Implementation and tests in the protocol for cancelling all orders up to a specific time

7 files changed, 134 insertions, 16 deletions

diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/Exchange.sol b/packages/contracts/src/contracts/current/protocol/Exchange/Exchange.sol
index e925634df..7a705a0ee 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/Exchange.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/Exchange.sol
@@ -30,7 +30,7 @@ contract Exchange is
     MixinSettlementProxy,
     MixinWrapperFunctions
 {
-    string constant public VERSION = "2.0.0-alpha";
+    string constant public VERSION = "2.0.1-alpha";
 
     function Exchange(
         IToken _zrxToken,
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/IExchange.sol b/packages/contracts/src/contracts/current/protocol/Exchange/IExchange.sol
index 8f17f9315..3a43fca9b 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/IExchange.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/IExchange.sol
@@ -53,38 +53,43 @@ contract IExchange {
         uint256 takerTokenCancelledAmount,
         bytes32 indexed orderHash
     );
-    
+
+    event LogCancelBefore(
+        address indexed maker,
+        uint256 salt
+    );
+
     function ZRX_TOKEN_CONTRACT()
       public view
       returns (address);
-      
+
     function TOKEN_TRANSFER_PROXY_CONTRACT()
       public view
       returns (address);
-      
+
     function EXTERNAL_QUERY_GAS_LIMIT()
       public view
       returns (uint16);
-      
+
     function VERSION()
       public view
       returns (string);
-    
+
     function filled(bytes32)
       public view
       returns (uint256);
-      
+
     function cancelled(bytes32)
       public view
       returns (uint256);
-    
+
     /// @dev Calculates the sum of values already filled and cancelled for a given order.
     /// @param orderHash The Keccak-256 hash of the given order.
     /// @return Sum of values already filled and cancelled.
     function getUnavailableTakerTokenAmount(bytes32 orderHash)
         public view
         returns (uint256 unavailableTakerTokenAmount);
-    
+
     /// @dev Calculates partial value given a numerator and denominator.
     /// @param numerator Numerator.
     /// @param denominator Denominator.
@@ -93,7 +98,7 @@ contract IExchange {
     function getPartialAmount(uint256 numerator, uint256 denominator, uint256 target)
         public pure
         returns (uint256 partialAmount);
-    
+
     /// @dev Checks if rounding error > 0.1%.
     /// @param numerator Numerator.
     /// @param denominator Denominator.
@@ -102,7 +107,7 @@ contract IExchange {
     function isRoundingError(uint256 numerator, uint256 denominator, uint256 target)
         public pure
         returns (bool isError);
-      
+
     /// @dev Calculates Keccak-256 hash of order with specified parameters.
     /// @param orderAddresses Array of order's maker, taker, makerToken, takerToken, and feeRecipient.
     /// @param orderValues Array of order's makerTokenAmount, takerTokenAmount, makerFee, takerFee, expirationTimestampInSec, and salt.
@@ -110,7 +115,7 @@ contract IExchange {
     function getOrderHash(address[5] orderAddresses, uint256[6] orderValues)
         public view
         returns (bytes32 orderHash);
-        
+
     /// @dev Verifies that an order signature is valid.
     /// @param signer address of signer.
     /// @param hash Signed Keccak-256 hash.
@@ -126,7 +131,7 @@ contract IExchange {
         bytes32 s)
         public pure
         returns (bool isValid);
-    
+
     /// @dev Fills the input order.
     /// @param orderAddresses Array of order's maker, taker, makerToken, takerToken, and feeRecipient.
     /// @param orderValues Array of order's makerTokenAmount, takerTokenAmount, makerFee, takerFee, expirationTimestampInSec, and salt.
@@ -144,7 +149,7 @@ contract IExchange {
           bytes32 s)
           public
           returns (uint256 takerTokenFilledAmount);
-      
+
     /// @dev Cancels the input order.
     /// @param orderAddresses Array of order's maker, taker, makerToken, takerToken, and feeRecipient.
     /// @param orderValues Array of order's makerTokenAmount, takerTokenAmount, makerFee, takerFee, expirationTimestampInSec, and salt.
@@ -157,6 +162,9 @@ contract IExchange {
         public
         returns (uint256 takerTokenCancelledAmount);
 
+    /// @dev Cancels all orders for a specified maker up to a certain time.
+    /// @param salt Orders created with a lower salt value will be cancelled
+    function cancelOrdersBefore(uint256 salt) external;
 
     /// @dev Fills an order with specified parameters and ECDSA signature. Throws if specified amount not filled entirely.
     /// @param orderAddresses Array of order's maker, taker, makerToken, takerToken, and feeRecipient.
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol b/packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol
index 1f3108188..6d69b1787 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol
@@ -43,6 +43,10 @@ contract MixinExchangeCore is
     mapping (bytes32 => uint256) public filled;
     mapping (bytes32 => uint256) public cancelled;
 
+    // Mapping of makerAddress => lowest salt an order can have in order to be fillable
+    // Orders with a salt less than their maker's epoch are considered cancelled
+    mapping (address => uint256) public makerEpoch;
+
     event LogFill(
         address indexed makerAddress,
         address takerAddress,
@@ -66,6 +70,11 @@ contract MixinExchangeCore is
         bytes32 indexed orderHash
     );
 
+    event LogCancelBefore(
+        address indexed maker,
+        uint256 salt
+    );
+
     /*
     * Core exchange functions
     */
@@ -119,6 +128,12 @@ contract MixinExchangeCore is
             return 0;
         }
 
+        // Validate order is not cancelled
+        if (order.salt < makerEpoch[order.makerAddress]) {
+            LogError(uint8(Errors.ORDER_FULLY_FILLED_OR_CANCELLED), orderHash);
+            return 0;
+        }
+
         // Update state
         filled[orderHash] = safeAdd(filled[orderHash], takerTokenFilledAmount);
 
@@ -154,7 +169,7 @@ contract MixinExchangeCore is
     {
         // Compute the order hash
         bytes32 orderHash = getOrderHash(order);
-        
+
         // Validate the order
         require(order.makerTokenAmount > 0);
         require(order.takerTokenAmount > 0);
@@ -186,7 +201,16 @@ contract MixinExchangeCore is
         );
         return takerTokenCancelledAmount;
     }
-    
+
+    /// @param salt Orders created with a salt less than this value will be cancelled.
+    function cancelOrdersBefore(uint256 salt)
+        external
+    {
+        require(salt > makerEpoch[msg.sender]); // epoch must be monotonically increasing
+        makerEpoch[msg.sender] = salt;
+        LogCancelBefore(msg.sender, salt);
+    }
+
     /// @dev Checks if rounding error > 0.1%.
     /// @param numerator Numerator.
     /// @param denominator Denominator.
diff --git a/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MExchangeCore.sol b/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MExchangeCore.sol
index e40120d01..b39996995 100644
--- a/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MExchangeCore.sol
+++ b/packages/contracts/src/contracts/current/protocol/Exchange/mixins/MExchangeCore.sol
@@ -36,4 +36,7 @@ contract MExchangeCore is LibOrder {
         public
         returns (uint256 takerTokenCancelledAmount);
 
+    function cancelOrdersBefore(
+        uint256 salt)
+        external;
 }
diff --git a/packages/contracts/src/utils/exchange_wrapper.ts b/packages/contracts/src/utils/exchange_wrapper.ts
index 5996867cb..d4206adc3 100644
--- a/packages/contracts/src/utils/exchange_wrapper.ts
+++ b/packages/contracts/src/utils/exchange_wrapper.ts
@@ -167,6 +167,18 @@ export class ExchangeWrapper {
         const tx = await this._getTxWithDecodedExchangeLogsAsync(txHash);
         return tx;
     }
+    public async cancelOrdersBeforeAsync(
+      timestamp: BigNumber,
+      from: string,
+    ): Promise<TransactionReceiptWithDecodedLogs> {
+        const txHash = await this._exchange.cancelOrdersBefore.sendTransactionAsync(
+            timestamp,
+            { from },
+        );
+        const tx = await this._getTxWithDecodedExchangeLogsAsync(txHash);
+        return tx;
+    }
+
     public async getOrderHashAsync(signedOrder: SignedOrder): Promise<string> {
         const order = orderUtils.getOrderStruct(signedOrder);
         const orderHash = await this._exchange.getOrderHash.callAsync(order);
diff --git a/packages/contracts/src/utils/types.ts b/packages/contracts/src/utils/types.ts
index 9f874d9ec..1a924a66d 100644
--- a/packages/contracts/src/utils/types.ts
+++ b/packages/contracts/src/utils/types.ts
@@ -28,6 +28,10 @@ export interface BatchCancelOrders {
     takerTokenCancelAmounts: BigNumber[];
 }
 
+export interface CancelOrdersBefore {
+    timestamp: BigNumber;
+}
+
 export interface DefaultOrderParams {
     exchangeAddress: string;
     makerAddress: string;
diff --git a/packages/contracts/test/exchange/core.ts b/packages/contracts/test/exchange/core.ts
index 1612ecdcc..3b787953b 100644
--- a/packages/contracts/test/exchange/core.ts
+++ b/packages/contracts/test/exchange/core.ts
@@ -741,4 +741,71 @@ describe('Exchange', () => {
             expect(errCode).to.be.equal(ExchangeContractErrs.ERROR_ORDER_EXPIRED);
         });
     });
+
+   describe('cancelOrdersBefore', () => {
+        it('should fail to set timestamp less than existing CancelBefore timestamp', async () => {
+           const timestamp = new BigNumber(1);
+           await exWrapper.cancelOrdersBeforeAsync(timestamp, makerAddress);
+           const lesser_timestamp = new BigNumber(0);
+           return expect(
+               exWrapper.cancelOrdersBeforeAsync(lesser_timestamp, makerAddress),
+           ).to.be.rejectedWith(constants.REVERT);
+        });
+
+        it('should fail to set timestamp equal to existing CancelBefore timestamp', async () => {
+            const timestamp = new BigNumber(1);
+            await exWrapper.cancelOrdersBeforeAsync(timestamp, makerAddress);
+            return expect(
+                exWrapper.cancelOrdersBeforeAsync(timestamp, makerAddress),
+            ).to.be.rejectedWith(constants.REVERT);
+        });
+
+        it('should cancel only orders with a timestamp less than CancelBefore timestamp', async () => {
+          // Cancel all transactions with a timestamp less than 1
+          const timestamp = new BigNumber(1);
+          await exWrapper.cancelOrdersBeforeAsync(timestamp, makerAddress);
+
+          // Create 3 orders with timestamps 0,1,2
+          // Since we cancelled with timestamp=1, orders with timestamp<1 will not be processed
+          balances = await dmyBalances.getAsync();
+          const signedOrders = await Promise.all([
+              orderFactory.newSignedOrder({
+                makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(17), 18),
+                takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(17), 18),
+                salt: new BigNumber(0)}),
+              orderFactory.newSignedOrder({
+                makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(97), 18),
+                takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(97), 18),
+                salt: new BigNumber(1)}),
+              orderFactory.newSignedOrder({
+                makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(979), 18),
+                takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(979), 18),
+                salt: new BigNumber(2)}),
+          ]);
+          await exWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress);
+
+          const newBalances = await dmyBalances.getAsync();
+          const fillMakerTokenAmount = signedOrders[1].makerTokenAmount.add(signedOrders[2].makerTokenAmount);
+          const fillTakerTokenAmount = signedOrders[1].takerTokenAmount.add(signedOrders[2].takerTokenAmount);
+          const makerFeeAmount = signedOrders[1].makerFeeAmount.add(signedOrders[2].makerFeeAmount);
+          const takerFeeAmount = signedOrders[1].takerFeeAmount.add(signedOrders[2].takerFeeAmount);
+          expect(newBalances[makerAddress][signedOrders[2].makerTokenAddress]).to.be.bignumber.equal(
+              balances[makerAddress][signedOrders[2].makerTokenAddress].minus(fillMakerTokenAmount),
+          );
+          expect(newBalances[makerAddress][signedOrders[2].takerTokenAddress]).to.be.bignumber.equal(
+              balances[makerAddress][signedOrders[2].takerTokenAddress].add(fillTakerTokenAmount),
+          );
+          expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(balances[makerAddress][zrx.address].minus(makerFeeAmount));
+          expect(newBalances[takerAddress][signedOrders[2].takerTokenAddress]).to.be.bignumber.equal(
+              balances[takerAddress][signedOrders[2].takerTokenAddress].minus(fillTakerTokenAmount),
+          );
+          expect(newBalances[takerAddress][signedOrders[2].makerTokenAddress]).to.be.bignumber.equal(
+              balances[takerAddress][signedOrders[2].makerTokenAddress].add(fillMakerTokenAmount),
+          );
+          expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(balances[takerAddress][zrx.address].minus(takerFeeAmount));
+          expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
+              balances[feeRecipientAddress][zrx.address].add(makerFeeAmount.add(takerFeeAmount)),
+          );
+        });
+    });
 }); // tslint:disable-line:max-file-line-count