vendored
Normal file
80
packages/contracts/src/2.0.0/forwarder/MixinMarketBuyZrx.sol
vendored
Normal file
@@ -0,0 +1,80 @@
|
||||
/*
|
||||
|
||||
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 ^0.4.24;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "../protocol/Exchange/Exchange.sol";
|
||||
import "../protocol/Exchange/libs/LibFillResults.sol";
|
||||
import "../protocol/Exchange/libs/LibOrder.sol";
|
||||
import "../protocol/Exchange/libs/LibMath.sol";
|
||||
import "./MixinConstants.sol";
|
||||
|
||||
contract MixinMarketBuyZrx is
|
||||
LibMath,
|
||||
LibFillResults,
|
||||
MixinConstants
|
||||
{
|
||||
/// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account the fees on buying fee tokens. This will guarantee
|
||||
/// At least zrxBuyAmount of ZRX fee tokens are purchased (sometimes slightly over due to rounding issues).
|
||||
/// It is possible that a request to buy 200 ZRX fee tokens will require purchasing 202 ZRX tokens
|
||||
/// As 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases.
|
||||
/// @param orders An array of Order struct containing order specifications for fees.
|
||||
/// @param signatures An array of Proof that order has been created by maker for the fee orders.
|
||||
/// @param zrxBuyAmount The number of requested ZRX fee tokens.
|
||||
/// @return totalFillResults Amounts filled and fees paid by maker and taker. makerTokenAmount is the zrx amount deducted of fees
|
||||
function marketBuyZrxInternal(
|
||||
LibOrder.Order[] memory orders,
|
||||
bytes[] memory signatures,
|
||||
uint256 zrxBuyAmount
|
||||
)
|
||||
internal
|
||||
returns (FillResults memory totalFillResults)
|
||||
{
|
||||
for (uint256 i = 0; i < orders.length; i++) {
|
||||
// All of these are ZRX/WETH, we can drop the respective assetData from callData
|
||||
orders[i].makerAssetData = ZRX_ASSET_DATA;
|
||||
orders[i].takerAssetData = WETH_ASSET_DATA;
|
||||
// Calculate the remaining amount of makerToken to buy
|
||||
uint256 remainingZrxBuyAmount = safeSub(zrxBuyAmount, totalFillResults.makerAssetFilledAmount);
|
||||
// Convert the remaining amount of makerToken to buy into remaining amount
|
||||
// of takerToken to sell, assuming entire amount can be sold in the current order
|
||||
uint256 remainingWethSellAmount = getPartialAmount(
|
||||
orders[i].takerAssetAmount,
|
||||
safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees
|
||||
remainingZrxBuyAmount
|
||||
);
|
||||
// Attempt to sell the remaining amount of takerToken
|
||||
// Round up the amount to ensure we don't under buy by a fractional amount
|
||||
FillResults memory singleFillResult = EXCHANGE.fillOrder(
|
||||
orders[i],
|
||||
safeAdd(remainingWethSellAmount, 1),
|
||||
signatures[i]
|
||||
);
|
||||
// We didn't buy the full amount when buying ZRX as some were taken for fees
|
||||
singleFillResult.makerAssetFilledAmount = safeSub(singleFillResult.makerAssetFilledAmount, singleFillResult.takerFeePaid);
|
||||
// Update amounts filled and fees paid by maker and taker
|
||||
addFillResults(totalFillResults, singleFillResult);
|
||||
// Stop execution if the entire amount of makerToken has been bought
|
||||
if (totalFillResults.makerAssetFilledAmount >= zrxBuyAmount) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
return totalFillResults;
|
||||
}
|
||||
}
|
||||
196
packages/contracts/src/2.0.0/forwarder/MixinMarketSellTokens.sol
vendored
Normal file
196
packages/contracts/src/2.0.0/forwarder/MixinMarketSellTokens.sol
vendored
Normal file
@@ -0,0 +1,196 @@
|
||||
/*
|
||||
|
||||
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 ^0.4.24;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import "../protocol/Exchange/libs/LibOrder.sol";
|
||||
import "../utils/LibBytes/LibBytes.sol";
|
||||
import "./MixinWethFees.sol";
|
||||
import "./MixinExpectedResults.sol";
|
||||
import "./MixinERC20.sol";
|
||||
import "./MixinConstants.sol";
|
||||
import "./MixinMarketBuyZrx.sol";
|
||||
|
||||
contract MixinMarketSellTokens is
|
||||
MixinConstants,
|
||||
MixinWethFees,
|
||||
MixinMarketBuyZrx,
|
||||
MixinExpectedResults,
|
||||
MixinERC20
|
||||
{
|
||||
/// @dev Market sells ETH for ERC20 tokens, performing fee abstraction if required. This does not support ERC721 tokens. This function is payable
|
||||
/// and will convert all incoming ETH into WETH and perform the trade on behalf of the caller.
|
||||
/// This function allows for a deduction of a proportion of incoming ETH sent to the feeRecipient.
|
||||
/// The caller is sent all tokens from the operation.
|
||||
/// If the purchased token amount does not meet an acceptable threshold then this function reverts.
|
||||
/// @param orders An array of Order struct containing order specifications.
|
||||
/// @param signatures An array of Proof that order has been created by maker.
|
||||
/// @param feeOrders An array of Order struct containing order specifications for fees.
|
||||
/// @param feeSignatures An array of Proof that order has been created by maker for the fee orders.
|
||||
/// @param feeProportion A proportion deducted off the incoming ETH and sent to feeRecipient. The maximum value for this
|
||||
/// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59.
|
||||
/// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH.
|
||||
/// @return FillResults amounts filled and fees paid by maker and taker.
|
||||
function marketSellEthForERC20(
|
||||
LibOrder.Order[] memory orders,
|
||||
bytes[] memory signatures,
|
||||
LibOrder.Order[] memory feeOrders,
|
||||
bytes[] memory feeSignatures,
|
||||
uint16 feeProportion,
|
||||
address feeRecipient
|
||||
)
|
||||
payable
|
||||
public
|
||||
returns (FillResults memory totalFillResults)
|
||||
{
|
||||
uint256 takerEthAmount = msg.value;
|
||||
require(
|
||||
takerEthAmount > 0,
|
||||
"VALUE_GREATER_THAN_ZERO"
|
||||
);
|
||||
// Deduct the fee from the total amount of ETH sent in
|
||||
uint256 ethFeeAmount = payEthFee(
|
||||
takerEthAmount,
|
||||
feeProportion,
|
||||
feeRecipient
|
||||
);
|
||||
uint256 wethSellAmount = safeSub(takerEthAmount, ethFeeAmount);
|
||||
|
||||
// Deposit the remaining to be used for trading
|
||||
ETHER_TOKEN.deposit.value(wethSellAmount)();
|
||||
// Populate the known assetData, as it is always WETH the caller can provide null bytes to save gas
|
||||
// marketSellOrders fills the remaining
|
||||
address makerTokenAddress = LibBytes.readAddress(orders[0].makerAssetData, 16);
|
||||
orders[0].takerAssetData = WETH_ASSET_DATA;
|
||||
if (makerTokenAddress == address(ZRX_TOKEN)) {
|
||||
// If this is ZRX then we market sell from the orders, rather than a 2 step of buying ZRX fees from feeOrders
|
||||
// then buying ZRX from orders
|
||||
totalFillResults = marketSellEthForZRXInternal(
|
||||
orders,
|
||||
signatures,
|
||||
wethSellAmount
|
||||
);
|
||||
} else {
|
||||
totalFillResults = marketSellEthForERC20Internal(
|
||||
orders,
|
||||
signatures,
|
||||
feeOrders,
|
||||
feeSignatures,
|
||||
wethSellAmount
|
||||
);
|
||||
}
|
||||
// Prevent accidental WETH owned by this contract and it being spent
|
||||
require(
|
||||
takerEthAmount >= totalFillResults.takerAssetFilledAmount,
|
||||
"INVALID_MSG_VALUE"
|
||||
);
|
||||
// Ensure no WETH is left in this contract
|
||||
require(
|
||||
wethSellAmount == totalFillResults.takerAssetFilledAmount,
|
||||
"UNACCEPTABLE_THRESHOLD"
|
||||
);
|
||||
// Transfer all tokens to msg.sender
|
||||
transferToken(
|
||||
makerTokenAddress,
|
||||
msg.sender,
|
||||
totalFillResults.makerAssetFilledAmount
|
||||
);
|
||||
return totalFillResults;
|
||||
}
|
||||
|
||||
/// @dev Market sells WETH for ERC20 tokens.
|
||||
/// @param orders An array of Order struct containing order specifications.
|
||||
/// @param signatures An array of Proof that order has been created by maker.
|
||||
/// @param feeOrders An array of Order struct containing order specifications for fees.
|
||||
/// @param feeSignatures An array of Proof that order has been created by maker for the fee orders.
|
||||
/// @param wethSellAmount The amount of WETH to sell.
|
||||
/// @return FillResults amounts filled and fees paid by maker and taker.
|
||||
function marketSellEthForERC20Internal(
|
||||
LibOrder.Order[] memory orders,
|
||||
bytes[] memory signatures,
|
||||
LibOrder.Order[] memory feeOrders,
|
||||
bytes[] memory feeSignatures,
|
||||
uint256 wethSellAmount
|
||||
)
|
||||
internal
|
||||
returns (FillResults memory totalFillResults)
|
||||
{
|
||||
uint256 remainingWethSellAmount = wethSellAmount;
|
||||
FillResults memory calculatedMarketSellResults = calculateMarketSellResults(orders, wethSellAmount);
|
||||
if (calculatedMarketSellResults.takerFeePaid > 0) {
|
||||
// Fees are required for these orders. Buy enough ZRX to cover the future market buy
|
||||
FillResults memory feeTokensResults = marketBuyZrxInternal(
|
||||
feeOrders,
|
||||
feeSignatures,
|
||||
calculatedMarketSellResults.takerFeePaid
|
||||
);
|
||||
// Ensure the token abstraction was fair if fees were proportionally too high, we fail
|
||||
require(
|
||||
isAcceptableThreshold(
|
||||
wethSellAmount,
|
||||
safeSub(wethSellAmount, feeTokensResults.takerAssetFilledAmount)
|
||||
),
|
||||
"UNACCEPTABLE_THRESHOLD"
|
||||
);
|
||||
remainingWethSellAmount = safeSub(remainingWethSellAmount, feeTokensResults.takerAssetFilledAmount);
|
||||
totalFillResults.takerFeePaid = feeTokensResults.takerFeePaid;
|
||||
totalFillResults.takerAssetFilledAmount = feeTokensResults.takerAssetFilledAmount;
|
||||
}
|
||||
// Make our market sell to buy the requested tokens with the remaining balance
|
||||
FillResults memory requestedTokensResults = EXCHANGE.marketSellOrders(
|
||||
orders,
|
||||
remainingWethSellAmount,
|
||||
signatures
|
||||
);
|
||||
// Update our return FillResult with the market sell
|
||||
addFillResults(totalFillResults, requestedTokensResults);
|
||||
return totalFillResults;
|
||||
}
|
||||
|
||||
/// @dev Market sells WETH for ZRX tokens.
|
||||
/// @param orders An array of Order struct containing order specifications.
|
||||
/// @param signatures An array of Proof that order has been created by maker.
|
||||
/// @param wethSellAmount The amount of WETH to sell.
|
||||
/// @return FillResults amounts filled and fees paid by maker and taker.
|
||||
function marketSellEthForZRXInternal(
|
||||
LibOrder.Order[] memory orders,
|
||||
bytes[] memory signatures,
|
||||
uint256 wethSellAmount
|
||||
)
|
||||
internal
|
||||
returns (FillResults memory totalFillResults)
|
||||
{
|
||||
// Make our market sell to buy the requested tokens with the remaining balance
|
||||
totalFillResults = EXCHANGE.marketSellOrders(
|
||||
orders,
|
||||
wethSellAmount,
|
||||
signatures
|
||||
);
|
||||
// Exchange does not special case ZRX in the makerAssetFilledAmount, if fees were deducted then using this amount
|
||||
// for future transfers is invalid.
|
||||
uint256 zrxAmountBought = safeSub(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid);
|
||||
require(
|
||||
isAcceptableThreshold(totalFillResults.makerAssetFilledAmount, zrxAmountBought),
|
||||
"UNACCEPTABLE_THRESHOLD"
|
||||
);
|
||||
totalFillResults.makerAssetFilledAmount = zrxAmountBought;
|
||||
return totalFillResults;
|
||||
}
|
||||
|
||||
}
|
||||
114
packages/contracts/src/2.0.0/forwarder/MixinWethFees.sol
vendored
Normal file
114
packages/contracts/src/2.0.0/forwarder/MixinWethFees.sol
vendored
Normal file
@@ -0,0 +1,114 @@
|
||||
/*
|
||||
|
||||
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 ^0.4.24;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import { WETH9 as EtherToken } from "../tokens/WETH9/WETH9.sol";
|
||||
import "../protocol/Exchange/libs/LibMath.sol";
|
||||
import "./MixinConstants.sol";
|
||||
|
||||
contract MixinWethFees is
|
||||
LibMath,
|
||||
MixinConstants
|
||||
{
|
||||
|
||||
uint16 constant public PERCENTAGE_DENOMINATOR = 10000; // 9800 == 98%, 10000 == 100%
|
||||
uint16 constant public MAX_FEE = 1000; // 10%
|
||||
uint16 constant public ALLOWABLE_EXCHANGE_PERCENTAGE = 9500; // 95%
|
||||
|
||||
/// @dev Pays the feeRecipient feeProportion of the total takerEthAmount, denominated in ETH
|
||||
/// @param takerEthAmount The total amount that was transacted in WETH, fees are calculated from this value.
|
||||
/// @param feeProportion The proportion of fees
|
||||
/// @param feeRecipient The recipient of the fees
|
||||
/// @return ethFeeAmount Amount of ETH paid to feeRecipient as fee.
|
||||
function payEthFee(
|
||||
uint256 takerEthAmount,
|
||||
uint16 feeProportion,
|
||||
address feeRecipient
|
||||
)
|
||||
internal
|
||||
returns (uint256 ethFeeAmount)
|
||||
{
|
||||
if (feeProportion > 0 && feeRecipient != address(0)) {
|
||||
require(
|
||||
feeProportion <= MAX_FEE,
|
||||
"FEE_PROPORTION_TOO_LARGE"
|
||||
);
|
||||
// 1.5% is 150, allowing for 2 decimal precision, i.e 0.05% is 5
|
||||
ethFeeAmount = getPartialAmount(
|
||||
feeProportion,
|
||||
PERCENTAGE_DENOMINATOR,
|
||||
takerEthAmount
|
||||
);
|
||||
feeRecipient.transfer(ethFeeAmount);
|
||||
}
|
||||
return ethFeeAmount;
|
||||
}
|
||||
|
||||
/// @dev Withdraws the remaining WETH, deduct and pay fees from this amount based on the takerTokenAmount to the feeRecipient.
|
||||
/// If a user overpaid ETH initially, the fees are calculated from the amount traded and deducted from withdrawAmount.
|
||||
/// Any remaining ETH is sent back to the user.
|
||||
/// @param ethWithdrawAmount The amount to withdraw from the WETH contract.
|
||||
/// @param wethAmountSold The total amount that was transacted in WETH, fees are calculated from this value.
|
||||
/// @param feeProportion The proportion of fees
|
||||
/// @param feeRecipient The recipient of the fees
|
||||
function withdrawPayAndDeductEthFee(
|
||||
uint256 ethWithdrawAmount,
|
||||
uint256 wethAmountSold,
|
||||
uint16 feeProportion,
|
||||
address feeRecipient
|
||||
)
|
||||
internal
|
||||
{
|
||||
// Return all of the excess WETH if any after deducting fees on the amount
|
||||
if (ethWithdrawAmount > 0) {
|
||||
ETHER_TOKEN.withdraw(ethWithdrawAmount);
|
||||
// Fees proportional to the amount traded
|
||||
uint256 ethFeeAmount = payEthFee(
|
||||
wethAmountSold,
|
||||
feeProportion,
|
||||
feeRecipient
|
||||
);
|
||||
uint256 unspentEthAmount = safeSub(ethWithdrawAmount, ethFeeAmount);
|
||||
if (unspentEthAmount > 0) {
|
||||
msg.sender.transfer(unspentEthAmount);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// @dev Checks whether the amount of tokens sold against the amount of tokens requested
|
||||
/// is within a certain threshold. This ensures the caller gets a fair deal when
|
||||
/// performing any token fee abstraction. Threshold is 95%. If fee abstraction costs more than
|
||||
/// 5% of the total transaction, we return false.
|
||||
/// @param requestedSellAmount The amount the user requested, or sent in to a payable function
|
||||
/// @param tokenAmountSold The amount of the token that was sold after fee abstraction
|
||||
/// @return bool of whether this is within an acceptable threshold
|
||||
function isAcceptableThreshold(uint256 requestedSellAmount, uint256 tokenAmountSold)
|
||||
internal
|
||||
pure
|
||||
returns (bool)
|
||||
{
|
||||
uint256 acceptableSellAmount = getPartialAmount(
|
||||
ALLOWABLE_EXCHANGE_PERCENTAGE,
|
||||
PERCENTAGE_DENOMINATOR,
|
||||
requestedSellAmount
|
||||
);
|
||||
return tokenAmountSold >= acceptableSellAmount;
|
||||
}
|
||||
}
|
||||
@@ -397,7 +397,7 @@ contract MixinExchangeCore is
|
||||
return fillResults;
|
||||
}
|
||||
|
||||
/// @dev Settles an order by transferring assets between counterparties.
|
||||
/// @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 fillResults Amounts to be filled and fees paid by maker and taker.
|
||||
|
||||
818
packages/contracts/test/forwarder/forwarder.ts
Normal file
818
packages/contracts/test/forwarder/forwarder.ts
Normal file
@@ -0,0 +1,818 @@
|
||||
import { BlockchainLifecycle } from '@0xproject/dev-utils';
|
||||
import { assetProxyUtils } from '@0xproject/order-utils';
|
||||
import { AssetProxyId, SignedOrder } from '@0xproject/types';
|
||||
import { BigNumber } from '@0xproject/utils';
|
||||
import { Web3Wrapper } from '@0xproject/web3-wrapper';
|
||||
import * as chai from 'chai';
|
||||
import { TransactionReceiptWithDecodedLogs } from 'ethereum-types';
|
||||
|
||||
import { DummyERC20TokenContract } from '../../generated_contract_wrappers/dummy_e_r_c20_token';
|
||||
import { DummyERC721TokenContract } from '../../generated_contract_wrappers/dummy_e_r_c721_token';
|
||||
import { ExchangeContract } from '../../generated_contract_wrappers/exchange';
|
||||
import { ForwarderContract } from '../../generated_contract_wrappers/forwarder';
|
||||
import { WETH9Contract } from '../../generated_contract_wrappers/weth9';
|
||||
import { artifacts } from '../utils/artifacts';
|
||||
import { expectRevertOrAlwaysFailingTransactionAsync, expectRevertOrOtherErrorAsync } from '../utils/assertions';
|
||||
import { chaiSetup } from '../utils/chai_setup';
|
||||
import { constants } from '../utils/constants';
|
||||
import { ERC20Wrapper } from '../utils/erc20_wrapper';
|
||||
import { ERC721Wrapper } from '../utils/erc721_wrapper';
|
||||
import { ExchangeWrapper } from '../utils/exchange_wrapper';
|
||||
import { formatters } from '../utils/formatters';
|
||||
import { ForwarderWrapper } from '../utils/forwarder_wrapper';
|
||||
import { OrderFactory } from '../utils/order_factory';
|
||||
import { ContractName, ERC20BalancesByOwner } from '../utils/types';
|
||||
import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper';
|
||||
|
||||
chaiSetup.configure();
|
||||
const expect = chai.expect;
|
||||
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
|
||||
const DECIMALS_DEFAULT = 18;
|
||||
// Set a gasPrice so when checking balance of msg.sender we can accurately calculate gasPrice*gasUsed
|
||||
const DEFAULT_GAS_PRICE = new BigNumber(1);
|
||||
|
||||
describe(ContractName.Forwarder, () => {
|
||||
let makerAddress: string;
|
||||
let owner: string;
|
||||
let takerAddress: string;
|
||||
let feeRecipientAddress: string;
|
||||
let otherAddress: string;
|
||||
let defaultMakerAssetAddress: string;
|
||||
|
||||
let weth: DummyERC20TokenContract;
|
||||
let zrxToken: DummyERC20TokenContract;
|
||||
let erc721Token: DummyERC721TokenContract;
|
||||
let forwarderContract: ForwarderContract;
|
||||
let wethContract: WETH9Contract;
|
||||
let forwarderWrapper: ForwarderWrapper;
|
||||
let exchangeWrapper: ExchangeWrapper;
|
||||
|
||||
let signedOrder: SignedOrder;
|
||||
let signedOrders: SignedOrder[];
|
||||
let orderWithFee: SignedOrder;
|
||||
let signedOrdersWithFee: SignedOrder[];
|
||||
let feeOrder: SignedOrder;
|
||||
let feeOrders: SignedOrder[];
|
||||
let orderFactory: OrderFactory;
|
||||
let erc20Wrapper: ERC20Wrapper;
|
||||
let erc20Balances: ERC20BalancesByOwner;
|
||||
let tx: TransactionReceiptWithDecodedLogs;
|
||||
|
||||
let erc721MakerAssetIds: BigNumber[];
|
||||
let feeProportion: number = 0;
|
||||
|
||||
before(async () => {
|
||||
await blockchainLifecycle.startAsync();
|
||||
const accounts = await web3Wrapper.getAvailableAddressesAsync();
|
||||
const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress, otherAddress] = accounts);
|
||||
|
||||
const erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner);
|
||||
erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner);
|
||||
|
||||
const numDummyErc20ToDeploy = 3;
|
||||
let erc20TokenA;
|
||||
[erc20TokenA, zrxToken] = await erc20Wrapper.deployDummyTokensAsync(
|
||||
numDummyErc20ToDeploy,
|
||||
constants.DUMMY_TOKEN_DECIMALS,
|
||||
);
|
||||
const erc20Proxy = await erc20Wrapper.deployProxyAsync();
|
||||
await erc20Wrapper.setBalancesAndAllowancesAsync();
|
||||
|
||||
[erc721Token] = await erc721Wrapper.deployDummyTokensAsync();
|
||||
const erc721Proxy = await erc721Wrapper.deployProxyAsync();
|
||||
await erc721Wrapper.setBalancesAndAllowancesAsync();
|
||||
const erc721Balances = await erc721Wrapper.getBalancesAsync();
|
||||
erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address];
|
||||
|
||||
wethContract = await WETH9Contract.deployFrom0xArtifactAsync(artifacts.EtherToken, provider, txDefaults);
|
||||
weth = new DummyERC20TokenContract(wethContract.abi, wethContract.address, provider);
|
||||
erc20Wrapper.addDummyTokenContract(weth);
|
||||
|
||||
const wethAssetData = assetProxyUtils.encodeERC20AssetData(wethContract.address);
|
||||
const zrxAssetData = assetProxyUtils.encodeERC20AssetData(zrxToken.address);
|
||||
const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync(
|
||||
artifacts.Exchange,
|
||||
provider,
|
||||
txDefaults,
|
||||
zrxAssetData,
|
||||
);
|
||||
const exchangeContract = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider);
|
||||
exchangeWrapper = new ExchangeWrapper(exchangeContract, provider);
|
||||
await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner);
|
||||
await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner);
|
||||
|
||||
await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, {
|
||||
from: owner,
|
||||
});
|
||||
await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, {
|
||||
from: owner,
|
||||
});
|
||||
|
||||
defaultMakerAssetAddress = erc20TokenA.address;
|
||||
const defaultTakerAssetAddress = wethContract.address;
|
||||
const defaultOrderParams = {
|
||||
exchangeAddress: exchangeInstance.address,
|
||||
makerAddress,
|
||||
feeRecipientAddress,
|
||||
makerAssetData: assetProxyUtils.encodeERC20AssetData(defaultMakerAssetAddress),
|
||||
takerAssetData: assetProxyUtils.encodeERC20AssetData(defaultTakerAssetAddress),
|
||||
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), DECIMALS_DEFAULT),
|
||||
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT),
|
||||
makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT),
|
||||
};
|
||||
const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)];
|
||||
orderFactory = new OrderFactory(privateKey, defaultOrderParams);
|
||||
|
||||
const forwarderInstance = await ForwarderContract.deployFrom0xArtifactAsync(
|
||||
artifacts.Forwarder,
|
||||
provider,
|
||||
txDefaults,
|
||||
exchangeInstance.address,
|
||||
wethContract.address,
|
||||
zrxToken.address,
|
||||
AssetProxyId.ERC20,
|
||||
zrxAssetData,
|
||||
wethAssetData,
|
||||
);
|
||||
forwarderContract = new ForwarderContract(forwarderInstance.abi, forwarderInstance.address, provider);
|
||||
forwarderWrapper = new ForwarderWrapper(forwarderContract, provider, zrxToken.address);
|
||||
erc20Wrapper.addTokenOwnerAddress(forwarderInstance.address);
|
||||
|
||||
web3Wrapper.abiDecoder.addABI(forwarderContract.abi);
|
||||
web3Wrapper.abiDecoder.addABI(exchangeInstance.abi);
|
||||
});
|
||||
after(async () => {
|
||||
await blockchainLifecycle.revertAsync();
|
||||
});
|
||||
beforeEach(async () => {
|
||||
await blockchainLifecycle.startAsync();
|
||||
feeProportion = 0;
|
||||
erc20Balances = await erc20Wrapper.getBalancesAsync();
|
||||
signedOrder = orderFactory.newSignedOrder();
|
||||
signedOrders = [signedOrder];
|
||||
feeOrder = orderFactory.newSignedOrder({
|
||||
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
|
||||
});
|
||||
feeOrders = [feeOrder];
|
||||
orderWithFee = orderFactory.newSignedOrder({
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
|
||||
});
|
||||
signedOrdersWithFee = [orderWithFee];
|
||||
});
|
||||
afterEach(async () => {
|
||||
await blockchainLifecycle.revertAsync();
|
||||
});
|
||||
describe('calculations', () => {
|
||||
it('throws if orders passed in are not enough to satisfy requested amount', async () => {
|
||||
feeOrders = [feeOrder];
|
||||
const makerTokenFillAmount = feeOrder.makerAssetAmount.div(2);
|
||||
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
feeOrders,
|
||||
[],
|
||||
feeProportion,
|
||||
makerTokenFillAmount,
|
||||
);
|
||||
// Fill the feeOrder
|
||||
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(feeOrders, [], makerTokenFillAmount, {
|
||||
from: takerAddress,
|
||||
value: fillAmountWei,
|
||||
});
|
||||
return expectRevertOrOtherErrorAsync(
|
||||
forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
feeOrders,
|
||||
[],
|
||||
feeProportion,
|
||||
makerTokenFillAmount,
|
||||
),
|
||||
'Unable to satisfy makerAssetFillAmount with provided orders',
|
||||
);
|
||||
});
|
||||
it('throws if orders passed are cancelled', async () => {
|
||||
tx = await exchangeWrapper.cancelOrderAsync(feeOrder, makerAddress);
|
||||
// Cancel the feeOrder
|
||||
return expectRevertOrOtherErrorAsync(
|
||||
forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
feeOrders,
|
||||
[],
|
||||
feeProportion,
|
||||
feeOrder.makerAssetAmount.div(2),
|
||||
),
|
||||
'Unable to satisfy makerAssetFillAmount with provided orders',
|
||||
);
|
||||
});
|
||||
});
|
||||
describe('marketSellEthForERC20 without extra fees', () => {
|
||||
it('should fill the order', async () => {
|
||||
const fillAmount = signedOrder.takerAssetAmount.div(2);
|
||||
const makerBalanceBefore = erc20Balances[makerAddress][defaultMakerAssetAddress];
|
||||
const takerBalanceBefore = erc20Balances[takerAddress][defaultMakerAssetAddress];
|
||||
feeOrders = [];
|
||||
tx = await forwarderWrapper.marketSellEthForERC20Async(signedOrders, feeOrders, {
|
||||
value: fillAmount,
|
||||
from: takerAddress,
|
||||
});
|
||||
const newBalances = await erc20Wrapper.getBalancesAsync();
|
||||
const makerBalanceAfter = newBalances[makerAddress][defaultMakerAssetAddress];
|
||||
const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress];
|
||||
const makerTokenFillAmount = fillAmount
|
||||
.times(signedOrder.makerAssetAmount)
|
||||
.dividedToIntegerBy(signedOrder.takerAssetAmount);
|
||||
|
||||
expect(makerBalanceAfter).to.be.bignumber.equal(makerBalanceBefore.minus(makerTokenFillAmount));
|
||||
expect(takerBalanceAfter).to.be.bignumber.equal(takerBalanceBefore.plus(makerTokenFillAmount));
|
||||
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0));
|
||||
});
|
||||
it('should fill the order and perform fee abstraction', async () => {
|
||||
const fillAmount = signedOrder.takerAssetAmount.div(4);
|
||||
const takerBalanceBefore = erc20Balances[takerAddress][defaultMakerAssetAddress];
|
||||
tx = await forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, {
|
||||
value: fillAmount,
|
||||
from: takerAddress,
|
||||
});
|
||||
const newBalances = await erc20Wrapper.getBalancesAsync();
|
||||
const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress];
|
||||
|
||||
const acceptPercentage = 98;
|
||||
const acceptableThreshold = takerBalanceBefore.plus(fillAmount.times(acceptPercentage).dividedBy(100));
|
||||
const isWithinThreshold = takerBalanceAfter.greaterThanOrEqualTo(acceptableThreshold);
|
||||
expect(isWithinThreshold).to.be.true();
|
||||
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0));
|
||||
});
|
||||
it('should fill the order when token is ZRX with fees', async () => {
|
||||
orderWithFee = orderFactory.newSignedOrder({
|
||||
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
|
||||
});
|
||||
signedOrdersWithFee = [orderWithFee];
|
||||
feeOrders = [];
|
||||
const fillAmount = signedOrder.takerAssetAmount.div(4);
|
||||
const takerBalanceBefore = erc20Balances[takerAddress][zrxToken.address];
|
||||
tx = await forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, {
|
||||
value: fillAmount,
|
||||
from: takerAddress,
|
||||
});
|
||||
const newBalances = await erc20Wrapper.getBalancesAsync();
|
||||
const takerBalanceAfter = newBalances[takerAddress][zrxToken.address];
|
||||
|
||||
const acceptPercentage = 98;
|
||||
const acceptableThreshold = takerBalanceBefore.plus(fillAmount.times(acceptPercentage).dividedBy(100));
|
||||
const isWithinThreshold = takerBalanceAfter.greaterThanOrEqualTo(acceptableThreshold);
|
||||
expect(isWithinThreshold).to.be.true();
|
||||
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0));
|
||||
});
|
||||
it('should fail if sent an ETH amount too high', async () => {
|
||||
signedOrder = orderFactory.newSignedOrder({
|
||||
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
|
||||
});
|
||||
const fillAmount = signedOrder.takerAssetAmount.times(2);
|
||||
return expectRevertOrAlwaysFailingTransactionAsync(
|
||||
forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, {
|
||||
value: fillAmount,
|
||||
from: takerAddress,
|
||||
}),
|
||||
);
|
||||
});
|
||||
it('should fail if fee abstraction amount is too high', async () => {
|
||||
orderWithFee = orderFactory.newSignedOrder({
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), DECIMALS_DEFAULT),
|
||||
});
|
||||
signedOrdersWithFee = [orderWithFee];
|
||||
feeOrder = orderFactory.newSignedOrder({
|
||||
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
|
||||
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
|
||||
});
|
||||
feeOrders = [feeOrder];
|
||||
const fillAmount = signedOrder.takerAssetAmount.div(4);
|
||||
return expectRevertOrAlwaysFailingTransactionAsync(
|
||||
forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, {
|
||||
value: fillAmount,
|
||||
from: takerAddress,
|
||||
}),
|
||||
);
|
||||
});
|
||||
it('throws when mixed ERC721 and ERC20 assets with ERC20 first', async () => {
|
||||
const makerAssetId = erc721MakerAssetIds[0];
|
||||
const erc721SignedOrder = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: new BigNumber(1),
|
||||
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
|
||||
});
|
||||
const erc20SignedOrder = orderFactory.newSignedOrder();
|
||||
signedOrders = [erc20SignedOrder, erc721SignedOrder];
|
||||
const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount);
|
||||
return expectRevertOrAlwaysFailingTransactionAsync(
|
||||
forwarderWrapper.marketSellEthForERC20Async(signedOrders, feeOrders, {
|
||||
from: takerAddress,
|
||||
value: fillAmountWei,
|
||||
}),
|
||||
);
|
||||
});
|
||||
});
|
||||
describe('marketSellEthForERC20 with extra fees', () => {
|
||||
it('should fill the order and send fee to fee recipient', async () => {
|
||||
const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
|
||||
const fillAmount = signedOrder.takerAssetAmount.div(2);
|
||||
feeProportion = 150; // 1.5%
|
||||
feeOrders = [];
|
||||
tx = await forwarderWrapper.marketSellEthForERC20Async(
|
||||
signedOrders,
|
||||
feeOrders,
|
||||
{
|
||||
from: takerAddress,
|
||||
value: fillAmount,
|
||||
gasPrice: DEFAULT_GAS_PRICE,
|
||||
},
|
||||
{
|
||||
feeProportion,
|
||||
feeRecipient: feeRecipientAddress,
|
||||
},
|
||||
);
|
||||
const newBalances = await erc20Wrapper.getBalancesAsync();
|
||||
const makerBalanceBefore = erc20Balances[makerAddress][defaultMakerAssetAddress];
|
||||
const makerBalanceAfter = newBalances[makerAddress][defaultMakerAssetAddress];
|
||||
const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress];
|
||||
const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
|
||||
const takerBoughtAmount = takerBalanceAfter.minus(erc20Balances[takerAddress][defaultMakerAssetAddress]);
|
||||
|
||||
expect(makerBalanceAfter).to.be.bignumber.equal(makerBalanceBefore.minus(takerBoughtAmount));
|
||||
expect(afterEthBalance).to.be.bignumber.equal(
|
||||
initEthBalance.plus(fillAmount.times(feeProportion).dividedBy(10000)),
|
||||
);
|
||||
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0));
|
||||
});
|
||||
it('should fail if the fee is set too high', async () => {
|
||||
const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
|
||||
const fillAmount = signedOrder.takerAssetAmount.div(2);
|
||||
feeProportion = 1500; // 15.0%
|
||||
feeOrders = [];
|
||||
expectRevertOrAlwaysFailingTransactionAsync(
|
||||
forwarderWrapper.marketSellEthForERC20Async(
|
||||
signedOrders,
|
||||
feeOrders,
|
||||
{
|
||||
from: takerAddress,
|
||||
value: fillAmount,
|
||||
gasPrice: DEFAULT_GAS_PRICE,
|
||||
},
|
||||
{
|
||||
feeProportion,
|
||||
feeRecipient: feeRecipientAddress,
|
||||
},
|
||||
),
|
||||
);
|
||||
const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
|
||||
expect(afterEthBalance).to.be.bignumber.equal(initEthBalance);
|
||||
});
|
||||
});
|
||||
describe('marketBuyTokensWithEth', () => {
|
||||
it('should buy the exact amount of assets', async () => {
|
||||
const makerAssetAmount = signedOrder.makerAssetAmount.div(2);
|
||||
const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
const balancesBefore = await erc20Wrapper.getBalancesAsync();
|
||||
const rate = signedOrder.makerAssetAmount.dividedBy(signedOrder.takerAssetAmount);
|
||||
const fillAmountWei = makerAssetAmount.dividedToIntegerBy(rate);
|
||||
feeOrders = [];
|
||||
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: fillAmountWei,
|
||||
gasPrice: DEFAULT_GAS_PRICE,
|
||||
});
|
||||
const newBalances = await erc20Wrapper.getBalancesAsync();
|
||||
const takerBalanceBefore = balancesBefore[takerAddress][defaultMakerAssetAddress];
|
||||
const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress];
|
||||
const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
const expectedEthBalanceAfterGasCosts = initEthBalance.minus(fillAmountWei).minus(tx.gasUsed);
|
||||
expect(takerBalanceAfter).to.be.bignumber.eq(takerBalanceBefore.plus(makerAssetAmount));
|
||||
expect(afterEthBalance).to.be.bignumber.eq(expectedEthBalanceAfterGasCosts);
|
||||
});
|
||||
it('should buy the exact amount of assets and return excess ETH', async () => {
|
||||
const makerAssetAmount = signedOrder.makerAssetAmount.div(2);
|
||||
const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
const balancesBefore = await erc20Wrapper.getBalancesAsync();
|
||||
const rate = signedOrder.makerAssetAmount.dividedBy(signedOrder.takerAssetAmount);
|
||||
const fillAmount = makerAssetAmount.dividedToIntegerBy(rate);
|
||||
const excessFillAmount = fillAmount.times(2);
|
||||
feeOrders = [];
|
||||
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: excessFillAmount,
|
||||
gasPrice: DEFAULT_GAS_PRICE,
|
||||
});
|
||||
const newBalances = await erc20Wrapper.getBalancesAsync();
|
||||
const takerBalanceBefore = balancesBefore[takerAddress][defaultMakerAssetAddress];
|
||||
const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress];
|
||||
const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
const expectedEthBalanceAfterGasCosts = initEthBalance.minus(fillAmount).minus(tx.gasUsed);
|
||||
expect(takerBalanceAfter).to.be.bignumber.eq(takerBalanceBefore.plus(makerAssetAmount));
|
||||
expect(afterEthBalance).to.be.bignumber.eq(expectedEthBalanceAfterGasCosts);
|
||||
});
|
||||
it('should buy the exact amount of assets with fee abstraction', async () => {
|
||||
const makerAssetAmount = signedOrder.makerAssetAmount.div(2);
|
||||
const balancesBefore = await erc20Wrapper.getBalancesAsync();
|
||||
const rate = signedOrder.makerAssetAmount.dividedBy(signedOrder.takerAssetAmount);
|
||||
const fillAmount = makerAssetAmount.dividedToIntegerBy(rate);
|
||||
const excessFillAmount = fillAmount.times(2);
|
||||
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: excessFillAmount,
|
||||
});
|
||||
const newBalances = await erc20Wrapper.getBalancesAsync();
|
||||
const takerBalanceBefore = balancesBefore[takerAddress][defaultMakerAssetAddress];
|
||||
const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress];
|
||||
expect(takerBalanceAfter).to.be.bignumber.eq(takerBalanceBefore.plus(makerAssetAmount));
|
||||
});
|
||||
it('should buy the exact amount of assets when buying zrx with fee abstraction', async () => {
|
||||
signedOrder = orderFactory.newSignedOrder({
|
||||
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
|
||||
});
|
||||
signedOrdersWithFee = [signedOrder];
|
||||
feeOrders = [];
|
||||
const makerAssetAmount = signedOrder.makerAssetAmount.div(2);
|
||||
const takerWeiBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
const balancesBefore = await erc20Wrapper.getBalancesAsync();
|
||||
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
signedOrdersWithFee,
|
||||
feeOrders,
|
||||
feeProportion,
|
||||
makerAssetAmount,
|
||||
);
|
||||
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: fillAmountWei,
|
||||
gasPrice: DEFAULT_GAS_PRICE,
|
||||
});
|
||||
const newBalances = await erc20Wrapper.getBalancesAsync();
|
||||
const takerTokenBalanceBefore = balancesBefore[takerAddress][zrxToken.address];
|
||||
const takerTokenBalanceAfter = newBalances[takerAddress][zrxToken.address];
|
||||
const takerWeiBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
const expectedCostAfterGas = fillAmountWei.plus(tx.gasUsed);
|
||||
expect(takerTokenBalanceAfter).to.be.bignumber.greaterThan(takerTokenBalanceBefore.plus(makerAssetAmount));
|
||||
expect(takerWeiBalanceAfter).to.be.bignumber.equal(takerWeiBalanceBefore.minus(expectedCostAfterGas));
|
||||
});
|
||||
it('throws if fees are higher than 5% when buying zrx', async () => {
|
||||
const highFeeZRXOrder = orderFactory.newSignedOrder({
|
||||
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
|
||||
makerAssetAmount: signedOrder.makerAssetAmount,
|
||||
takerFee: signedOrder.makerAssetAmount.times(0.06),
|
||||
});
|
||||
signedOrdersWithFee = [highFeeZRXOrder];
|
||||
feeOrders = [];
|
||||
const makerAssetAmount = signedOrder.makerAssetAmount.div(2);
|
||||
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
signedOrdersWithFee,
|
||||
feeOrders,
|
||||
feeProportion,
|
||||
makerAssetAmount,
|
||||
);
|
||||
return expectRevertOrAlwaysFailingTransactionAsync(
|
||||
forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: fillAmountWei,
|
||||
}),
|
||||
);
|
||||
});
|
||||
it('throws if fees are higher than 5% when buying erc20', async () => {
|
||||
const highFeeERC20Order = orderFactory.newSignedOrder({
|
||||
takerFee: signedOrder.makerAssetAmount.times(0.06),
|
||||
});
|
||||
signedOrdersWithFee = [highFeeERC20Order];
|
||||
feeOrders = [feeOrder];
|
||||
const makerAssetAmount = signedOrder.makerAssetAmount.div(2);
|
||||
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
signedOrdersWithFee,
|
||||
feeOrders,
|
||||
feeProportion,
|
||||
makerAssetAmount,
|
||||
);
|
||||
return expectRevertOrAlwaysFailingTransactionAsync(
|
||||
forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: fillAmountWei,
|
||||
}),
|
||||
);
|
||||
});
|
||||
it('throws if makerAssetAmount is 0', async () => {
|
||||
const makerAssetAmount = new BigNumber(0);
|
||||
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
signedOrdersWithFee,
|
||||
feeOrders,
|
||||
feeProportion,
|
||||
makerAssetAmount,
|
||||
);
|
||||
return expectRevertOrAlwaysFailingTransactionAsync(
|
||||
forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: fillAmountWei,
|
||||
}),
|
||||
);
|
||||
});
|
||||
it('throws if the amount of ETH sent in is less than the takerAssetFilledAmount', async () => {
|
||||
const makerAssetAmount = signedOrder.makerAssetAmount;
|
||||
const fillAmount = signedOrder.takerAssetAmount.div(2);
|
||||
const zero = new BigNumber(0);
|
||||
// Deposit enough taker balance to fill the order
|
||||
const wethDepositTxHash = await wethContract.deposit.sendTransactionAsync({
|
||||
from: takerAddress,
|
||||
value: signedOrder.takerAssetAmount,
|
||||
});
|
||||
await web3Wrapper.awaitTransactionSuccessAsync(wethDepositTxHash);
|
||||
// Transfer all of this WETH to the forwarding contract
|
||||
const wethTransferTxHash = await wethContract.transfer.sendTransactionAsync(
|
||||
forwarderContract.address,
|
||||
signedOrder.takerAssetAmount,
|
||||
{ from: takerAddress },
|
||||
);
|
||||
await web3Wrapper.awaitTransactionSuccessAsync(wethTransferTxHash);
|
||||
// We use the contract directly to get around wrapper validations and calculations
|
||||
const formattedOrders = formatters.createMarketSellOrders(signedOrders, zero);
|
||||
const formattedFeeOrders = formatters.createMarketSellOrders(feeOrders, zero);
|
||||
return expectRevertOrAlwaysFailingTransactionAsync(
|
||||
forwarderContract.marketBuyTokensWithEth.sendTransactionAsync(
|
||||
formattedOrders.orders,
|
||||
formattedOrders.signatures,
|
||||
formattedFeeOrders.orders,
|
||||
formattedFeeOrders.signatures,
|
||||
makerAssetAmount,
|
||||
zero,
|
||||
constants.NULL_ADDRESS,
|
||||
{ value: fillAmount, from: takerAddress },
|
||||
),
|
||||
);
|
||||
});
|
||||
});
|
||||
describe('marketBuyTokensWithEth - ERC721', async () => {
|
||||
it('buys ERC721 assets', async () => {
|
||||
const makerAssetId = erc721MakerAssetIds[0];
|
||||
signedOrder = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: new BigNumber(1),
|
||||
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
|
||||
});
|
||||
feeOrders = [];
|
||||
signedOrders = [signedOrder];
|
||||
const makerAssetAmount = new BigNumber(signedOrders.length);
|
||||
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
signedOrders,
|
||||
feeOrders,
|
||||
feeProportion,
|
||||
makerAssetAmount,
|
||||
);
|
||||
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: fillAmountWei,
|
||||
});
|
||||
const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
|
||||
expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress);
|
||||
});
|
||||
it('buys ERC721 assets with fee abstraction', async () => {
|
||||
const makerAssetId = erc721MakerAssetIds[0];
|
||||
signedOrder = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: new BigNumber(1),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
|
||||
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
|
||||
});
|
||||
signedOrders = [signedOrder];
|
||||
const makerAssetAmount = new BigNumber(signedOrders.length);
|
||||
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
signedOrders,
|
||||
feeOrders,
|
||||
feeProportion,
|
||||
makerAssetAmount,
|
||||
);
|
||||
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: fillAmountWei,
|
||||
});
|
||||
const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
|
||||
expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress);
|
||||
});
|
||||
it('buys ERC721 assets with fee abstraction and pays fee to fee recipient', async () => {
|
||||
const makerAssetId = erc721MakerAssetIds[0];
|
||||
signedOrder = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: new BigNumber(1),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
|
||||
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
|
||||
});
|
||||
signedOrders = [signedOrder];
|
||||
feeProportion = 100;
|
||||
const initTakerBalanceWei = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
const initFeeRecipientBalanceWei = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
|
||||
const makerAssetAmount = new BigNumber(signedOrders.length);
|
||||
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
signedOrders,
|
||||
feeOrders,
|
||||
feeProportion,
|
||||
makerAssetAmount,
|
||||
);
|
||||
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(
|
||||
signedOrders,
|
||||
feeOrders,
|
||||
makerAssetAmount,
|
||||
{
|
||||
from: takerAddress,
|
||||
value: fillAmountWei,
|
||||
gasPrice: DEFAULT_GAS_PRICE,
|
||||
},
|
||||
{
|
||||
feeProportion,
|
||||
feeRecipient: feeRecipientAddress,
|
||||
},
|
||||
);
|
||||
const afterFeeRecipientEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
|
||||
const afterTakerBalanceWei = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
const takerFilledAmount = initTakerBalanceWei.minus(afterTakerBalanceWei).plus(tx.gasUsed);
|
||||
const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
|
||||
expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress);
|
||||
const balanceDiff = afterFeeRecipientEthBalance.minus(initFeeRecipientBalanceWei);
|
||||
expect(takerFilledAmount.dividedToIntegerBy(balanceDiff)).to.be.bignumber.equal(101);
|
||||
expect(takerFilledAmount.minus(balanceDiff).dividedToIntegerBy(balanceDiff)).to.be.bignumber.equal(100);
|
||||
});
|
||||
it('buys multiple ERC721 assets with fee abstraction and pays fee to fee recipient', async () => {
|
||||
const makerAssetId1 = erc721MakerAssetIds[0];
|
||||
const makerAssetId2 = erc721MakerAssetIds[1];
|
||||
const signedOrder1 = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: new BigNumber(1),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), DECIMALS_DEFAULT),
|
||||
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId1),
|
||||
});
|
||||
const signedOrder2 = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: new BigNumber(1),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), DECIMALS_DEFAULT),
|
||||
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId2),
|
||||
});
|
||||
signedOrders = [signedOrder1, signedOrder2];
|
||||
feeProportion = 10;
|
||||
const makerAssetAmount = new BigNumber(signedOrders.length);
|
||||
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
signedOrders,
|
||||
feeOrders,
|
||||
feeProportion,
|
||||
makerAssetAmount,
|
||||
);
|
||||
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: fillAmountWei,
|
||||
});
|
||||
const newOwnerTakerAsset1 = await erc721Token.ownerOf.callAsync(makerAssetId1);
|
||||
expect(newOwnerTakerAsset1).to.be.bignumber.equal(takerAddress);
|
||||
const newOwnerTakerAsset2 = await erc721Token.ownerOf.callAsync(makerAssetId2);
|
||||
expect(newOwnerTakerAsset2).to.be.bignumber.equal(takerAddress);
|
||||
});
|
||||
it('buys ERC721 assets with fee abstraction and handles fee orders filled and excess eth', async () => {
|
||||
const makerAssetId = erc721MakerAssetIds[0];
|
||||
feeProportion = 0;
|
||||
// In this scenario a total of 6 ZRX fees need to be paid.
|
||||
// There are two fee orders, but the first fee order is partially filled while
|
||||
// the Forwarding contract tx is in the mempool.
|
||||
const erc721MakerAssetAmount = new BigNumber(1);
|
||||
signedOrder = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: erc721MakerAssetAmount,
|
||||
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), DECIMALS_DEFAULT),
|
||||
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
|
||||
});
|
||||
signedOrders = [signedOrder];
|
||||
const firstFeeOrder = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT),
|
||||
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.1), DECIMALS_DEFAULT),
|
||||
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT),
|
||||
});
|
||||
const secondFeeOrder = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT),
|
||||
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.12), DECIMALS_DEFAULT),
|
||||
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT),
|
||||
});
|
||||
feeOrders = [firstFeeOrder, secondFeeOrder];
|
||||
const makerAssetAmount = new BigNumber(signedOrders.length);
|
||||
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
signedOrders,
|
||||
feeOrders,
|
||||
feeProportion,
|
||||
erc721MakerAssetAmount,
|
||||
);
|
||||
// Simulate another otherAddress user partially filling firstFeeOrder
|
||||
const firstFeeOrderFillAmount = firstFeeOrder.makerAssetAmount.div(2);
|
||||
tx = await forwarderWrapper.marketBuyTokensWithEthAsync([firstFeeOrder], [], firstFeeOrderFillAmount, {
|
||||
from: otherAddress,
|
||||
value: fillAmountWei,
|
||||
});
|
||||
// For tests we calculate how much this should've cost given that firstFeeOrder was filled
|
||||
const expectedFillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
signedOrders,
|
||||
feeOrders,
|
||||
feeProportion,
|
||||
erc721MakerAssetAmount,
|
||||
);
|
||||
// With 4 ZRX remaining in firstFeeOrder, the secondFeeOrder will need to be filled to make up
|
||||
// the total amount of fees required (6)
|
||||
// Since the fee orders can be filled while the transaction is pending the user safely sends in
|
||||
// extra ether to cover any slippage
|
||||
const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
const slippageFillAmountWei = fillAmountWei.times(2);
|
||||
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: slippageFillAmountWei,
|
||||
gasPrice: DEFAULT_GAS_PRICE,
|
||||
});
|
||||
const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
const expectedEthBalanceAfterGasCosts = initEthBalance.minus(expectedFillAmountWei).minus(tx.gasUsed);
|
||||
const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
|
||||
expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress);
|
||||
expect(afterEthBalance).to.be.bignumber.equal(expectedEthBalanceAfterGasCosts);
|
||||
});
|
||||
it('buys ERC721 assets with fee abstraction and handles fee orders filled', async () => {
|
||||
const makerAssetId = erc721MakerAssetIds[0];
|
||||
feeProportion = 0;
|
||||
// In this scenario a total of 6 ZRX fees need to be paid.
|
||||
// There are two fee orders, but the first fee order is partially filled while
|
||||
// the Forwarding contract tx is in the mempool.
|
||||
const erc721MakerAssetAmount = new BigNumber(1);
|
||||
signedOrder = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: erc721MakerAssetAmount,
|
||||
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), DECIMALS_DEFAULT),
|
||||
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
|
||||
});
|
||||
const zrxMakerAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT);
|
||||
signedOrders = [signedOrder];
|
||||
const firstFeeOrder = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: zrxMakerAssetAmount,
|
||||
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.1), DECIMALS_DEFAULT),
|
||||
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT),
|
||||
});
|
||||
const secondFeeOrder = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: zrxMakerAssetAmount,
|
||||
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.12), DECIMALS_DEFAULT),
|
||||
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT),
|
||||
});
|
||||
feeOrders = [firstFeeOrder, secondFeeOrder];
|
||||
const makerAssetAmount = new BigNumber(signedOrders.length);
|
||||
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
signedOrders,
|
||||
feeOrders,
|
||||
feeProportion,
|
||||
erc721MakerAssetAmount,
|
||||
);
|
||||
// Simulate another otherAddress user partially filling firstFeeOrder
|
||||
const firstFeeOrderFillAmount = firstFeeOrder.makerAssetAmount.div(2);
|
||||
tx = await forwarderWrapper.marketBuyTokensWithEthAsync([firstFeeOrder], [], firstFeeOrderFillAmount, {
|
||||
from: otherAddress,
|
||||
value: fillAmountWei,
|
||||
});
|
||||
const expectedFillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
|
||||
signedOrders,
|
||||
feeOrders,
|
||||
feeProportion,
|
||||
erc721MakerAssetAmount,
|
||||
);
|
||||
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: expectedFillAmountWei,
|
||||
});
|
||||
const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
|
||||
expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress);
|
||||
});
|
||||
it('throws when mixed ERC721 and ERC20 assets', async () => {
|
||||
const makerAssetId = erc721MakerAssetIds[0];
|
||||
const erc721SignedOrder = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: new BigNumber(1),
|
||||
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
|
||||
});
|
||||
const erc20SignedOrder = orderFactory.newSignedOrder();
|
||||
signedOrders = [erc721SignedOrder, erc20SignedOrder];
|
||||
const makerAssetAmount = new BigNumber(signedOrders.length);
|
||||
const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount);
|
||||
return expectRevertOrAlwaysFailingTransactionAsync(
|
||||
forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: fillAmountWei,
|
||||
}),
|
||||
);
|
||||
});
|
||||
it('throws when mixed ERC721 and ERC20 assets with ERC20 first', async () => {
|
||||
const makerAssetId = erc721MakerAssetIds[0];
|
||||
const erc721SignedOrder = orderFactory.newSignedOrder({
|
||||
makerAssetAmount: new BigNumber(1),
|
||||
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
|
||||
});
|
||||
const erc20SignedOrder = orderFactory.newSignedOrder();
|
||||
signedOrders = [erc20SignedOrder, erc721SignedOrder];
|
||||
const makerAssetAmount = new BigNumber(signedOrders.length);
|
||||
const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount);
|
||||
return expectRevertOrAlwaysFailingTransactionAsync(
|
||||
forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
|
||||
from: takerAddress,
|
||||
value: fillAmountWei,
|
||||
}),
|
||||
);
|
||||
});
|
||||
});
|
||||
});
|
||||
// tslint:disable:max-file-line-count
|
||||
// tslint:enable:no-unnecessary-type-assertion
|
||||
@@ -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,
|
||||
|
||||
@@ -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;
|
||||
}
|
||||
|
||||
220
packages/contracts/test/utils/forwarder_wrapper.ts
Normal file
220
packages/contracts/test/utils/forwarder_wrapper.ts
Normal file
@@ -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<TransactionReceiptWithDecodedLogs> {
|
||||
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<TransactionReceiptWithDecodedLogs> {
|
||||
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<BigNumber> {
|
||||
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<BigNumber> {
|
||||
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<BigNumber> {
|
||||
// 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;
|
||||
}
|
||||
}
|
||||
@@ -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;
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user