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feat: opt-in positive slippage fee for integrators (#101)

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* feat: Positive Slippage Fee

* fix: rename ethToTakerAssetRate to takerAssetPriceForOneEth

* fix: rename takerAssetPriceForOneEth to takerAssetsPerEth

* fix: export AffiliateFeeType

* rebased off development

* Add a gasOverhead for non-deterministic operations

* CHANGELOGs

* rename outputTokens to outputAmount

* Confirm transformer addresses on Mainnet and Ropsten

* fix import

Co-authored-by: Jacob Evans <jacob@dekz.net>
This commit is contained in:
Romain Butteaud
2021-02-24 03:51:58 +01:00
committed by GitHub
parent 5b8bbc34e8
commit f98609686d
35 changed files with 528 additions and 119 deletions
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4
contracts/zero-ex/CHANGELOG.json
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@@ -21,6 +21,10 @@
{
"note": "refund ETH with no gas limit in FQT",
"pr": 155
},
{
"note": "Added an opt-in `PositiveSlippageAffiliateFee`",
"pr": 101
}
]
},

68
contracts/zero-ex/contracts/src/transformers/PositiveSlippageFeeTransformer.sol Normal file
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@@ -0,0 +1,68 @@
// SPDX-License-Identifier: Apache-2.0
/*
Copyright 2021 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 ^0.6.5;
pragma experimental ABIEncoderV2;
import "@0x/contracts-utils/contracts/src/v06/errors/LibRichErrorsV06.sol";
import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/IERC20TokenV06.sol";
import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
import "../errors/LibTransformERC20RichErrors.sol";
import "./Transformer.sol";
import "./LibERC20Transformer.sol";
/// @dev A transformer that transfers tokens to arbitrary addresses.
contract PositiveSlippageFeeTransformer is
Transformer
{
using LibRichErrorsV06 for bytes;
using LibSafeMathV06 for uint256;
using LibERC20Transformer for IERC20TokenV06;
/// @dev Information for a single fee.
struct TokenFee {
// The token to transfer to `recipient`.
IERC20TokenV06 token;
// Amount of each `token` to transfer to `recipient`.
uint256 bestCaseAmount;
// Recipient of `token`.
address payable recipient;
}
/// @dev Transfers tokens to recipients.
/// @param context Context information.
/// @return success The success bytes (`LibERC20Transformer.TRANSFORMER_SUCCESS`).
function transform(TransformContext calldata context)
external
override
returns (bytes4 success)
{
TokenFee memory fee = abi.decode(context.data, (TokenFee));
uint256 transformerAmount = LibERC20Transformer.getTokenBalanceOf(fee.token, address(this));
if (transformerAmount > fee.bestCaseAmount) {
uint256 positiveSlippageAmount = transformerAmount - fee.bestCaseAmount;
fee.token.transformerTransfer(fee.recipient, positiveSlippageAmount);
}
return LibERC20Transformer.TRANSFORMER_SUCCESS;
}
}

4
contracts/zero-ex/package.json
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@@ -41,9 +41,9 @@
"rollback": "node ./lib/scripts/rollback.js"
},
"config": {
"publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IAllowanceTarget,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITokenSpenderFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,TokenSpenderFeature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,BridgeAdapter,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider",
"publicInterfaceContracts": "IZeroEx,ZeroEx,FullMigration,InitialMigration,IFlashWallet,IAllowanceTarget,IERC20Transformer,IOwnableFeature,ISimpleFunctionRegistryFeature,ITokenSpenderFeature,ITransformERC20Feature,FillQuoteTransformer,PayTakerTransformer,PositiveSlippageFeeTransformer,WethTransformer,OwnableFeature,SimpleFunctionRegistryFeature,TransformERC20Feature,TokenSpenderFeature,AffiliateFeeTransformer,MetaTransactionsFeature,LogMetadataTransformer,BridgeAdapter,LiquidityProviderFeature,ILiquidityProviderFeature,NativeOrdersFeature,INativeOrdersFeature,FeeCollectorController,FeeCollector,CurveLiquidityProvider",
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually.",
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|AllowanceTarget|BootstrapFeature|BridgeAdapter|BridgeSource|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|IAllowanceTarget|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|INativeOrdersFeature|IOwnableFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibSpenderRichErrors|LibStorage|LibTokenSpenderStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinDodo|MixinDodoV2|MixinKyber|MixinMStable|MixinMooniswap|MixinOasis|MixinShell|MixinSushiswap|MixinUniswap|MixinUniswapV2|MixinZeroExBridge|NativeOrdersFeature|OwnableFeature|PayTakerTransformer|PermissionlessTransformerDeployer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestNativeOrdersFeature|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpender|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestWeth|TestWethTransformerHost|TestZeroExFeature|TokenSpenderFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|WethTransformer|ZeroEx|ZeroExOptimized).json"
"abis": "./test/generated-artifacts/@(AffiliateFeeTransformer|AllowanceTarget|BootstrapFeature|BridgeAdapter|BridgeSource|CurveLiquidityProvider|FeeCollector|FeeCollectorController|FillQuoteTransformer|FixinCommon|FixinEIP712|FixinProtocolFees|FixinReentrancyGuard|FixinTokenSpender|FlashWallet|FullMigration|IAllowanceTarget|IBootstrapFeature|IBridgeAdapter|IERC20Bridge|IERC20Transformer|IFeature|IFlashWallet|ILiquidityProvider|ILiquidityProviderFeature|ILiquidityProviderSandbox|IMetaTransactionsFeature|INativeOrdersFeature|IOwnableFeature|ISimpleFunctionRegistryFeature|IStaking|ITestSimpleFunctionRegistryFeature|ITokenSpenderFeature|ITransformERC20Feature|IUniswapFeature|IZeroEx|InitialMigration|LibBootstrap|LibCommonRichErrors|LibERC20Transformer|LibFeeCollector|LibLiquidityProviderRichErrors|LibMetaTransactionsRichErrors|LibMetaTransactionsStorage|LibMigrate|LibNativeOrder|LibNativeOrdersRichErrors|LibNativeOrdersStorage|LibOwnableRichErrors|LibOwnableStorage|LibProxyRichErrors|LibProxyStorage|LibReentrancyGuardStorage|LibSignature|LibSignatureRichErrors|LibSimpleFunctionRegistryRichErrors|LibSimpleFunctionRegistryStorage|LibSpenderRichErrors|LibStorage|LibTokenSpenderStorage|LibTransformERC20RichErrors|LibTransformERC20Storage|LibWalletRichErrors|LiquidityProviderFeature|LiquidityProviderSandbox|LogMetadataTransformer|MetaTransactionsFeature|MixinBalancer|MixinBancor|MixinCoFiX|MixinCryptoCom|MixinCurve|MixinDodo|MixinKyber|MixinMStable|MixinMooniswap|MixinOasis|MixinShell|MixinSushiswap|MixinUniswap|MixinUniswapV2|MixinZeroExBridge|NativeOrdersFeature|OwnableFeature|PayTakerTransformer|PermissionlessTransformerDeployer|PositiveSlippageFeeTransformer|SimpleFunctionRegistryFeature|TestBridge|TestCallTarget|TestCurve|TestDelegateCaller|TestFeeCollectorController|TestFillQuoteTransformerBridge|TestFillQuoteTransformerExchange|TestFillQuoteTransformerHost|TestFixinProtocolFees|TestFixinTokenSpender|TestFullMigration|TestInitialMigration|TestLibNativeOrder|TestLibSignature|TestLiquidityProvider|TestMetaTransactionsNativeOrdersFeature|TestMetaTransactionsTransformERC20Feature|TestMigrator|TestMintTokenERC20Transformer|TestMintableERC20Token|TestNativeOrdersFeature|TestPermissionlessTransformerDeployerSuicidal|TestPermissionlessTransformerDeployerTransformer|TestRfqOriginRegistration|TestSimpleFunctionRegistryFeatureImpl1|TestSimpleFunctionRegistryFeatureImpl2|TestStaking|TestTokenSpender|TestTokenSpenderERC20Token|TestTransformERC20|TestTransformerBase|TestTransformerDeployerTransformer|TestTransformerHost|TestWeth|TestWethTransformerHost|TestZeroExFeature|TokenSpenderFeature|TransformERC20Feature|Transformer|TransformerDeployer|UniswapFeature|WethTransformer|ZeroEx|ZeroExOptimized).json"
},
"repository": {
"type": "git",

2
contracts/zero-ex/src/artifacts.ts
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@@ -29,6 +29,7 @@ import * as MetaTransactionsFeature from '../generated-artifacts/MetaTransaction
import * as NativeOrdersFeature from '../generated-artifacts/NativeOrdersFeature.json';
import * as OwnableFeature from '../generated-artifacts/OwnableFeature.json';
import * as PayTakerTransformer from '../generated-artifacts/PayTakerTransformer.json';
import * as PositiveSlippageFeeTransformer from '../generated-artifacts/PositiveSlippageFeeTransformer.json';
import * as SimpleFunctionRegistryFeature from '../generated-artifacts/SimpleFunctionRegistryFeature.json';
import * as TokenSpenderFeature from '../generated-artifacts/TokenSpenderFeature.json';
import * as TransformERC20Feature from '../generated-artifacts/TransformERC20Feature.json';
@@ -48,6 +49,7 @@ export const artifacts = {
ITransformERC20Feature: ITransformERC20Feature as ContractArtifact,
FillQuoteTransformer: FillQuoteTransformer as ContractArtifact,
PayTakerTransformer: PayTakerTransformer as ContractArtifact,
PositiveSlippageFeeTransformer: PositiveSlippageFeeTransformer as ContractArtifact,
WethTransformer: WethTransformer as ContractArtifact,
OwnableFeature: OwnableFeature as ContractArtifact,
SimpleFunctionRegistryFeature: SimpleFunctionRegistryFeature as ContractArtifact,

1
contracts/zero-ex/src/index.ts
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@@ -46,6 +46,7 @@ export {
IZeroExContract,
LogMetadataTransformerContract,
PayTakerTransformerContract,
PositiveSlippageFeeTransformerContract,
WethTransformerContract,
ZeroExContract,
} from './wrappers';

1
contracts/zero-ex/src/wrappers.ts
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@@ -27,6 +27,7 @@ export * from '../generated-wrappers/meta_transactions_feature';
export * from '../generated-wrappers/native_orders_feature';
export * from '../generated-wrappers/ownable_feature';
export * from '../generated-wrappers/pay_taker_transformer';
export * from '../generated-wrappers/positive_slippage_fee_transformer';
export * from '../generated-wrappers/simple_function_registry_feature';
export * from '../generated-wrappers/token_spender_feature';
export * from '../generated-wrappers/transform_erc20_feature';

2
contracts/zero-ex/test/artifacts.ts
View File

@@ -92,6 +92,7 @@ import * as NativeOrdersFeature from '../test/generated-artifacts/NativeOrdersFe
import * as OwnableFeature from '../test/generated-artifacts/OwnableFeature.json';
import * as PayTakerTransformer from '../test/generated-artifacts/PayTakerTransformer.json';
import * as PermissionlessTransformerDeployer from '../test/generated-artifacts/PermissionlessTransformerDeployer.json';
import * as PositiveSlippageFeeTransformer from '../test/generated-artifacts/PositiveSlippageFeeTransformer.json';
import * as SimpleFunctionRegistryFeature from '../test/generated-artifacts/SimpleFunctionRegistryFeature.json';
import * as TestBridge from '../test/generated-artifacts/TestBridge.json';
import * as TestCallTarget from '../test/generated-artifacts/TestCallTarget.json';
@@ -209,6 +210,7 @@ export const artifacts = {
LibERC20Transformer: LibERC20Transformer as ContractArtifact,
LogMetadataTransformer: LogMetadataTransformer as ContractArtifact,
PayTakerTransformer: PayTakerTransformer as ContractArtifact,
PositiveSlippageFeeTransformer: PositiveSlippageFeeTransformer as ContractArtifact,
Transformer: Transformer as ContractArtifact,
WethTransformer: WethTransformer as ContractArtifact,
BridgeAdapter: BridgeAdapter as ContractArtifact,

127
contracts/zero-ex/test/transformers/positive_slippage_fee_transformer_test.ts Normal file
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@@ -0,0 +1,127 @@
import { blockchainTests, constants, expect, getRandomInteger, randomAddress } from '@0x/contracts-test-utils';
import { encodePositiveSlippageFeeTransformerData } from '@0x/protocol-utils';
import { BigNumber } from '@0x/utils';
import { artifacts } from '../artifacts';
import {
PositiveSlippageFeeTransformerContract,
TestMintableERC20TokenContract,
TestTransformerHostContract,
} from '../wrappers';
const { ZERO_AMOUNT } = constants;
blockchainTests.resets('PositiveSlippageFeeTransformer', env => {
const recipient = randomAddress();
let caller: string;
let token: TestMintableERC20TokenContract;
let transformer: PositiveSlippageFeeTransformerContract;
let host: TestTransformerHostContract;
before(async () => {
[caller] = await env.getAccountAddressesAsync();
token = await TestMintableERC20TokenContract.deployFrom0xArtifactAsync(
artifacts.TestMintableERC20Token,
env.provider,
env.txDefaults,
artifacts,
);
transformer = await PositiveSlippageFeeTransformerContract.deployFrom0xArtifactAsync(
artifacts.PositiveSlippageFeeTransformer,
env.provider,
env.txDefaults,
artifacts,
);
host = await TestTransformerHostContract.deployFrom0xArtifactAsync(
artifacts.TestTransformerHost,
env.provider,
{ ...env.txDefaults, from: caller },
artifacts,
);
});
interface Balances {
ethBalance: BigNumber;
tokenBalance: BigNumber;
}
async function getBalancesAsync(owner: string): Promise<Balances> {
return {
ethBalance: await env.web3Wrapper.getBalanceInWeiAsync(owner),
tokenBalance: await token.balanceOf(owner).callAsync(),
};
}
async function mintHostTokensAsync(amount: BigNumber): Promise<void> {
await token.mint(host.address, amount).awaitTransactionSuccessAsync();
}
it('does not transfer positive slippage fees when bestCaseAmount is equal to amount', async () => {
const amount = getRandomInteger(1, '1e18');
const data = encodePositiveSlippageFeeTransformerData({
token: token.address,
bestCaseAmount: amount,
recipient,
});
await mintHostTokensAsync(amount);
const beforeBalanceHost = await getBalancesAsync(host.address);
const beforeBalanceRecipient = await getBalancesAsync(recipient);
await host
.rawExecuteTransform(transformer.address, {
data,
sender: randomAddress(),
taker: randomAddress(),
})
.awaitTransactionSuccessAsync();
expect(await getBalancesAsync(host.address)).to.deep.eq(beforeBalanceHost);
expect(await getBalancesAsync(recipient)).to.deep.eq(beforeBalanceRecipient);
});
it('does not transfer positive slippage fees when bestCaseAmount is higher than amount', async () => {
const amount = getRandomInteger(1, '1e18');
const bestCaseAmount = amount.times(1.1).decimalPlaces(0, BigNumber.ROUND_FLOOR);
const data = encodePositiveSlippageFeeTransformerData({
token: token.address,
bestCaseAmount,
recipient,
});
await mintHostTokensAsync(amount);
const beforeBalanceHost = await getBalancesAsync(host.address);
const beforeBalanceRecipient = await getBalancesAsync(recipient);
await host
.rawExecuteTransform(transformer.address, {
data,
sender: randomAddress(),
taker: randomAddress(),
})
.awaitTransactionSuccessAsync();
expect(await getBalancesAsync(host.address)).to.deep.eq(beforeBalanceHost);
expect(await getBalancesAsync(recipient)).to.deep.eq(beforeBalanceRecipient);
});
it('send positive slippage fee to recipient when bestCaseAmount is lower than amount', async () => {
const amount = getRandomInteger(1, '1e18');
const bestCaseAmount = amount.times(0.95).decimalPlaces(0, BigNumber.ROUND_FLOOR);
const data = encodePositiveSlippageFeeTransformerData({
token: token.address,
bestCaseAmount,
recipient,
});
await mintHostTokensAsync(amount);
await host
.rawExecuteTransform(transformer.address, {
data,
sender: randomAddress(),
taker: randomAddress(),
})
.awaitTransactionSuccessAsync();
expect(await getBalancesAsync(host.address)).to.deep.eq({
tokenBalance: bestCaseAmount,
ethBalance: ZERO_AMOUNT,
});
expect(await getBalancesAsync(recipient)).to.deep.eq({
tokenBalance: amount.minus(bestCaseAmount), // positive slippage
ethBalance: ZERO_AMOUNT,
});
});
});

1
contracts/zero-ex/test/wrappers.ts
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@@ -90,6 +90,7 @@ export * from '../test/generated-wrappers/native_orders_feature';
export * from '../test/generated-wrappers/ownable_feature';
export * from '../test/generated-wrappers/pay_taker_transformer';
export * from '../test/generated-wrappers/permissionless_transformer_deployer';
export * from '../test/generated-wrappers/positive_slippage_fee_transformer';
export * from '../test/generated-wrappers/simple_function_registry_feature';
export * from '../test/generated-wrappers/test_bridge';
export * from '../test/generated-wrappers/test_call_target';

2
contracts/zero-ex/tsconfig.json
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@@ -27,6 +27,7 @@
"generated-artifacts/NativeOrdersFeature.json",
"generated-artifacts/OwnableFeature.json",
"generated-artifacts/PayTakerTransformer.json",
"generated-artifacts/PositiveSlippageFeeTransformer.json",
"generated-artifacts/SimpleFunctionRegistryFeature.json",
"generated-artifacts/TokenSpenderFeature.json",
"generated-artifacts/TransformERC20Feature.json",
@@ -119,6 +120,7 @@
"test/generated-artifacts/OwnableFeature.json",
"test/generated-artifacts/PayTakerTransformer.json",
"test/generated-artifacts/PermissionlessTransformerDeployer.json",
"test/generated-artifacts/PositiveSlippageFeeTransformer.json",
"test/generated-artifacts/SimpleFunctionRegistryFeature.json",
"test/generated-artifacts/TestBridge.json",
"test/generated-artifacts/TestCallTarget.json",