path: root/packages/sol-compiler/test/fixtures/contracts/Exchange.sol

/*

  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 ^0.4.14;

import {ERC20 as Token} from "zeppelin-solidity/contracts/token/ERC20/ERC20.sol";

import "./TokenTransferProxy.sol";
import "./base/SafeMath.sol";

/// @title Exchange - Facilitates exchange of ERC20 tokens.
/// @author Amir Bandeali - <amir@0xProject.com>, Will Warren - <will@0xProject.com>
contract Exchange is SafeMath {

    // Error Codes
    enum Errors {
        ORDER_EXPIRED,                    // Order has already expired
        ORDER_FULLY_FILLED_OR_CANCELLED,  // Order has already been fully filled or cancelled
        ROUNDING_ERROR_TOO_LARGE,         // Rounding error too large
        INSUFFICIENT_BALANCE_OR_ALLOWANCE // Insufficient balance or allowance for token transfer
    }

    string constant public VERSION = "1.0.0";
    uint16 constant public EXTERNAL_QUERY_GAS_LIMIT = 4999;    // Changes to state require at least 5000 gas

    address public ZRX_TOKEN_CONTRACT;
    address public TOKEN_TRANSFER_PROXY_CONTRACT;

    // Mappings of orderHash => amounts of takerTokenAmount filled or cancelled.
    mapping (bytes32 => uint) public filled;
    mapping (bytes32 => uint) public cancelled;

    event LogFill(
        address indexed maker,
        address taker,
        address indexed feeRecipient,
        address makerToken,
        address takerToken,
        uint filledMakerTokenAmount,
        uint filledTakerTokenAmount,
        uint paidMakerFee,
        uint paidTakerFee,
        bytes32 indexed tokens, // keccak256(makerToken, takerToken), allows subscribing to a token pair
        bytes32 orderHash
    );

    event LogCancel(
        address indexed maker,
        address indexed feeRecipient,
        address makerToken,
        address takerToken,
        uint cancelledMakerTokenAmount,
        uint cancelledTakerTokenAmount,
        bytes32 indexed tokens,
        bytes32 orderHash
    );

    event LogError(uint8 indexed errorId, bytes32 indexed orderHash);

    struct Order {
        address maker;
        address taker;
        address makerToken;
        address takerToken;
        address feeRecipient;
        uint makerTokenAmount;
        uint takerTokenAmount;
        uint makerFee;
        uint takerFee;
        uint expirationTimestampInSec;
        bytes32 orderHash;
    }

    function Exchange(address _zrxToken, address _tokenTransferProxy) {
        ZRX_TOKEN_CONTRACT = _zrxToken;
        TOKEN_TRANSFER_PROXY_CONTRACT = _tokenTransferProxy;
    }

    /*
    * Core exchange functions
    */

    /// @dev Fills the input order.
    /// @param orderAddresses Array of order's maker, taker, makerToken, takerToken, and feeRecipient.
    /// @param orderValues Array of order's makerTokenAmount, takerTokenAmount, makerFee, takerFee, expirationTimestampInSec, and salt.
    /// @param fillTakerTokenAmount Desired amount of takerToken to fill.
    /// @param shouldThrowOnInsufficientBalanceOrAllowance Test if transfer will fail before attempting.
    /// @param v ECDSA signature parameter v.
    /// @param r ECDSA signature parameters r.
    /// @param s ECDSA signature parameters s.
    /// @return Total amount of takerToken filled in trade.
    function fillOrder(
          address[5] orderAddresses,
          uint[6] orderValues,
          uint fillTakerTokenAmount,
          bool shouldThrowOnInsufficientBalanceOrAllowance,
          uint8 v,
          bytes32 r,
          bytes32 s)
          public
          returns (uint filledTakerTokenAmount)
    {
        Order memory order = Order({
            maker: orderAddresses[0],
            taker: orderAddresses[1],
            makerToken: orderAddresses[2],
            takerToken: orderAddresses[3],
            feeRecipient: orderAddresses[4],
            makerTokenAmount: orderValues[0],
            takerTokenAmount: orderValues[1],
            makerFee: orderValues[2],
            takerFee: orderValues[3],
            expirationTimestampInSec: orderValues[4],
            orderHash: getOrderHash(orderAddresses, orderValues)
        });

        require(order.taker == address(0) || order.taker == msg.sender);
        require(order.makerTokenAmount > 0 && order.takerTokenAmount > 0 && fillTakerTokenAmount > 0);
        require(isValidSignature(
            order.maker,
            order.orderHash,
            v,
            r,
            s
        ));

        if (block.timestamp >= order.expirationTimestampInSec) {
            LogError(uint8(Errors.ORDER_EXPIRED), order.orderHash);
            return 0;
        }

        uint remainingTakerTokenAmount = safeSub(order.takerTokenAmount, getUnavailableTakerTokenAmount(order.orderHash));
        filledTakerTokenAmount = min256(fillTakerTokenAmount, remainingTakerTokenAmount);
        if (filledTakerTokenAmount == 0) {
            LogError(uint8(Errors.ORDER_FULLY_FILLED_OR_CANCELLED), order.orderHash);
            return 0;
        }

        if (isRoundingError(filledTakerTokenAmount, order.takerTokenAmount, order.makerTokenAmount)) {
            LogError(uint8(Errors.ROUNDING_ERROR_TOO_LARGE), order.orderHash);
            return 0;
        }

        if (!shouldThrowOnInsufficientBalanceOrAllowance && !isTransferable(order, filledTakerTokenAmount)) {
            LogError(uint8(Errors.INSUFFICIENT_BALANCE_OR_ALLOWANCE), order.orderHash);
            return 0;
        }

        uint filledMakerTokenAmount = getPartialAmount(filledTakerTokenAmount, order.takerTokenAmount, order.makerTokenAmount);
        uint paidMakerFee;
        uint paidTakerFee;
        filled[order.orderHash] = safeAdd(filled[order.orderHash], filledTakerTokenAmount);
        require(transferViaTokenTransferProxy(
            order.makerToken,
            order.maker,
            msg.sender,
            filledMakerTokenAmount
        ));
        require(transferViaTokenTransferProxy(
            order.takerToken,
            msg.sender,
            order.maker,
            filledTakerTokenAmount
        ));
        if (order.feeRecipient != address(0)) {
            if (order.makerFee > 0) {
                paidMakerFee = getPartialAmount(filledTakerTokenAmount, order.takerTokenAmount, order.makerFee);
                require(transferViaTokenTransferProxy(
                    ZRX_TOKEN_CONTRACT,
                    order.maker,
                    order.feeRecipient,
                    paidMakerFee
                ));
            }
            if (order.takerFee > 0) {
                paidTakerFee = getPartialAmount(filledTakerTokenAmount, order.takerTokenAmount, order.takerFee);
                require(transferViaTokenTransferProxy(
                    ZRX_TOKEN_CONTRACT,
                    msg.sender,
                    order.feeRecipient,
                    paidTakerFee
                ));
            }
        }

        LogFill(
            order.maker,
            msg.sender,
            order.feeRecipient,
            order.makerToken,
            order.takerToken,
            filledMakerTokenAmount,
            filledTakerTokenAmount,
            paidMakerFee,
            paidTakerFee,
            keccak256(order.makerToken, order.takerToken),
            order.orderHash
        );
        return filledTakerTokenAmount;
    }

    /// @dev Cancels the input order.
    /// @param orderAddresses Array of order's maker, taker, makerToken, takerToken, and feeRecipient.
    /// @param orderValues Array of order's makerTokenAmount, takerTokenAmount, makerFee, takerFee, expirationTimestampInSec, and salt.
    /// @param cancelTakerTokenAmount Desired amount of takerToken to cancel in order.
    /// @return Amount of takerToken cancelled.
    function cancelOrder(
        address[5] orderAddresses,
        uint[6] orderValues,
        uint cancelTakerTokenAmount)
        public
        returns (uint)
    {
        Order memory order = Order({
            maker: orderAddresses[0],
            taker: orderAddresses[1],
            makerToken: orderAddresses[2],
            takerToken: orderAddresses[3],
            feeRecipient: orderAddresses[4],
            makerTokenAmount: orderValues[0],
            takerTokenAmount: orderValues[1],
            makerFee: orderValues[2],
            takerFee: orderValues[3],
            expirationTimestampInSec: orderValues[4],
            orderHash: getOrderHash(orderAddresses, orderValues)
        });

        require(order.maker == msg.sender);
        require(order.makerTokenAmount > 0 && order.takerTokenAmount > 0 && cancelTakerTokenAmount > 0);

        if (block.timestamp >= order.expirationTimestampInSec) {
            LogError(uint8(Errors.ORDER_EXPIRED), order.orderHash);
            return 0;
        }

        uint remainingTakerTokenAmount = safeSub(order.takerTokenAmount, getUnavailableTakerTokenAmount(order.orderHash));
        uint cancelledTakerTokenAmount = min256(cancelTakerTokenAmount, remainingTakerTokenAmount);
        if (cancelledTakerTokenAmount == 0) {
            LogError(uint8(Errors.ORDER_FULLY_FILLED_OR_CANCELLED), order.orderHash);
            return 0;
        }

        cancelled[order.orderHash] = safeAdd(cancelled[order.orderHash], cancelledTakerTokenAmount);

        LogCancel(
            order.maker,
            order.feeRecipient,
            order.makerToken,
            order.takerToken,
            getPartialAmount(cancelledTakerTokenAmount, order.takerTokenAmount, order.makerTokenAmount),
            cancelledTakerTokenAmount,
            keccak256(order.makerToken, order.takerToken),
            order.orderHash
        );
        return cancelledTakerTokenAmount;
    }

    /*
    * Wrapper functions
    */

    /// @dev Fills an order with specified parameters and ECDSA signature, throws if specified amount not filled entirely.
    /// @param orderAddresses Array of order's maker, taker, makerToken, takerToken, and feeRecipient.
    /// @param orderValues Array of order's makerTokenAmount, takerTokenAmount, makerFee, takerFee, expirationTimestampInSec, and salt.
    /// @param fillTakerTokenAmount Desired amount of takerToken to fill.
    /// @param v ECDSA signature parameter v.
    /// @param r ECDSA signature parameters r.
    /// @param s ECDSA signature parameters s.
    function fillOrKillOrder(
        address[5] orderAddresses,
        uint[6] orderValues,
        uint fillTakerTokenAmount,
        uint8 v,
        bytes32 r,
        bytes32 s)
        public
    {
        require(fillOrder(
            orderAddresses,
            orderValues,
            fillTakerTokenAmount,
            false,
            v,
            r,
            s
        ) == fillTakerTokenAmount);
    }

    /// @dev Synchronously executes multiple fill orders in a single transaction.
    /// @param orderAddresses Array of address arrays containing individual order addresses.
    /// @param orderValues Array of uint arrays containing individual order values.
    /// @param fillTakerTokenAmounts Array of desired amounts of takerToken to fill in orders.
    /// @param shouldThrowOnInsufficientBalanceOrAllowance Test if transfers will fail before attempting.
    /// @param v Array ECDSA signature v parameters.
    /// @param r Array of ECDSA signature r parameters.
    /// @param s Array of ECDSA signature s parameters.
    function batchFillOrders(
        address[5][] orderAddresses,
        uint[6][] orderValues,
        uint[] fillTakerTokenAmounts,
        bool shouldThrowOnInsufficientBalanceOrAllowance,
        uint8[] v,
        bytes32[] r,
        bytes32[] s)
        public
    {
        for (uint i = 0; i < orderAddresses.length; i++) {
            fillOrder(
                orderAddresses[i],
                orderValues[i],
                fillTakerTokenAmounts[i],
                shouldThrowOnInsufficientBalanceOrAllowance,
                v[i],
                r[i],
                s[i]
            );
        }
    }

    /// @dev Synchronously executes multiple fillOrKill orders in a single transaction.
    /// @param orderAddresses Array of address arrays containing individual order addresses.
    /// @param orderValues Array of uint arrays containing individual order values.
    /// @param fillTakerTokenAmounts Array of desired amounts of takerToken to fill in orders.
    /// @param v Array ECDSA signature v parameters.
    /// @param r Array of ECDSA signature r parameters.
    /// @param s Array of ECDSA signature s parameters.
    function batchFillOrKillOrders(
        address[5][] orderAddresses,
        uint[6][] orderValues,
        uint[] fillTakerTokenAmounts,
        uint8[] v,
        bytes32[] r,
        bytes32[] s)
        public
    {
        for (uint i = 0; i < orderAddresses.length; i++) {
            fillOrKillOrder(
                orderAddresses[i],
                orderValues[i],
                fillTakerTokenAmounts[i],
                v[i],
                r[i],
                s[i]
            );
        }
    }

    /// @dev Synchronously executes multiple fill orders in a single transaction until total fillTakerTokenAmount filled.
    /// @param orderAddresses Array of address arrays containing individual order addresses.
    /// @param orderValues Array of uint arrays containing individual order values.
    /// @param fillTakerTokenAmount Desired total amount of takerToken to fill in orders.
    /// @param shouldThrowOnInsufficientBalanceOrAllowance Test if transfers will fail before attempting.
    /// @param v Array ECDSA signature v parameters.
    /// @param r Array of ECDSA signature r parameters.
    /// @param s Array of ECDSA signature s parameters.
    /// @return Total amount of fillTakerTokenAmount filled in orders.
    function fillOrdersUpTo(
        address[5][] orderAddresses,
        uint[6][] orderValues,
        uint fillTakerTokenAmount,
        bool shouldThrowOnInsufficientBalanceOrAllowance,
        uint8[] v,
        bytes32[] r,
        bytes32[] s)
        public
        returns (uint)
    {
        uint filledTakerTokenAmount = 0;
        for (uint i = 0; i < orderAddresses.length; i++) {
            require(orderAddresses[i][3] == orderAddresses[0][3]); // takerToken must be the same for each order
            filledTakerTokenAmount = safeAdd(filledTakerTokenAmount, fillOrder(
                orderAddresses[i],
                orderValues[i],
                safeSub(fillTakerTokenAmount, filledTakerTokenAmount),
                shouldThrowOnInsufficientBalanceOrAllowance,
                v[i],
                r[i],
                s[i]
            ));
            if (filledTakerTokenAmount == fillTakerTokenAmount) break;
        }
        return filledTakerTokenAmount;
    }

    /// @dev Synchronously cancels multiple orders in a single transaction.
    /// @param orderAddresses Array of address arrays containing individual order addresses.
    /// @param orderValues Array of uint arrays containing individual order values.
    /// @param cancelTakerTokenAmounts Array of desired amounts of takerToken to cancel in orders.
    function batchCancelOrders(
        address[5][] orderAddresses,
        uint[6][] orderValues,
        uint[] cancelTakerTokenAmounts)
        public
    {
        for (uint i = 0; i < orderAddresses.length; i++) {
            cancelOrder(
                orderAddresses[i],
                orderValues[i],
                cancelTakerTokenAmounts[i]
            );
        }
    }

    /*
    * Constant public functions
    */

    /// @dev Calculates Keccak-256 hash of order with specified parameters.
    /// @param orderAddresses Array of order's maker, taker, makerToken, takerToken, and feeRecipient.
    /// @param orderValues Array of order's makerTokenAmount, takerTokenAmount, makerFee, takerFee, expirationTimestampInSec, and salt.
    /// @return Keccak-256 hash of order.
    function getOrderHash(address[5] orderAddresses, uint[6] orderValues)
        public
        constant
        returns (bytes32)
    {
        return keccak256(
            address(this),
            orderAddresses[0], // maker
            orderAddresses[1], // taker
            orderAddresses[2], // makerToken
            orderAddresses[3], // takerToken
            orderAddresses[4], // feeRecipient
            orderValues[0],    // makerTokenAmount
            orderValues[1],    // takerTokenAmount
            orderValues[2],    // makerFee
            orderValues[3],    // takerFee
            orderValues[4],    // expirationTimestampInSec
            orderValues[5]     // salt
        );
    }

    /// @dev Verifies that an order signature is valid.
    /// @param signer address of signer.
    /// @param hash Signed Keccak-256 hash.
    /// @param v ECDSA signature parameter v.
    /// @param r ECDSA signature parameters r.
    /// @param s ECDSA signature parameters s.
    /// @return Validity of order signature.
    function isValidSignature(
        address signer,
        bytes32 hash,
        uint8 v,
        bytes32 r,
        bytes32 s)
        public
        constant
        returns (bool)
    {
        return signer == ecrecover(
            keccak256("\x19Ethereum Signed Message:\n32", hash),
            v,
            r,
            s
        );
    }

    /// @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(uint numerator, uint denominator, uint target)
        public
        constant
        returns (bool)
    {
        uint remainder = mulmod(target, numerator, denominator);
        if (remainder == 0) return false; // No rounding error.

        uint errPercentageTimes1000000 = safeDiv(
            safeMul(remainder, 1000000),
            safeMul(numerator, target)
        );
        return errPercentageTimes1000000 > 1000;
    }

    /// @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(uint numerator, uint denominator, uint target)
        public
        constant
        returns (uint)
    {
        return safeDiv(safeMul(numerator, target), denominator);
    }

    /// @dev Calculates the sum of values already filled and cancelled for a given order.
    /// @param orderHash The Keccak-256 hash of the given order.
    /// @return Sum of values already filled and cancelled.
    function getUnavailableTakerTokenAmount(bytes32 orderHash)
        public
        constant
        returns (uint)
    {
        return safeAdd(filled[orderHash], cancelled[orderHash]);
    }


    /*
    * Internal functions
    */

    /// @dev Transfers a token using TokenTransferProxy transferFrom function.
    /// @param token Address of token to transferFrom.
    /// @param from Address transfering token.
    /// @param to Address receiving token.
    /// @param value Amount of token to transfer.
    /// @return Success of token transfer.
    function transferViaTokenTransferProxy(
        address token,
        address from,
        address to,
        uint value)
        internal
        returns (bool)
    {
        return TokenTransferProxy(TOKEN_TRANSFER_PROXY_CONTRACT).transferFrom(token, from, to, value);
    }

    /// @dev Checks if any order transfers will fail.
    /// @param order Order struct of params that will be checked.
    /// @param fillTakerTokenAmount Desired amount of takerToken to fill.
    /// @return Predicted result of transfers.
    function isTransferable(Order order, uint fillTakerTokenAmount)
        internal
        constant  // The called token contracts may attempt to change state, but will not be able to due to gas limits on getBalance and getAllowance.
        returns (bool)
    {
        address taker = msg.sender;
        uint fillMakerTokenAmount = getPartialAmount(fillTakerTokenAmount, order.takerTokenAmount, order.makerTokenAmount);

        if (order.feeRecipient != address(0)) {
            bool isMakerTokenZRX = order.makerToken == ZRX_TOKEN_CONTRACT;
            bool isTakerTokenZRX = order.takerToken == ZRX_TOKEN_CONTRACT;
            uint paidMakerFee = getPartialAmount(fillTakerTokenAmount, order.takerTokenAmount, order.makerFee);
            uint paidTakerFee = getPartialAmount(fillTakerTokenAmount, order.takerTokenAmount, order.takerFee);
            uint requiredMakerZRX = isMakerTokenZRX ? safeAdd(fillMakerTokenAmount, paidMakerFee) : paidMakerFee;
            uint requiredTakerZRX = isTakerTokenZRX ? safeAdd(fillTakerTokenAmount, paidTakerFee) : paidTakerFee;

            if (   getBalance(ZRX_TOKEN_CONTRACT, order.maker) < requiredMakerZRX
                || getAllowance(ZRX_TOKEN_CONTRACT, order.maker) < requiredMakerZRX
                || getBalance(ZRX_TOKEN_CONTRACT, taker) < requiredTakerZRX
                || getAllowance(ZRX_TOKEN_CONTRACT, taker) < requiredTakerZRX
            ) return false;

            if (!isMakerTokenZRX && (   getBalance(order.makerToken, order.maker) < fillMakerTokenAmount // Don't double check makerToken if ZRX
                                     || getAllowance(order.makerToken, order.maker) < fillMakerTokenAmount)
            ) return false;
            if (!isTakerTokenZRX && (   getBalance(order.takerToken, taker) < fillTakerTokenAmount // Don't double check takerToken if ZRX
                                     || getAllowance(order.takerToken, taker) < fillTakerTokenAmount)
            ) return false;
        } else if (   getBalance(order.makerToken, order.maker) < fillMakerTokenAmount
                   || getAllowance(order.makerToken, order.maker) < fillMakerTokenAmount
                   || getBalance(order.takerToken, taker) < fillTakerTokenAmount
                   || getAllowance(order.takerToken, taker) < fillTakerTokenAmount
        ) return false;

        return true;
    }

    /// @dev Get token balance of an address.
    /// @param token Address of token.
    /// @param owner Address of owner.
    /// @return Token balance of owner.
    function getBalance(address token, address owner)
        internal
        constant  // The called token contract may attempt to change state, but will not be able to due to an added gas limit.
        returns (uint)
    {
        return Token(token).balanceOf.gas(EXTERNAL_QUERY_GAS_LIMIT)(owner); // Limit gas to prevent reentrancy
    }

    /// @dev Get allowance of token given to TokenTransferProxy by an address.
    /// @param token Address of token.
    /// @param owner Address of owner.
    /// @return Allowance of token given to TokenTransferProxy by owner.
    function getAllowance(address token, address owner)
        internal
        constant  // The called token contract may attempt to change state, but will not be able to due to an added gas limit.
        returns (uint)
    {
        return Token(token).allowance.gas(EXTERNAL_QUERY_GAS_LIMIT)(owner, TOKEN_TRANSFER_PROXY_CONTRACT); // Limit gas to prevent reentrancy
    }
}