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Fix rounding error issues, use different logic when makerAsset is ZRX

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This commit is contained in:
Amir Bandeali
2018-07-17 11:32:44 -07:00
parent ec5f768f9b
commit 799ff2a5c3
6 changed files with 95 additions and 52 deletions
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1
packages/contracts/src/2.0.0/forwarder/LibForwarderErrors.sol vendored
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@@ -31,4 +31,5 @@ contract LibForwarderErrors {
string constant DEFAULT_FUNCTION_WETH_CONTRACT_ONLY = "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY"; // Fallback function may only be used for WETH withdrawals.
string constant INVALID_MSG_VALUE = "INVALID_MSG_VALUE"; // msg.value must be greater than 0.
string constant INVALID_AMOUNT = "INVALID_AMOUNT"; // Amount must equal 1.
string constant INVALID_ORDERS_LENGTH = "INVALID_ORDERS_LENGTH"; // Length of orders must be greater than 1.
}

3
packages/contracts/src/2.0.0/forwarder/MixinConstants.sol vendored
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@@ -28,6 +28,9 @@ contract MixinConstants is
bytes4 constant internal ERC20_DATA_ID = bytes4(keccak256("ERC20Token(address)"));
bytes4 constant internal ERC721_DATA_ID = bytes4(keccak256("ERC721Token(address,uint256,bytes)"));
uint256 constant internal MAX_UINT = 2**256 - 1;
uint256 constant internal PERCENTAGE_DENOMINATOR = 10**18;
uint256 constant internal MAX_FEE_PERCENTAGE = 5 * PERCENTAGE_DENOMINATOR / 100; // 5%
uint256 constant internal MAX_WETH_FILL_PERCENTAGE = 95 * PERCENTAGE_DENOMINATOR / 100; // 95%
constructor (
address _exchange,

121
packages/contracts/src/2.0.0/forwarder/MixinForwarderCore.sol vendored
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@@ -23,6 +23,7 @@ import "./mixins/MWeth.sol";
import "./mixins/MAssets.sol";
import "./mixins/MConstants.sol";
import "./mixins/MForwarderCore.sol";
import "../utils/LibBytes/LibBytes.sol";
import "../protocol/Exchange/libs/LibOrder.sol";
import "../protocol/Exchange/libs/LibFillResults.sol";
import "../protocol/Exchange/libs/LibMath.sol";
@@ -37,6 +38,8 @@ contract MixinForwarderCore is
MForwarderCore
{
using LibBytes for bytes;
/// @dev Constructor approves ERC20 proxy to transfer ZRX and WETH on this contract's behalf.
constructor ()
public
@@ -74,24 +77,54 @@ contract MixinForwarderCore is
FillResults memory feeOrderFillResults
)
{
require(
orders.length > 0,
"INVALID_ORDERS_LENGTH"
);
// Convert ETH to WETH.
// 5% of WETH is reserved for filling feeOrders and paying feeRecipient.
uint256 wethAvailable = convertEthToWeth();
convertEthToWeth();
// Attempt to sell 95% of WETH.
// ZRX fees are payed with this contract's balance.
orderFillResults = marketSellWeth(
orders,
wethAvailable,
signatures
);
// Buy back all ZRX spent on fees.
feeOrderFillResults = marketBuyZrx(
feeOrders,
orderFillResults.takerFeePaid,
feeSignatures
);
uint256 makerAssetAmountPurchased;
uint256 wethAvailable;
if (orders[0].makerAssetData.equals(ZRX_ASSET_DATA)) {
// Calculate amount of WETH that won't be spent on ETH fees.
wethAvailable = getPartialAmount(
PERCENTAGE_DENOMINATOR,
safeAdd(PERCENTAGE_DENOMINATOR, feePercentage),
msg.value
);
// Market sell available WETH.
// ZRX fees are paid with this contract's balance.
orderFillResults = marketSellWeth(
orders,
wethAvailable,
signatures
);
// The fee amount must be deducted from the amount transfered back to sender.
makerAssetAmountPurchased = safeSub(orderFillResults.makerAssetFilledAmount, orderFillResults.takerFeePaid);
} else {
// 5% of WETH is reserved for filling feeOrders and paying feeRecipient.
wethAvailable = getPartialAmount(
MAX_WETH_FILL_PERCENTAGE,
PERCENTAGE_DENOMINATOR,
msg.value
);
// Market sell 95% of WETH.
// ZRX fees are payed with this contract's balance.
orderFillResults = marketSellWeth(
orders,
wethAvailable,
signatures
);
// Buy back all ZRX spent on fees.
feeOrderFillResults = marketBuyZrx(
feeOrders,
orderFillResults.takerFeePaid,
feeSignatures
);
makerAssetAmountPurchased = orderFillResults.makerAssetFilledAmount;
}
// Ensure that no extra WETH owned by this contract has been sold.
uint256 totalWethSold = safeAdd(orderFillResults.takerAssetFilledAmount, feeOrderFillResults.takerAssetFilledAmount);
@@ -110,7 +143,7 @@ contract MixinForwarderCore is
);
// Transfer purchased assets to msg.sender.
transferPurchasedAssetToSender(orders[0].makerAssetData, orderFillResults.makerAssetFilledAmount);
transferPurchasedAssetToSender(orders[0].makerAssetData, makerAssetAmountPurchased);
}
/// @dev Attempt to purchase makerAssetFillAmount of makerAsset by selling ETH provided with transaction.
@@ -140,23 +173,41 @@ contract MixinForwarderCore is
FillResults memory feeOrderFillResults
)
{
require(
orders.length > 0,
"INVALID_ORDERS_LENGTH"
);
// Convert ETH to WETH.
convertEthToWeth();
// Attemp to purchase desired amount of makerAsset.
// ZRX fees are payed with this contract's balance.
orderFillResults = marketBuyAsset(
orders,
makerAssetFillAmount,
signatures
);
// Buy back all ZRX spent on fees.
feeOrderFillResults = marketBuyZrx(
feeOrders,
orderFillResults.takerFeePaid,
feeSignatures
);
uint256 makerAssetAmountPurchased;
if (orders[0].makerAssetData.equals(ZRX_ASSET_DATA)) {
// If the makerAsset is ZRX, it is not necessary to pay fees out of this
// contracts's ZRX balance because fees are factored into the price of the order.
orderFillResults = marketBuyZrx(
orders,
makerAssetFillAmount,
signatures
);
// The fee amount must be deducted from the amount transfered back to sender.
makerAssetAmountPurchased = safeSub(orderFillResults.makerAssetFilledAmount, orderFillResults.takerFeePaid);
} else {
// Attemp to purchase desired amount of makerAsset.
// ZRX fees are payed with this contract's balance.
orderFillResults = marketBuyAsset(
orders,
makerAssetFillAmount,
signatures
);
// Buy back all ZRX spent on fees.
feeOrderFillResults = marketBuyZrx(
feeOrders,
orderFillResults.takerFeePaid,
feeSignatures
);
makerAssetAmountPurchased = orderFillResults.makerAssetFilledAmount;
}
// Ensure that no extra WETH owned by this contract has been sold.
uint256 totalWethSold = safeAdd(orderFillResults.takerAssetFilledAmount, feeOrderFillResults.takerAssetFilledAmount);
@@ -175,7 +226,7 @@ contract MixinForwarderCore is
);
// Transfer purchased assets to msg.sender.
transferPurchasedAssetToSender(orders[0].makerAssetData, orderFillResults.makerAssetFilledAmount);
transferPurchasedAssetToSender(orders[0].makerAssetData, makerAssetAmountPurchased);
}
/// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset.
@@ -280,7 +331,7 @@ contract MixinForwarderCore is
// Attempt to sell the remaining amount of WETH.
FillResults memory singleFillResult = EXCHANGE.fillOrderNoThrow(
orders[i],
remainingWethSellAmount,
safeAdd(remainingWethSellAmount, 1),
signatures[i]
);
@@ -289,14 +340,14 @@ contract MixinForwarderCore is
zrxPurchased = safeSub(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid);
// Stop execution if the entire amount of ZRX has been bought.
if (zrxPurchased == zrxBuyAmount) {
if (zrxPurchased >= zrxBuyAmount) {
break;
}
}
// Ensure that all ZRX spent while filling primary orders has been repurchased.
require(
zrxPurchased == zrxBuyAmount,
zrxPurchased >= zrxBuyAmount,
"COMPLETE_FILL_FAILED"
);
}

13
packages/contracts/src/2.0.0/forwarder/MixinWeth.sol vendored
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@@ -29,10 +29,6 @@ contract MixinWeth is
MWeth
{
uint256 constant internal PERCENTAGE_DENOMINATOR = 10**18;
uint256 constant internal MAX_FEE_PERCENTAGE = 5 * PERCENTAGE_DENOMINATOR / 100; // 5%
uint256 constant internal MAX_WETH_FILL_PERCENTAGE = 95 * PERCENTAGE_DENOMINATOR / 100; // 95%
/// @dev Default payabale function, this allows us to withdraw WETH
function ()
public
@@ -45,23 +41,14 @@ contract MixinWeth is
}
/// @dev Converts message call's ETH value into WETH.
/// @return 95% of ETH converted to WETH.
function convertEthToWeth()
internal
returns (uint256 wethAvailable)
{
require(
msg.value > 0,
"INVALID_MSG_VALUE"
);
ETHER_TOKEN.deposit.value(msg.value)();
wethAvailable = getPartialAmount(
MAX_WETH_FILL_PERCENTAGE,
PERCENTAGE_DENOMINATOR,
msg.value
);
return wethAvailable;
}
/// @dev Transfers feePercentage of WETH spent on primary orders to feeRecipient.

3
packages/contracts/src/2.0.0/forwarder/mixins/MConstants.sol vendored
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@@ -28,6 +28,9 @@ contract MConstants {
bytes4 constant internal ERC20_DATA_ID = bytes4(keccak256("ERC20Token(address)"));
bytes4 constant internal ERC721_DATA_ID = bytes4(keccak256("ERC721Token(address,uint256,bytes)"));
uint256 constant internal MAX_UINT = 2**256 - 1;
uint256 constant internal PERCENTAGE_DENOMINATOR = 10**18;
uint256 constant internal MAX_FEE_PERCENTAGE = 5 * PERCENTAGE_DENOMINATOR / 100; // 5%
uint256 constant internal MAX_WETH_FILL_PERCENTAGE = 95 * PERCENTAGE_DENOMINATOR / 100; // 95%
// solhint-disable var-name-mixedcase
IExchange internal EXCHANGE;

4
packages/contracts/src/2.0.0/forwarder/mixins/MWeth.sol vendored
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@@ -22,10 +22,8 @@ pragma solidity 0.4.24;
contract MWeth {
/// @dev Converts message call's ETH value into WETH.
/// @return 95% of ETH converted to WETH.
function convertEthToWeth()
internal
returns (uint256 wethAvailable);
internal;
/// @dev Transfers feePercentage of WETH spent on primary orders to feeRecipient.
/// Refunds any excess ETH to msg.sender.