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Remove protocol fees from RFQ orders (#45)

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* `@0x/contracts-zero-ex`: Remove protocol fees from native orders in certain scenarios.

* `@0x/contracts-zero-ex`: update changelog

* `@0x/contracts-zero-ex`: Add `taker` field to RFQ orders.`
`@0x/contracts-zero-ex`: Introduce protocol fees to all limit orders again.

* `@0x/contracts-zero-ex`: Rebase.

Co-authored-by: Lawrence Forman <me@merklejerk.com>
This commit is contained in:
Lawrence Forman
2020-11-24 18:24:06 -05:00
committed by GitHub
parent ca20df4752
commit 7591e99316
9 changed files with 140 additions and 76 deletions
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4
contracts/zero-ex/CHANGELOG.json
View File

@@ -37,6 +37,10 @@
{
"note": "Do not try to pull all tokens if selling all ETH in `TransformERC20Feature`",
"pr": 46
},
{
"note": "Remove protocol fees from all RFQ orders and add `taker` field to RFQ orders",
"pr": 45
}
]
},

16
contracts/zero-ex/contracts/src/features/INativeOrdersFeature.sol
View File

@@ -56,7 +56,6 @@ interface INativeOrdersFeature {
/// @param taker The taker of the order.
/// @param takerTokenFilledAmount How much taker token was filled.
/// @param makerTokenFilledAmount How much maker token was filled.
/// @param protocolFeePaid How much protocol fee was paid.
/// @param pool The fee pool associated with this order.
event RfqOrderFilled(
bytes32 orderHash,
@@ -66,7 +65,6 @@ interface INativeOrdersFeature {
address takerToken,
uint128 takerTokenFilledAmount,
uint128 makerTokenFilledAmount,
uint256 protocolFeePaid,
bytes32 pool
);
@@ -126,8 +124,7 @@ interface INativeOrdersFeature {
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
/// @dev Fill an RFQ order for up to `takerTokenFillAmount` taker tokens.
/// The taker will be the caller. ETH should be attached to pay the
/// protocol fee.
/// The taker will be the caller.
/// @param order The RFQ order.
/// @param signature The order signature.
/// @param takerTokenFillAmount Maximum taker token amount to fill this order with.
@@ -139,7 +136,6 @@ interface INativeOrdersFeature {
uint128 takerTokenFillAmount
)
external
payable
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
/// @dev Fill an RFQ order for exactly `takerTokenFillAmount` taker tokens.
@@ -160,9 +156,7 @@ interface INativeOrdersFeature {
returns (uint128 makerTokenFilledAmount);
/// @dev Fill an RFQ order for exactly `takerTokenFillAmount` taker tokens.
/// The taker will be the caller. ETH protocol fees can be
/// attached to this call. Any unspent ETH will be refunded to
/// the caller.
/// The taker will be the caller.
/// @param order The RFQ order.
/// @param signature The order signature.
/// @param takerTokenFillAmount How much taker token to fill this order with.
@@ -173,7 +167,6 @@ interface INativeOrdersFeature {
uint128 takerTokenFillAmount
)
external
payable
returns (uint128 makerTokenFilledAmount);
/// @dev Fill a limit order. Internal variant. ETH protocol fees can be
@@ -197,9 +190,7 @@ interface INativeOrdersFeature {
payable
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
/// @dev Fill an RFQ order. Internal variant. ETH protocol fees can be
/// attached to this call. Any unspent ETH will be refunded to
/// `msg.sender` (not `sender`).
/// @dev Fill an RFQ order. Internal variant.
/// @param order The RFQ order.
/// @param signature The order signature.
/// @param takerTokenFillAmount Maximum taker token to fill this order with.
@@ -213,7 +204,6 @@ interface INativeOrdersFeature {
address taker
)
external
payable
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount);
/// @dev Cancel a single limit order. The caller must be the maker.

19
contracts/zero-ex/contracts/src/features/NativeOrdersFeature.sol
View File

@@ -210,7 +210,6 @@ contract NativeOrdersFeature is
)
public
override
payable
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount)
{
FillNativeOrderResults memory results =
@@ -220,7 +219,6 @@ contract NativeOrdersFeature is
takerTokenFillAmount,
msg.sender
);
_refundExcessProtocolFeeToSender(results.ethProtocolFeePaid);
(takerTokenFilledAmount, makerTokenFilledAmount) = (
results.takerTokenFilledAmount,
results.makerTokenFilledAmount
@@ -280,7 +278,6 @@ contract NativeOrdersFeature is
)
public
override
payable
returns (uint128 makerTokenFilledAmount)
{
FillNativeOrderResults memory results =
@@ -298,7 +295,6 @@ contract NativeOrdersFeature is
takerTokenFillAmount
).rrevert();
}
_refundExcessProtocolFeeToSender(results.ethProtocolFeePaid);
makerTokenFilledAmount = results.makerTokenFilledAmount;
}
@@ -359,7 +355,6 @@ contract NativeOrdersFeature is
public
virtual
override
payable
onlySelf
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount)
{
@@ -370,7 +365,6 @@ contract NativeOrdersFeature is
takerTokenFillAmount,
taker
);
_refundExcessProtocolFeeToSender(results.ethProtocolFeePaid);
(takerTokenFilledAmount, makerTokenFilledAmount) = (
results.takerTokenFilledAmount,
results.makerTokenFilledAmount
@@ -898,6 +892,15 @@ contract NativeOrdersFeature is
}
}
// Must be fillable by the taker.
if (order.taker != address(0) && order.taker != taker) {
LibNativeOrdersRichErrors.OrderNotFillableByTakerError(
orderInfo.orderHash,
taker,
order.taker
).rrevert();
}
// Signature must be valid for the order.
{
address signer = LibSignature.getSignerOfHash(orderInfo.orderHash, signature);
@@ -910,9 +913,6 @@ contract NativeOrdersFeature is
}
}
// Pay the protocol fee.
results.ethProtocolFeePaid = _collectProtocolFee(order.pool);
// Settle between the maker and taker.
(results.takerTokenFilledAmount, results.makerTokenFilledAmount) = _settleOrder(
SettleOrderInfo({
@@ -936,7 +936,6 @@ contract NativeOrdersFeature is
address(order.takerToken),
results.takerTokenFilledAmount,
results.makerTokenFilledAmount,
results.ethProtocolFeePaid,
order.pool
);
}

17
contracts/zero-ex/contracts/src/features/libs/LibNativeOrder.sol
View File

@@ -56,6 +56,7 @@ library LibNativeOrder {
uint128 makerAmount;
uint128 takerAmount;
address maker;
address taker;
address txOrigin;
bytes32 pool;
uint64 expiry;
@@ -102,13 +103,14 @@ library LibNativeOrder {
// "uint128 takerAmount,",
// "address maker,",
// "address txOrigin,",
// "address taker,",
// "bytes32 pool,",
// "uint64 expiry,",
// "uint256 salt"
// ")"
// ))
uint256 private constant _RFQ_ORDER_TYPEHASH =
0xc6b3034376598bc7f28b05e81db7ed88486dcdb6b4a6c7300353fffc5f31f382;
0xe593d3fdfa8b60e5e17a1b2204662ecbe15c23f2084b9ad5bae40359540a7da9;
/// @dev Get the struct hash of a limit order.
/// @param order The limit order.
@@ -181,6 +183,7 @@ library LibNativeOrder {
// order.makerAmount,
// order.takerAmount,
// order.maker,
// order.taker,
// order.txOrigin,
// order.pool,
// order.expiry,
@@ -199,15 +202,17 @@ library LibNativeOrder {
mstore(add(mem, 0x80), and(UINT_128_MASK, mload(add(order, 0x60))))
// order.maker;
mstore(add(mem, 0xA0), and(ADDRESS_MASK, mload(add(order, 0x80))))
// order.txOrigin;
// order.taker;
mstore(add(mem, 0xC0), and(ADDRESS_MASK, mload(add(order, 0xA0))))
// order.txOrigin;
mstore(add(mem, 0xE0), and(ADDRESS_MASK, mload(add(order, 0xC0))))
// order.pool;
mstore(add(mem, 0xE0), mload(add(order, 0xC0)))
mstore(add(mem, 0x100), mload(add(order, 0xE0)))
// order.expiry;
mstore(add(mem, 0x100), and(UINT_64_MASK, mload(add(order, 0xE0))))
mstore(add(mem, 0x120), and(UINT_64_MASK, mload(add(order, 0x100))))
// order.salt;
mstore(add(mem, 0x120), mload(add(order, 0x100)))
structHash := keccak256(mem, 0x140)
mstore(add(mem, 0x140), mload(add(order, 0x120)))
structHash := keccak256(mem, 0x160)
}
}
}

1
contracts/zero-ex/contracts/test/TestMetaTransactionsNativeOrdersFeature.sol
View File

@@ -87,7 +87,6 @@ contract TestMetaTransactionsNativeOrdersFeature is
)
public
override
payable
returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount)
{
emit FillRfqOrderCalled(

11
contracts/zero-ex/src/orders.ts
View File

@@ -20,6 +20,7 @@ const COMMON_ORDER_DEFAULT_VALUES = {
makerAmount: ZERO,
takerAmount: ZERO,
maker: NULL_ADDRESS,
taker: NULL_ADDRESS,
pool: hexUtils.leftPad(0),
expiry: ZERO,
salt: ZERO,
@@ -29,7 +30,6 @@ const COMMON_ORDER_DEFAULT_VALUES = {
const LIMIT_ORDER_DEFAULT_VALUES = {
...COMMON_ORDER_DEFAULT_VALUES,
takerTokenFeeAmount: ZERO,
taker: NULL_ADDRESS,
sender: NULL_ADDRESS,
feeRecipient: NULL_ADDRESS,
};
@@ -63,6 +63,7 @@ export abstract class OrderBase {
public takerAmount: BigNumber;
public maker: string;
public pool: string;
public taker: string;
public expiry: BigNumber;
public salt: BigNumber;
public chainId: number;
@@ -75,6 +76,7 @@ export abstract class OrderBase {
this.makerAmount = _fields.makerAmount;
this.takerAmount = _fields.takerAmount;
this.maker = _fields.maker;
this.taker = _fields.taker;
this.pool = _fields.pool;
this.expiry = _fields.expiry;
this.salt = _fields.salt;
@@ -142,7 +144,6 @@ export class LimitOrder extends OrderBase {
);
public takerTokenFeeAmount: BigNumber;
public taker: string;
public sender: string;
public feeRecipient: string;
@@ -150,7 +151,6 @@ export class LimitOrder extends OrderBase {
const _fields = { ...LIMIT_ORDER_DEFAULT_VALUES, ...fields };
super(_fields);
this.takerTokenFeeAmount = _fields.takerTokenFeeAmount;
this.taker = _fields.taker;
this.sender = _fields.sender;
this.feeRecipient = _fields.feeRecipient;
}
@@ -246,6 +246,7 @@ export class RfqOrder extends OrderBase {
'uint128 makerAmount',
'uint128 takerAmount',
'address maker',
'address taker',
'address txOrigin',
'bytes32 pool',
'uint64 expiry',
@@ -272,6 +273,7 @@ export class RfqOrder extends OrderBase {
makerAmount: this.makerAmount,
takerAmount: this.takerAmount,
maker: this.maker,
taker: this.taker,
txOrigin: this.txOrigin,
pool: this.pool,
expiry: this.expiry,
@@ -291,6 +293,7 @@ export class RfqOrder extends OrderBase {
hexUtils.leftPad(this.makerAmount),
hexUtils.leftPad(this.takerAmount),
hexUtils.leftPad(this.maker),
hexUtils.leftPad(this.taker),
hexUtils.leftPad(this.txOrigin),
hexUtils.leftPad(this.pool),
hexUtils.leftPad(this.expiry),
@@ -309,6 +312,7 @@ export class RfqOrder extends OrderBase {
{ type: 'uint128', name: 'makerAmount' },
{ type: 'uint128', name: 'takerAmount' },
{ type: 'address', name: 'maker' },
{ type: 'address', name: 'taker' },
{ type: 'address', name: 'txOrigin' },
{ type: 'bytes32', name: 'pool' },
{ type: 'uint64', name: 'expiry' },
@@ -323,6 +327,7 @@ export class RfqOrder extends OrderBase {
makerAmount: this.makerAmount.toString(10),
takerAmount: this.takerAmount.toString(10),
maker: this.maker,
taker: this.taker,
txOrigin: this.txOrigin,
pool: this.pool,
expiry: this.expiry.toString(10),

3
contracts/zero-ex/test/features/meta_transactions_test.ts
View File

@@ -197,11 +197,12 @@ blockchainTests.resets('MetaTransactions feature', env => {
const fillAmount = new BigNumber(23456);
const mtx = getRandomMetaTransaction({
callData: nativeOrdersFeature.fillRfqOrder(order, sig, fillAmount).getABIEncodedTransactionData(),
value: ZERO_AMOUNT,
});
const signature = await signMetaTransactionAsync(mtx);
const callOpts = {
gasPrice: mtx.minGasPrice,
value: mtx.value,
value: 0,
};
const rawResult = await feature.executeMetaTransaction(mtx, signature).callAsync(callOpts);
expect(rawResult).to.eq(RAW_ORDER_SUCCESS_RESULT);

137
contracts/zero-ex/test/features/native_orders_feature_test.ts
View File

@@ -128,13 +128,22 @@ blockchainTests.resets('NativeOrdersFeature', env => {
async function fillLimitOrderAsync(
order: LimitOrder,
fillAmount: BigNumber | number = order.takerAmount,
_taker: string = taker,
opts: Partial<{
fillAmount: BigNumber | number;
taker: string;
protocolFee?: BigNumber | number;
}> = {},
): Promise<TransactionReceiptWithDecodedLogs> {
const { fillAmount, taker: _taker, protocolFee } = {
taker,
fillAmount: order.takerAmount,
...opts,
};
await prepareBalancesForOrderAsync(order, _taker);
const _protocolFee = protocolFee === undefined ? SINGLE_PROTOCOL_FEE : protocolFee;
return zeroEx
.fillLimitOrder(order, await order.getSignatureWithProviderAsync(env.provider), new BigNumber(fillAmount))
.awaitTransactionSuccessAsync({ from: _taker, value: SINGLE_PROTOCOL_FEE });
.awaitTransactionSuccessAsync({ from: _taker, value: _protocolFee });
}
describe('getLimitOrderInfo()', () => {
@@ -200,7 +209,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
const order = getTestLimitOrder();
const fillAmount = order.takerAmount.minus(1);
// Fill the order first.
await fillLimitOrderAsync(order, fillAmount);
await fillLimitOrderAsync(order, { fillAmount });
const info = await zeroEx.getLimitOrderInfo(order).callAsync();
assertOrderInfoEquals(info, {
status: OrderStatus.Fillable,
@@ -226,7 +235,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
const order = getTestLimitOrder();
const fillAmount = order.takerAmount.minus(1);
// Fill the order first.
await fillLimitOrderAsync(order, fillAmount);
await fillLimitOrderAsync(order, { fillAmount });
await zeroEx.cancelLimitOrder(order).awaitTransactionSuccessAsync({ from: maker });
const info = await zeroEx.getLimitOrderInfo(order).callAsync();
assertOrderInfoEquals(info, {
@@ -245,7 +254,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
await prepareBalancesForOrderAsync(order, _taker);
return zeroEx
.fillRfqOrder(order, await order.getSignatureWithProviderAsync(env.provider), new BigNumber(fillAmount))
.awaitTransactionSuccessAsync({ from: _taker, value: SINGLE_PROTOCOL_FEE });
.awaitTransactionSuccessAsync({ from: _taker });
}
describe('getRfqOrderInfo()', () => {
@@ -287,9 +296,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
await prepareBalancesForOrderAsync(order);
const sig = await order.getSignatureWithProviderAsync(env.provider);
// Fill the order first.
await zeroEx
.fillRfqOrder(order, sig, order.takerAmount)
.awaitTransactionSuccessAsync({ from: taker, value: SINGLE_PROTOCOL_FEE });
await zeroEx.fillRfqOrder(order, sig, order.takerAmount).awaitTransactionSuccessAsync({ from: taker });
// Advance time to expire the order.
await env.web3Wrapper.increaseTimeAsync(61);
const info = await zeroEx.getRfqOrderInfo(order).callAsync();
@@ -381,7 +388,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
it('can cancel a partially filled order', async () => {
const order = getTestLimitOrder();
await fillLimitOrderAsync(order, order.takerAmount.minus(1));
await fillLimitOrderAsync(order, { fillAmount: order.takerAmount.minus(1) });
const receipt = await zeroEx.cancelLimitOrder(order).awaitTransactionSuccessAsync({ from: maker });
verifyEventsFromLogs(
receipt.logs,
@@ -748,6 +755,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
takerTokenFilledAmount,
takerTokenFeeFilledAmount,
} = computeLimitOrderFilledAmounts(order, takerTokenFillAmount, takerTokenAlreadyFilledAmount);
const protocolFee = order.taker !== NULL_ADDRESS ? ZERO_AMOUNT : SINGLE_PROTOCOL_FEE;
return {
taker,
takerTokenFilledAmount,
@@ -758,16 +766,25 @@ blockchainTests.resets('NativeOrdersFeature', env => {
feeRecipient: order.feeRecipient,
makerToken: order.makerToken,
takerToken: order.takerToken,
protocolFeePaid: SINGLE_PROTOCOL_FEE,
protocolFeePaid: protocolFee,
pool: order.pool,
};
}
async function assertExpectedFinalBalancesFromLimitOrderFillAsync(
order: LimitOrder,
takerTokenFillAmount: BigNumber = order.takerAmount,
takerTokenAlreadyFilledAmount: BigNumber = ZERO_AMOUNT,
opts: Partial<{
takerTokenFillAmount: BigNumber;
takerTokenAlreadyFilledAmount: BigNumber;
receipt: TransactionReceiptWithDecodedLogs;
}> = {},
): Promise<void> {
const { takerTokenFillAmount, takerTokenAlreadyFilledAmount, receipt } = {
takerTokenFillAmount: order.takerAmount,
takerTokenAlreadyFilledAmount: ZERO_AMOUNT,
receipt: undefined,
...opts,
};
const {
makerTokenFilledAmount,
takerTokenFilledAmount,
@@ -779,6 +796,13 @@ blockchainTests.resets('NativeOrdersFeature', env => {
expect(makerBalance).to.bignumber.eq(takerTokenFilledAmount);
expect(takerBalance).to.bignumber.eq(makerTokenFilledAmount);
expect(feeRecipientBalance).to.bignumber.eq(takerTokenFeeFilledAmount);
if (receipt) {
const balanceOfTakerNow = await env.web3Wrapper.getBalanceInWeiAsync(taker);
const balanceOfTakerBefore = await env.web3Wrapper.getBalanceInWeiAsync(taker, receipt.blockNumber - 1);
const protocolFee = order.taker === NULL_ADDRESS ? SINGLE_PROTOCOL_FEE : 0;
const totalCost = GAS_PRICE.times(receipt.gasUsed).plus(protocolFee);
expect(balanceOfTakerBefore.minus(totalCost)).to.bignumber.eq(balanceOfTakerNow);
}
}
describe('fillLimitOrder()', () => {
@@ -795,13 +819,13 @@ blockchainTests.resets('NativeOrdersFeature', env => {
status: OrderStatus.Filled,
takerTokenFilledAmount: order.takerAmount,
});
await assertExpectedFinalBalancesFromLimitOrderFillAsync(order);
await assertExpectedFinalBalancesFromLimitOrderFillAsync(order, { receipt });
});
it('can partially fill an order', async () => {
const order = getTestLimitOrder();
const fillAmount = order.takerAmount.minus(1);
const receipt = await fillLimitOrderAsync(order, fillAmount);
const receipt = await fillLimitOrderAsync(order, { fillAmount });
verifyEventsFromLogs(
receipt.logs,
[createLimitOrderFilledEventArgs(order, fillAmount)],
@@ -812,13 +836,13 @@ blockchainTests.resets('NativeOrdersFeature', env => {
status: OrderStatus.Fillable,
takerTokenFilledAmount: fillAmount,
});
await assertExpectedFinalBalancesFromLimitOrderFillAsync(order, fillAmount);
await assertExpectedFinalBalancesFromLimitOrderFillAsync(order, { takerTokenFillAmount: fillAmount });
});
it('can fully fill an order in two steps', async () => {
const order = getTestLimitOrder();
let fillAmount = order.takerAmount.dividedToIntegerBy(2);
let receipt = await fillLimitOrderAsync(order, fillAmount);
let receipt = await fillLimitOrderAsync(order, { fillAmount });
verifyEventsFromLogs(
receipt.logs,
[createLimitOrderFilledEventArgs(order, fillAmount)],
@@ -826,7 +850,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
);
const alreadyFilledAmount = fillAmount;
fillAmount = order.takerAmount.minus(fillAmount);
receipt = await fillLimitOrderAsync(order, fillAmount);
receipt = await fillLimitOrderAsync(order, { fillAmount });
verifyEventsFromLogs(
receipt.logs,
[createLimitOrderFilledEventArgs(order, fillAmount, alreadyFilledAmount)],
@@ -842,7 +866,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
it('clamps fill amount to remaining available', async () => {
const order = getTestLimitOrder();
const fillAmount = order.takerAmount.plus(1);
const receipt = await fillLimitOrderAsync(order, fillAmount);
const receipt = await fillLimitOrderAsync(order, { fillAmount });
verifyEventsFromLogs(
receipt.logs,
[createLimitOrderFilledEventArgs(order, fillAmount)],
@@ -853,13 +877,13 @@ blockchainTests.resets('NativeOrdersFeature', env => {
status: OrderStatus.Filled,
takerTokenFilledAmount: order.takerAmount,
});
await assertExpectedFinalBalancesFromLimitOrderFillAsync(order, fillAmount);
await assertExpectedFinalBalancesFromLimitOrderFillAsync(order, { takerTokenFillAmount: fillAmount });
});
it('clamps fill amount to remaining available in partial filled order', async () => {
const order = getTestLimitOrder();
let fillAmount = order.takerAmount.dividedToIntegerBy(2);
let receipt = await fillLimitOrderAsync(order, fillAmount);
let receipt = await fillLimitOrderAsync(order, { fillAmount });
verifyEventsFromLogs(
receipt.logs,
[createLimitOrderFilledEventArgs(order, fillAmount)],
@@ -867,7 +891,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
);
const alreadyFilledAmount = fillAmount;
fillAmount = order.takerAmount.minus(fillAmount).plus(1);
receipt = await fillLimitOrderAsync(order, fillAmount);
receipt = await fillLimitOrderAsync(order, { fillAmount });
verifyEventsFromLogs(
receipt.logs,
[createLimitOrderFilledEventArgs(order, fillAmount, alreadyFilledAmount)],
@@ -910,7 +934,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
it('non-taker cannot fill order', async () => {
const order = getTestLimitOrder({ taker });
const tx = fillLimitOrderAsync(order, order.takerAmount, notTaker);
const tx = fillLimitOrderAsync(order, { fillAmount: order.takerAmount, taker: notTaker });
return expect(tx).to.revertWith(
new RevertErrors.OrderNotFillableByTakerError(order.getHash(), notTaker, order.taker),
);
@@ -918,7 +942,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
it('non-sender cannot fill order', async () => {
const order = getTestLimitOrder({ sender: taker });
const tx = fillLimitOrderAsync(order, order.takerAmount, notTaker);
const tx = fillLimitOrderAsync(order, { fillAmount: order.takerAmount, taker: notTaker });
return expect(tx).to.revertWith(
new RevertErrors.OrderNotFillableBySenderError(order.getHash(), notTaker, order.sender),
);
@@ -934,7 +958,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
);
});
it('fails if no protocol fee attached (and no weth allowance)', async () => {
it('fails if no protocol fee attached', async () => {
const order = getTestLimitOrder();
await prepareBalancesForOrderAsync(order);
const tx = zeroEx
@@ -948,6 +972,17 @@ blockchainTests.resets('NativeOrdersFeature', env => {
// token spender fallthroigh, so we won't get too specific.
return expect(tx).to.revertWith(new AnyRevertError());
});
it('refunds excess protocol fee', async () => {
const order = getTestLimitOrder();
const receipt = await fillLimitOrderAsync(order, { protocolFee: SINGLE_PROTOCOL_FEE.plus(1) });
verifyEventsFromLogs(
receipt.logs,
[createLimitOrderFilledEventArgs(order)],
IZeroExEvents.LimitOrderFilled,
);
await assertExpectedFinalBalancesFromLimitOrderFillAsync(order, { receipt });
});
});
interface RfqOrderFilledAmounts {
@@ -993,7 +1028,6 @@ blockchainTests.resets('NativeOrdersFeature', env => {
maker: order.maker,
makerToken: order.makerToken,
takerToken: order.takerToken,
protocolFeePaid: SINGLE_PROTOCOL_FEE,
pool: order.pool,
};
}
@@ -1170,6 +1204,14 @@ blockchainTests.resets('NativeOrdersFeature', env => {
);
});
it('non-taker cannot fill order', async () => {
const order = getTestRfqOrder({ taker, txOrigin: notTaker });
const tx = fillRfqOrderAsync(order, order.takerAmount, notTaker);
return expect(tx).to.revertWith(
new RevertErrors.OrderNotFillableByTakerError(order.getHash(), notTaker, order.taker),
);
});
it('cannot fill an expired order', async () => {
const order = getTestRfqOrder({ expiry: createExpiry(-60) });
const tx = fillRfqOrderAsync(order);
@@ -1208,19 +1250,14 @@ blockchainTests.resets('NativeOrdersFeature', env => {
);
});
it('fails if no protocol fee attached (and no weth allowance)', async () => {
it('fails if ETH is attached', async () => {
const order = getTestRfqOrder();
await prepareBalancesForOrderAsync(order);
await prepareBalancesForOrderAsync(order, taker);
const tx = zeroEx
.fillRfqOrder(
order,
await order.getSignatureWithProviderAsync(env.provider),
new BigNumber(order.takerAmount),
)
.awaitTransactionSuccessAsync({ from: taker, value: ZERO_AMOUNT });
// The exact revert error depends on whether we are still doing a
// token spender fallthrough, so we won't get too specific.
return expect(tx).to.revertWith(new AnyRevertError());
.fillRfqOrder(order, await order.getSignatureWithProviderAsync(env.provider), order.takerAmount)
.awaitTransactionSuccessAsync({ from: taker, value: 1 });
// This will revert at the language level because the fill function is not payable.
return expect(tx).to.be.rejectedWith('revert');
});
});
@@ -1249,6 +1286,18 @@ blockchainTests.resets('NativeOrdersFeature', env => {
new RevertErrors.FillOrKillFailedError(order.getHash(), order.takerAmount, fillAmount),
);
});
it('refunds excess protocol fee', async () => {
const order = getTestLimitOrder();
await prepareBalancesForOrderAsync(order);
const takerBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(taker);
const receipt = await zeroEx
.fillOrKillLimitOrder(order, await order.getSignatureWithProviderAsync(env.provider), order.takerAmount)
.awaitTransactionSuccessAsync({ from: taker, value: SINGLE_PROTOCOL_FEE.plus(1) });
const takerBalanceAfter = await env.web3Wrapper.getBalanceInWeiAsync(taker);
const totalCost = GAS_PRICE.times(receipt.gasUsed).plus(SINGLE_PROTOCOL_FEE);
expect(takerBalanceBefore.minus(totalCost)).to.bignumber.eq(takerBalanceAfter);
});
});
describe('fillOrKillRfqOrder()', () => {
@@ -1257,7 +1306,7 @@ blockchainTests.resets('NativeOrdersFeature', env => {
await prepareBalancesForOrderAsync(order);
const receipt = await zeroEx
.fillOrKillRfqOrder(order, await order.getSignatureWithProviderAsync(env.provider), order.takerAmount)
.awaitTransactionSuccessAsync({ from: taker, value: SINGLE_PROTOCOL_FEE });
.awaitTransactionSuccessAsync({ from: taker });
verifyEventsFromLogs(receipt.logs, [createRfqOrderFilledEventArgs(order)], IZeroExEvents.RfqOrderFilled);
});
@@ -1267,11 +1316,21 @@ blockchainTests.resets('NativeOrdersFeature', env => {
const fillAmount = order.takerAmount.plus(1);
const tx = zeroEx
.fillOrKillRfqOrder(order, await order.getSignatureWithProviderAsync(env.provider), fillAmount)
.awaitTransactionSuccessAsync({ from: taker, value: SINGLE_PROTOCOL_FEE });
.awaitTransactionSuccessAsync({ from: taker });
return expect(tx).to.revertWith(
new RevertErrors.FillOrKillFailedError(order.getHash(), order.takerAmount, fillAmount),
);
});
it('fails if ETH is attached', async () => {
const order = getTestRfqOrder();
await prepareBalancesForOrderAsync(order);
const tx = zeroEx
.fillOrKillRfqOrder(order, await order.getSignatureWithProviderAsync(env.provider), order.takerAmount)
.awaitTransactionSuccessAsync({ from: taker, value: 1 });
// This will revert at the language level because the fill function is not payable.
return expect(tx).to.be.rejectedWith('revert');
});
});
it.skip('RFQ gas benchmark', async () => {

8
docs/basics/orders.rst
View File

@@ -282,7 +282,7 @@ RFQ orders are a stripped down version of standard limit orders, supporting fewe
Some notable differences from regular limit orders are:
* The only fill restrictions that can be placed on an RFQ order is on the ``tx.origin`` of the transaction.
* The only fill restrictions that can be placed on an RFQ order is on the ``tx.origin`` and ``taker`` of the transaction.
* There are no taker token fees.
Structure
@@ -303,6 +303,8 @@ The ``RFQOrder`` struct has the following fields:
+-----------------+-------------+-----------------------------------------------------------------------------+
| ``maker`` | ``address`` | The address of the maker, and signer, of this order. |
+-----------------+-------------+-----------------------------------------------------------------------------+
| ``taker`` | ``address`` | Allowed taker address. Set to zero to allow any taker. |
+-----------------+-------------+-----------------------------------------------------------------------------+
| ``txOrigin`` | ``address`` | The allowed address of the EOA that submitted the Ethereum transaction. |
+-----------------+-------------+-----------------------------------------------------------------------------+
| ``pool`` | ``bytes32`` | The staking pool to attribute the 0x protocol fee from this order. |
@@ -348,6 +350,7 @@ The hash of the order is used to uniquely identify an order inside the protocol.
'uint128 makerAmount,',
'uint128 takerAmount,',
'address maker,'
'address taker,'
'address txOrigin,'
'bytes32 pool,',
'uint64 expiry,',
@@ -359,6 +362,7 @@ The hash of the order is used to uniquely identify an order inside the protocol.
order.makerAmount,
order.takerAmount,
order.maker,
order.taker,
order.txOrigin,
order.pool,
order.expiry,
@@ -421,7 +425,6 @@ RFQ orders can be filled with the ``fillRfqOrder()`` or ``fillOrKillRfqOrder()``
uint128 takerTokenFillAmount
)
external
payable
// How much maker token from the order the taker received.
returns (uint128 takerTokenFillAmount, uint128 makerTokenFillAmount);
@@ -438,7 +441,6 @@ RFQ orders can be filled with the ``fillRfqOrder()`` or ``fillOrKillRfqOrder()``
uint128 takerTokenFillAmount
)
external
payable
// How much maker token from the order the taker received.
returns (uint128 makerTokenFillAmount);