diff options
Diffstat (limited to 'packages/contracts/src/2.0.0/forwarder')
23 files changed, 882 insertions, 1151 deletions
diff --git a/packages/contracts/src/2.0.0/forwarder/Forwarder.sol b/packages/contracts/src/2.0.0/forwarder/Forwarder.sol index 546e7f22c..5b88b05b1 100644 --- a/packages/contracts/src/2.0.0/forwarder/Forwarder.sol +++ b/packages/contracts/src/2.0.0/forwarder/Forwarder.sol @@ -19,20 +19,19 @@ pragma solidity 0.4.24; pragma experimental ABIEncoderV2; -import "./MixinFees.sol"; +import "./MixinWeth.sol"; import "./MixinForwarderCore.sol"; -import "./MixinConstants.sol"; -import "./MixinMarketBuyZrx.sol"; -import "./MixinExpectedResults.sol"; -import "./MixinTransfer.sol"; +import "./libs/LibConstants.sol"; +import "./MixinAssets.sol"; +import "./MixinExchangeWrapper.sol"; +// solhint-disable no-empty-blocks contract Forwarder is - MixinConstants, - MixinExpectedResults, - MixinFees, - MixinMarketBuyZrx, - MixinTransfer, + LibConstants, + MixinWeth, + MixinAssets, + MixinExchangeWrapper, MixinForwarderCore { @@ -44,7 +43,7 @@ contract Forwarder is bytes memory _wethAssetData ) public - MixinConstants( + LibConstants( _exchange, _etherToken, _zrxToken, diff --git a/packages/contracts/src/2.0.0/forwarder/MixinTransfer.sol b/packages/contracts/src/2.0.0/forwarder/MixinAssets.sol index bebfc976b..5cf5f831b 100644 --- a/packages/contracts/src/2.0.0/forwarder/MixinTransfer.sol +++ b/packages/contracts/src/2.0.0/forwarder/MixinAssets.sol @@ -19,58 +19,78 @@ pragma solidity 0.4.24; import "../utils/LibBytes/LibBytes.sol"; +import "../utils/Ownable/Ownable.sol"; +import "../tokens/ERC20Token/IERC20Token.sol"; import "../tokens/ERC721Token/IERC721Token.sol"; -import "./mixins/MTransfer.sol"; +import "./libs/LibConstants.sol"; +import "./mixins/MAssets.sol"; -contract MixinTransfer is - MTransfer +contract MixinAssets is + Ownable, + LibConstants, + MAssets { using LibBytes for bytes; bytes4 constant internal ERC20_TRANSFER_SELECTOR = bytes4(keccak256("transfer(address,uint256)")); - bytes4 constant internal ERC721_RECEIVED = bytes4(keccak256("onERC721Received(address,uint256,bytes)")); - bytes4 constant internal ERC721_RECEIVED_OPERATOR = bytes4(keccak256("onERC721Received(address,address,uint256,bytes)")); - function onERC721Received( - address, - uint256, - bytes memory + /// @dev Withdraws ERC20 tokens from this contract. The contract requires a ZRX balance in order to + /// function optimally, and this function allows the ZRX to be withdrawn by owner. It may also be + /// used to withdraw tokens that were accidentally sent to this contract. + /// @param token Address of ERC20 token to withdraw. + /// @param amount Amount of ERC20 token to withdraw. + function withdrawERC20( + address token, + uint256 amount ) - public - pure - returns(bytes4) + external + onlyOwner { - return ERC721_RECEIVED; + require( + IERC20Token(token).transfer(msg.sender, amount), + "WITHDRAWAL_FAILED" + ); } - function onERC721Received( - address, - address, - uint256, - bytes memory + /// @dev Transfers given amount of asset to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferPurchasedAssetToSender( + bytes memory assetData, + uint256 amount ) - public - pure - returns(bytes4) + internal { - return ERC721_RECEIVED_OPERATOR; + bytes4 proxyId = assetData.readBytes4(0); + + if (proxyId == ERC20_DATA_ID) { + transferERC20Token(assetData, amount); + } else if (proxyId == ERC721_DATA_ID) { + transferERC721Token(assetData, amount); + } else { + revert("UNSUPPORTED_TOKEN_PROXY"); + } } + /// @dev Decodes ERC20 assetData and transfers given amount to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. function transferERC20Token( - address token, - address to, + bytes memory assetData, uint256 amount ) internal { + address token = assetData.readAddress(16); + // Transfer tokens. // We do a raw call so we can check the success separate // from the return data. bool success = token.call(abi.encodeWithSelector( ERC20_TRANSFER_SELECTOR, - to, + msg.sender, amount )); require( @@ -100,18 +120,27 @@ contract MixinTransfer is ); } + /// @dev Decodes ERC721 assetData and transfers given amount to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. function transferERC721Token( bytes memory assetData, - address to + uint256 amount ) internal { + require( + amount == 1, + "INVALID_AMOUNT" + ); // Decode asset data. address token = assetData.readAddress(16); uint256 tokenId = assetData.readUint256(36); + + // Perform transfer. IERC721Token(token).transferFrom( address(this), - to, + msg.sender, tokenId ); } diff --git a/packages/contracts/src/2.0.0/forwarder/MixinErrorMessages.sol b/packages/contracts/src/2.0.0/forwarder/MixinErrorMessages.sol deleted file mode 100644 index 1b3e3f488..000000000 --- a/packages/contracts/src/2.0.0/forwarder/MixinErrorMessages.sol +++ /dev/null @@ -1,35 +0,0 @@ -/* - - 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. - -*/ - -// solhint-disable -pragma solidity 0.4.24; - - -/// This contract is intended to serve as a reference, but is not actually used for efficiency reasons. -contract MixinErrorMessages { - string constant VALUE_GREATER_THAN_ZERO = "VALUE_GREATER_THAN_ZERO"; - string constant FEE_PROPORTION_TOO_LARGE = "FEE_PROPORTION_TOO_LARGE"; - string constant TAKER_ASSET_ZRX_REQUIRED = "TAKER_ASSET_ZRX_REQUIRED"; - string constant TAKER_ASSET_WETH_REQUIRED = "TAKER_ASSET_WETH_REQUIRED"; - string constant SAME_ASSET_TYPE_REQUIRED = "SAME_ASSET_TYPE_REQUIRED"; - string constant UNACCEPTABLE_THRESHOLD = "UNACCEPTABLE_THRESHOLD"; - string constant UNSUPPORTED_TOKEN_PROXY = "UNSUPPORTED_TOKEN_PROXY"; - string constant ASSET_AMOUNT_MATCH_ORDER_SIZE = "ASSET_AMOUNT_MUST_MATCH_ORDER_SIZE"; - string constant DEFAULT_FUNCTION_WETH_CONTRACT_ONLY = "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY"; - string constant INVALID_MSG_VALUE = "INVALID_MSG_VALUE"; -} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinExchangeWrapper.sol b/packages/contracts/src/2.0.0/forwarder/MixinExchangeWrapper.sol new file mode 100644 index 000000000..f3aa483c5 --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/MixinExchangeWrapper.sol @@ -0,0 +1,253 @@ +/* + + 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 "./mixins/MExchangeWrapper.sol"; +import "../protocol/Exchange/libs/LibAbiEncoder.sol"; +import "../protocol/Exchange/libs/LibOrder.sol"; +import "../protocol/Exchange/libs/LibFillResults.sol"; +import "../protocol/Exchange/libs/LibMath.sol"; + + +contract MixinExchangeWrapper is + LibAbiEncoder, + LibFillResults, + LibMath, + LibConstants, + MExchangeWrapper +{ + + /// @dev Fills the input order. + /// 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 + ) + internal + returns (FillResults memory fillResults) + { + // ABI encode calldata for `fillOrder` + bytes memory fillOrderCalldata = abiEncodeFillOrder( + order, + takerAssetFillAmount, + signature + ); + + address exchange = address(EXCHANGE); + + // Call `fillOrder` and handle any exceptions gracefully + assembly { + let success := call( + gas, // forward all gas, TODO: look into gas consumption of assert/throw + exchange, // call address of Exchange contract + 0, // transfer 0 wei + add(fillOrderCalldata, 32), // pointer to start of input (skip array length in first 32 bytes) + mload(fillOrderCalldata), // length of input + fillOrderCalldata, // 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(fillOrderCalldata)) + mstore(add(fillResults, 32), mload(add(fillOrderCalldata, 32))) + mstore(add(fillResults, 64), mload(add(fillOrderCalldata, 64))) + mstore(add(fillResults, 96), mload(add(fillOrderCalldata, 96))) + } + } + return fillResults; + } + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of WETH has been sold by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param wethSellAmount Desired amount of WETH to sell. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellWeth( + LibOrder.Order[] memory orders, + uint256 wethSellAmount, + bytes[] memory signatures + ) + internal + returns (FillResults memory totalFillResults) + { + bytes memory makerAssetData = orders[0].makerAssetData; + bytes memory wethAssetData = WETH_ASSET_DATA; + + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + + // We assume that asset being bought by taker is the same for each order. + // We assume that asset being sold by taker is WETH for each order. + orders[i].makerAssetData = makerAssetData; + orders[i].takerAssetData = wethAssetData; + + // Calculate the remaining amount of WETH to sell + uint256 remainingTakerAssetFillAmount = safeSub(wethSellAmount, totalFillResults.takerAssetFilledAmount); + + // Attempt to sell the remaining amount of WETH + 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 >= wethSellAmount) { + 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. + /// The asset being sold by taker must always be WETH. + /// @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 marketBuyWithWeth( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + internal + returns (FillResults memory totalFillResults) + { + bytes memory makerAssetData = orders[0].makerAssetData; + bytes memory wethAssetData = WETH_ASSET_DATA; + + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + + // We assume that asset being bought by taker is the same for each order. + // We assume that asset being sold by taker is WETH for each order. + orders[i].makerAssetData = makerAssetData; + orders[i].takerAssetData = wethAssetData; + + // 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 Buys zrxBuyAmount of ZRX fee tokens, taking into account ZRX fees for each order. This will guarantee + /// that at least zrxBuyAmount of ZRX is purchased (sometimes slightly over due to rounding issues). + /// It is possible that a request to buy 200 ZRX will require purchasing 202 ZRX + /// as 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases. + /// The asset being sold by taker must always be WETH. + /// @param orders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. + /// @param zrxBuyAmount Desired amount of ZRX to buy. + /// @param signatures Proofs that orders have been created by makers. + /// @return totalFillResults Amounts filled and fees paid by maker and taker. + function marketBuyZrxWithWeth( + LibOrder.Order[] memory orders, + uint256 zrxBuyAmount, + bytes[] memory signatures + ) + internal + returns (FillResults memory totalFillResults) + { + // Do nothing if zrxBuyAmount == 0 + if (zrxBuyAmount == 0) { + return totalFillResults; + } + + bytes memory zrxAssetData = ZRX_ASSET_DATA; + bytes memory wethAssetData = WETH_ASSET_DATA; + uint256 zrxPurchased = 0; + + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + + // All of these are ZRX/WETH, so we can drop the respective assetData from calldata. + orders[i].makerAssetData = zrxAssetData; + orders[i].takerAssetData = wethAssetData; + + // Calculate the remaining amount of ZRX to buy. + uint256 remainingZrxBuyAmount = safeSub(zrxBuyAmount, zrxPurchased); + + // Convert the remaining amount of ZRX to buy into remaining amount + // of WETH to sell, assuming entire amount can be sold in the current order. + uint256 remainingWethSellAmount = getPartialAmount( + orders[i].takerAssetAmount, + safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees + remainingZrxBuyAmount + ); + + // Attempt to sell the remaining amount of WETH. + FillResults memory singleFillResult = fillOrderNoThrow( + orders[i], + safeAdd(remainingWethSellAmount, 1), // we add 1 wei to the fill amount to make up for rounding errors + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker. + addFillResults(totalFillResults, singleFillResult); + zrxPurchased = safeSub(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid); + + // Stop execution if the entire amount of ZRX has been bought. + if (zrxPurchased >= zrxBuyAmount) { + break; + } + } + + return totalFillResults; + } +} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol b/packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol deleted file mode 100644 index a575c9675..000000000 --- a/packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol +++ /dev/null @@ -1,161 +0,0 @@ -/* - - 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 "../utils/LibBytes/LibBytes.sol"; -import "../protocol/Exchange/libs/LibFillResults.sol"; -import "../protocol/Exchange/libs/LibMath.sol"; -import "../protocol/Exchange/libs/LibOrder.sol"; -import "./mixins/MConstants.sol"; -import "./mixins/MExpectedResults.sol"; - - -contract MixinExpectedResults is - LibMath, - LibFillResults, - MConstants, - MExpectedResults -{ - - /// @dev Calculates a total FillResults for buying makerAssetFillAmount over all orders. - /// Including the fees required to be paid. - /// @param orders An array of Order struct containing order specifications. - /// @param makerAssetFillAmount A number representing the amount of this order to fill. - /// @return totalFillResults Amounts filled and fees paid by maker and taker. - function calculateMarketBuyResults( - LibOrder.Order[] memory orders, - uint256 makerAssetFillAmount - ) - public - view - returns (FillResults memory totalFillResults) - { - for (uint256 i = 0; i < orders.length; i++) { - uint256 remainingMakerAssetFillAmount = safeSub(makerAssetFillAmount, totalFillResults.makerAssetFilledAmount); - uint256 remainingTakerAssetFillAmount = getPartialAmount( - orders[i].takerAssetAmount, - orders[i].makerAssetAmount, - remainingMakerAssetFillAmount - ); - FillResults memory singleFillResult = calculateFillResults(orders[i], remainingTakerAssetFillAmount); - addFillResults(totalFillResults, singleFillResult); - if (totalFillResults.makerAssetFilledAmount == makerAssetFillAmount) { - break; - } - } - return totalFillResults; - } - - /// @dev Calculates a FillResults total for selling takerAssetFillAmount over all orders. - /// Including the fees required to be paid. - /// @param orders An array of Order struct containing order specifications. - /// @param takerAssetFillAmount A number representing the amount of this order to fill. - /// @return totalFillResults Amounts filled and fees paid by maker and taker. - function calculateMarketSellResults( - LibOrder.Order[] memory orders, - uint256 takerAssetFillAmount - ) - public - view - returns (FillResults memory totalFillResults) - { - for (uint256 i = 0; i < orders.length; i++) { - uint256 remainingTakerAssetFillAmount = safeSub(takerAssetFillAmount, totalFillResults.takerAssetFilledAmount); - FillResults memory singleFillResult = calculateFillResults(orders[i], remainingTakerAssetFillAmount); - addFillResults(totalFillResults, singleFillResult); - if (totalFillResults.takerAssetFilledAmount == takerAssetFillAmount) { - break; - } - } - return totalFillResults; - } - - /// @dev Calculates fill results for buyFeeTokens. This handles fees on buying ZRX - /// so the end result is the expected amount of ZRX (not less after fees). - /// @param orders An array of Order struct containing order specifications. - /// @param zrxFillAmount A number representing the amount zrx to buy - /// @return totalFillResults Expected fill result amounts from buying fees - function calculateMarketBuyZrxResults( - LibOrder.Order[] memory orders, - uint256 zrxFillAmount - ) - public - view - returns (FillResults memory totalFillResults) - { - for (uint256 i = 0; i < orders.length; i++) { - uint256 remainingZrxFillAmount = safeSub(zrxFillAmount, totalFillResults.makerAssetFilledAmount); - // Convert the remaining amount of makerToken to buy into remaining amount - // of takerToken to sell, assuming entire amount can be sold in the current order - uint256 remainingWethSellAmount = getPartialAmount( - orders[i].takerAssetAmount, - safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees - remainingZrxFillAmount - ); - FillResults memory singleFillResult = calculateFillResults(orders[i], safeAdd(remainingWethSellAmount, 1)); - - singleFillResult.makerAssetFilledAmount = safeSub(singleFillResult.makerAssetFilledAmount, singleFillResult.takerFeePaid); - addFillResults(totalFillResults, singleFillResult); - // As we compensate for the rounding issue above have slightly more ZRX than the requested zrxFillAmount - if (totalFillResults.makerAssetFilledAmount >= zrxFillAmount) { - break; - } - } - return totalFillResults; - } - - /// @dev Simulates the 0x Exchange fillOrder validation and calculations, without performing any state changes. - /// @param order An Order struct containing order specifications. - /// @param takerAssetFillAmount A number representing the amount of this order to fill. - /// @return fillResults Amounts filled and fees paid by maker and taker. - function calculateFillResults( - LibOrder.Order memory order, - uint256 takerAssetFillAmount - ) - internal - view - returns (FillResults memory fillResults) - { - LibOrder.OrderInfo memory orderInfo = EXCHANGE.getOrderInfo(order); - if (orderInfo.orderStatus != uint8(LibOrder.OrderStatus.FILLABLE)) { - return fillResults; - } - uint256 remainingTakerAssetAmount = safeSub(order.takerAssetAmount, orderInfo.orderTakerAssetFilledAmount); - uint256 takerAssetFilledAmount = min256(takerAssetFillAmount, remainingTakerAssetAmount); - - fillResults.takerAssetFilledAmount = takerAssetFilledAmount; - fillResults.makerAssetFilledAmount = getPartialAmount( - takerAssetFilledAmount, - order.takerAssetAmount, - order.makerAssetAmount - ); - fillResults.makerFeePaid = getPartialAmount( - takerAssetFilledAmount, - order.takerAssetAmount, - order.makerFee - ); - fillResults.takerFeePaid = getPartialAmount( - takerAssetFilledAmount, - order.takerAssetAmount, - order.takerFee - ); - return fillResults; - } -} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinFees.sol b/packages/contracts/src/2.0.0/forwarder/MixinFees.sol deleted file mode 100644 index 8ea00a1d5..000000000 --- a/packages/contracts/src/2.0.0/forwarder/MixinFees.sol +++ /dev/null @@ -1,126 +0,0 @@ -/* - - 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 "../protocol/Exchange/libs/LibMath.sol"; -import "./mixins/MConstants.sol"; -import "./mixins/MFees.sol"; - - -contract MixinFees is - LibMath, - MConstants, - MFees -{ - - uint16 constant public PERCENTAGE_DENOMINATOR = 10000; // 9800 == 98%, 10000 == 100% - uint16 constant public MAX_FEE = 1000; // 10% - uint16 constant public ALLOWABLE_EXCHANGE_PERCENTAGE = 9500; // 95% - - /// @dev Default payabale function, this allows us to withdraw WETH - function () - public - payable - { - require( - msg.sender == address(ETHER_TOKEN), - "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY" - ); - } - - /// @dev Pays the feeRecipient feeProportion of the total takerEthAmount, denominated in ETH - /// @param takerEthAmount The total amount that was transacted in WETH, fees are calculated from this value. - /// @param feeProportion The proportion of fees - /// @param feeRecipient The recipient of the fees - /// @return ethFeeAmount Amount of ETH paid to feeRecipient as fee. - function payEthFee( - uint256 takerEthAmount, - uint16 feeProportion, - address feeRecipient - ) - internal - returns (uint256 ethFeeAmount) - { - if (feeProportion > 0 && feeRecipient != address(0)) { - require( - feeProportion <= MAX_FEE, - "FEE_PROPORTION_TOO_LARGE" - ); - // 1.5% is 150, allowing for 2 decimal precision, i.e 0.05% is 5 - ethFeeAmount = getPartialAmount( - feeProportion, - PERCENTAGE_DENOMINATOR, - takerEthAmount - ); - feeRecipient.transfer(ethFeeAmount); - } - return ethFeeAmount; - } - - /// @dev Withdraws the remaining WETH, deduct and pay fees from this amount based on the takerTokenAmount to the feeRecipient. - /// If a user overpaid ETH initially, the fees are calculated from the amount traded and deducted from withdrawAmount. - /// Any remaining ETH is sent back to the user. - /// @param ethWithdrawAmount The amount to withdraw from the WETH contract. - /// @param wethAmountSold The total amount that was transacted in WETH, fees are calculated from this value. - /// @param feeProportion The proportion of fees - /// @param feeRecipient The recipient of the fees - function withdrawPayAndDeductEthFee( - uint256 ethWithdrawAmount, - uint256 wethAmountSold, - uint16 feeProportion, - address feeRecipient - ) - internal - { - // Return all of the excess WETH if any after deducting fees on the amount - if (ethWithdrawAmount > 0) { - ETHER_TOKEN.withdraw(ethWithdrawAmount); - // Fees proportional to the amount traded - uint256 ethFeeAmount = payEthFee( - wethAmountSold, - feeProportion, - feeRecipient - ); - uint256 unspentEthAmount = safeSub(ethWithdrawAmount, ethFeeAmount); - if (unspentEthAmount > 0) { - msg.sender.transfer(unspentEthAmount); - } - } - } - - /// @dev Checks whether the amount of tokens sold against the amount of tokens requested - /// is within a certain threshold. This ensures the caller gets a fair deal when - /// performing any token fee abstraction. Threshold is 95%. If fee abstraction costs more than - /// 5% of the total transaction, we return false. - /// @param requestedSellAmount The amount the user requested, or sent in to a payable function - /// @param tokenAmountSold The amount of the token that was sold after fee abstraction - /// @return bool of whether this is within an acceptable threshold - function isAcceptableThreshold(uint256 requestedSellAmount, uint256 tokenAmountSold) - internal - pure - returns (bool) - { - uint256 acceptableSellAmount = getPartialAmount( - ALLOWABLE_EXCHANGE_PERCENTAGE, - PERCENTAGE_DENOMINATOR, - requestedSellAmount - ); - return tokenAmountSold >= acceptableSellAmount; - } -} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinForwarderCore.sol b/packages/contracts/src/2.0.0/forwarder/MixinForwarderCore.sol index cb0ed5422..1164ae919 100644 --- a/packages/contracts/src/2.0.0/forwarder/MixinForwarderCore.sol +++ b/packages/contracts/src/2.0.0/forwarder/MixinForwarderCore.sol @@ -19,30 +19,30 @@ pragma solidity 0.4.24; pragma experimental ABIEncoderV2; -import "../utils/LibBytes/LibBytes.sol"; -import "./mixins/MFees.sol"; -import "./mixins/MMarketBuyZrx.sol"; -import "./mixins/MExpectedResults.sol"; -import "./mixins/MTransfer.sol"; -import "./mixins/MConstants.sol"; +import "./libs/LibConstants.sol"; +import "./mixins/MWeth.sol"; +import "./mixins/MAssets.sol"; +import "./mixins/MExchangeWrapper.sol"; import "./mixins/MForwarderCore.sol"; +import "../utils/LibBytes/LibBytes.sol"; import "../protocol/Exchange/libs/LibOrder.sol"; import "../protocol/Exchange/libs/LibFillResults.sol"; +import "../protocol/Exchange/libs/LibMath.sol"; contract MixinForwarderCore is LibFillResults, - MConstants, - MExpectedResults, - MFees, - MMarketBuyZrx, - MTransfer, + LibMath, + LibConstants, + MWeth, + MAssets, + MExchangeWrapper, MForwarderCore { - bytes4 constant internal ERC20_DATA_ID = bytes4(keccak256("ERC20Token(address)")); - bytes4 constant internal ERC721_DATA_ID = bytes4(keccak256("ERC721Token(address,uint256)")); - uint256 constant internal MAX_UINT = 2**256 - 1; + using LibBytes for bytes; + + /// @dev Constructor approves ERC20 proxy to transfer ZRX and WETH on this contract's behalf. constructor () public { @@ -53,379 +53,202 @@ contract MixinForwarderCore is } } - /// @dev Market sells ETH for ERC20 tokens, performing fee abstraction if required. This does not support ERC721 tokens. This function is payable - /// and will convert all incoming ETH into WETH and perform the trade on behalf of the caller. - /// This function allows for a deduction of a proportion of incoming ETH sent to the feeRecipient. - /// The caller is sent all tokens from the operation. - /// If the purchased token amount does not meet an acceptable threshold then this function reverts. - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param feeOrders An array of Order struct containing order specifications for fees. - /// @param feeSignatures An array of Proof that order has been created by maker for the fee orders. - /// @param feeProportion A proportion deducted off the incoming ETH and sent to feeRecipient. The maximum value for this - /// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59. - /// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketSellEthForERC20( + /// @dev Purchases as much of orders' makerAssets as possible by selling up to 95% of transaction's ETH value. + /// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract. + /// 5% of ETH value is reserved for paying fees to order feeRecipients (in ZRX) and forwarding contract feeRecipient (in ETH). + /// Any ETH not spent will be refunded to sender. + /// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset. + /// @param signatures Proofs that orders have been created by makers. + /// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees. + /// @param feeSignatures Proofs that feeOrders have been created by makers. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + /// @return Amounts filled and fees paid by maker and taker for both sets of orders. + function marketSellOrdersWithEth( LibOrder.Order[] memory orders, bytes[] memory signatures, LibOrder.Order[] memory feeOrders, bytes[] memory feeSignatures, - uint16 feeProportion, + uint256 feePercentage, address feeRecipient ) public payable - returns (FillResults memory totalFillResults) + returns ( + FillResults memory orderFillResults, + FillResults memory feeOrderFillResults + ) { - uint256 takerEthAmount = msg.value; - require( - takerEthAmount > 0, - "VALUE_GREATER_THAN_ZERO" - ); - // Deduct the fee from the total amount of ETH sent in - uint256 ethFeeAmount = payEthFee( - takerEthAmount, - feeProportion, - feeRecipient - ); - uint256 wethSellAmount = safeSub(takerEthAmount, ethFeeAmount); - - // Deposit the remaining to be used for trading - ETHER_TOKEN.deposit.value(wethSellAmount)(); - // Populate the known assetData, as it is always WETH the caller can provide null bytes to save gas - // marketSellOrders fills the remaining - address makerTokenAddress = LibBytes.readAddress(orders[0].makerAssetData, 16); - orders[0].takerAssetData = WETH_ASSET_DATA; - if (makerTokenAddress == address(ZRX_TOKEN)) { - // If this is ZRX then we market sell from the orders, rather than a 2 step of buying ZRX fees from feeOrders - // then buying ZRX from orders - totalFillResults = marketSellEthForZRXInternal( + // Convert ETH to WETH. + convertEthToWeth(); + + uint256 wethSellAmount; + uint256 zrxBuyAmount; + uint256 makerAssetAmountPurchased; + if (orders[0].makerAssetData.equals(ZRX_ASSET_DATA)) { + // Calculate amount of WETH that won't be spent on ETH fees. + wethSellAmount = getPartialAmount( + PERCENTAGE_DENOMINATOR, + safeAdd(PERCENTAGE_DENOMINATOR, feePercentage), + msg.value + ); + // Market sell available WETH. + // ZRX fees are paid with this contract's balance. + orderFillResults = marketSellWeth( orders, - signatures, - wethSellAmount + wethSellAmount, + signatures ); + // The fee amount must be deducted from the amount transfered back to sender. + makerAssetAmountPurchased = safeSub(orderFillResults.makerAssetFilledAmount, orderFillResults.takerFeePaid); } else { - totalFillResults = marketSellEthForERC20Internal( + // 5% of WETH is reserved for filling feeOrders and paying feeRecipient. + wethSellAmount = getPartialAmount( + MAX_WETH_FILL_PERCENTAGE, + PERCENTAGE_DENOMINATOR, + msg.value + ); + // Market sell 95% of WETH. + // ZRX fees are payed with this contract's balance. + orderFillResults = marketSellWeth( orders, - signatures, + wethSellAmount, + signatures + ); + // Buy back all ZRX spent on fees. + zrxBuyAmount = orderFillResults.takerFeePaid; + feeOrderFillResults = marketBuyZrxWithWeth( feeOrders, - feeSignatures, - wethSellAmount + zrxBuyAmount, + feeSignatures ); + makerAssetAmountPurchased = orderFillResults.makerAssetFilledAmount; } - // Prevent accidental WETH owned by this contract and it being spent - require( - takerEthAmount >= totalFillResults.takerAssetFilledAmount, - "INVALID_MSG_VALUE" - ); - // Ensure no WETH is left in this contract - require( - wethSellAmount == totalFillResults.takerAssetFilledAmount, - "UNACCEPTABLE_THRESHOLD" + + // Ensure that all ZRX fees have been repurchased and no extra WETH owned by this contract has been sold. + assertValidFillResults( + orderFillResults, + feeOrderFillResults, + zrxBuyAmount ); - // Transfer all tokens to msg.sender - transferERC20Token( - makerTokenAddress, - msg.sender, - totalFillResults.makerAssetFilledAmount + + // Transfer feePercentage of total ETH spent on primary orders to feeRecipient. + // Refund remaining ETH to msg.sender. + transferEthFeeAndRefund( + orderFillResults.takerAssetFilledAmount, + feeOrderFillResults.takerAssetFilledAmount, + feePercentage, + feeRecipient ); - return totalFillResults; + + // Transfer purchased assets to msg.sender. + transferPurchasedAssetToSender(orders[0].makerAssetData, makerAssetAmountPurchased); } - /// @dev Buys the exact amount of assets (ERC20 and ERC721), performing fee abstraction if required. - /// All order assets must be of the same type. Deducts a proportional fee to fee recipient. - /// This function is payable and will convert all incoming ETH into WETH and perform the trade on behalf of the caller. - /// The caller is sent all assets from the fill of orders. This function will revert unless the requested amount of assets are purchased. - /// Any excess ETH sent will be returned to the caller - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param feeOrders An array of Order struct containing order specifications for fees. - /// @param makerTokenFillAmount The amount of maker asset to buy. - /// @param feeSignatures An array of Proof that order has been created by maker for the fee orders. - /// @param feeProportion A proportion deducted off the ETH spent and sent to feeRecipient. The maximum value for this - /// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59. - /// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketBuyTokensWithEth( + /// @dev Attempt to purchase makerAssetFillAmount of makerAsset by selling ETH provided with transaction. + /// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract. + /// Any ETH not spent will be refunded to sender. + /// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset. + /// @param makerAssetFillAmount Desired amount of makerAsset to purchase. + /// @param signatures Proofs that orders have been created by makers. + /// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees. + /// @param feeSignatures Proofs that feeOrders have been created by makers. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + /// @return Amounts filled and fees paid by maker and taker for both sets of orders. + function marketBuyOrdersWithEth( LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, bytes[] memory signatures, LibOrder.Order[] memory feeOrders, bytes[] memory feeSignatures, - uint256 makerTokenFillAmount, - uint16 feeProportion, + uint256 feePercentage, address feeRecipient ) public payable - returns (FillResults memory totalFillResults) + returns ( + FillResults memory orderFillResults, + FillResults memory feeOrderFillResults + ) { - uint256 takerEthAmount = msg.value; - require( - takerEthAmount > 0, - "VALUE_GREATER_THAN_ZERO" - ); - require( - makerTokenFillAmount > 0, - "VALUE_GREATER_THAN_ZERO" - ); - bytes4 assetDataId = LibBytes.readBytes4(orders[0].makerAssetData, 0); - require( - assetDataId == ERC20_DATA_ID || assetDataId == ERC721_DATA_ID, - "UNSUPPORTED_TOKEN_PROXY" - ); - - ETHER_TOKEN.deposit.value(takerEthAmount)(); - if (assetDataId == ERC20_DATA_ID) { - totalFillResults = marketBuyERC20TokensInternal( + // Convert ETH to WETH. + convertEthToWeth(); + + uint256 zrxBuyAmount; + uint256 makerAssetAmountPurchased; + if (orders[0].makerAssetData.equals(ZRX_ASSET_DATA)) { + // If the makerAsset is ZRX, it is not necessary to pay fees out of this + // contracts's ZRX balance because fees are factored into the price of the order. + orderFillResults = marketBuyZrxWithWeth( orders, - signatures, - feeOrders, - feeSignatures, - makerTokenFillAmount + makerAssetFillAmount, + signatures ); - } else if (assetDataId == ERC721_DATA_ID) { - totalFillResults = batchBuyERC721TokensInternal( + // The fee amount must be deducted from the amount transfered back to sender. + makerAssetAmountPurchased = safeSub(orderFillResults.makerAssetFilledAmount, orderFillResults.takerFeePaid); + } else { + // Attemp to purchase desired amount of makerAsset. + // ZRX fees are payed with this contract's balance. + orderFillResults = marketBuyWithWeth( orders, - signatures, + makerAssetFillAmount, + signatures + ); + // Buy back all ZRX spent on fees. + zrxBuyAmount = orderFillResults.takerFeePaid; + feeOrderFillResults = marketBuyZrxWithWeth( feeOrders, + zrxBuyAmount, feeSignatures ); + makerAssetAmountPurchased = orderFillResults.makerAssetFilledAmount; } - // Prevent accidental WETH owned by this contract and it being spent - require( - takerEthAmount >= totalFillResults.takerAssetFilledAmount, - "INVALID_MSG_VALUE" + + // Ensure that all ZRX fees have been repurchased and no extra WETH owned by this contract has been sold. + assertValidFillResults( + orderFillResults, + feeOrderFillResults, + zrxBuyAmount ); - withdrawPayAndDeductEthFee( - safeSub(takerEthAmount, totalFillResults.takerAssetFilledAmount), - totalFillResults.takerAssetFilledAmount, - feeProportion, + + // Transfer feePercentage of total ETH spent on primary orders to feeRecipient. + // Refund remaining ETH to msg.sender. + transferEthFeeAndRefund( + orderFillResults.takerAssetFilledAmount, + feeOrderFillResults.takerAssetFilledAmount, + feePercentage, feeRecipient ); - return totalFillResults; - } - /// @dev Market sells WETH for ERC20 tokens. - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param feeOrders An array of Order struct containing order specifications for fees. - /// @param feeSignatures An array of Proof that order has been created by maker for the fee orders. - /// @param wethSellAmount The amount of WETH to sell. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketSellEthForERC20Internal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - LibOrder.Order[] memory feeOrders, - bytes[] memory feeSignatures, - uint256 wethSellAmount - ) - internal - returns (FillResults memory totalFillResults) - { - uint256 remainingWethSellAmount = wethSellAmount; - FillResults memory calculatedMarketSellResults = calculateMarketSellResults(orders, wethSellAmount); - if (calculatedMarketSellResults.takerFeePaid > 0) { - // Fees are required for these orders. Buy enough ZRX to cover the future market buy - FillResults memory feeTokensResults = marketBuyZrxInternal( - feeOrders, - feeSignatures, - calculatedMarketSellResults.takerFeePaid - ); - // Ensure the token abstraction was fair if fees were proportionally too high, we fail - require( - isAcceptableThreshold( - wethSellAmount, - safeSub(wethSellAmount, feeTokensResults.takerAssetFilledAmount) - ), - "UNACCEPTABLE_THRESHOLD" - ); - remainingWethSellAmount = safeSub(remainingWethSellAmount, feeTokensResults.takerAssetFilledAmount); - totalFillResults.takerFeePaid = feeTokensResults.takerFeePaid; - totalFillResults.takerAssetFilledAmount = feeTokensResults.takerAssetFilledAmount; - } - // Make our market sell to buy the requested tokens with the remaining balance - FillResults memory requestedTokensResults = EXCHANGE.marketSellOrders( - orders, - remainingWethSellAmount, - signatures - ); - // Update our return FillResult with the market sell - addFillResults(totalFillResults, requestedTokensResults); - return totalFillResults; + // Transfer purchased assets to msg.sender. + transferPurchasedAssetToSender(orders[0].makerAssetData, makerAssetAmountPurchased); } - /// @dev Market sells WETH for ZRX tokens. - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param wethSellAmount The amount of WETH to sell. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketSellEthForZRXInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - uint256 wethSellAmount + /// @dev Ensures that all ZRX fees have been repurchased and no extra WETH owned by this contract has been sold. + /// @param orderFillResults Amounts filled and fees paid for primary orders. + /// @param feeOrderFillResults Amounts filled and fees paid for fee orders. + /// @param zrxBuyAmount The amount of ZRX that needed to be repurchased after filling primary orders. + function assertValidFillResults( + FillResults memory orderFillResults, + FillResults memory feeOrderFillResults, + uint256 zrxBuyAmount ) internal - returns (FillResults memory totalFillResults) + view { - // Make our market sell to buy the requested tokens with the remaining balance - totalFillResults = EXCHANGE.marketSellOrders( - orders, - wethSellAmount, - signatures - ); - // Exchange does not special case ZRX in the makerAssetFilledAmount, if fees were deducted then using this amount - // for future transfers is invalid. - uint256 zrxAmountBought = safeSub(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid); + // Ensure that all ZRX spent while filling primary orders has been repurchased. + uint256 zrxPurchased = safeSub(feeOrderFillResults.makerAssetFilledAmount, feeOrderFillResults.takerFeePaid); require( - isAcceptableThreshold(totalFillResults.makerAssetFilledAmount, zrxAmountBought), - "UNACCEPTABLE_THRESHOLD" + zrxPurchased >= zrxBuyAmount, + "COMPLETE_FILL_FAILED" ); - totalFillResults.makerAssetFilledAmount = zrxAmountBought; - return totalFillResults; - } - /// @dev Buys an exact amount of an ERC20 token using WETH. - /// @param orders Orders to fill. The maker asset is the ERC20 token to buy. The taker asset is WETH. - /// @param signatures Proof that the orders were created by their respective makers. - /// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH. - /// @param feeSignatures Proof that the feeOrders were created by their respective makers. - /// @param makerTokenFillAmount Amount of the ERC20 token to buy. - /// @return totalFillResults Aggregated fill results of buying the ERC20 and ZRX tokens. - function marketBuyERC20TokensInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - LibOrder.Order[] memory feeOrders, - bytes[] memory feeSignatures, - uint256 makerTokenFillAmount - ) - internal - returns (LibFillResults.FillResults memory totalFillResults) - { - // We read the maker token address to check if it is ZRX and later use it for transfer - address makerTokenAddress = LibBytes.readAddress(orders[0].makerAssetData, 16); - // 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[0].takerAssetData = WETH_ASSET_DATA; - // We can short cut here for effeciency and use buyFeeTokensInternal if maker asset token is ZRX - // this buys us exactly that amount taking into account the fees. This saves gas and calculates the rate correctly - FillResults memory marketBuyResults; - if (makerTokenAddress == address(ZRX_TOKEN)) { - marketBuyResults = marketBuyZrxInternal( - orders, - signatures, - makerTokenFillAmount - ); - // When buying ZRX we round up which can result in a small margin excess - require( - marketBuyResults.makerAssetFilledAmount >= makerTokenFillAmount, - "UNACCEPTABLE_THRESHOLD" - ); - addFillResults(totalFillResults, marketBuyResults); - require( - isAcceptableThreshold( - safeAdd(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid), // Total ZRX - totalFillResults.makerAssetFilledAmount // amount going to msg.sender - ), - "UNACCEPTABLE_THRESHOLD" - ); - } else { - FillResults memory calculatedMarketBuyResults = calculateMarketBuyResults(orders, makerTokenFillAmount); - if (calculatedMarketBuyResults.takerFeePaid > 0) { - // Fees are required for these orders. Buy enough ZRX to cover the future market buy - FillResults memory zrxMarketBuyResults = marketBuyZrxInternal( - feeOrders, - feeSignatures, - calculatedMarketBuyResults.takerFeePaid - ); - totalFillResults.takerAssetFilledAmount = zrxMarketBuyResults.takerAssetFilledAmount; - totalFillResults.takerFeePaid = zrxMarketBuyResults.takerFeePaid; - } - // Make our market buy of the requested tokens with the remaining balance - marketBuyResults = EXCHANGE.marketBuyOrders( - orders, - makerTokenFillAmount, - signatures - ); - require( - marketBuyResults.makerAssetFilledAmount == makerTokenFillAmount, - "UNACCEPTABLE_THRESHOLD" - ); - addFillResults(totalFillResults, marketBuyResults); - require( - isAcceptableThreshold( - totalFillResults.takerAssetFilledAmount, - marketBuyResults.takerAssetFilledAmount - ), - "UNACCEPTABLE_THRESHOLD" - ); - } - // Transfer all purchased tokens to msg.sender - transferERC20Token( - makerTokenAddress, - msg.sender, - marketBuyResults.makerAssetFilledAmount - ); - return totalFillResults; - } - - /// @dev Buys an all of the ERC721 tokens in the orders. - /// @param orders Orders to fill. The maker asset is the ERC721 token to buy. The taker asset is WETH. - /// @param signatures Proof that the orders were created by their respective makers. - /// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH. - /// @param feeSignatures Proof that the feeOrders were created by their respective makers. - /// @return totalFillResults Aggregated fill results of buying the ERC721 tokens and ZRX tokens. - function batchBuyERC721TokensInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - LibOrder.Order[] memory feeOrders, - bytes[] memory feeSignatures - ) - internal - returns (LibFillResults.FillResults memory totalFillResults) - { - uint256 totalZrxFeeAmount; - uint256 ordersLength = orders.length; - uint256[] memory takerAssetFillAmounts = new uint256[](ordersLength); - for (uint256 i = 0; i < ordersLength; i++) { - // Total up the fees - totalZrxFeeAmount = safeAdd(totalZrxFeeAmount, orders[i].takerFee); - // We assume that asset being bought by taker is the same for each order. - // Rather than passing this in as calldata, we set the takerAssetData as WETH asset data - orders[i].takerAssetData = WETH_ASSET_DATA; - // Populate takerAssetFillAmounts for later batchFill - takerAssetFillAmounts[i] = orders[i].takerAssetAmount; - } - if (totalZrxFeeAmount > 0) { - // Fees are required for these orders. Buy enough ZRX to cover the future fill - FillResults memory zrxMarketBuyResults = marketBuyZrxInternal( - feeOrders, - feeSignatures, - totalZrxFeeAmount - ); - totalFillResults.takerFeePaid = zrxMarketBuyResults.takerFeePaid; - totalFillResults.takerAssetFilledAmount = zrxMarketBuyResults.takerAssetFilledAmount; - } - FillResults memory batchFillResults = EXCHANGE.batchFillOrKillOrders( - orders, - takerAssetFillAmounts, - signatures - ); - addFillResults(totalFillResults, batchFillResults); + // Ensure that no extra WETH owned by this contract has been sold. + uint256 wethSold = safeAdd(orderFillResults.takerAssetFilledAmount, feeOrderFillResults.takerAssetFilledAmount); require( - isAcceptableThreshold( - totalFillResults.takerAssetFilledAmount, - batchFillResults.takerAssetFilledAmount - ), - "UNACCEPTABLE_THRESHOLD" + wethSold <= msg.value, + "OVERSOLD_WETH" ); - // Transfer all of the tokens filled from the batchFill - for (i = 0; i < ordersLength; i++) { - transferERC721Token( - orders[i].makerAssetData, - msg.sender - ); - } - return totalFillResults; } } diff --git a/packages/contracts/src/2.0.0/forwarder/MixinMarketBuyZrx.sol b/packages/contracts/src/2.0.0/forwarder/MixinMarketBuyZrx.sol deleted file mode 100644 index e272f8aad..000000000 --- a/packages/contracts/src/2.0.0/forwarder/MixinMarketBuyZrx.sol +++ /dev/null @@ -1,83 +0,0 @@ -/* - - 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 "../protocol/Exchange/libs/LibFillResults.sol"; -import "../protocol/Exchange/libs/LibOrder.sol"; -import "../protocol/Exchange/libs/LibMath.sol"; -import "./mixins/MConstants.sol"; -import "./mixins/MMarketBuyZrx.sol"; - - -contract MixinMarketBuyZrx is - LibMath, - LibFillResults, - MConstants, - MMarketBuyZrx -{ - - /// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account the fees on buying fee tokens. This will guarantee - /// At least zrxBuyAmount of ZRX fee tokens are purchased (sometimes slightly over due to rounding issues). - /// It is possible that a request to buy 200 ZRX fee tokens will require purchasing 202 ZRX tokens - /// As 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases. - /// @param orders An array of Order struct containing order specifications for fees. - /// @param signatures An array of Proof that order has been created by maker for the fee orders. - /// @param zrxBuyAmount The number of requested ZRX fee tokens. - /// @return totalFillResults Amounts filled and fees paid by maker and taker. makerTokenAmount is the zrx amount deducted of fees - function marketBuyZrxInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - uint256 zrxBuyAmount - ) - internal - returns (FillResults memory totalFillResults) - { - for (uint256 i = 0; i < orders.length; i++) { - // All of these are ZRX/WETH, we can drop the respective assetData from callData - orders[i].makerAssetData = ZRX_ASSET_DATA; - orders[i].takerAssetData = WETH_ASSET_DATA; - // Calculate the remaining amount of makerToken to buy - uint256 remainingZrxBuyAmount = safeSub(zrxBuyAmount, totalFillResults.makerAssetFilledAmount); - // Convert the remaining amount of makerToken to buy into remaining amount - // of takerToken to sell, assuming entire amount can be sold in the current order - uint256 remainingWethSellAmount = getPartialAmount( - orders[i].takerAssetAmount, - safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees - remainingZrxBuyAmount - ); - // Attempt to sell the remaining amount of takerToken - // Round up the amount to ensure we don't under buy by a fractional amount - FillResults memory singleFillResult = EXCHANGE.fillOrder( - orders[i], - safeAdd(remainingWethSellAmount, 1), - signatures[i] - ); - // We didn't buy the full amount when buying ZRX as some were taken for fees - singleFillResult.makerAssetFilledAmount = safeSub(singleFillResult.makerAssetFilledAmount, singleFillResult.takerFeePaid); - // Update amounts filled and fees paid by maker and taker - addFillResults(totalFillResults, singleFillResult); - // Stop execution if the entire amount of makerToken has been bought - if (totalFillResults.makerAssetFilledAmount >= zrxBuyAmount) { - break; - } - } - return totalFillResults; - } -} diff --git a/packages/contracts/src/2.0.0/forwarder/MixinWeth.sol b/packages/contracts/src/2.0.0/forwarder/MixinWeth.sol new file mode 100644 index 000000000..8ba236e7f --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/MixinWeth.sol @@ -0,0 +1,110 @@ +/* + + 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 "../protocol/Exchange/libs/LibMath.sol"; +import "./libs/LibConstants.sol"; +import "./mixins/MWeth.sol"; + + +contract MixinWeth is + LibMath, + LibConstants, + MWeth +{ + + /// @dev Default payabale function, this allows us to withdraw WETH + function () + public + payable + { + require( + msg.sender == address(ETHER_TOKEN), + "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY" + ); + } + + /// @dev Converts message call's ETH value into WETH. + function convertEthToWeth() + internal + { + require( + msg.value > 0, + "INVALID_MSG_VALUE" + ); + ETHER_TOKEN.deposit.value(msg.value)(); + } + + /// @dev Transfers feePercentage of WETH spent on primary orders to feeRecipient. + /// Refunds any excess ETH to msg.sender. + /// @param wethSoldExcludingFeeOrders Amount of WETH sold when filling primary orders. + /// @param wethSoldForZrx Amount of WETH sold when purchasing ZRX required for primary order fees. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + function transferEthFeeAndRefund( + uint256 wethSoldExcludingFeeOrders, + uint256 wethSoldForZrx, + uint256 feePercentage, + address feeRecipient + ) + internal + { + // Ensure feePercentage is less than 5%. + require( + feePercentage <= MAX_FEE_PERCENTAGE, + "FEE_PERCENTAGE_TOO_LARGE" + ); + + // Calculate amount of WETH that hasn't been sold. + uint256 wethRemaining = safeSub( + msg.value, + safeAdd(wethSoldExcludingFeeOrders, wethSoldForZrx) + ); + + // Calculate ETH fee to pay to feeRecipient. + uint256 ethFee = getPartialAmount( + feePercentage, + PERCENTAGE_DENOMINATOR, + wethSoldExcludingFeeOrders + ); + + // Ensure fee is less than amount of WETH remaining. + require( + ethFee <= wethRemaining, + "INSUFFICIENT_ETH_REMAINING" + ); + + // Do nothing if no WETH remaining + if (wethRemaining > 0) { + // Convert remaining WETH to ETH + ETHER_TOKEN.withdraw(wethRemaining); + + // Pay ETH to feeRecipient + if (ethFee > 0) { + feeRecipient.transfer(ethFee); + } + + // Refund remaining ETH to msg.sender. + uint256 ethRefund = safeSub(wethRemaining, ethFee); + if (ethRefund > 0) { + msg.sender.transfer(ethRefund); + } + } + } +} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MTransfer.sol b/packages/contracts/src/2.0.0/forwarder/interfaces/IAssets.sol index 418a6288b..9b0d995eb 100644 --- a/packages/contracts/src/2.0.0/forwarder/mixins/MTransfer.sol +++ b/packages/contracts/src/2.0.0/forwarder/interfaces/IAssets.sol @@ -19,28 +19,16 @@ pragma solidity 0.4.24; -contract MTransfer { - - function onERC721Received(address, uint256, bytes memory) - public - pure - returns(bytes4); - - function onERC721Received(address, address, uint256, bytes memory) - public - pure - returns(bytes4); - - function transferERC20Token( +contract IAssets { + + /// @dev Withdraws ERC20 tokens from this contract. The contract requires a ZRX balance in order to + /// function optimally, and this function allows the ZRX to be withdrawn by owner. It may also be + /// used to withdraw tokens that were accidentally sent to this contract. + /// @param token Address of ERC20 token to withdraw. + /// @param amount Amount of ERC20 token to withdraw. + function withdrawERC20( address token, - address to, uint256 amount ) - internal; - - function transferERC721Token( - bytes memory assetData, - address to - ) - internal; + external; } diff --git a/packages/contracts/src/2.0.0/forwarder/interfaces/IExpectedResults.sol b/packages/contracts/src/2.0.0/forwarder/interfaces/IExpectedResults.sol deleted file mode 100644 index 89187b750..000000000 --- a/packages/contracts/src/2.0.0/forwarder/interfaces/IExpectedResults.sol +++ /dev/null @@ -1,66 +0,0 @@ -/* - - 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 "../../protocol/Exchange/libs/LibFillResults.sol"; -import "../../protocol/Exchange/libs/LibOrder.sol"; - - -contract IExpectedResults { - - /// @dev Calculates a total FillResults for buying makerAssetFillAmount over all orders. - /// Including the fees required to be paid. - /// @param orders An array of Order struct containing order specifications. - /// @param makerAssetFillAmount A number representing the amount of this order to fill. - /// @return totalFillResults Amounts filled and fees paid by maker and taker. - function calculateMarketBuyResults( - LibOrder.Order[] memory orders, - uint256 makerAssetFillAmount - ) - public - view - returns (LibFillResults.FillResults memory totalFillResults); - - /// @dev Calculates a FillResults total for selling takerAssetFillAmount over all orders. - /// Including the fees required to be paid. - /// @param orders An array of Order struct containing order specifications. - /// @param takerAssetFillAmount A number representing the amount of this order to fill. - /// @return totalFillResults Amounts filled and fees paid by maker and taker. - function calculateMarketSellResults( - LibOrder.Order[] memory orders, - uint256 takerAssetFillAmount - ) - public - view - returns (LibFillResults.FillResults memory totalFillResults); - - /// @dev Calculates fill results for buyFeeTokens. This handles fees on buying ZRX - /// so the end result is the expected amount of ZRX (not less after fees). - /// @param orders An array of Order struct containing order specifications. - /// @param zrxFillAmount A number representing the amount zrx to buy - /// @return totalFillResults Expected fill result amounts from buying fees - function calculateMarketBuyZrxResults( - LibOrder.Order[] memory orders, - uint256 zrxFillAmount - ) - public - view - returns (LibFillResults.FillResults memory totalFillResults); -} diff --git a/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarder.sol b/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarder.sol index 745dd29a9..f5a26e2ba 100644 --- a/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarder.sol +++ b/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarder.sol @@ -20,11 +20,11 @@ pragma solidity 0.4.24; pragma experimental ABIEncoderV2; import "./IForwarderCore.sol"; -import "./IExpectedResults.sol"; +import "./IAssets.sol"; // solhint-disable no-empty-blocks contract IForwarder is IForwarderCore, - IExpectedResults + IAssets {} diff --git a/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarderCore.sol b/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarderCore.sol index 7ac2a8af3..3ecbb133b 100644 --- a/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarderCore.sol +++ b/packages/contracts/src/2.0.0/forwarder/interfaces/IForwarderCore.sol @@ -25,55 +25,56 @@ import "../../protocol/Exchange/libs/LibFillResults.sol"; contract IForwarderCore { - /// @dev Market sells ETH for ERC20 tokens, performing fee abstraction if required. This does not support ERC721 tokens. This function is payable - /// and will convert all incoming ETH into WETH and perform the trade on behalf of the caller. - /// This function allows for a deduction of a proportion of incoming ETH sent to the feeRecipient. - /// The caller is sent all tokens from the operation. - /// If the purchased token amount does not meet an acceptable threshold then this function reverts. - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param feeOrders An array of Order struct containing order specifications for fees. - /// @param feeSignatures An array of Proof that order has been created by maker for the fee orders. - /// @param feeProportion A proportion deducted off the incoming ETH and sent to feeRecipient. The maximum value for this - /// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59. - /// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketSellEthForERC20( + /// @dev Purchases as much of orders' makerAssets as possible by selling up to 95% of transaction's ETH value. + /// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract. + /// 5% of ETH value is reserved for paying fees to order feeRecipients (in ZRX) and forwarding contract feeRecipient (in ETH). + /// Any ETH not spent will be refunded to sender. + /// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset. + /// @param signatures Proofs that orders have been created by makers. + /// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees. + /// @param feeSignatures Proofs that feeOrders have been created by makers. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + /// @return Amounts filled and fees paid by maker and taker for both sets of orders. + function marketSellOrdersWithEth( LibOrder.Order[] memory orders, bytes[] memory signatures, LibOrder.Order[] memory feeOrders, bytes[] memory feeSignatures, - uint16 feeProportion, + uint256 feePercentage, address feeRecipient ) public payable - returns (LibFillResults.FillResults memory totalFillResults); + returns ( + LibFillResults.FillResults memory orderFillResults, + LibFillResults.FillResults memory feeOrderFillResults + ); - /// @dev Buys the exact amount of assets (ERC20 and ERC721), performing fee abstraction if required. - /// All order assets must be of the same type. Deducts a proportional fee to fee recipient. - /// This function is payable and will convert all incoming ETH into WETH and perform the trade on behalf of the caller. - /// The caller is sent all assets from the fill of orders. This function will revert unless the requested amount of assets are purchased. - /// Any excess ETH sent will be returned to the caller - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param feeOrders An array of Order struct containing order specifications for fees. - /// @param makerTokenFillAmount The amount of maker asset to buy. - /// @param feeSignatures An array of Proof that order has been created by maker for the fee orders. - /// @param feeProportion A proportion deducted off the ETH spent and sent to feeRecipient. The maximum value for this - /// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59. - /// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketBuyTokensWithEth( + /// @dev Attempt to purchase makerAssetFillAmount of makerAsset by selling ETH provided with transaction. + /// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract. + /// Any ETH not spent will be refunded to sender. + /// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset. + /// @param makerAssetFillAmount Desired amount of makerAsset to purchase. + /// @param signatures Proofs that orders have been created by makers. + /// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees. + /// @param feeSignatures Proofs that feeOrders have been created by makers. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + /// @return Amounts filled and fees paid by maker and taker for both sets of orders. + function marketBuyOrdersWithEth( LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, bytes[] memory signatures, LibOrder.Order[] memory feeOrders, bytes[] memory feeSignatures, - uint256 makerTokenFillAmount, - uint16 feeProportion, + uint256 feePercentage, address feeRecipient ) public payable - returns (LibFillResults.FillResults memory totalFillResults); + returns ( + LibFillResults.FillResults memory orderFillResults, + LibFillResults.FillResults memory feeOrderFillResults + ); } diff --git a/packages/contracts/src/2.0.0/forwarder/MixinConstants.sol b/packages/contracts/src/2.0.0/forwarder/libs/LibConstants.sol index 2b064d579..c26d7902c 100644 --- a/packages/contracts/src/2.0.0/forwarder/MixinConstants.sol +++ b/packages/contracts/src/2.0.0/forwarder/libs/LibConstants.sol @@ -18,12 +18,27 @@ pragma solidity 0.4.24; -import "./mixins/MConstants.sol"; - - -contract MixinConstants is - MConstants -{ +import "../../protocol/Exchange/interfaces/IExchange.sol"; +import "../../tokens/EtherToken/IEtherToken.sol"; +import "../../tokens/ERC20Token/IERC20Token.sol"; + + +contract LibConstants { + + bytes4 constant internal ERC20_DATA_ID = bytes4(keccak256("ERC20Token(address)")); + bytes4 constant internal ERC721_DATA_ID = bytes4(keccak256("ERC721Token(address,uint256)")); + uint256 constant internal MAX_UINT = 2**256 - 1; + uint256 constant internal PERCENTAGE_DENOMINATOR = 10**18; + uint256 constant internal MAX_FEE_PERCENTAGE = 5 * PERCENTAGE_DENOMINATOR / 100; // 5% + uint256 constant internal MAX_WETH_FILL_PERCENTAGE = 95 * PERCENTAGE_DENOMINATOR / 100; // 95% + + // solhint-disable var-name-mixedcase + IExchange internal EXCHANGE; + IEtherToken internal ETHER_TOKEN; + IERC20Token internal ZRX_TOKEN; + bytes internal ZRX_ASSET_DATA; + bytes internal WETH_ASSET_DATA; + // solhint-enable var-name-mixedcase constructor ( address _exchange, diff --git a/packages/contracts/src/2.0.0/forwarder/libs/LibForwarderErrors.sol b/packages/contracts/src/2.0.0/forwarder/libs/LibForwarderErrors.sol new file mode 100644 index 000000000..cdfb77a0b --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/libs/LibForwarderErrors.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. + +*/ + +// solhint-disable +pragma solidity 0.4.24; + + +/// This contract is intended to serve as a reference, but is not actually used for efficiency reasons. +contract LibForwarderErrors { + string constant FEE_PERCENTAGE_TOO_LARGE = "FEE_PROPORTION_TOO_LARGE"; // Provided fee percentage greater than 5%. + string constant INSUFFICIENT_ETH_REMAINING = "INSUFFICIENT_ETH_REMAINING"; // Not enough ETH remaining to pay feeRecipient. + string constant OVERSOLD_WETH = "OVERSOLD_WETH"; // More WETH sold than provided with current message call. + string constant COMPLETE_FILL_FAILED = "COMPLETE_FILL_FAILED"; // Desired purchase amount not completely filled (required for ZRX fees only). + string constant TRANSFER_FAILED = "TRANSFER_FAILED"; // Asset transfer failed. + string constant UNSUPPORTED_TOKEN_PROXY = "UNSUPPORTED_TOKEN_PROXY"; // Proxy in assetData not supported. + string constant DEFAULT_FUNCTION_WETH_CONTRACT_ONLY = "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY"; // Fallback function may only be used for WETH withdrawals. + string constant INVALID_MSG_VALUE = "INVALID_MSG_VALUE"; // msg.value must be greater than 0. + string constant INVALID_AMOUNT = "INVALID_AMOUNT"; // Amount must equal 1. +} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MAssets.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MAssets.sol new file mode 100644 index 000000000..340ee0bcb --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/mixins/MAssets.sol @@ -0,0 +1,54 @@ +/* + + 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/IAssets.sol"; + + +contract MAssets is + IAssets +{ + + /// @dev Transfers given amount of asset to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferPurchasedAssetToSender( + bytes memory assetData, + uint256 amount + ) + internal; + + /// @dev Decodes ERC20 assetData and transfers given amount to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferERC20Token( + bytes memory assetData, + uint256 amount + ) + internal; + + /// @dev Decodes ERC721 assetData and transfers given amount to sender. + /// @param assetData Byte array encoded for the respective asset proxy. + /// @param amount Amount of asset to transfer to sender. + function transferERC721Token( + bytes memory assetData, + uint256 amount + ) + internal; +} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MConstants.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MConstants.sol deleted file mode 100644 index 348bf169e..000000000 --- a/packages/contracts/src/2.0.0/forwarder/mixins/MConstants.sol +++ /dev/null @@ -1,35 +0,0 @@ -/* - - 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 "../../protocol/Exchange/interfaces/IExchange.sol"; -import "../../tokens/EtherToken/IEtherToken.sol"; -import "../../tokens/ERC20Token/IERC20Token.sol"; - - -contract MConstants { - - // solhint-disable var-name-mixedcase - IExchange internal EXCHANGE; - IEtherToken internal ETHER_TOKEN; - IERC20Token internal ZRX_TOKEN; - bytes internal ZRX_ASSET_DATA; - bytes internal WETH_ASSET_DATA; - // solhint-enable var-name-mixedcase -} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MExchangeWrapper.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MExchangeWrapper.sol new file mode 100644 index 000000000..5a2def7e5 --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/mixins/MExchangeWrapper.sol @@ -0,0 +1,87 @@ +/* + + 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 "../../protocol/Exchange/libs/LibOrder.sol"; +import "../../protocol/Exchange/libs/LibFillResults.sol"; + + +contract MExchangeWrapper { + + /// @dev Fills the input order. + /// 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 + ) + internal + returns (LibFillResults.FillResults memory fillResults); + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of WETH has been sold by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param wethSellAmount Desired amount of WETH to sell. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellWeth( + LibOrder.Order[] memory orders, + uint256 wethSellAmount, + bytes[] memory signatures + ) + internal + 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. + /// The asset being sold by taker must always be WETH. + /// @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 marketBuyWithWeth( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + internal + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account ZRX fees for each order. This will guarantee + /// that at least zrxBuyAmount of ZRX is purchased (sometimes slightly over due to rounding issues). + /// It is possible that a request to buy 200 ZRX will require purchasing 202 ZRX + /// as 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases. + /// The asset being sold by taker must always be WETH. + /// @param orders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. + /// @param zrxBuyAmount Desired amount of ZRX to buy. + /// @param signatures Proofs that orders have been created by makers. + /// @return totalFillResults Amounts filled and fees paid by maker and taker. + function marketBuyZrxWithWeth( + LibOrder.Order[] memory orders, + uint256 zrxBuyAmount, + bytes[] memory signatures + ) + internal + returns (LibFillResults.FillResults memory totalFillResults); +} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MExpectedResults.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MExpectedResults.sol deleted file mode 100644 index cf03bb32e..000000000 --- a/packages/contracts/src/2.0.0/forwarder/mixins/MExpectedResults.sol +++ /dev/null @@ -1,42 +0,0 @@ -/* - - 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 "../../protocol/Exchange/libs/LibFillResults.sol"; -import "../../protocol/Exchange/libs/LibOrder.sol"; -import "../interfaces/IExpectedResults.sol"; - - -contract MExpectedResults is - IExpectedResults -{ - - /// @dev Simulates the 0x Exchange fillOrder validation and calculations, without performing any state changes. - /// @param order An Order struct containing order specifications. - /// @param takerAssetFillAmount A number representing the amount of this order to fill. - /// @return fillResults Amounts filled and fees paid by maker and taker. - function calculateFillResults( - LibOrder.Order memory order, - uint256 takerAssetFillAmount - ) - internal - view - returns (LibFillResults.FillResults memory fillResults); -} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MFees.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MFees.sol deleted file mode 100644 index f332637ea..000000000 --- a/packages/contracts/src/2.0.0/forwarder/mixins/MFees.sol +++ /dev/null @@ -1,63 +0,0 @@ -/* - - 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 MFees { - - /// @dev Pays the feeRecipient feeProportion of the total takerEthAmount, denominated in ETH - /// @param takerEthAmount The total amount that was transacted in WETH, fees are calculated from this value. - /// @param feeProportion The proportion of fees - /// @param feeRecipient The recipient of the fees - /// @return ethFeeAmount Amount of ETH paid to feeRecipient as fee. - function payEthFee( - uint256 takerEthAmount, - uint16 feeProportion, - address feeRecipient - ) - internal - returns (uint256 ethFeeAmount); - - /// @dev Withdraws the remaining WETH, deduct and pay fees from this amount based on the takerTokenAmount to the feeRecipient. - /// If a user overpaid ETH initially, the fees are calculated from the amount traded and deducted from withdrawAmount. - /// Any remaining ETH is sent back to the user. - /// @param ethWithdrawAmount The amount to withdraw from the WETH contract. - /// @param wethAmountSold The total amount that was transacted in WETH, fees are calculated from this value. - /// @param feeProportion The proportion of fees - /// @param feeRecipient The recipient of the fees - function withdrawPayAndDeductEthFee( - uint256 ethWithdrawAmount, - uint256 wethAmountSold, - uint16 feeProportion, - address feeRecipient - ) - internal; - - /// @dev Checks whether the amount of tokens sold against the amount of tokens requested - /// is within a certain threshold. This ensures the caller gets a fair deal when - /// performing any token fee abstraction. Threshold is 95%. If fee abstraction costs more than - /// 5% of the total transaction, we return false. - /// @param requestedSellAmount The amount the user requested, or sent in to a payable function - /// @param tokenAmountSold The amount of the token that was sold after fee abstraction - /// @return bool of whether this is within an acceptable threshold - function isAcceptableThreshold(uint256 requestedSellAmount, uint256 tokenAmountSold) - internal - pure - returns (bool); -} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MForwarderCore.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MForwarderCore.sol index 4a54e76b1..0f5cd9c66 100644 --- a/packages/contracts/src/2.0.0/forwarder/mixins/MForwarderCore.sol +++ b/packages/contracts/src/2.0.0/forwarder/mixins/MForwarderCore.sol @@ -28,65 +28,15 @@ contract MForwarderCore is IForwarderCore { - /// @dev Market sells WETH for ERC20 tokens. - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param feeOrders An array of Order struct containing order specifications for fees. - /// @param feeSignatures An array of Proof that order has been created by maker for the fee orders. - /// @param wethSellAmount The amount of WETH to sell. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketSellEthForERC20Internal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - LibOrder.Order[] memory feeOrders, - bytes[] memory feeSignatures, - uint256 wethSellAmount + /// @dev Ensures that all ZRX fees have been repurchased and no extra WETH owned by this contract has been sold. + /// @param orderFillResults Amounts filled and fees paid for primary orders. + /// @param feeOrderFillResults Amounts filled and fees paid for fee orders. + /// @param zrxBuyAmount The amount of ZRX that needed to be repurchased after filling primary orders. + function assertValidFillResults( + LibFillResults.FillResults memory orderFillResults, + LibFillResults.FillResults memory feeOrderFillResults, + uint256 zrxBuyAmount ) internal - returns (LibFillResults.FillResults memory totalFillResults); - - /// @dev Market sells WETH for ZRX tokens. - /// @param orders An array of Order struct containing order specifications. - /// @param signatures An array of Proof that order has been created by maker. - /// @param wethSellAmount The amount of WETH to sell. - /// @return FillResults amounts filled and fees paid by maker and taker. - function marketSellEthForZRXInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - uint256 wethSellAmount - ) - internal - returns (LibFillResults.FillResults memory totalFillResults); - - /// @dev Buys an exact amount of an ERC20 token using WETH. - /// @param orders Orders to fill. The maker asset is the ERC20 token to buy. The taker asset is WETH. - /// @param signatures Proof that the orders were created by their respective makers. - /// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH. - /// @param feeSignatures Proof that the feeOrders were created by their respective makers. - /// @param makerTokenFillAmount Amount of the ERC20 token to buy. - /// @return totalFillResults Aggregated fill results of buying the ERC20 and ZRX tokens. - function marketBuyERC20TokensInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - LibOrder.Order[] memory feeOrders, - bytes[] memory feeSignatures, - uint256 makerTokenFillAmount - ) - internal - returns (LibFillResults.FillResults memory totalFillResults); - - /// @dev Buys an all of the ERC721 tokens in the orders. - /// @param orders Orders to fill. The maker asset is the ERC721 token to buy. The taker asset is WETH. - /// @param signatures Proof that the orders were created by their respective makers. - /// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH. - /// @param feeSignatures Proof that the feeOrders were created by their respective makers. - /// @return totalFillResults Aggregated fill results of buying the ERC721 tokens and ZRX tokens. - function batchBuyERC721TokensInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - LibOrder.Order[] memory feeOrders, - bytes[] memory feeSignatures - ) - internal - returns (LibFillResults.FillResults memory totalFillResults); + view; } diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MMarketBuyZrx.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MMarketBuyZrx.sol deleted file mode 100644 index 3501ef001..000000000 --- a/packages/contracts/src/2.0.0/forwarder/mixins/MMarketBuyZrx.sol +++ /dev/null @@ -1,42 +0,0 @@ -/* - - 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 "../../protocol/Exchange/libs/LibFillResults.sol"; -import "../../protocol/Exchange/libs/LibOrder.sol"; - - -contract MMarketBuyZrx { - - /// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account the fees on buying fee tokens. This will guarantee - /// At least zrxBuyAmount of ZRX fee tokens are purchased (sometimes slightly over due to rounding issues). - /// It is possible that a request to buy 200 ZRX fee tokens will require purchasing 202 ZRX tokens - /// As 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases. - /// @param orders An array of Order struct containing order specifications for fees. - /// @param signatures An array of Proof that order has been created by maker for the fee orders. - /// @param zrxBuyAmount The number of requested ZRX fee tokens. - /// @return totalFillResults Amounts filled and fees paid by maker and taker. makerTokenAmount is the zrx amount deducted of fees - function marketBuyZrxInternal( - LibOrder.Order[] memory orders, - bytes[] memory signatures, - uint256 zrxBuyAmount - ) - internal - returns (LibFillResults.FillResults memory totalFillResults); -} diff --git a/packages/contracts/src/2.0.0/forwarder/mixins/MWeth.sol b/packages/contracts/src/2.0.0/forwarder/mixins/MWeth.sol new file mode 100644 index 000000000..88e77be4e --- /dev/null +++ b/packages/contracts/src/2.0.0/forwarder/mixins/MWeth.sol @@ -0,0 +1,41 @@ +/* + + 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 MWeth { + + /// @dev Converts message call's ETH value into WETH. + function convertEthToWeth() + internal; + + /// @dev Transfers feePercentage of WETH spent on primary orders to feeRecipient. + /// Refunds any excess ETH to msg.sender. + /// @param wethSoldExcludingFeeOrders Amount of WETH sold when filling primary orders. + /// @param wethSoldForZrx Amount of WETH sold when purchasing ZRX required for primary order fees. + /// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient. + /// @param feeRecipient Address that will receive ETH when orders are filled. + function transferEthFeeAndRefund( + uint256 wethSoldExcludingFeeOrders, + uint256 wethSoldForZrx, + uint256 feePercentage, + address feeRecipient + ) + internal; +} |