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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); +} |