Merge pull request #425 from 0xProject/feature/build_watch

Arbitrage tutorial contract

8 files changed, 532 insertions, 3 deletions

diff --git a/packages/contracts/globals.d.ts b/packages/contracts/globals.d.ts
index 0e6586a4b..c6597054a 100644
--- a/packages/contracts/globals.d.ts
+++ b/packages/contracts/globals.d.ts
@@ -30,5 +30,6 @@ declare module 'web3-eth-abi' {
 
 declare module 'ethereumjs-abi' {
     const soliditySHA3: (argTypes: string[], args: any[]) => Buffer;
+    const soliditySHA256: (argTypes: string[], args: any[]) => Buffer;
     const methodID: (name: string, types: string[]) => Buffer;
 }
diff --git a/packages/contracts/package.json b/packages/contracts/package.json
index 7cac30069..ca1715d0e 100644
--- a/packages/contracts/package.json
+++ b/packages/contracts/package.json
@@ -17,13 +17,13 @@
         "compile:comment": "Yarn workspaces do not link binaries correctly so we need to reference them directly https://github.com/yarnpkg/yarn/issues/3846",
         "compile": "node ../deployer/lib/src/cli.js compile --contracts ${npm_package_config_contracts} --contracts-dir src/contracts --artifacts-dir src/artifacts",
         "clean": "shx rm -rf ./lib",
-        "generate_contract_wrappers": "node ../abi-gen/lib/index.js --abis 'src/artifacts/@(DummyToken|TokenTransferProxy|Exchange|TokenRegistry|MultiSigWallet|MultiSigWalletWithTimeLock|MultiSigWalletWithTimeLockExceptRemoveAuthorizedAddress|TokenRegistry|ZRXToken).json' --template ../contract_templates/contract.handlebars --partials '../contract_templates/partials/**/*.handlebars' --output src/contract_wrappers/generated --backend ethers && prettier --write 'src/contract_wrappers/generated/**.ts'",
+        "generate_contract_wrappers": "node ../abi-gen/lib/index.js --abis 'src/artifacts/@(DummyToken|TokenTransferProxy|Exchange|TokenRegistry|MultiSigWallet|MultiSigWalletWithTimeLock|MultiSigWalletWithTimeLockExceptRemoveAuthorizedAddress|TokenRegistry|ZRXToken|Arbitrage|EtherDelta|AccountLevels).json' --template ../contract_templates/contract.handlebars --partials '../contract_templates/partials/**/*.handlebars' --output src/contract_wrappers/generated --backend ethers && prettier --write 'src/contract_wrappers/generated/**.ts'",
         "migrate": "node ../deployer/lib/src/cli.js migrate",
         "lint": "tslint --project . 'migrations/**/*.ts' 'test/**/*.ts' 'util/**/*.ts' 'deploy/**/*.ts'",
         "test:circleci": "yarn test"
     },
     "config": {
-        "contracts": "Exchange,DummyToken,ZRXToken,Token,WETH9,TokenTransferProxy,MultiSigWallet,MultiSigWalletWithTimeLock,MultiSigWalletWithTimeLockExceptRemoveAuthorizedAddress,MaliciousToken,TokenRegistry"
+        "contracts": "Exchange,DummyToken,ZRXToken,Token,WETH9,TokenTransferProxy,MultiSigWallet,MultiSigWalletWithTimeLock,MultiSigWalletWithTimeLockExceptRemoveAuthorizedAddress,MaliciousToken,TokenRegistry,Arbitrage,EtherDelta,AccountLevels"
     },
     "repository": {
         "type": "git",
diff --git a/packages/contracts/src/contracts/current/tutorials/Arbitrage/Arbitrage.sol b/packages/contracts/src/contracts/current/tutorials/Arbitrage/Arbitrage.sol
new file mode 100644
index 000000000..a9f3c22e6
--- /dev/null
+++ b/packages/contracts/src/contracts/current/tutorials/Arbitrage/Arbitrage.sol
@@ -0,0 +1,114 @@
+pragma solidity ^0.4.19;
+
+import { Exchange } from "../../protocol/Exchange/Exchange.sol";
+import { EtherDelta } from "../EtherDelta/EtherDelta.sol";
+import { Ownable } from "../../utils/Ownable/Ownable.sol";
+import { Token } from "../../tokens/Token/Token.sol";
+
+/// @title Arbitrage - Facilitates atomic arbitrage of ERC20 tokens between EtherDelta and 0x Exchange contract.
+/// @author Leonid Logvinov - <leo@0xProject.com>
+contract Arbitrage is Ownable {
+
+    Exchange exchange;
+    EtherDelta etherDelta;
+    address proxyAddress;
+
+    uint256 constant MAX_UINT = 2**256 - 1;
+
+    function Arbitrage(address _exchangeAddress, address _etherDeltaAddress, address _proxyAddress) {
+        exchange = Exchange(_exchangeAddress);
+        etherDelta = EtherDelta(_etherDeltaAddress);
+        proxyAddress = _proxyAddress;
+    }
+
+    /*
+     * Makes token tradeable by setting an allowance for etherDelta and 0x proxy contract.
+     * Also sets an allowance for the owner of the contracts therefore allowing to withdraw tokens.
+     */
+    function setAllowances(address tokenAddress) external onlyOwner {
+        Token token = Token(tokenAddress);
+        token.approve(address(etherDelta), MAX_UINT);
+        token.approve(proxyAddress, MAX_UINT);
+        token.approve(owner, MAX_UINT);
+    }
+
+    /*
+     * Because of the limits on the number of local variables in Solidity we need to compress parameters while loosing
+     * readability. Scheme of the parameter layout:
+     *
+     * addresses
+     * 0..4 orderAddresses
+     * 5 user
+     *
+     * values
+     * 0..5 orderValues
+     * 6 fillTakerTokenAmount
+     * 7 amountGet
+     * 8 amountGive
+     * 9 expires
+     * 10 nonce
+     * 11 amount
+
+     * signature
+     * exchange then etherDelta
+     */
+    function makeAtomicTrade(
+        address[6] addresses, uint[12] values,
+        uint8[2] v, bytes32[2] r, bytes32[2] s
+    ) external onlyOwner {
+        makeExchangeTrade(addresses, values, v, r, s);
+        makeEtherDeltaTrade(addresses, values, v, r, s);
+    }
+
+    function makeEtherDeltaTrade(
+        address[6] addresses, uint[12] values,
+        uint8[2] v, bytes32[2] r, bytes32[2] s
+    ) internal {
+        uint amount = values[11];
+        etherDelta.depositToken(
+            addresses[2], // tokenGet === makerToken
+            values[7] // amountGet
+        );
+        etherDelta.trade(
+            addresses[2], // tokenGet === makerToken
+            values[7], // amountGet
+            addresses[3], // tokenGive === takerToken
+            values[8], // amountGive
+            values[9], // expires
+            values[10], // nonce
+            addresses[5], // user
+            v[1],
+            r[1],
+            s[1],
+            amount
+        );
+        etherDelta.withdrawToken(
+            addresses[3], // tokenGive === tokenToken
+            values[8] // amountGive
+        );
+    }
+
+    function makeExchangeTrade(
+        address[6] addresses, uint[12] values,
+        uint8[2] v, bytes32[2] r, bytes32[2] s
+    ) internal {
+        address[5] memory orderAddresses = [
+            addresses[0], // maker
+            addresses[1], // taker
+            addresses[2], // makerToken
+            addresses[3], // takerToken
+            addresses[4] // feeRecepient
+        ];
+        uint[6] memory orderValues = [
+            values[0], // makerTokenAmount
+            values[1], // takerTokenAmount
+            values[2], // makerFee
+            values[3], // takerFee
+            values[4], // expirationTimestampInSec
+            values[5]  // salt
+        ];
+        uint fillTakerTokenAmount = values[6]; // fillTakerTokenAmount
+        // Execute Exchange trade. It either succeeds in full or fails and reverts all the changes.
+        exchange.fillOrKillOrder(orderAddresses, orderValues, fillTakerTokenAmount, v[0], r[0], s[0]);
+    }
+}
diff --git a/packages/contracts/src/contracts/current/tutorials/EtherDelta/AccountLevels.sol b/packages/contracts/src/contracts/current/tutorials/EtherDelta/AccountLevels.sol
new file mode 100644
index 000000000..8d7a930d3
--- /dev/null
+++ b/packages/contracts/src/contracts/current/tutorials/EtherDelta/AccountLevels.sol
@@ -0,0 +1,11 @@
+pragma solidity ^0.4.19;
+
+contract AccountLevels {
+    //given a user, returns an account level
+    //0 = regular user (pays take fee and make fee)
+    //1 = market maker silver (pays take fee, no make fee, gets rebate)
+    //2 = market maker gold (pays take fee, no make fee, gets entire counterparty's take fee as rebate)
+    function accountLevel(address user) constant returns(uint) {
+        return 0;
+    }
+}
diff --git a/packages/contracts/src/contracts/current/tutorials/EtherDelta/EtherDelta.sol b/packages/contracts/src/contracts/current/tutorials/EtherDelta/EtherDelta.sol
new file mode 100644
index 000000000..49847ab48
--- /dev/null
+++ b/packages/contracts/src/contracts/current/tutorials/EtherDelta/EtherDelta.sol
@@ -0,0 +1,168 @@
+pragma solidity ^0.4.19;
+
+import { SafeMath } from "../../utils/SafeMath/SafeMath.sol";
+import { AccountLevels } from "./AccountLevels.sol";
+import { Token } from "../../tokens/Token/Token.sol";
+
+contract EtherDelta is SafeMath {
+    address public admin; //the admin address
+    address public feeAccount; //the account that will receive fees
+    address public accountLevelsAddr; //the address of the AccountLevels contract
+    uint public feeMake; //percentage times (1 ether)
+    uint public feeTake; //percentage times (1 ether)
+    uint public feeRebate; //percentage times (1 ether)
+    mapping (address => mapping (address => uint)) public tokens; //mapping of token addresses to mapping of account balances (token=0 means Ether)
+    mapping (address => mapping (bytes32 => bool)) public orders; //mapping of user accounts to mapping of order hashes to booleans (true = submitted by user, equivalent to offchain signature)
+    mapping (address => mapping (bytes32 => uint)) public orderFills; //mapping of user accounts to mapping of order hashes to uints (amount of order that has been filled)
+
+    event Order(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, address user);
+    event Cancel(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, address user, uint8 v, bytes32 r, bytes32 s);
+    event Trade(address tokenGet, uint amountGet, address tokenGive, uint amountGive, address get, address give);
+    event Deposit(address token, address user, uint amount, uint balance);
+    event Withdraw(address token, address user, uint amount, uint balance);
+
+    function EtherDelta(address admin_, address feeAccount_, address accountLevelsAddr_, uint feeMake_, uint feeTake_, uint feeRebate_) {
+        admin = admin_;
+        feeAccount = feeAccount_;
+        accountLevelsAddr = accountLevelsAddr_;
+        feeMake = feeMake_;
+        feeTake = feeTake_;
+        feeRebate = feeRebate_;
+    }
+
+    function() {
+        throw;
+    }
+
+    function changeAdmin(address admin_) {
+        if (msg.sender != admin) throw;
+        admin = admin_;
+    }
+
+    function changeAccountLevelsAddr(address accountLevelsAddr_) {
+        if (msg.sender != admin) throw;
+        accountLevelsAddr = accountLevelsAddr_;
+    }
+
+    function changeFeeAccount(address feeAccount_) {
+        if (msg.sender != admin) throw;
+        feeAccount = feeAccount_;
+    }
+
+    function changeFeeMake(uint feeMake_) {
+        if (msg.sender != admin) throw;
+        if (feeMake_ > feeMake) throw;
+        feeMake = feeMake_;
+    }
+
+    function changeFeeTake(uint feeTake_) {
+        if (msg.sender != admin) throw;
+        if (feeTake_ > feeTake || feeTake_ < feeRebate) throw;
+        feeTake = feeTake_;
+    }
+
+    function changeFeeRebate(uint feeRebate_) {
+        if (msg.sender != admin) throw;
+        if (feeRebate_ < feeRebate || feeRebate_ > feeTake) throw;
+        feeRebate = feeRebate_;
+    }
+
+    function deposit() payable {
+        tokens[0][msg.sender] = safeAdd(tokens[0][msg.sender], msg.value);
+        Deposit(0, msg.sender, msg.value, tokens[0][msg.sender]);
+    }
+
+    function withdraw(uint amount) {
+        if (tokens[0][msg.sender] < amount) throw;
+        tokens[0][msg.sender] = safeSub(tokens[0][msg.sender], amount);
+        if (!msg.sender.call.value(amount)()) throw;
+        Withdraw(0, msg.sender, amount, tokens[0][msg.sender]);
+    }
+
+    function depositToken(address token, uint amount) {
+        //remember to call Token(address).approve(this, amount) or this contract will not be able to do the transfer on your behalf.
+        if (token==0) throw;
+        if (!Token(token).transferFrom(msg.sender, this, amount)) throw;
+        tokens[token][msg.sender] = safeAdd(tokens[token][msg.sender], amount);
+        Deposit(token, msg.sender, amount, tokens[token][msg.sender]);
+    }
+
+    function withdrawToken(address token, uint amount) {
+        if (token==0) throw;
+        if (tokens[token][msg.sender] < amount) throw;
+        tokens[token][msg.sender] = safeSub(tokens[token][msg.sender], amount);
+        if (!Token(token).transfer(msg.sender, amount)) throw;
+        Withdraw(token, msg.sender, amount, tokens[token][msg.sender]);
+    }
+
+    function balanceOf(address token, address user) constant returns (uint) {
+        return tokens[token][user];
+    }
+
+    function order(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce) {
+        bytes32 hash = sha256(this, tokenGet, amountGet, tokenGive, amountGive, expires, nonce);
+        orders[msg.sender][hash] = true;
+        Order(tokenGet, amountGet, tokenGive, amountGive, expires, nonce, msg.sender);
+    }
+
+    function trade(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, address user, uint8 v, bytes32 r, bytes32 s, uint amount) {
+        //amount is in amountGet terms
+        bytes32 hash = sha256(this, tokenGet, amountGet, tokenGive, amountGive, expires, nonce);
+        if (!(
+            (orders[user][hash] || ecrecover(sha3("\x19Ethereum Signed Message:\n32", hash),v,r,s) == user) &&
+            block.number <= expires &&
+            safeAdd(orderFills[user][hash], amount) <= amountGet
+        )) throw;
+        tradeBalances(tokenGet, amountGet, tokenGive, amountGive, user, amount);
+        orderFills[user][hash] = safeAdd(orderFills[user][hash], amount);
+        Trade(tokenGet, amount, tokenGive, amountGive * amount / amountGet, user, msg.sender);
+    }
+
+    function tradeBalances(address tokenGet, uint amountGet, address tokenGive, uint amountGive, address user, uint amount) private {
+        uint feeMakeXfer = safeMul(amount, feeMake) / (1 ether);
+        uint feeTakeXfer = safeMul(amount, feeTake) / (1 ether);
+        uint feeRebateXfer = 0;
+        if (accountLevelsAddr != 0x0) {
+            uint accountLevel = AccountLevels(accountLevelsAddr).accountLevel(user);
+            if (accountLevel==1) feeRebateXfer = safeMul(amount, feeRebate) / (1 ether);
+            if (accountLevel==2) feeRebateXfer = feeTakeXfer;
+        }
+        tokens[tokenGet][msg.sender] = safeSub(tokens[tokenGet][msg.sender], safeAdd(amount, feeTakeXfer));
+        tokens[tokenGet][user] = safeAdd(tokens[tokenGet][user], safeSub(safeAdd(amount, feeRebateXfer), feeMakeXfer));
+        tokens[tokenGet][feeAccount] = safeAdd(tokens[tokenGet][feeAccount], safeSub(safeAdd(feeMakeXfer, feeTakeXfer), feeRebateXfer));
+        tokens[tokenGive][user] = safeSub(tokens[tokenGive][user], safeMul(amountGive, amount) / amountGet);
+        tokens[tokenGive][msg.sender] = safeAdd(tokens[tokenGive][msg.sender], safeMul(amountGive, amount) / amountGet);
+    }
+
+    function testTrade(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, address user, uint8 v, bytes32 r, bytes32 s, uint amount, address sender) constant returns(bool) {
+        if (!(
+            tokens[tokenGet][sender] >= amount &&
+            availableVolume(tokenGet, amountGet, tokenGive, amountGive, expires, nonce, user, v, r, s) >= amount
+        )) return false;
+        return true;
+    }
+
+    function availableVolume(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, address user, uint8 v, bytes32 r, bytes32 s) constant returns(uint) {
+        bytes32 hash = sha256(this, tokenGet, amountGet, tokenGive, amountGive, expires, nonce);
+        if (!(
+            (orders[user][hash] || ecrecover(sha3("\x19Ethereum Signed Message:\n32", hash),v,r,s) == user) &&
+            block.number <= expires
+        )) return 0;
+        uint available1 = safeSub(amountGet, orderFills[user][hash]);
+        uint available2 = safeMul(tokens[tokenGive][user], amountGet) / amountGive;
+        if (available1<available2) return available1;
+        return available2;
+    }
+
+    function amountFilled(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, address user, uint8 v, bytes32 r, bytes32 s) constant returns(uint) {
+        bytes32 hash = sha256(this, tokenGet, amountGet, tokenGive, amountGive, expires, nonce);
+        return orderFills[user][hash];
+    }
+
+    function cancelOrder(address tokenGet, uint amountGet, address tokenGive, uint amountGive, uint expires, uint nonce, uint8 v, bytes32 r, bytes32 s) {
+        bytes32 hash = sha256(this, tokenGet, amountGet, tokenGive, amountGive, expires, nonce);
+        if (!(orders[msg.sender][hash] || ecrecover(sha3("\x19Ethereum Signed Message:\n32", hash),v,r,s) == msg.sender)) throw;
+        orderFills[msg.sender][hash] = amountGet;
+        Cancel(tokenGet, amountGet, tokenGive, amountGive, expires, nonce, msg.sender, v, r, s);
+    }
+}
diff --git a/packages/contracts/test/tutorials/arbitrage.ts b/packages/contracts/test/tutorials/arbitrage.ts
new file mode 100644
index 000000000..2bafbff0b
--- /dev/null
+++ b/packages/contracts/test/tutorials/arbitrage.ts
@@ -0,0 +1,226 @@
+import { ECSignature, SignedOrder, ZeroEx } from '0x.js';
+import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as chai from 'chai';
+import ethUtil = require('ethereumjs-util');
+import * as Web3 from 'web3';
+
+import { ArbitrageContract } from '../../src/contract_wrappers/generated/arbitrage';
+import { EtherDeltaContract } from '../../src/contract_wrappers/generated/ether_delta';
+import { ExchangeContract } from '../../src/contract_wrappers/generated/exchange';
+import { Balances } from '../../util/balances';
+import { constants } from '../../util/constants';
+import { crypto } from '../../util/crypto';
+import { ExchangeWrapper } from '../../util/exchange_wrapper';
+import { OrderFactory } from '../../util/order_factory';
+import { BalancesByOwner, ContractName, ExchangeContractErrs } from '../../util/types';
+import { chaiSetup } from '../utils/chai_setup';
+import { deployer } from '../utils/deployer';
+
+chaiSetup.configure();
+const expect = chai.expect;
+const web3 = web3Factory.create();
+const web3Wrapper = new Web3Wrapper(web3.currentProvider);
+const blockchainLifecycle = new BlockchainLifecycle();
+
+describe('Arbitrage', () => {
+    let coinbase: string;
+    let maker: string;
+    let edMaker: string;
+    let edFrontRunner: string;
+    let amountGet: BigNumber;
+    let amountGive: BigNumber;
+    let makerTokenAmount: BigNumber;
+    let takerTokenAmount: BigNumber;
+    const feeRecipient = ZeroEx.NULL_ADDRESS;
+    const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+    const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+
+    let weth: Web3.ContractInstance;
+    let zrx: Web3.ContractInstance;
+    let arbitrage: ArbitrageContract;
+    let etherDelta: EtherDeltaContract;
+
+    let signedOrder: SignedOrder;
+    let exWrapper: ExchangeWrapper;
+    let orderFactory: OrderFactory;
+
+    let zeroEx: ZeroEx;
+
+    // From a bird's eye view - we create two orders.
+    // 0x order of 1 ZRX (maker) for 1 WETH (taker)
+    // ED order of 2 WETH (tokenGive) for 1 ZRX (tokenGet)
+    // And then we do an atomic arbitrage between them which gives us 1 WETH.
+    before(async () => {
+        const accounts = await web3Wrapper.getAvailableAddressesAsync();
+        [coinbase, maker, edMaker, edFrontRunner] = accounts;
+        weth = await deployer.deployAsync(ContractName.DummyToken);
+        zrx = await deployer.deployAsync(ContractName.DummyToken);
+        const accountLevels = await deployer.deployAsync(ContractName.AccountLevels);
+        const edAdminAddress = accounts[0];
+        const edMakerFee = 0;
+        const edTakerFee = 0;
+        const edFeeRebate = 0;
+        const etherDeltaInstance = await deployer.deployAsync(ContractName.EtherDelta, [
+            edAdminAddress,
+            feeRecipient,
+            accountLevels.address,
+            edMakerFee,
+            edTakerFee,
+            edFeeRebate,
+        ]);
+        etherDelta = new EtherDeltaContract(web3Wrapper, etherDeltaInstance.abi, etherDeltaInstance.address);
+        const tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy);
+        const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [
+            zrx.address,
+            tokenTransferProxy.address,
+        ]);
+        await tokenTransferProxy.addAuthorizedAddress(exchangeInstance.address, { from: accounts[0] });
+        zeroEx = new ZeroEx(web3.currentProvider, {
+            exchangeContractAddress: exchangeInstance.address,
+            networkId: constants.TESTRPC_NETWORK_ID,
+        });
+        const exchange = new ExchangeContract(web3Wrapper, exchangeInstance.abi, exchangeInstance.address);
+        exWrapper = new ExchangeWrapper(exchange, zeroEx);
+
+        makerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18);
+        takerTokenAmount = makerTokenAmount;
+        const defaultOrderParams = {
+            exchangeContractAddress: exchange.address,
+            maker,
+            feeRecipient,
+            makerTokenAddress: zrx.address,
+            takerTokenAddress: weth.address,
+            makerTokenAmount,
+            takerTokenAmount,
+            makerFee: new BigNumber(0),
+            takerFee: new BigNumber(0),
+        };
+        orderFactory = new OrderFactory(zeroEx, defaultOrderParams);
+        const arbitrageInstance = await deployer.deployAsync(ContractName.Arbitrage, [
+            exchange.address,
+            etherDelta.address,
+            tokenTransferProxy.address,
+        ]);
+        arbitrage = new ArbitrageContract(web3Wrapper, arbitrageInstance.abi, arbitrageInstance.address);
+        // Enable arbitrage and withdrawals of tokens
+        await arbitrage.setAllowances.sendTransactionAsync(weth.address, { from: coinbase });
+        await arbitrage.setAllowances.sendTransactionAsync(zrx.address, { from: coinbase });
+
+        // Give some tokens to arbitrage contract
+        await weth.setBalance(arbitrage.address, takerTokenAmount, { from: coinbase });
+
+        // Fund the maker on exchange side
+        await zrx.setBalance(maker, makerTokenAmount, { from: coinbase });
+        // Set the allowance for the maker on Exchange side
+        await zrx.approve(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: maker });
+
+        amountGive = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18);
+        // Fund the maker on EtherDelta side
+        await weth.setBalance(edMaker, amountGive, { from: coinbase });
+        // Set the allowance for the maker on EtherDelta side
+        await weth.approve(etherDelta.address, INITIAL_ALLOWANCE, { from: edMaker });
+        // Deposit maker funds into EtherDelta
+        await etherDelta.depositToken.sendTransactionAsync(weth.address, amountGive, { from: edMaker });
+
+        amountGet = makerTokenAmount;
+        // Fund the front runner on EtherDelta side
+        await zrx.setBalance(edFrontRunner, amountGet, { from: coinbase });
+        // Set the allowance for the front-runner on EtherDelta side
+        await zrx.approve(etherDelta.address, INITIAL_ALLOWANCE, { from: edFrontRunner });
+        // Deposit front runner funds into EtherDelta
+        await etherDelta.depositToken.sendTransactionAsync(zrx.address, amountGet, { from: edFrontRunner });
+    });
+    beforeEach(async () => {
+        await blockchainLifecycle.startAsync();
+    });
+    afterEach(async () => {
+        await blockchainLifecycle.revertAsync();
+    });
+    describe('makeAtomicTrade', () => {
+        let addresses: string[];
+        let values: BigNumber[];
+        let v: number[];
+        let r: string[];
+        let s: string[];
+        let tokenGet: string;
+        let tokenGive: string;
+        let expires: BigNumber;
+        let nonce: BigNumber;
+        let edSignature: ECSignature;
+        before(async () => {
+            signedOrder = await orderFactory.newSignedOrderAsync();
+            tokenGet = zrx.address;
+            tokenGive = weth.address;
+            const blockNumber = await web3Wrapper.getBlockNumberAsync();
+            const ED_ORDER_EXPIRATION_IN_BLOCKS = 10;
+            expires = new BigNumber(blockNumber + ED_ORDER_EXPIRATION_IN_BLOCKS);
+            nonce = new BigNumber(42);
+            const edOrderHash = `0x${crypto
+                .solSHA256([etherDelta.address, tokenGet, amountGet, tokenGive, amountGive, expires, nonce])
+                .toString('hex')}`;
+            const shouldAddPersonalMessagePrefix = false;
+            edSignature = await zeroEx.signOrderHashAsync(edOrderHash, edMaker, shouldAddPersonalMessagePrefix);
+            addresses = [
+                signedOrder.maker,
+                signedOrder.taker,
+                signedOrder.makerTokenAddress,
+                signedOrder.takerTokenAddress,
+                signedOrder.feeRecipient,
+                edMaker,
+            ];
+            const fillTakerTokenAmount = takerTokenAmount;
+            const edFillAmount = makerTokenAmount;
+            values = [
+                signedOrder.makerTokenAmount,
+                signedOrder.takerTokenAmount,
+                signedOrder.makerFee,
+                signedOrder.takerFee,
+                signedOrder.expirationUnixTimestampSec,
+                signedOrder.salt,
+                fillTakerTokenAmount,
+                amountGet,
+                amountGive,
+                expires,
+                nonce,
+                edFillAmount,
+            ];
+            v = [signedOrder.ecSignature.v, edSignature.v];
+            r = [signedOrder.ecSignature.r, edSignature.r];
+            s = [signedOrder.ecSignature.s, edSignature.s];
+        });
+        it('should successfully execute the arbitrage if not front-runned', async () => {
+            const txHash = await arbitrage.makeAtomicTrade.sendTransactionAsync(addresses, values, v, r, s, {
+                from: coinbase,
+            });
+            const res = await zeroEx.awaitTransactionMinedAsync(txHash);
+            const postBalance = await weth.balanceOf(arbitrage.address);
+            expect(postBalance).to.be.bignumber.equal(amountGive);
+        });
+        it('should fail and revert if front-runned', async () => {
+            const preBalance = await weth.balanceOf(arbitrage.address);
+            // Front-running transaction
+            await etherDelta.trade.sendTransactionAsync(
+                tokenGet,
+                amountGet,
+                tokenGive,
+                amountGive,
+                expires,
+                nonce,
+                edMaker,
+                edSignature.v,
+                edSignature.r,
+                edSignature.s,
+                amountGet,
+                { from: edFrontRunner },
+            );
+            // tslint:disable-next-line:await-promise
+            await expect(
+                arbitrage.makeAtomicTrade.sendTransactionAsync(addresses, values, v, r, s, { from: coinbase }),
+            ).to.be.rejectedWith(constants.REVERT);
+            const postBalance = await weth.balanceOf(arbitrage.address);
+            expect(preBalance).to.be.bignumber.equal(postBalance);
+        });
+    });
+});
diff --git a/packages/contracts/util/crypto.ts b/packages/contracts/util/crypto.ts
index 9173df643..97b8f5643 100644
--- a/packages/contracts/util/crypto.ts
+++ b/packages/contracts/util/crypto.ts
@@ -13,6 +13,12 @@ export const crypto = {
    * valid Ethereum address -> address
    */
     solSHA3(args: any[]): Buffer {
+        return crypto._solHash(args, ABI.soliditySHA3);
+    },
+    solSHA256(args: any[]): Buffer {
+        return crypto._solHash(args, ABI.soliditySHA256);
+    },
+    _solHash(args: any[], hashFunction: (types: string[], values: any[]) => Buffer) {
         const argTypes: string[] = [];
         _.each(args, (arg, i) => {
             const isNumber = _.isFinite(arg);
@@ -31,7 +37,7 @@ export const crypto = {
                 throw new Error(`Unable to guess arg type: ${arg}`);
             }
         });
-        const hash = ABI.soliditySHA3(argTypes, args);
+        const hash = hashFunction(argTypes, args);
         return hash;
     },
 };
diff --git a/packages/contracts/util/types.ts b/packages/contracts/util/types.ts
index d6e4c587d..61a19acb4 100644
--- a/packages/contracts/util/types.ts
+++ b/packages/contracts/util/types.ts
@@ -96,6 +96,9 @@ export enum ContractName {
     EtherToken = 'WETH9',
     MultiSigWalletWithTimeLockExceptRemoveAuthorizedAddress = 'MultiSigWalletWithTimeLockExceptRemoveAuthorizedAddress',
     MaliciousToken = 'MaliciousToken',
+    AccountLevels = 'AccountLevels',
+    EtherDelta = 'EtherDelta',
+    Arbitrage = 'Arbitrage',
 }
 
 export interface Artifact {