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author | Fabio Berger <me@fabioberger.com> | 2018-07-02 17:12:01 +0800 |
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committer | Fabio Berger <me@fabioberger.com> | 2018-07-02 17:12:01 +0800 |
commit | de9f0732a09893f035ce8a7e8e01fa1141882a3a (patch) | |
tree | 63d1f0bbc6f9d65576e5d12b379378700eb88567 /packages/contracts/src/2.0.0/protocol/Exchange | |
parent | 20acdbf6c3ba6a62e87a9a496021cb6482c0c03a (diff) | |
parent | b9b00e10d39c3c84bc72892ef37f1313e904414d (diff) | |
download | dexon-sol-tools-de9f0732a09893f035ce8a7e8e01fa1141882a3a.tar.gz dexon-sol-tools-de9f0732a09893f035ce8a7e8e01fa1141882a3a.tar.zst dexon-sol-tools-de9f0732a09893f035ce8a7e8e01fa1141882a3a.zip |
Merge branch 'v2-prototype' into fix/five_decimal_scenario
* v2-prototype: (75 commits)
Update relayer grid tiles to use Text
Fix build
Update file structure
Update 2.0.0 artifacts
Move ledgerhq module declarations to typescript-typings
Export LedgerEthereumClient type in subproviders
Update artifacts
Add logging and updated artifacts
Fix migrations
Run prettier
Add Kovan artifacts
Use ledger subprovider
Add Kovan migrations
Remove state variable from Link component in Portal
Make registerAssetProxy append only
Update staging api link
Change getTransactionReceipt to awaitTransactionMined
Move /docs route to the end
Remove extra call to scrollIntoView for wallet in onboarding
Update expectRevertReasonOrAlwaysFailingTransactionAsync to check status codes
...
Diffstat (limited to 'packages/contracts/src/2.0.0/protocol/Exchange')
27 files changed, 3126 insertions, 0 deletions
diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/Exchange.sol b/packages/contracts/src/2.0.0/protocol/Exchange/Exchange.sol new file mode 100644 index 000000000..d36e9633e --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/Exchange.sol @@ -0,0 +1,52 @@ +/* + + Copyright 2018 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 ^0.4.24; +pragma experimental ABIEncoderV2; + +import "./libs/LibConstants.sol"; +import "./MixinExchangeCore.sol"; +import "./MixinSignatureValidator.sol"; +import "./MixinWrapperFunctions.sol"; +import "./MixinAssetProxyDispatcher.sol"; +import "./MixinTransactions.sol"; +import "./MixinMatchOrders.sol"; + +contract Exchange is + MixinExchangeCore, + MixinMatchOrders, + MixinSignatureValidator, + MixinTransactions, + MixinAssetProxyDispatcher, + MixinWrapperFunctions +{ + + string constant public VERSION = "2.0.1-alpha"; + + // Mixins are instantiated in the order they are inherited + constructor (bytes memory _zrxAssetData) + public + LibConstants(_zrxAssetData) // @TODO: Remove when we deploy. + MixinExchangeCore() + MixinMatchOrders() + MixinSignatureValidator() + MixinTransactions() + MixinAssetProxyDispatcher() + MixinWrapperFunctions() + {} +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinAssetProxyDispatcher.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinAssetProxyDispatcher.sol new file mode 100644 index 000000000..9e9d88ce7 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinAssetProxyDispatcher.sol @@ -0,0 +1,175 @@ +/* + + Copyright 2018 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 ^0.4.24; + +import "../../utils/Ownable/Ownable.sol"; +import "../../utils/LibBytes/LibBytes.sol"; +import "./mixins/MAssetProxyDispatcher.sol"; +import "../AssetProxy/interfaces/IAssetProxy.sol"; + +contract MixinAssetProxyDispatcher is + Ownable, + MAssetProxyDispatcher +{ + using LibBytes for bytes; + + // Mapping from Asset Proxy Id's to their respective Asset Proxy + mapping (bytes4 => IAssetProxy) public assetProxies; + + /// @dev Registers an asset proxy to its asset proxy id. + /// Once an asset proxy is registered, it cannot be unregistered. + /// @param assetProxy Address of new asset proxy to register. + function registerAssetProxy(address assetProxy) + external + onlyOwner + { + IAssetProxy assetProxyContract = IAssetProxy(assetProxy); + + // Ensure that no asset proxy exists with current id. + bytes4 assetProxyId = assetProxyContract.getProxyId(); + address currentAssetProxy = assetProxies[assetProxyId]; + require( + currentAssetProxy == address(0), + "ASSET_PROXY_ALREADY_EXISTS" + ); + + // Add asset proxy and log registration. + assetProxies[assetProxyId] = assetProxyContract; + emit AssetProxyRegistered( + assetProxyId, + assetProxy + ); + } + + /// @dev Gets an asset proxy. + /// @param assetProxyId Id of the asset proxy. + /// @return The asset proxy registered to assetProxyId. Returns 0x0 if no proxy is registered. + function getAssetProxy(bytes4 assetProxyId) + external + view + returns (address) + { + return assetProxies[assetProxyId]; + } + + /// @dev Forwards arguments to assetProxy and calls `transferFrom`. Either succeeds or throws. + /// @param assetData Byte array encoded for the asset. + /// @param from Address to transfer token from. + /// @param to Address to transfer token to. + /// @param amount Amount of token to transfer. + function dispatchTransferFrom( + bytes memory assetData, + address from, + address to, + uint256 amount + ) + internal + { + // Do nothing if no amount should be transferred. + if (amount > 0) { + // Ensure assetData length is valid + require( + assetData.length > 3, + "LENGTH_GREATER_THAN_3_REQUIRED" + ); + + // Lookup assetProxy + bytes4 assetProxyId; + assembly { + assetProxyId := and(mload( + add(assetData, 32)), + 0xFFFFFFFF00000000000000000000000000000000000000000000000000000000 + ) + } + address assetProxy = assetProxies[assetProxyId]; + + // Ensure that assetProxy exists + require( + assetProxy != address(0), + "ASSET_PROXY_DOES_NOT_EXIST" + ); + + // We construct calldata for the `assetProxy.transferFrom` ABI. + // The layout of this calldata is in the table below. + // + // | Area | Offset | Length | Contents | + // | -------- |--------|---------|-------------------------------------------- | + // | Header | 0 | 4 | function selector | + // | Params | | 4 * 32 | function parameters: | + // | | 4 | | 1. offset to assetData (*) | + // | | 36 | | 2. from | + // | | 68 | | 3. to | + // | | 100 | | 4. amount | + // | Data | | | assetData: | + // | | 132 | 32 | assetData Length | + // | | 164 | ** | assetData Contents | + + assembly { + /////// Setup State /////// + // `cdStart` is the start of the calldata for `assetProxy.transferFrom` (equal to free memory ptr). + let cdStart := mload(64) + // `dataAreaLength` is the total number of words needed to store `assetData` + // As-per the ABI spec, this value is padded up to the nearest multiple of 32, + // and includes 32-bytes for length. + let dataAreaLength := and(add(mload(assetData), 63), 0xFFFFFFFFFFFE0) + // `cdEnd` is the end of the calldata for `assetProxy.transferFrom`. + let cdEnd := add(cdStart, add(132, dataAreaLength)) + + + /////// Setup Header Area /////// + // This area holds the 4-byte `transferFromSelector`. + // bytes4(keccak256("transferFrom(bytes,address,address,uint256)")) = 0xa85e59e4 + mstore(cdStart, 0xa85e59e400000000000000000000000000000000000000000000000000000000) + + /////// Setup Params Area /////// + // Each parameter is padded to 32-bytes. The entire Params Area is 128 bytes. + // Notes: + // 1. The offset to `assetData` is the length of the Params Area (128 bytes). + // 2. A 20-byte mask is applied to addresses to zero-out the unused bytes. + mstore(add(cdStart, 4), 128) + mstore(add(cdStart, 36), and(from, 0xffffffffffffffffffffffffffffffffffffffff)) + mstore(add(cdStart, 68), and(to, 0xffffffffffffffffffffffffffffffffffffffff)) + mstore(add(cdStart, 100), amount) + + /////// Setup Data Area /////// + // This area holds `assetData`. + let dataArea := add(cdStart, 132) + for {} lt(dataArea, cdEnd) {} { + mstore(dataArea, mload(assetData)) + dataArea := add(dataArea, 32) + assetData := add(assetData, 32) + } + + /////// Call `assetProxy.transferFrom` using the constructed calldata /////// + let success := call( + gas, // forward all gas + assetProxy, // call address of asset proxy + 0, // don't send any ETH + cdStart, // pointer to start of input + sub(cdEnd, cdStart), // length of input + cdStart, // write output over input + 512 // reserve 512 bytes for output + ) + if iszero(success) { + revert(cdStart, returndatasize()) + } + } + } + } +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol new file mode 100644 index 000000000..c0ed023ac --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinExchangeCore.sol @@ -0,0 +1,436 @@ +/* + + Copyright 2018 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 ^0.4.24; +pragma experimental ABIEncoderV2; + +import "./libs/LibConstants.sol"; +import "./libs/LibFillResults.sol"; +import "./libs/LibOrder.sol"; +import "./libs/LibMath.sol"; +import "./mixins/MExchangeCore.sol"; +import "./mixins/MSignatureValidator.sol"; +import "./mixins/MTransactions.sol"; +import "./mixins/MAssetProxyDispatcher.sol"; + +contract MixinExchangeCore is + LibConstants, + LibMath, + LibOrder, + LibFillResults, + MAssetProxyDispatcher, + MExchangeCore, + MSignatureValidator, + MTransactions +{ + // Mapping of orderHash => amount of takerAsset already bought by maker + mapping (bytes32 => uint256) public filled; + + // Mapping of orderHash => cancelled + mapping (bytes32 => bool) public cancelled; + + // Mapping of makerAddress => senderAddress => lowest salt an order can have in order to be fillable + // Orders with specified senderAddress and with a salt less than their epoch to are considered cancelled + mapping (address => mapping (address => uint256)) public orderEpoch; + + ////// Core exchange functions ////// + + /// @dev Cancels all orders created by makerAddress with a salt less than or equal to the targetOrderEpoch + /// and senderAddress equal to msg.sender (or null address if msg.sender == makerAddress). + /// @param targetOrderEpoch Orders created with a salt less or equal to this value will be cancelled. + function cancelOrdersUpTo(uint256 targetOrderEpoch) + external + { + address makerAddress = getCurrentContextAddress(); + // If this function is called via `executeTransaction`, we only update the orderEpoch for the makerAddress/msg.sender combination. + // This allows external filter contracts to add rules to how orders are cancelled via this function. + address senderAddress = makerAddress == msg.sender ? address(0) : msg.sender; + + // orderEpoch is initialized to 0, so to cancelUpTo we need salt + 1 + uint256 newOrderEpoch = targetOrderEpoch + 1; + uint256 oldOrderEpoch = orderEpoch[makerAddress][senderAddress]; + + // Ensure orderEpoch is monotonically increasing + require( + newOrderEpoch > oldOrderEpoch, + "INVALID_NEW_ORDER_EPOCH" + ); + + // Update orderEpoch + orderEpoch[makerAddress][senderAddress] = newOrderEpoch; + emit CancelUpTo(makerAddress, senderAddress, newOrderEpoch); + } + + /// @dev Fills the input order. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrder( + Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + public + returns (FillResults memory fillResults) + { + // Fetch order info + OrderInfo memory orderInfo = getOrderInfo(order); + + // Fetch taker address + address takerAddress = getCurrentContextAddress(); + + // Get amount of takerAsset to fill + uint256 remainingTakerAssetAmount = safeSub(order.takerAssetAmount, orderInfo.orderTakerAssetFilledAmount); + uint256 takerAssetFilledAmount = min256(takerAssetFillAmount, remainingTakerAssetAmount); + + // Validate context + assertValidFill( + order, + orderInfo, + takerAddress, + takerAssetFillAmount, + takerAssetFilledAmount, + signature + ); + + // Compute proportional fill amounts + fillResults = calculateFillResults(order, takerAssetFilledAmount); + + // Update exchange internal state + updateFilledState( + order, + takerAddress, + orderInfo.orderHash, + orderInfo.orderTakerAssetFilledAmount, + fillResults + ); + + // Settle order + settleOrder(order, takerAddress, fillResults); + + return fillResults; + } + + /// @dev After calling, the order can not be filled anymore. + /// Throws if order is invalid or sender does not have permission to cancel. + /// @param order Order to cancel. Order must be OrderStatus.FILLABLE. + function cancelOrder(Order memory order) + public + { + // Fetch current order status + OrderInfo memory orderInfo = getOrderInfo(order); + + // Validate context + assertValidCancel(order, orderInfo); + + // Perform cancel + updateCancelledState(order, orderInfo.orderHash); + } + + /// @dev Gets information about an order: status, hash, and amount filled. + /// @param order Order to gather information on. + /// @return OrderInfo Information about the order and its state. + /// See LibOrder.OrderInfo for a complete description. + function getOrderInfo(Order memory order) + public + view + returns (OrderInfo memory orderInfo) + { + // Compute the order hash + orderInfo.orderHash = getOrderHash(order); + + // If order.makerAssetAmount is zero, we also reject the order. + // While the Exchange contract handles them correctly, they create + // edge cases in the supporting infrastructure because they have + // an 'infinite' price when computed by a simple division. + if (order.makerAssetAmount == 0) { + orderInfo.orderStatus = uint8(OrderStatus.INVALID_MAKER_ASSET_AMOUNT); + return orderInfo; + } + + // If order.takerAssetAmount is zero, then the order will always + // be considered filled because 0 == takerAssetAmount == orderTakerAssetFilledAmount + // Instead of distinguishing between unfilled and filled zero taker + // amount orders, we choose not to support them. + if (order.takerAssetAmount == 0) { + orderInfo.orderStatus = uint8(OrderStatus.INVALID_TAKER_ASSET_AMOUNT); + return orderInfo; + } + + // Validate order expiration + if (block.timestamp >= order.expirationTimeSeconds) { + orderInfo.orderStatus = uint8(OrderStatus.EXPIRED); + return orderInfo; + } + + // Check if order has been cancelled + if (cancelled[orderInfo.orderHash]) { + orderInfo.orderStatus = uint8(OrderStatus.CANCELLED); + return orderInfo; + } + if (orderEpoch[order.makerAddress][order.senderAddress] > order.salt) { + orderInfo.orderStatus = uint8(OrderStatus.CANCELLED); + return orderInfo; + } + + // Fetch filled amount and validate order availability + orderInfo.orderTakerAssetFilledAmount = filled[orderInfo.orderHash]; + if (orderInfo.orderTakerAssetFilledAmount >= order.takerAssetAmount) { + orderInfo.orderStatus = uint8(OrderStatus.FULLY_FILLED); + return orderInfo; + } + + // All other statuses are ruled out: order is Fillable + orderInfo.orderStatus = uint8(OrderStatus.FILLABLE); + return orderInfo; + } + + /// @dev Updates state with results of a fill order. + /// @param order that was filled. + /// @param takerAddress Address of taker who filled the order. + /// @param orderTakerAssetFilledAmount Amount of order already filled. + /// @return fillResults Amounts filled and fees paid by maker and taker. + function updateFilledState( + Order memory order, + address takerAddress, + bytes32 orderHash, + uint256 orderTakerAssetFilledAmount, + FillResults memory fillResults + ) + internal + { + // Update state + filled[orderHash] = safeAdd(orderTakerAssetFilledAmount, fillResults.takerAssetFilledAmount); + + // Log order + emit Fill( + order.makerAddress, + order.feeRecipientAddress, + takerAddress, + msg.sender, + fillResults.makerAssetFilledAmount, + fillResults.takerAssetFilledAmount, + fillResults.makerFeePaid, + fillResults.takerFeePaid, + orderHash, + order.makerAssetData, + order.takerAssetData + ); + } + + /// @dev Updates state with results of cancelling an order. + /// State is only updated if the order is currently fillable. + /// Otherwise, updating state would have no effect. + /// @param order that was cancelled. + /// @param orderHash Hash of order that was cancelled. + function updateCancelledState( + Order memory order, + bytes32 orderHash + ) + internal + { + // Perform cancel + cancelled[orderHash] = true; + + // Log cancel + emit Cancel( + order.makerAddress, + order.feeRecipientAddress, + msg.sender, + orderHash, + order.makerAssetData, + order.takerAssetData + ); + } + + /// @dev Validates context for fillOrder. Succeeds or throws. + /// @param order to be filled. + /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. + /// @param takerAddress Address of order taker. + /// @param takerAssetFillAmount Desired amount of order to fill by taker. + /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. + /// @param signature Proof that the orders was created by its maker. + function assertValidFill( + Order memory order, + OrderInfo memory orderInfo, + address takerAddress, + uint256 takerAssetFillAmount, + uint256 takerAssetFilledAmount, + bytes memory signature + ) + internal + view + { + // An order can only be filled if its status is FILLABLE. + require( + orderInfo.orderStatus == uint8(OrderStatus.FILLABLE), + "ORDER_UNFILLABLE" + ); + + // Revert if fill amount is invalid + require( + takerAssetFillAmount != 0, + "INVALID_TAKER_AMOUNT" + ); + + // Validate sender is allowed to fill this order + if (order.senderAddress != address(0)) { + require( + order.senderAddress == msg.sender, + "INVALID_SENDER" + ); + } + + // Validate taker is allowed to fill this order + if (order.takerAddress != address(0)) { + require( + order.takerAddress == takerAddress, + "INVALID_TAKER" + ); + } + + // Validate Maker signature (check only if first time seen) + if (orderInfo.orderTakerAssetFilledAmount == 0) { + require( + isValidSignature( + orderInfo.orderHash, + order.makerAddress, + signature + ), + "INVALID_ORDER_SIGNATURE" + ); + } + + // Validate fill order rounding + require( + !isRoundingError( + takerAssetFilledAmount, + order.takerAssetAmount, + order.makerAssetAmount + ), + "ROUNDING_ERROR" + ); + } + + /// @dev Validates context for cancelOrder. Succeeds or throws. + /// @param order to be cancelled. + /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. + function assertValidCancel( + Order memory order, + OrderInfo memory orderInfo + ) + internal + view + { + // Ensure order is valid + // An order can only be cancelled if its status is FILLABLE. + require( + orderInfo.orderStatus == uint8(OrderStatus.FILLABLE), + "ORDER_UNFILLABLE" + ); + + // Validate sender is allowed to cancel this order + if (order.senderAddress != address(0)) { + require( + order.senderAddress == msg.sender, + "INVALID_SENDER" + ); + } + + // Validate transaction signed by maker + address makerAddress = getCurrentContextAddress(); + require( + order.makerAddress == makerAddress, + "INVALID_MAKER" + ); + } + + /// @dev Calculates amounts filled and fees paid by maker and taker. + /// @param order to be filled. + /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. + /// @return fillResults Amounts filled and fees paid by maker and taker. + function calculateFillResults( + Order memory order, + uint256 takerAssetFilledAmount + ) + internal + pure + returns (FillResults memory fillResults) + { + // Compute proportional transfer amounts + // TODO: All three are multiplied by the same fraction. This can + // potentially be optimized. + fillResults.takerAssetFilledAmount = takerAssetFilledAmount; + fillResults.makerAssetFilledAmount = getPartialAmount( + fillResults.takerAssetFilledAmount, + order.takerAssetAmount, + order.makerAssetAmount + ); + fillResults.makerFeePaid = getPartialAmount( + fillResults.takerAssetFilledAmount, + order.takerAssetAmount, + order.makerFee + ); + fillResults.takerFeePaid = getPartialAmount( + fillResults.takerAssetFilledAmount, + order.takerAssetAmount, + order.takerFee + ); + + return fillResults; + } + + /// @dev Settles an order by transferring assets between counterparties. + /// @param order Order struct containing order specifications. + /// @param takerAddress Address selling takerAsset and buying makerAsset. + /// @param fillResults Amounts to be filled and fees paid by maker and taker. + function settleOrder( + LibOrder.Order memory order, + address takerAddress, + LibFillResults.FillResults memory fillResults + ) + private + { + bytes memory zrxAssetData = ZRX_ASSET_DATA; + dispatchTransferFrom( + order.makerAssetData, + order.makerAddress, + takerAddress, + fillResults.makerAssetFilledAmount + ); + dispatchTransferFrom( + order.takerAssetData, + takerAddress, + order.makerAddress, + fillResults.takerAssetFilledAmount + ); + dispatchTransferFrom( + zrxAssetData, + order.makerAddress, + order.feeRecipientAddress, + fillResults.makerFeePaid + ); + dispatchTransferFrom( + zrxAssetData, + takerAddress, + order.feeRecipientAddress, + fillResults.takerFeePaid + ); + } +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol new file mode 100644 index 000000000..1a43eec79 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol @@ -0,0 +1,301 @@ +/* + Copyright 2018 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 ^0.4.24; +pragma experimental ABIEncoderV2; + +import "./libs/LibConstants.sol"; +import "./libs/LibMath.sol"; +import "./libs/LibOrder.sol"; +import "./libs/LibFillResults.sol"; +import "./mixins/MExchangeCore.sol"; +import "./mixins/MMatchOrders.sol"; +import "./mixins/MTransactions.sol"; +import "./mixins/MAssetProxyDispatcher.sol"; + +contract MixinMatchOrders is + LibConstants, + LibMath, + MAssetProxyDispatcher, + MExchangeCore, + MMatchOrders, + MTransactions +{ + /// @dev Match two complementary orders that have a profitable spread. + /// Each order is filled at their respective price point. However, the calculations are + /// carried out as though the orders are both being filled at the right order's price point. + /// The profit made by the left order goes to the taker (who matched the two orders). + /// @param leftOrder First order to match. + /// @param rightOrder Second order to match. + /// @param leftSignature Proof that order was created by the left maker. + /// @param rightSignature Proof that order was created by the right maker. + /// @return matchedFillResults Amounts filled and fees paid by maker and taker of matched orders. + /// TODO: Make this function external once supported by Solidity (See Solidity Issues #3199, #1603) + function matchOrders( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder, + bytes memory leftSignature, + bytes memory rightSignature + ) + public + returns (LibFillResults.MatchedFillResults memory matchedFillResults) + { + // We assume that rightOrder.takerAssetData == leftOrder.makerAssetData and rightOrder.makerAssetData == leftOrder.takerAssetData. + // If this assumption isn't true, the match will fail at signature validation. + rightOrder.makerAssetData = leftOrder.takerAssetData; + rightOrder.takerAssetData = leftOrder.makerAssetData; + + // Get left & right order info + LibOrder.OrderInfo memory leftOrderInfo = getOrderInfo(leftOrder); + LibOrder.OrderInfo memory rightOrderInfo = getOrderInfo(rightOrder); + + // Fetch taker address + address takerAddress = getCurrentContextAddress(); + + // Either our context is valid or we revert + assertValidMatch(leftOrder, rightOrder); + + // Compute proportional fill amounts + matchedFillResults = calculateMatchedFillResults( + leftOrder, + rightOrder, + leftOrderInfo.orderTakerAssetFilledAmount, + rightOrderInfo.orderTakerAssetFilledAmount + ); + + // Validate fill contexts + assertValidFill( + leftOrder, + leftOrderInfo, + takerAddress, + matchedFillResults.left.takerAssetFilledAmount, + matchedFillResults.left.takerAssetFilledAmount, + leftSignature + ); + assertValidFill( + rightOrder, + rightOrderInfo, + takerAddress, + matchedFillResults.right.takerAssetFilledAmount, + matchedFillResults.right.takerAssetFilledAmount, + rightSignature + ); + + // Update exchange state + updateFilledState( + leftOrder, + takerAddress, + leftOrderInfo.orderHash, + leftOrderInfo.orderTakerAssetFilledAmount, + matchedFillResults.left + ); + updateFilledState( + rightOrder, + takerAddress, + rightOrderInfo.orderHash, + rightOrderInfo.orderTakerAssetFilledAmount, + matchedFillResults.right + ); + + // Settle matched orders. Succeeds or throws. + settleMatchedOrders( + leftOrder, + rightOrder, + takerAddress, + matchedFillResults + ); + + return matchedFillResults; + } + + /// @dev Validates context for matchOrders. Succeeds or throws. + /// @param leftOrder First order to match. + /// @param rightOrder Second order to match. + function assertValidMatch( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder + ) + internal + pure + { + // Make sure there is a profitable spread. + // There is a profitable spread iff the cost per unit bought (OrderA.MakerAmount/OrderA.TakerAmount) for each order is greater + // than the profit per unit sold of the matched order (OrderB.TakerAmount/OrderB.MakerAmount). + // This is satisfied by the equations below: + // <leftOrder.makerAssetAmount> / <leftOrder.takerAssetAmount> >= <rightOrder.takerAssetAmount> / <rightOrder.makerAssetAmount> + // AND + // <rightOrder.makerAssetAmount> / <rightOrder.takerAssetAmount> >= <leftOrder.takerAssetAmount> / <leftOrder.makerAssetAmount> + // These equations can be combined to get the following: + require( + safeMul(leftOrder.makerAssetAmount, rightOrder.makerAssetAmount) >= + safeMul(leftOrder.takerAssetAmount, rightOrder.takerAssetAmount), + "NEGATIVE_SPREAD_REQUIRED" + ); + } + + /// @dev Calculates fill amounts for the matched orders. + /// Each order is filled at their respective price point. However, the calculations are + /// carried out as though the orders are both being filled at the right order's price point. + /// The profit made by the leftOrder order goes to the taker (who matched the two orders). + /// @param leftOrder First order to match. + /// @param rightOrder Second order to match. + /// @param leftOrderTakerAssetFilledAmount Amount of left order already filled. + /// @param rightOrderTakerAssetFilledAmount Amount of right order already filled. + /// @param matchedFillResults Amounts to fill and fees to pay by maker and taker of matched orders. + function calculateMatchedFillResults( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder, + uint256 leftOrderTakerAssetFilledAmount, + uint256 rightOrderTakerAssetFilledAmount + ) + internal + pure + returns (LibFillResults.MatchedFillResults memory matchedFillResults) + { + // We settle orders at the exchange rate of the right order. + // The amount saved by the left maker goes to the taker. + // Either the left or right order will be fully filled; possibly both. + // The left order is fully filled iff the right order can sell more than left can buy. + // That is: the amount required to fill the left order is less than or equal to + // the amount we can spend from the right order: + // <leftTakerAssetAmountRemaining> <= <rightTakerAssetAmountRemaining> * <rightMakerToTakerRatio> + // <leftTakerAssetAmountRemaining> <= <rightTakerAssetAmountRemaining> * <rightOrder.makerAssetAmount> / <rightOrder.takerAssetAmount> + // <leftTakerAssetAmountRemaining> * <rightOrder.takerAssetAmount> <= <rightTakerAssetAmountRemaining> * <rightOrder.makerAssetAmount> + uint256 leftTakerAssetAmountRemaining = safeSub(leftOrder.takerAssetAmount, leftOrderTakerAssetFilledAmount); + uint256 rightTakerAssetAmountRemaining = safeSub(rightOrder.takerAssetAmount, rightOrderTakerAssetFilledAmount); + uint256 leftTakerAssetFilledAmount; + uint256 rightTakerAssetFilledAmount; + if ( + safeMul(leftTakerAssetAmountRemaining, rightOrder.takerAssetAmount) <= + safeMul(rightTakerAssetAmountRemaining, rightOrder.makerAssetAmount) + ) { + // Left order will be fully filled: maximally fill left + leftTakerAssetFilledAmount = leftTakerAssetAmountRemaining; + + // The right order receives an amount proportional to how much was spent. + // TODO: Can we ensure rounding error is in the correct direction? + rightTakerAssetFilledAmount = getPartialAmount( + rightOrder.takerAssetAmount, + rightOrder.makerAssetAmount, + leftTakerAssetFilledAmount + ); + } else { + // Right order will be fully filled: maximally fill right + rightTakerAssetFilledAmount = rightTakerAssetAmountRemaining; + + // The left order receives an amount proportional to how much was spent. + // TODO: Can we ensure rounding error is in the correct direction? + leftTakerAssetFilledAmount = getPartialAmount( + rightOrder.makerAssetAmount, + rightOrder.takerAssetAmount, + rightTakerAssetFilledAmount + ); + } + + // Calculate fill results for left order + matchedFillResults.left = calculateFillResults( + leftOrder, + leftTakerAssetFilledAmount + ); + + // Calculate fill results for right order + matchedFillResults.right = calculateFillResults( + rightOrder, + rightTakerAssetFilledAmount + ); + + // Calculate amount given to taker + matchedFillResults.leftMakerAssetSpreadAmount = safeSub( + matchedFillResults.left.makerAssetFilledAmount, + matchedFillResults.right.takerAssetFilledAmount + ); + + // Return fill results + return matchedFillResults; + } + + /// @dev Settles matched order by transferring appropriate funds between order makers, taker, and fee recipient. + /// @param leftOrder First matched order. + /// @param rightOrder Second matched order. + /// @param takerAddress Address that matched the orders. The taker receives the spread between orders as profit. + /// @param matchedFillResults Struct holding amounts to transfer between makers, taker, and fee recipients. + function settleMatchedOrders( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder, + address takerAddress, + LibFillResults.MatchedFillResults memory matchedFillResults + ) + private + { + bytes memory zrxAssetData = ZRX_ASSET_DATA; + // Order makers and taker + dispatchTransferFrom( + leftOrder.makerAssetData, + leftOrder.makerAddress, + rightOrder.makerAddress, + matchedFillResults.right.takerAssetFilledAmount + ); + dispatchTransferFrom( + rightOrder.makerAssetData, + rightOrder.makerAddress, + leftOrder.makerAddress, + matchedFillResults.left.takerAssetFilledAmount + ); + dispatchTransferFrom( + leftOrder.makerAssetData, + leftOrder.makerAddress, + takerAddress, + matchedFillResults.leftMakerAssetSpreadAmount + ); + + // Maker fees + dispatchTransferFrom( + zrxAssetData, + leftOrder.makerAddress, + leftOrder.feeRecipientAddress, + matchedFillResults.left.makerFeePaid + ); + dispatchTransferFrom( + zrxAssetData, + rightOrder.makerAddress, + rightOrder.feeRecipientAddress, + matchedFillResults.right.makerFeePaid + ); + + // Taker fees + if (leftOrder.feeRecipientAddress == rightOrder.feeRecipientAddress) { + dispatchTransferFrom( + zrxAssetData, + takerAddress, + leftOrder.feeRecipientAddress, + safeAdd( + matchedFillResults.left.takerFeePaid, + matchedFillResults.right.takerFeePaid + ) + ); + } else { + dispatchTransferFrom( + zrxAssetData, + takerAddress, + leftOrder.feeRecipientAddress, + matchedFillResults.left.takerFeePaid + ); + dispatchTransferFrom( + zrxAssetData, + takerAddress, + rightOrder.feeRecipientAddress, + matchedFillResults.right.takerFeePaid + ); + } + } +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinSignatureValidator.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinSignatureValidator.sol new file mode 100644 index 000000000..29172057a --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinSignatureValidator.sol @@ -0,0 +1,255 @@ +/* + + Copyright 2018 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 ^0.4.24; + +import "../../utils/LibBytes/LibBytes.sol"; +import "./mixins/MSignatureValidator.sol"; +import "./mixins/MTransactions.sol"; +import "./interfaces/IWallet.sol"; +import "./interfaces/IValidator.sol"; + +contract MixinSignatureValidator is + MSignatureValidator, + MTransactions +{ + using LibBytes for bytes; + + // Mapping of hash => signer => signed + mapping (bytes32 => mapping (address => bool)) public preSigned; + + // Mapping of signer => validator => approved + mapping (address => mapping (address => bool)) public allowedValidators; + + /// @dev Approves a hash on-chain using any valid signature type. + /// After presigning a hash, the preSign signature type will become valid for that hash and signer. + /// @param signerAddress Address that should have signed the given hash. + /// @param signature Proof that the hash has been signed by signer. + function preSign( + bytes32 hash, + address signerAddress, + bytes signature + ) + external + { + require( + isValidSignature( + hash, + signerAddress, + signature + ), + "INVALID_SIGNATURE" + ); + preSigned[hash][signerAddress] = true; + } + + /// @dev Approves/unnapproves a Validator contract to verify signatures on signer's behalf. + /// @param validatorAddress Address of Validator contract. + /// @param approval Approval or disapproval of Validator contract. + function setSignatureValidatorApproval( + address validatorAddress, + bool approval + ) + external + { + address signerAddress = getCurrentContextAddress(); + allowedValidators[signerAddress][validatorAddress] = approval; + emit SignatureValidatorApproval( + signerAddress, + validatorAddress, + approval + ); + } + + /// @dev Verifies that a hash has been signed by the given signer. + /// @param hash Any 32 byte hash. + /// @param signerAddress Address that should have signed the given hash. + /// @param signature Proof that the hash has been signed by signer. + /// @return True if the address recovered from the provided signature matches the input signer address. + function isValidSignature( + bytes32 hash, + address signerAddress, + bytes memory signature + ) + public + view + returns (bool isValid) + { + // TODO: Domain separation: make hash depend on role. (Taker sig should not be valid as maker sig, etc.) + require( + signature.length > 0, + "LENGTH_GREATER_THAN_0_REQUIRED" + ); + + // Ensure signature is supported + uint8 signatureTypeRaw = uint8(signature.popLastByte()); + require( + signatureTypeRaw < uint8(SignatureType.NSignatureTypes), + "SIGNATURE_UNSUPPORTED" + ); + + // Pop last byte off of signature byte array. + SignatureType signatureType = SignatureType(signatureTypeRaw); + + // Variables are not scoped in Solidity. + uint8 v; + bytes32 r; + bytes32 s; + address recovered; + + // Always illegal signature. + // This is always an implicit option since a signer can create a + // signature array with invalid type or length. We may as well make + // it an explicit option. This aids testing and analysis. It is + // also the initialization value for the enum type. + if (signatureType == SignatureType.Illegal) { + revert("SIGNATURE_ILLEGAL"); + + // Always invalid signature. + // Like Illegal, this is always implicitly available and therefore + // offered explicitly. It can be implicitly created by providing + // a correctly formatted but incorrect signature. + } else if (signatureType == SignatureType.Invalid) { + require( + signature.length == 0, + "LENGTH_0_REQUIRED" + ); + isValid = false; + return isValid; + + // Signature using EIP712 + } else if (signatureType == SignatureType.EIP712) { + require( + signature.length == 65, + "LENGTH_65_REQUIRED" + ); + v = uint8(signature[0]); + r = signature.readBytes32(1); + s = signature.readBytes32(33); + recovered = ecrecover(hash, v, r, s); + isValid = signerAddress == recovered; + return isValid; + + // Signed using web3.eth_sign + } else if (signatureType == SignatureType.EthSign) { + require( + signature.length == 65, + "LENGTH_65_REQUIRED" + ); + v = uint8(signature[0]); + r = signature.readBytes32(1); + s = signature.readBytes32(33); + recovered = ecrecover( + keccak256(abi.encodePacked( + "\x19Ethereum Signed Message:\n32", + hash + )), + v, + r, + s + ); + isValid = signerAddress == recovered; + return isValid; + + // Implicitly signed by caller. + // The signer has initiated the call. In the case of non-contract + // accounts it means the transaction itself was signed. + // Example: let's say for a particular operation three signatures + // A, B and C are required. To submit the transaction, A and B can + // give a signature to C, who can then submit the transaction using + // `Caller` for his own signature. Or A and C can sign and B can + // submit using `Caller`. Having `Caller` allows this flexibility. + } else if (signatureType == SignatureType.Caller) { + require( + signature.length == 0, + "LENGTH_0_REQUIRED" + ); + isValid = signerAddress == msg.sender; + return isValid; + + // Signature verified by wallet contract. + // If used with an order, the maker of the order is the wallet contract. + } else if (signatureType == SignatureType.Wallet) { + isValid = IWallet(signerAddress).isValidSignature(hash, signature); + return isValid; + + // Signature verified by validator contract. + // If used with an order, the maker of the order can still be an EOA. + // A signature using this type should be encoded as: + // | Offset | Length | Contents | + // | 0x00 | x | Signature to validate | + // | 0x00 + x | 20 | Address of validator contract | + // | 0x14 + x | 1 | Signature type is always "\x06" | + } else if (signatureType == SignatureType.Validator) { + // Pop last 20 bytes off of signature byte array. + + address validatorAddress = signature.popLast20Bytes(); + + // Ensure signer has approved validator. + if (!allowedValidators[signerAddress][validatorAddress]) { + return false; + } + isValid = IValidator(validatorAddress).isValidSignature( + hash, + signerAddress, + signature + ); + return isValid; + + // Signer signed hash previously using the preSign function. + } else if (signatureType == SignatureType.PreSigned) { + isValid = preSigned[hash][signerAddress]; + return isValid; + + // Signature from Trezor hardware wallet. + // It differs from web3.eth_sign in the encoding of message length + // (Bitcoin varint encoding vs ascii-decimal, the latter is not + // self-terminating which leads to ambiguities). + // See also: + // https://en.bitcoin.it/wiki/Protocol_documentation#Variable_length_integer + // https://github.com/trezor/trezor-mcu/blob/master/firmware/ethereum.c#L602 + // https://github.com/trezor/trezor-mcu/blob/master/firmware/crypto.c#L36 + } else if (signatureType == SignatureType.Trezor) { + require( + signature.length == 65, + "LENGTH_65_REQUIRED" + ); + v = uint8(signature[0]); + r = signature.readBytes32(1); + s = signature.readBytes32(33); + recovered = ecrecover( + keccak256(abi.encodePacked( + "\x19Ethereum Signed Message:\n\x20", + hash + )), + v, + r, + s + ); + isValid = signerAddress == recovered; + return isValid; + } + + // Anything else is illegal (We do not return false because + // the signature may actually be valid, just not in a format + // that we currently support. In this case returning false + // may lead the caller to incorrectly believe that the + // signature was invalid.) + revert("SIGNATURE_UNSUPPORTED"); + } +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinTransactions.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinTransactions.sol new file mode 100644 index 000000000..31f7f2847 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinTransactions.sol @@ -0,0 +1,154 @@ +/* + + Copyright 2018 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 ^0.4.24; + +import "./libs/LibExchangeErrors.sol"; +import "./mixins/MSignatureValidator.sol"; +import "./mixins/MTransactions.sol"; +import "./libs/LibEIP712.sol"; + +contract MixinTransactions is + LibEIP712, + MSignatureValidator, + MTransactions +{ + + // Mapping of transaction hash => executed + // This prevents transactions from being executed more than once. + mapping (bytes32 => bool) public transactions; + + // Address of current transaction signer + address public currentContextAddress; + + // Hash for the EIP712 ZeroEx Transaction Schema + bytes32 constant EIP712_ZEROEX_TRANSACTION_SCHEMA_HASH = keccak256(abi.encodePacked( + "ZeroExTransaction(", + "uint256 salt,", + "address signerAddress,", + "bytes data", + ")" + )); + + /// @dev Calculates EIP712 hash of the Transaction. + /// @param salt Arbitrary number to ensure uniqueness of transaction hash. + /// @param signerAddress Address of transaction signer. + /// @param data AbiV2 encoded calldata. + /// @return EIP712 hash of the Transaction. + function hashZeroExTransaction( + uint256 salt, + address signerAddress, + bytes memory data + ) + internal + pure + returns (bytes32 result) + { + bytes32 schemaHash = EIP712_ZEROEX_TRANSACTION_SCHEMA_HASH; + bytes32 dataHash = keccak256(data); + // Assembly for more efficiently computing: + // keccak256(abi.encode( + // EIP712_ZEROEX_TRANSACTION_SCHEMA_HASH, + // salt, + // signerAddress, + // keccak256(data) + // )); + assembly { + let memPtr := mload(64) + mstore(memPtr, schemaHash) + mstore(add(memPtr, 32), salt) + mstore(add(memPtr, 64), and(signerAddress, 0xffffffffffffffffffffffffffffffffffffffff)) + mstore(add(memPtr, 96), dataHash) + result := keccak256(memPtr, 128) + } + + return result; + } + + /// @dev Executes an exchange method call in the context of signer. + /// @param salt Arbitrary number to ensure uniqueness of transaction hash. + /// @param signerAddress Address of transaction signer. + /// @param data AbiV2 encoded calldata. + /// @param signature Proof of signer transaction by signer. + function executeTransaction( + uint256 salt, + address signerAddress, + bytes data, + bytes signature + ) + external + { + // Prevent reentrancy + require( + currentContextAddress == address(0), + "REENTRANCY_ILLEGAL" + ); + + bytes32 transactionHash = hashEIP712Message(hashZeroExTransaction( + salt, + signerAddress, + data + )); + + // Validate transaction has not been executed + require( + !transactions[transactionHash], + "INVALID_TX_HASH" + ); + + // Transaction always valid if signer is sender of transaction + if (signerAddress != msg.sender) { + // Validate signature + require( + isValidSignature( + transactionHash, + signerAddress, + signature + ), + "INVALID_TX_SIGNATURE" + ); + + // Set the current transaction signer + currentContextAddress = signerAddress; + } + + // Execute transaction + transactions[transactionHash] = true; + require( + address(this).delegatecall(data), + "FAILED_EXECUTION" + ); + + // Reset current transaction signer + // TODO: Check if gas is paid when currentContextAddress is already 0. + currentContextAddress = address(0); + } + + /// @dev The current function will be called in the context of this address (either 0x transaction signer or `msg.sender`). + /// If calling a fill function, this address will represent the taker. + /// If calling a cancel function, this address will represent the maker. + /// @return Signer of 0x transaction if entry point is `executeTransaction`. + /// `msg.sender` if entry point is any other function. + function getCurrentContextAddress() + internal + view + returns (address) + { + address contextAddress = currentContextAddress == address(0) ? msg.sender : currentContextAddress; + return contextAddress; + } +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinWrapperFunctions.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinWrapperFunctions.sol new file mode 100644 index 000000000..00668ca43 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinWrapperFunctions.sol @@ -0,0 +1,531 @@ +/* + + Copyright 2018 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 ^0.4.24; +pragma experimental ABIEncoderV2; + +import "./libs/LibMath.sol"; +import "./libs/LibOrder.sol"; +import "./libs/LibFillResults.sol"; +import "./mixins/MExchangeCore.sol"; + +contract MixinWrapperFunctions is + LibMath, + LibFillResults, + MExchangeCore +{ + /// @dev Fills the input order. Reverts if exact takerAssetFillAmount not filled. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + function fillOrKillOrder( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + public + returns (FillResults memory fillResults) + { + fillResults = fillOrder( + order, + takerAssetFillAmount, + signature + ); + require( + fillResults.takerAssetFilledAmount == takerAssetFillAmount, + "COMPLETE_FILL_FAILED" + ); + return fillResults; + } + + /// @dev Fills an order with specified parameters and ECDSA signature. + /// Returns false if the transaction would otherwise revert. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrderNoThrow( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + public + returns (FillResults memory fillResults) + { + // We need to call MExchangeCore.fillOrder using a delegatecall in + // assembly so that we can intercept a call that throws. For this, we + // need the input encoded in memory in the Ethereum ABIv2 format [1]. + + // | Area | Offset | Length | Contents | + // | -------- |--------|---------|-------------------------------------------- | + // | Header | 0x00 | 4 | function selector | + // | Params | | 3 * 32 | function parameters: | + // | | 0x00 | | 1. offset to order (*) | + // | | 0x20 | | 2. takerAssetFillAmount | + // | | 0x40 | | 3. offset to signature (*) | + // | Data | | 12 * 32 | order: | + // | | 0x000 | | 1. senderAddress | + // | | 0x020 | | 2. makerAddress | + // | | 0x040 | | 3. takerAddress | + // | | 0x060 | | 4. feeRecipientAddress | + // | | 0x080 | | 5. makerAssetAmount | + // | | 0x0A0 | | 6. takerAssetAmount | + // | | 0x0C0 | | 7. makerFeeAmount | + // | | 0x0E0 | | 8. takerFeeAmount | + // | | 0x100 | | 9. expirationTimeSeconds | + // | | 0x120 | | 10. salt | + // | | 0x140 | | 11. Offset to makerAssetData (*) | + // | | 0x160 | | 12. Offset to takerAssetData (*) | + // | | 0x180 | 32 | makerAssetData Length | + // | | 0x1A0 | ** | makerAssetData Contents | + // | | 0x1C0 | 32 | takerAssetData Length | + // | | 0x1E0 | ** | takerAssetData Contents | + // | | 0x200 | 32 | signature Length | + // | | 0x220 | ** | signature Contents | + + // * Offsets are calculated from the beginning of the current area: Header, Params, Data: + // An offset stored in the Params area is calculated from the beginning of the Params section. + // An offset stored in the Data area is calculated from the beginning of the Data section. + + // ** The length of dynamic array contents are stored in the field immediately preceeding the contents. + + // [1]: https://solidity.readthedocs.io/en/develop/abi-spec.html + + bytes4 fillOrderSelector = this.fillOrder.selector; + + assembly { + + // Areas below may use the following variables: + // 1. <area>Start -- Start of this area in memory + // 2. <area>End -- End of this area in memory. This value may + // be precomputed (before writing contents), + // or it may be computed as contents are written. + // 3. <area>Offset -- Current offset into area. If an area's End + // is precomputed, this variable tracks the + // offsets of contents as they are written. + + /////// Setup Header Area /////// + // Load free memory pointer + let headerAreaStart := mload(0x40) + mstore(headerAreaStart, fillOrderSelector) + let headerAreaEnd := add(headerAreaStart, 0x4) + + /////// Setup Params Area /////// + // This area is preallocated and written to later. + // This is because we need to fill in offsets that have not yet been calculated. + let paramsAreaStart := headerAreaEnd + let paramsAreaEnd := add(paramsAreaStart, 0x60) + let paramsAreaOffset := paramsAreaStart + + /////// Setup Data Area /////// + let dataAreaStart := paramsAreaEnd + let dataAreaEnd := dataAreaStart + + // Offset from the source data we're reading from + let sourceOffset := order + // arrayLenBytes and arrayLenWords track the length of a dynamically-allocated bytes array. + let arrayLenBytes := 0 + let arrayLenWords := 0 + + /////// Write order Struct /////// + // Write memory location of Order, relative to the start of the + // parameter list, then increment the paramsAreaOffset respectively. + mstore(paramsAreaOffset, sub(dataAreaEnd, paramsAreaStart)) + paramsAreaOffset := add(paramsAreaOffset, 0x20) + + // Write values for each field in the order + // It would be nice to use a loop, but we save on gas by writing + // the stores sequentially. + mstore(dataAreaEnd, mload(sourceOffset)) // makerAddress + mstore(add(dataAreaEnd, 0x20), mload(add(sourceOffset, 0x20))) // takerAddress + mstore(add(dataAreaEnd, 0x40), mload(add(sourceOffset, 0x40))) // feeRecipientAddress + mstore(add(dataAreaEnd, 0x60), mload(add(sourceOffset, 0x60))) // senderAddress + mstore(add(dataAreaEnd, 0x80), mload(add(sourceOffset, 0x80))) // makerAssetAmount + mstore(add(dataAreaEnd, 0xA0), mload(add(sourceOffset, 0xA0))) // takerAssetAmount + mstore(add(dataAreaEnd, 0xC0), mload(add(sourceOffset, 0xC0))) // makerFeeAmount + mstore(add(dataAreaEnd, 0xE0), mload(add(sourceOffset, 0xE0))) // takerFeeAmount + mstore(add(dataAreaEnd, 0x100), mload(add(sourceOffset, 0x100))) // expirationTimeSeconds + mstore(add(dataAreaEnd, 0x120), mload(add(sourceOffset, 0x120))) // salt + mstore(add(dataAreaEnd, 0x140), mload(add(sourceOffset, 0x140))) // Offset to makerAssetData + mstore(add(dataAreaEnd, 0x160), mload(add(sourceOffset, 0x160))) // Offset to takerAssetData + dataAreaEnd := add(dataAreaEnd, 0x180) + sourceOffset := add(sourceOffset, 0x180) + + // Write offset to <order.makerAssetData> + mstore(add(dataAreaStart, mul(10, 0x20)), sub(dataAreaEnd, dataAreaStart)) + + // Calculate length of <order.makerAssetData> + sourceOffset := mload(add(order, 0x140)) // makerAssetData + arrayLenBytes := mload(sourceOffset) + sourceOffset := add(sourceOffset, 0x20) + arrayLenWords := div(add(arrayLenBytes, 0x1F), 0x20) + + // Write length of <order.makerAssetData> + mstore(dataAreaEnd, arrayLenBytes) + dataAreaEnd := add(dataAreaEnd, 0x20) + + // Write contents of <order.makerAssetData> + for {let i := 0} lt(i, arrayLenWords) {i := add(i, 1)} { + mstore(dataAreaEnd, mload(sourceOffset)) + dataAreaEnd := add(dataAreaEnd, 0x20) + sourceOffset := add(sourceOffset, 0x20) + } + + // Write offset to <order.takerAssetData> + mstore(add(dataAreaStart, mul(11, 0x20)), sub(dataAreaEnd, dataAreaStart)) + + // Calculate length of <order.takerAssetData> + sourceOffset := mload(add(order, 0x160)) // takerAssetData + arrayLenBytes := mload(sourceOffset) + sourceOffset := add(sourceOffset, 0x20) + arrayLenWords := div(add(arrayLenBytes, 0x1F), 0x20) + + // Write length of <order.takerAssetData> + mstore(dataAreaEnd, arrayLenBytes) + dataAreaEnd := add(dataAreaEnd, 0x20) + + // Write contents of <order.takerAssetData> + for {let i := 0} lt(i, arrayLenWords) {i := add(i, 1)} { + mstore(dataAreaEnd, mload(sourceOffset)) + dataAreaEnd := add(dataAreaEnd, 0x20) + sourceOffset := add(sourceOffset, 0x20) + } + + /////// Write takerAssetFillAmount /////// + mstore(paramsAreaOffset, takerAssetFillAmount) + paramsAreaOffset := add(paramsAreaOffset, 0x20) + + /////// Write signature /////// + // Write offset to paramsArea + mstore(paramsAreaOffset, sub(dataAreaEnd, paramsAreaStart)) + + // Calculate length of signature + sourceOffset := signature + arrayLenBytes := mload(sourceOffset) + sourceOffset := add(sourceOffset, 0x20) + arrayLenWords := div(add(arrayLenBytes, 0x1F), 0x20) + + // Write length of signature + mstore(dataAreaEnd, arrayLenBytes) + dataAreaEnd := add(dataAreaEnd, 0x20) + + // Write contents of signature + for {let i := 0} lt(i, arrayLenWords) {i := add(i, 1)} { + mstore(dataAreaEnd, mload(sourceOffset)) + dataAreaEnd := add(dataAreaEnd, 0x20) + sourceOffset := add(sourceOffset, 0x20) + } + + // Execute delegatecall + let success := delegatecall( + gas, // forward all gas, TODO: look into gas consumption of assert/throw + address, // call address of this contract + headerAreaStart, // pointer to start of input + sub(dataAreaEnd, headerAreaStart), // length of input + headerAreaStart, // write output over input + 128 // output size is 128 bytes + ) + switch success + case 0 { + mstore(fillResults, 0) + mstore(add(fillResults, 32), 0) + mstore(add(fillResults, 64), 0) + mstore(add(fillResults, 96), 0) + } + case 1 { + mstore(fillResults, mload(headerAreaStart)) + mstore(add(fillResults, 32), mload(add(headerAreaStart, 32))) + mstore(add(fillResults, 64), mload(add(headerAreaStart, 64))) + mstore(add(fillResults, 96), mload(add(headerAreaStart, 96))) + } + } + return fillResults; + } + + /// @dev Synchronously executes multiple calls of fillOrder. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmounts Array of desired amounts of takerAsset to sell in orders. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + /// NOTE: makerAssetFilledAmount and takerAssetFilledAmount may include amounts filled of different assets. + function batchFillOrders( + LibOrder.Order[] memory orders, + uint256[] memory takerAssetFillAmounts, + bytes[] memory signatures + ) + public + returns (FillResults memory totalFillResults) + { + for (uint256 i = 0; i < orders.length; i++) { + FillResults memory singleFillResults = fillOrder( + orders[i], + takerAssetFillAmounts[i], + signatures[i] + ); + addFillResults(totalFillResults, singleFillResults); + } + return totalFillResults; + } + + /// @dev Synchronously executes multiple calls of fillOrKill. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmounts Array of desired amounts of takerAsset to sell in orders. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + /// NOTE: makerAssetFilledAmount and takerAssetFilledAmount may include amounts filled of different assets. + function batchFillOrKillOrders( + LibOrder.Order[] memory orders, + uint256[] memory takerAssetFillAmounts, + bytes[] memory signatures + ) + public + returns (FillResults memory totalFillResults) + { + for (uint256 i = 0; i < orders.length; i++) { + FillResults memory singleFillResults = fillOrKillOrder( + orders[i], + takerAssetFillAmounts[i], + signatures[i] + ); + addFillResults(totalFillResults, singleFillResults); + } + return totalFillResults; + } + + /// @dev Fills an order with specified parameters and ECDSA signature. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmounts Array of desired amounts of takerAsset to sell in orders. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + /// NOTE: makerAssetFilledAmount and takerAssetFilledAmount may include amounts filled of different assets. + function batchFillOrdersNoThrow( + LibOrder.Order[] memory orders, + uint256[] memory takerAssetFillAmounts, + bytes[] memory signatures + ) + public + returns (FillResults memory totalFillResults) + { + for (uint256 i = 0; i < orders.length; i++) { + FillResults memory singleFillResults = fillOrderNoThrow( + orders[i], + takerAssetFillAmounts[i], + signatures[i] + ); + addFillResults(totalFillResults, singleFillResults); + } + return totalFillResults; + } + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of takerAsset is sold by taker. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellOrders( + LibOrder.Order[] memory orders, + uint256 takerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (FillResults memory totalFillResults) + { + bytes memory takerAssetData = orders[0].takerAssetData; + + for (uint256 i = 0; i < orders.length; i++) { + + // We assume that asset being sold by taker is the same for each order. + // Rather than passing this in as calldata, we use the takerAssetData from the first order in all later orders. + orders[i].takerAssetData = takerAssetData; + + // Calculate the remaining amount of takerAsset to sell + uint256 remainingTakerAssetFillAmount = safeSub(takerAssetFillAmount, totalFillResults.takerAssetFilledAmount); + + // Attempt to sell the remaining amount of takerAsset + FillResults memory singleFillResults = fillOrder( + orders[i], + remainingTakerAssetFillAmount, + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker + addFillResults(totalFillResults, singleFillResults); + + // Stop execution if the entire amount of takerAsset has been sold + if (totalFillResults.takerAssetFilledAmount == takerAssetFillAmount) { + break; + } + } + return totalFillResults; + } + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of takerAsset is sold by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellOrdersNoThrow( + LibOrder.Order[] memory orders, + uint256 takerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (FillResults memory totalFillResults) + { + bytes memory takerAssetData = orders[0].takerAssetData; + + for (uint256 i = 0; i < orders.length; i++) { + + // We assume that asset being sold by taker is the same for each order. + // Rather than passing this in as calldata, we use the takerAssetData from the first order in all later orders. + orders[i].takerAssetData = takerAssetData; + + // Calculate the remaining amount of takerAsset to sell + uint256 remainingTakerAssetFillAmount = safeSub(takerAssetFillAmount, totalFillResults.takerAssetFilledAmount); + + // Attempt to sell the remaining amount of takerAsset + FillResults memory singleFillResults = fillOrderNoThrow( + orders[i], + remainingTakerAssetFillAmount, + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker + addFillResults(totalFillResults, singleFillResults); + + // Stop execution if the entire amount of takerAsset has been sold + if (totalFillResults.takerAssetFilledAmount == takerAssetFillAmount) { + break; + } + } + return totalFillResults; + } + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of makerAsset is bought by taker. + /// @param orders Array of order specifications. + /// @param makerAssetFillAmount Desired amount of makerAsset to buy. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketBuyOrders( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (FillResults memory totalFillResults) + { + bytes memory makerAssetData = orders[0].makerAssetData; + + for (uint256 i = 0; i < orders.length; i++) { + + // We assume that asset being bought by taker is the same for each order. + // Rather than passing this in as calldata, we copy the makerAssetData from the first order onto all later orders. + orders[i].makerAssetData = makerAssetData; + + // Calculate the remaining amount of makerAsset to buy + uint256 remainingMakerAssetFillAmount = safeSub(makerAssetFillAmount, totalFillResults.makerAssetFilledAmount); + + // Convert the remaining amount of makerAsset to buy into remaining amount + // of takerAsset to sell, assuming entire amount can be sold in the current order + uint256 remainingTakerAssetFillAmount = getPartialAmount( + orders[i].takerAssetAmount, + orders[i].makerAssetAmount, + remainingMakerAssetFillAmount + ); + + // Attempt to sell the remaining amount of takerAsset + FillResults memory singleFillResults = fillOrder( + orders[i], + remainingTakerAssetFillAmount, + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker + addFillResults(totalFillResults, singleFillResults); + + // Stop execution if the entire amount of makerAsset has been bought + if (totalFillResults.makerAssetFilledAmount == makerAssetFillAmount) { + break; + } + } + return totalFillResults; + } + + /// @dev Synchronously executes multiple fill orders in a single transaction until total amount is bought by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param makerAssetFillAmount Desired amount of makerAsset to buy. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketBuyOrdersNoThrow( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (FillResults memory totalFillResults) + { + bytes memory makerAssetData = orders[0].makerAssetData; + + for (uint256 i = 0; i < orders.length; i++) { + + // We assume that asset being bought by taker is the same for each order. + // Rather than passing this in as calldata, we copy the makerAssetData from the first order onto all later orders. + orders[i].makerAssetData = makerAssetData; + + // Calculate the remaining amount of makerAsset to buy + uint256 remainingMakerAssetFillAmount = safeSub(makerAssetFillAmount, totalFillResults.makerAssetFilledAmount); + + // Convert the remaining amount of makerAsset to buy into remaining amount + // of takerAsset to sell, assuming entire amount can be sold in the current order + uint256 remainingTakerAssetFillAmount = getPartialAmount( + orders[i].takerAssetAmount, + orders[i].makerAssetAmount, + remainingMakerAssetFillAmount + ); + + // Attempt to sell the remaining amount of takerAsset + FillResults memory singleFillResults = fillOrderNoThrow( + orders[i], + remainingTakerAssetFillAmount, + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker + addFillResults(totalFillResults, singleFillResults); + + // Stop execution if the entire amount of makerAsset has been bought + if (totalFillResults.makerAssetFilledAmount == makerAssetFillAmount) { + break; + } + } + return totalFillResults; + } + + /// @dev Synchronously cancels multiple orders in a single transaction. + /// @param orders Array of order specifications. + function batchCancelOrders(LibOrder.Order[] memory orders) + public + { + for (uint256 i = 0; i < orders.length; i++) { + cancelOrder(orders[i]); + } + } +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IAssetProxyDispatcher.sol b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IAssetProxyDispatcher.sol new file mode 100644 index 000000000..66f3b5796 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IAssetProxyDispatcher.sol @@ -0,0 +1,36 @@ +/* + + Copyright 2018 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 ^0.4.24; + +contract IAssetProxyDispatcher { + + /// @dev Registers an asset proxy to its asset proxy id. + /// Once an asset proxy is registered, it cannot be unregistered. + /// @param assetProxy Address of new asset proxy to register. + function registerAssetProxy(address assetProxy) + external; + + /// @dev Gets an asset proxy. + /// @param assetProxyId Id of the asset proxy. + /// @return The asset proxy registered to assetProxyId. Returns 0x0 if no proxy is registered. + function getAssetProxy(bytes4 assetProxyId) + external + view + returns (address); +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IExchange.sol b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IExchange.sol new file mode 100644 index 000000000..9f21c18d7 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IExchange.sol @@ -0,0 +1,36 @@ +/* + + Copyright 2018 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 ^0.4.24; +pragma experimental ABIEncoderV2; + +import "./IExchangeCore.sol"; +import "./IMatchOrders.sol"; +import "./ISignatureValidator.sol"; +import "./ITransactions.sol"; +import "./IAssetProxyDispatcher.sol"; +import "./IWrapperFunctions.sol"; + +contract IExchange is + IExchangeCore, + IMatchOrders, + ISignatureValidator, + ITransactions, + IAssetProxyDispatcher, + IWrapperFunctions +{} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IExchangeCore.sol b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IExchangeCore.sol new file mode 100644 index 000000000..98222f33f --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IExchangeCore.sol @@ -0,0 +1,59 @@ +/* + + Copyright 2018 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 ^0.4.24; +pragma experimental ABIEncoderV2; + +import "../libs/LibOrder.sol"; +import "../libs/LibFillResults.sol"; + +contract IExchangeCore { + + /// @dev Cancels all orders created by makerAddress with a salt less than or equal to the targetOrderEpoch + /// and senderAddress equal to msg.sender (or null address if msg.sender == makerAddress). + /// @param targetOrderEpoch Orders created with a salt less or equal to this value will be cancelled. + function cancelOrdersUpTo(uint256 targetOrderEpoch) + external; + + /// @dev Fills the input order. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrder( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + public + returns (LibFillResults.FillResults memory fillResults); + + /// @dev After calling, the order can not be filled anymore. + /// @param order Order struct containing order specifications. + function cancelOrder(LibOrder.Order memory order) + public; + + /// @dev Gets information about an order: status, hash, and amount filled. + /// @param order Order to gather information on. + /// @return OrderInfo Information about the order and its state. + /// See LibOrder.OrderInfo for a complete description. + function getOrderInfo(LibOrder.Order memory order) + public + view + returns (LibOrder.OrderInfo memory orderInfo); +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IMatchOrders.sol b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IMatchOrders.sol new file mode 100644 index 000000000..df009d063 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IMatchOrders.sol @@ -0,0 +1,44 @@ +/* + + Copyright 2018 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 ^0.4.24; +pragma experimental ABIEncoderV2; + +import "../libs/LibOrder.sol"; +import "../libs/LibFillResults.sol"; + +contract IMatchOrders { + + /// @dev Match two complementary orders that have a profitable spread. + /// Each order is filled at their respective price point. However, the calculations are + /// carried out as though the orders are both being filled at the right order's price point. + /// The profit made by the left order goes to the taker (who matched the two orders). + /// @param leftOrder First order to match. + /// @param rightOrder Second order to match. + /// @param leftSignature Proof that order was created by the left maker. + /// @param rightSignature Proof that order was created by the right maker. + /// @return matchedFillResults Amounts filled and fees paid by maker and taker of matched orders. + /// TODO: Make this function external once supported by Solidity (See Solidity Issues #3199, #1603) + function matchOrders( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder, + bytes memory leftSignature, + bytes memory rightSignature + ) + public + returns (LibFillResults.MatchedFillResults memory matchedFillResults); +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/ISignatureValidator.sol b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/ISignatureValidator.sol new file mode 100644 index 000000000..511463309 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/ISignatureValidator.sol @@ -0,0 +1,56 @@ +/* + + Copyright 2018 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 ^0.4.24; + +contract ISignatureValidator { + + /// @dev Approves a hash on-chain using any valid signature type. + /// After presigning a hash, the preSign signature type will become valid for that hash and signer. + /// @param signerAddress Address that should have signed the given hash. + /// @param signature Proof that the hash has been signed by signer. + function preSign( + bytes32 hash, + address signerAddress, + bytes signature + ) + external; + + /// @dev Approves/unnapproves a Validator contract to verify signatures on signer's behalf. + /// @param validatorAddress Address of Validator contract. + /// @param approval Approval or disapproval of Validator contract. + function setSignatureValidatorApproval( + address validatorAddress, + bool approval + ) + external; + + /// @dev Verifies that a signature is valid. + /// @param hash Message hash that is signed. + /// @param signerAddress Address of signer. + /// @param signature Proof of signing. + /// @return Validity of order signature. + function isValidSignature( + bytes32 hash, + address signerAddress, + bytes memory signature + ) + public + view + returns (bool isValid); +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/ITransactions.sol b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/ITransactions.sol new file mode 100644 index 000000000..a7cab8f55 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/ITransactions.sol @@ -0,0 +1,34 @@ +/* + + Copyright 2018 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 ^0.4.24; + +contract ITransactions { + + /// @dev Executes an exchange method call in the context of signer. + /// @param salt Arbitrary number to ensure uniqueness of transaction hash. + /// @param signerAddress Address of transaction signer. + /// @param data AbiV2 encoded calldata. + /// @param signature Proof of signer transaction by signer. + function executeTransaction( + uint256 salt, + address signerAddress, + bytes data, + bytes signature + ) + external; +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IValidator.sol b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IValidator.sol new file mode 100644 index 000000000..0b1796a66 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IValidator.sol @@ -0,0 +1,36 @@ +/* + + Copyright 2018 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 ^0.4.23; + +contract IValidator { + + /// @dev Verifies that a signature is valid. + /// @param hash Message hash that is signed. + /// @param signerAddress Address that should have signed the given hash. + /// @param signature Proof of signing. + /// @return Validity of order signature. + function isValidSignature( + bytes32 hash, + address signerAddress, + bytes signature + ) + external + view + returns (bool isValid); +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IWallet.sol b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IWallet.sol new file mode 100644 index 000000000..c86a2c057 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IWallet.sol @@ -0,0 +1,34 @@ +/* + + Copyright 2018 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 ^0.4.24; + +contract IWallet { + + /// @dev Verifies that a signature is valid. + /// @param hash Message hash that is signed. + /// @param signature Proof of signing. + /// @return Validity of order signature. + function isValidSignature( + bytes32 hash, + bytes signature + ) + external + view + returns (bool isValid); +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IWrapperFunctions.sol b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IWrapperFunctions.sol new file mode 100644 index 000000000..84bb683bc --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/interfaces/IWrapperFunctions.sol @@ -0,0 +1,150 @@ +/* + + Copyright 2018 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 ^0.4.24; +pragma experimental ABIEncoderV2; + +import "../libs/LibOrder.sol"; +import "../libs/LibFillResults.sol"; + +contract IWrapperFunctions { + /// @dev Fills the input order. Reverts if exact takerAssetFillAmount not filled. + /// @param order LibOrder.Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + function fillOrKillOrder( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + public + returns (LibFillResults.FillResults memory fillResults); + + /// @dev Fills an order with specified parameters and ECDSA signature. + /// Returns false if the transaction would otherwise revert. + /// @param order LibOrder.Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrderNoThrow( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + public + returns (LibFillResults.FillResults memory fillResults); + + /// @dev Synchronously executes multiple calls of fillOrder. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmounts Array of desired amounts of takerAsset to sell in orders. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + function batchFillOrders( + LibOrder.Order[] memory orders, + uint256[] memory takerAssetFillAmounts, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously executes multiple calls of fillOrKill. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmounts Array of desired amounts of takerAsset to sell in orders. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + function batchFillOrKillOrders( + LibOrder.Order[] memory orders, + uint256[] memory takerAssetFillAmounts, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Fills an order with specified parameters and ECDSA signature. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmounts Array of desired amounts of takerAsset to sell in orders. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + function batchFillOrdersNoThrow( + LibOrder.Order[] memory orders, + uint256[] memory takerAssetFillAmounts, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of takerAsset is sold by taker. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellOrders( + LibOrder.Order[] memory orders, + uint256 takerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of takerAsset is sold by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellOrdersNoThrow( + LibOrder.Order[] memory orders, + uint256 takerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of makerAsset is bought by taker. + /// @param orders Array of order specifications. + /// @param makerAssetFillAmount Desired amount of makerAsset to buy. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketBuyOrders( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously executes multiple fill orders in a single transaction until total amount is bought by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param makerAssetFillAmount Desired amount of makerAsset to buy. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketBuyOrdersNoThrow( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously cancels multiple orders in a single transaction. + /// @param orders Array of order specifications. + function batchCancelOrders(LibOrder.Order[] memory orders) + public; +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibConstants.sol b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibConstants.sol new file mode 100644 index 000000000..488ca956c --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibConstants.sol @@ -0,0 +1,34 @@ +/* + + Copyright 2018 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 ^0.4.24; + +contract LibConstants { + + // Asset data for ZRX token. Used for fee transfers. + // @TODO: Hardcode constant when we deploy. Currently + // not constant to make testing easier. + bytes public ZRX_ASSET_DATA; + + // @TODO: Remove when we deploy. + constructor (bytes memory zrxAssetData) + public + { + ZRX_ASSET_DATA = zrxAssetData; + } +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibEIP712.sol b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibEIP712.sol new file mode 100644 index 000000000..b983347a4 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibEIP712.sol @@ -0,0 +1,64 @@ +/* + + Copyright 2018 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 ^0.4.24; + +contract LibEIP712 { + // EIP191 header for EIP712 prefix + string constant EIP191_HEADER = "\x19\x01"; + + // EIP712 Domain Name value + string constant EIP712_DOMAIN_NAME = "0x Protocol"; + + // EIP712 Domain Version value + string constant EIP712_DOMAIN_VERSION = "2"; + + // Hash of the EIP712 Domain Separator Schema + bytes32 public constant EIP712_DOMAIN_SEPARATOR_SCHEMA_HASH = keccak256(abi.encodePacked( + "EIP712Domain(", + "string name,", + "string version,", + "address verifyingContract", + ")" + )); + + // Hash of the EIP712 Domain Separator data + bytes32 public EIP712_DOMAIN_HASH; + + constructor () + public + { + EIP712_DOMAIN_HASH = keccak256(abi.encode( + EIP712_DOMAIN_SEPARATOR_SCHEMA_HASH, + keccak256(bytes(EIP712_DOMAIN_NAME)), + keccak256(bytes(EIP712_DOMAIN_VERSION)), + address(this) + )); + } + + /// @dev Calculates EIP712 encoding for a hash struct in this EIP712 Domain. + /// @param hashStruct The EIP712 hash struct. + /// @return EIP712 hash applied to this EIP712 Domain. + function hashEIP712Message(bytes32 hashStruct) + internal + view + returns (bytes32) + { + return keccak256(abi.encodePacked(EIP191_HEADER, EIP712_DOMAIN_HASH, hashStruct)); + } +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibExchangeErrors.sol b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibExchangeErrors.sol new file mode 100644 index 000000000..01aa78a1d --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibExchangeErrors.sol @@ -0,0 +1,68 @@ +/* + + Copyright 2018 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 ^0.4.24; + +/// @dev This contract documents the revert reasons used in the Exchange contract. +/// This contract is intended to serve as a reference, but is not actually used for efficiency reasons. +contract LibExchangeErrors { + + /// Order validation errors /// + string constant ORDER_UNFILLABLE = "ORDER_UNFILLABLE"; // Order cannot be filled. + string constant INVALID_MAKER = "INVALID_MAKER"; // Invalid makerAddress. + string constant INVALID_TAKER = "INVALID_TAKER"; // Invalid takerAddress. + string constant INVALID_SENDER = "INVALID_SENDER"; // Invalid `msg.sender`. + string constant INVALID_ORDER_SIGNATURE = "INVALID_ORDER_SIGNATURE"; // Signature validation failed. + + /// fillOrder validation errors /// + string constant INVALID_TAKER_AMOUNT = "INVALID_TAKER_AMOUNT"; // takerAssetFillAmount cannot equal 0. + string constant ROUNDING_ERROR = "ROUNDING_ERROR"; // Rounding error greater than 0.1% of takerAssetFillAmount. + + /// Signature validation errors /// + string constant INVALID_SIGNATURE = "INVALID_SIGNATURE"; // Signature validation failed. + string constant SIGNATURE_ILLEGAL = "SIGNATURE_ILLEGAL"; // Signature type is illegal. + string constant SIGNATURE_UNSUPPORTED = "SIGNATURE_UNSUPPORTED"; // Signature type unsupported. + + /// cancelOrdersUptTo errors /// + string constant INVALID_NEW_ORDER_EPOCH = "INVALID_NEW_ORDER_EPOCH"; // Specified salt must be greater than or equal to existing orderEpoch. + + /// fillOrKillOrder errors /// + string constant COMPLETE_FILL_FAILED = "COMPLETE_FILL_FAILED"; // Desired takerAssetFillAmount could not be completely filled. + + /// matchOrders errors /// + string constant NEGATIVE_SPREAD_REQUIRED = "NEGATIVE_SPREAD_REQUIRED"; // Matched orders must have a negative spread. + + /// Transaction errors /// + string constant REENTRANCY_ILLEGAL = "REENTRANCY_ILLEGAL"; // Recursive reentrancy is not allowed. + string constant INVALID_TX_HASH = "INVALID_TX_HASH"; // Transaction has already been executed. + string constant INVALID_TX_SIGNATURE = "INVALID_TX_SIGNATURE"; // Signature validation failed. + string constant FAILED_EXECUTION = "FAILED_EXECUTION"; // Transaction execution failed. + + /// registerAssetProxy errors /// + string constant ASSET_PROXY_ALREADY_EXISTS = "ASSET_PROXY_ALREADY_EXISTS"; // AssetProxy with same id already exists. + + /// dispatchTransferFrom errors /// + string constant ASSET_PROXY_DOES_NOT_EXIST = "ASSET_PROXY_DOES_NOT_EXIST"; // No assetProxy registered at given id. + string constant TRANSFER_FAILED = "TRANSFER_FAILED"; // Asset transfer unsuccesful. + + /// Length validation errors /// + string constant LENGTH_GREATER_THAN_0_REQUIRED = "LENGTH_GREATER_THAN_0_REQUIRED"; // Byte array must have a length greater than 0. + string constant LENGTH_GREATER_THAN_3_REQUIRED = "LENGTH_GREATER_THAN_3_REQUIRED"; // Byte array must have a length greater than 3. + string constant LENGTH_0_REQUIRED = "LENGTH_0_REQUIRED"; // Byte array must have a length of 0. + string constant LENGTH_65_REQUIRED = "LENGTH_65_REQUIRED"; // Byte array must have a length of 65. +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibFillResults.sol b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibFillResults.sol new file mode 100644 index 000000000..63f1b8c87 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibFillResults.sol @@ -0,0 +1,53 @@ +/* + + Copyright 2018 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 ^0.4.24; + +import "../../../utils/SafeMath/SafeMath.sol"; + +contract LibFillResults is + SafeMath +{ + + struct FillResults { + uint256 makerAssetFilledAmount; // Total amount of makerAsset(s) filled. + uint256 takerAssetFilledAmount; // Total amount of takerAsset(s) filled. + uint256 makerFeePaid; // Total amount of ZRX paid by maker(s) to feeRecipient(s). + uint256 takerFeePaid; // Total amount of ZRX paid by taker to feeRecipients(s). + } + + struct MatchedFillResults { + FillResults left; // Amounts filled and fees paid of left order. + FillResults right; // Amounts filled and fees paid of right order. + uint256 leftMakerAssetSpreadAmount; // Spread between price of left and right order, denominated in the left order's makerAsset, paid to taker. + } + + /// @dev Adds properties of both FillResults instances. + /// Modifies the first FillResults instance specified. + /// @param totalFillResults Fill results instance that will be added onto. + /// @param singleFillResults Fill results instance that will be added to totalFillResults. + function addFillResults(FillResults memory totalFillResults, FillResults memory singleFillResults) + internal + pure + { + totalFillResults.makerAssetFilledAmount = safeAdd(totalFillResults.makerAssetFilledAmount, singleFillResults.makerAssetFilledAmount); + totalFillResults.takerAssetFilledAmount = safeAdd(totalFillResults.takerAssetFilledAmount, singleFillResults.takerAssetFilledAmount); + totalFillResults.makerFeePaid = safeAdd(totalFillResults.makerFeePaid, singleFillResults.makerFeePaid); + totalFillResults.takerFeePaid = safeAdd(totalFillResults.takerFeePaid, singleFillResults.takerFeePaid); + } +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol new file mode 100644 index 000000000..bfe2fd33f --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibMath.sol @@ -0,0 +1,72 @@ +/* + + Copyright 2018 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 ^0.4.24; + +import "../../../utils/SafeMath/SafeMath.sol"; + +contract LibMath is + SafeMath +{ + + /// @dev Calculates partial value given a numerator and denominator. + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to calculate partial of. + /// @return Partial value of target. + function getPartialAmount( + uint256 numerator, + uint256 denominator, + uint256 target) + internal + pure + returns (uint256 partialAmount) + { + partialAmount = safeDiv( + safeMul(numerator, target), + denominator + ); + return partialAmount; + } + + /// @dev Checks if rounding error > 0.1%. + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to multiply with numerator/denominator. + /// @return Rounding error is present. + function isRoundingError( + uint256 numerator, + uint256 denominator, + uint256 target) + internal + pure + returns (bool isError) + { + uint256 remainder = mulmod(target, numerator, denominator); + if (remainder == 0) { + return false; // No rounding error. + } + + uint256 errPercentageTimes1000000 = safeDiv( + safeMul(remainder, 1000000), + safeMul(numerator, target) + ); + isError = errPercentageTimes1000000 > 1000; + return isError; + } +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibOrder.sol b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibOrder.sol new file mode 100644 index 000000000..954f94f76 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/libs/LibOrder.sol @@ -0,0 +1,135 @@ +/* + + Copyright 2018 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 ^0.4.24; + +import "./LibEIP712.sol"; + +contract LibOrder is + LibEIP712 +{ + + // Hash for the EIP712 Order Schema + bytes32 constant EIP712_ORDER_SCHEMA_HASH = keccak256(abi.encodePacked( + "Order(", + "address makerAddress,", + "address takerAddress,", + "address feeRecipientAddress,", + "address senderAddress,", + "uint256 makerAssetAmount,", + "uint256 takerAssetAmount,", + "uint256 makerFee,", + "uint256 takerFee,", + "uint256 expirationTimeSeconds,", + "uint256 salt,", + "bytes makerAssetData,", + "bytes takerAssetData", + ")" + )); + + // A valid order remains fillable until it is expired, fully filled, or cancelled. + // An order's state is unaffected by external factors, like account balances. + enum OrderStatus { + INVALID, // Default value + INVALID_MAKER_ASSET_AMOUNT, // Order does not have a valid maker asset amount + INVALID_TAKER_ASSET_AMOUNT, // Order does not have a valid taker asset amount + FILLABLE, // Order is fillable + EXPIRED, // Order has already expired + FULLY_FILLED, // Order is fully filled + CANCELLED // Order has been cancelled + } + + struct Order { + address makerAddress; // Address that created the order. + address takerAddress; // Address that is allowed to fill the order. If set to 0, any address is allowed to fill the order. + address feeRecipientAddress; // Address that will recieve fees when order is filled. + address senderAddress; // Address that is allowed to call Exchange contract methods that affect this order. If set to 0, any address is allowed to call these methods. + uint256 makerAssetAmount; // Amount of makerAsset being offered by maker. Must be greater than 0. + uint256 takerAssetAmount; // Amount of takerAsset being bid on by maker. Must be greater than 0. + uint256 makerFee; // Amount of ZRX paid to feeRecipient by maker when order is filled. If set to 0, no transfer of ZRX from maker to feeRecipient will be attempted. + uint256 takerFee; // Amount of ZRX paid to feeRecipient by taker when order is filled. If set to 0, no transfer of ZRX from taker to feeRecipient will be attempted. + uint256 expirationTimeSeconds; // Timestamp in seconds at which order expires. + uint256 salt; // Arbitrary number to facilitate uniqueness of the order's hash. + bytes makerAssetData; // Encoded data that can be decoded by a specified proxy contract when transferring makerAsset. The last byte references the id of this proxy. + bytes takerAssetData; // Encoded data that can be decoded by a specified proxy contract when transferring takerAsset. The last byte references the id of this proxy. + } + + struct OrderInfo { + uint8 orderStatus; // Status that describes order's validity and fillability. + bytes32 orderHash; // EIP712 hash of the order (see LibOrder.getOrderHash). + uint256 orderTakerAssetFilledAmount; // Amount of order that has already been filled. + } + + /// @dev Calculates Keccak-256 hash of the order. + /// @param order The order structure. + /// @return Keccak-256 EIP712 hash of the order. + function getOrderHash(Order memory order) + internal + view + returns (bytes32 orderHash) + { + orderHash = hashEIP712Message(hashOrder(order)); + return orderHash; + } + + /// @dev Calculates EIP712 hash of the order. + /// @param order The order structure. + /// @return EIP712 hash of the order. + function hashOrder(Order memory order) + internal + pure + returns (bytes32 result) + { + bytes32 schemaHash = EIP712_ORDER_SCHEMA_HASH; + bytes32 makerAssetDataHash = keccak256(order.makerAssetData); + bytes32 takerAssetDataHash = keccak256(order.takerAssetData); + // Assembly for more efficiently computing: + // keccak256(abi.encode( + // order.makerAddress, + // order.takerAddress, + // order.feeRecipientAddress, + // order.senderAddress, + // order.makerAssetAmount, + // order.takerAssetAmount, + // order.makerFee, + // order.takerFee, + // order.expirationTimeSeconds, + // order.salt, + // keccak256(order.makerAssetData), + // keccak256(order.takerAssetData) + // )); + assembly { + // Backup + let temp1 := mload(sub(order, 32)) + let temp2 := mload(add(order, 320)) + let temp3 := mload(add(order, 352)) + + // Hash in place + mstore(sub(order, 32), schemaHash) + mstore(add(order, 320), makerAssetDataHash) + mstore(add(order, 352), takerAssetDataHash) + result := keccak256(sub(order, 32), 416) + + // Restore + mstore(sub(order, 32), temp1) + mstore(add(order, 320), temp2) + mstore(add(order, 352), temp3) + } + return result; + } +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MAssetProxyDispatcher.sol b/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MAssetProxyDispatcher.sol new file mode 100644 index 000000000..5bf59c6ce --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MAssetProxyDispatcher.sol @@ -0,0 +1,46 @@ +/* + + Copyright 2018 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 ^0.4.24; +pragma experimental ABIEncoderV2; + +import "../interfaces/IAssetProxyDispatcher.sol"; + +contract MAssetProxyDispatcher is + IAssetProxyDispatcher +{ + + // Logs registration of new asset proxy + event AssetProxyRegistered( + bytes4 id, // Id of new registered AssetProxy. + address assetProxy // Address of new registered AssetProxy. + ); + + /// @dev Forwards arguments to assetProxy and calls `transferFrom`. Either succeeds or throws. + /// @param assetData Byte array encoded for the asset. + /// @param from Address to transfer token from. + /// @param to Address to transfer token to. + /// @param amount Amount of token to transfer. + function dispatchTransferFrom( + bytes memory assetData, + address from, + address to, + uint256 amount + ) + internal; +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MExchangeCore.sol b/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MExchangeCore.sol new file mode 100644 index 000000000..6e406e1c4 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MExchangeCore.sol @@ -0,0 +1,127 @@ +/* + + Copyright 2018 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 ^0.4.24; +pragma experimental ABIEncoderV2; + +import "../libs/LibOrder.sol"; +import "../libs/LibFillResults.sol"; +import "../interfaces/IExchangeCore.sol"; + +contract MExchangeCore is + IExchangeCore +{ + // Fill event is emitted whenever an order is filled. + event Fill( + address indexed makerAddress, // Address that created the order. + address indexed feeRecipientAddress, // Address that received fees. + address takerAddress, // Address that filled the order. + address senderAddress, // Address that called the Exchange contract (msg.sender). + uint256 makerAssetFilledAmount, // Amount of makerAsset sold by maker and bought by taker. + uint256 takerAssetFilledAmount, // Amount of takerAsset sold by taker and bought by maker. + uint256 makerFeePaid, // Amount of ZRX paid to feeRecipient by maker. + uint256 takerFeePaid, // Amount of ZRX paid to feeRecipient by taker. + bytes32 indexed orderHash, // EIP712 hash of order (see LibOrder.getOrderHash). + bytes makerAssetData, // Encoded data specific to makerAsset. + bytes takerAssetData // Encoded data specific to takerAsset. + ); + + // Cancel event is emitted whenever an individual order is cancelled. + event Cancel( + address indexed makerAddress, // Address that created the order. + address indexed feeRecipientAddress, // Address that would have recieved fees if order was filled. + address senderAddress, // Address that called the Exchange contract (msg.sender). + bytes32 indexed orderHash, // EIP712 hash of order (see LibOrder.getOrderHash). + bytes makerAssetData, // Encoded data specific to makerAsset. + bytes takerAssetData // Encoded data specific to takerAsset. + ); + + // CancelUpTo event is emitted whenever `cancelOrdersUpTo` is executed succesfully. + event CancelUpTo( + address indexed makerAddress, // Orders cancelled must have been created by this address. + address indexed senderAddress, // Orders cancelled must have a `senderAddress` equal to this address. + uint256 orderEpoch // Orders specified makerAddress and senderAddress with a salt <= this value are considered cancelled. + ); + + /// @dev Updates state with results of a fill order. + /// @param order that was filled. + /// @param takerAddress Address of taker who filled the order. + /// @param orderTakerAssetFilledAmount Amount of order already filled. + /// @return fillResults Amounts filled and fees paid by maker and taker. + function updateFilledState( + LibOrder.Order memory order, + address takerAddress, + bytes32 orderHash, + uint256 orderTakerAssetFilledAmount, + LibFillResults.FillResults memory fillResults + ) + internal; + + /// @dev Updates state with results of cancelling an order. + /// State is only updated if the order is currently fillable. + /// Otherwise, updating state would have no effect. + /// @param order that was cancelled. + /// @param orderHash Hash of order that was cancelled. + function updateCancelledState( + LibOrder.Order memory order, + bytes32 orderHash + ) + internal; + + /// @dev Validates context for fillOrder. Succeeds or throws. + /// @param order to be filled. + /// @param orderInfo Status, orderHash, and amount already filled of order. + /// @param takerAddress Address of order taker. + /// @param takerAssetFillAmount Desired amount of order to fill by taker. + /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. + /// @param signature Proof that the orders was created by its maker. + function assertValidFill( + LibOrder.Order memory order, + LibOrder.OrderInfo memory orderInfo, + address takerAddress, + uint256 takerAssetFillAmount, + uint256 takerAssetFilledAmount, + bytes memory signature + ) + internal + view; + + + /// @dev Validates context for cancelOrder. Succeeds or throws. + /// @param order to be cancelled. + /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. + function assertValidCancel( + LibOrder.Order memory order, + LibOrder.OrderInfo memory orderInfo + ) + internal + view; + + /// @dev Calculates amounts filled and fees paid by maker and taker. + /// @param order to be filled. + /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. + /// @return fillResults Amounts filled and fees paid by maker and taker. + function calculateFillResults( + LibOrder.Order memory order, + uint256 takerAssetFilledAmount + ) + internal + pure + returns (LibFillResults.FillResults memory fillResults); + +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MMatchOrders.sol b/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MMatchOrders.sol new file mode 100644 index 000000000..abe7c3596 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MMatchOrders.sol @@ -0,0 +1,58 @@ +/* + + Copyright 2018 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 ^0.4.24; +pragma experimental ABIEncoderV2; + +import "../libs/LibOrder.sol"; +import "../libs/LibFillResults.sol"; +import "../interfaces/IMatchOrders.sol"; + +contract MMatchOrders is + IMatchOrders +{ + + /// @dev Validates context for matchOrders. Succeeds or throws. + /// @param leftOrder First order to match. + /// @param rightOrder Second order to match. + function assertValidMatch( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder + ) + internal + pure; + + /// @dev Calculates fill amounts for the matched orders. + /// Each order is filled at their respective price point. However, the calculations are + /// carried out as though the orders are both being filled at the right order's price point. + /// The profit made by the leftOrder order goes to the taker (who matched the two orders). + /// @param leftOrder First order to match. + /// @param rightOrder Second order to match. + /// @param leftOrderTakerAssetFilledAmount Amount of left order already filled. + /// @param rightOrderTakerAssetFilledAmount Amount of right order already filled. + /// @param matchedFillResults Amounts to fill and fees to pay by maker and taker of matched orders. + function calculateMatchedFillResults( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder, + uint256 leftOrderTakerAssetFilledAmount, + uint256 rightOrderTakerAssetFilledAmount + ) + internal + pure + returns (LibFillResults.MatchedFillResults memory matchedFillResults); + +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MSignatureValidator.sol b/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MSignatureValidator.sol new file mode 100644 index 000000000..6cc1d7a10 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MSignatureValidator.sol @@ -0,0 +1,45 @@ +/* + + Copyright 2018 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 ^0.4.24; + +import "../interfaces/ISignatureValidator.sol"; + +contract MSignatureValidator is + ISignatureValidator +{ + event SignatureValidatorApproval( + address indexed signerAddress, // Address that approves or disapproves a contract to verify signatures. + address indexed validatorAddress, // Address of signature validator contract. + bool approved // Approval or disapproval of validator contract. + ); + + // Allowed signature types. + enum SignatureType { + Illegal, // 0x00, default value + Invalid, // 0x01 + EIP712, // 0x02 + EthSign, // 0x03 + Caller, // 0x04 + Wallet, // 0x05 + Validator, // 0x06 + PreSigned, // 0x07 + Trezor, // 0x08 + NSignatureTypes // 0x09, number of signature types. Always leave at end. + } +} diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MTransactions.sol b/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MTransactions.sol new file mode 100644 index 000000000..e2f89de01 --- /dev/null +++ b/packages/contracts/src/2.0.0/protocol/Exchange/mixins/MTransactions.sol @@ -0,0 +1,35 @@ +/* + + Copyright 2018 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 ^0.4.24; + +import "../interfaces/ITransactions.sol"; + +contract MTransactions is + ITransactions +{ + + /// @dev The current function will be called in the context of this address (either 0x transaction signer or `msg.sender`). + /// If calling a fill function, this address will represent the taker. + /// If calling a cancel function, this address will represent the maker. + /// @return Signer of 0x transaction if entry point is `executeTransaction`. + /// `msg.sender` if entry point is any other function. + function getCurrentContextAddress() + internal + view + returns (address); +} |