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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]);
}
}
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