prereq code for otc orders in asset-swapper (#565)

* prereq code for otc orders in asset-swapper

* update changelog

* add pr to changelog

Co-authored-by: Noah Khamliche <0xnoah@Noahs-MacBook-Pro-2.local>

contracts/zero-ex/CHANGELOG.json

@@ -1,4 +1,12 @@
 [
+    {
+        "version": "0.37.0",
+        "changes": [
+            {
+                "note": "Add support for OTC orders in the FillQuoteTransformer"
+            }
+        ]
+    },
     {
         "timestamp": 1661462289,
         "version": "0.36.6",

contracts/zero-ex/contracts/src/transformers/FillQuoteTransformer.sol

@@ -31,6 +31,7 @@ import "../features/libs/LibNativeOrder.sol";
 import "./bridges/IBridgeAdapter.sol";
 import "./Transformer.sol";
 import "./LibERC20Transformer.sol";
+import "../IZeroEx.sol";
 
 /// @dev A transformer that fills an ERC20 market sell/buy quote.
 ///      This transformer shortcuts bridge orders and fills them directly
@@ -52,7 +53,8 @@ contract FillQuoteTransformer is
     enum OrderType {
         Bridge,
         Limit,
-        Rfq
+        Rfq,
+        Otc
     }
 
     struct LimitOrderInfo {
@@ -69,6 +71,13 @@ contract FillQuoteTransformer is
         uint256 maxTakerTokenFillAmount;
     }
 
+    struct OtcOrderInfo {
+        LibNativeOrder.OtcOrder order;
+        LibSignature.Signature signature;
+        // Maximum taker token amount of this limit order to fill.
+        uint256 maxTakerTokenFillAmount;
+    }
+
     /// @dev Transform data to ABI-encode and pass into `transform()`.
     struct TransformData {
         // Whether we are performing a market sell or buy.
@@ -84,6 +93,8 @@ contract FillQuoteTransformer is
         IBridgeAdapter.BridgeOrder[] bridgeOrders;
         // Native limit orders. Sorted by fill sequence.
         LimitOrderInfo[] limitOrders;
+        // Otc orders. Sorted by fill sequence.
+        OtcOrderInfo[] otcOrders;
         // Native RFQ orders. Sorted by fill sequence.
         RfqOrderInfo[] rfqOrders;
 
@@ -123,7 +134,7 @@ contract FillQuoteTransformer is
         uint256 soldAmount;
         uint256 protocolFee;
         uint256 takerTokenBalanceRemaining;
-        uint256[3] currentIndices;
+        uint256[4] currentIndices;
         OrderType currentOrderType;
     }
 
@@ -147,12 +158,12 @@ contract FillQuoteTransformer is
     IBridgeAdapter public immutable bridgeAdapter;
 
     /// @dev The exchange proxy contract.
-    INativeOrdersFeature public immutable zeroEx;
+    IZeroEx public immutable zeroEx;
 
     /// @dev Create this contract.
     /// @param bridgeAdapter_ The bridge adapter contract.
     /// @param zeroEx_ The Exchange Proxy contract.
-    constructor(IBridgeAdapter bridgeAdapter_, INativeOrdersFeature zeroEx_)
+    constructor(IBridgeAdapter bridgeAdapter_, IZeroEx zeroEx_)
         public
         Transformer()
     {
@@ -183,7 +194,8 @@ contract FillQuoteTransformer is
 
         if (data.bridgeOrders.length
                 + data.limitOrders.length
-                + data.rfqOrders.length != data.fillSequence.length
+                + data.rfqOrders.length
+                + data.otcOrders.length != data.fillSequence.length
         ) {
             LibTransformERC20RichErrors.InvalidTransformDataError(
                 LibTransformERC20RichErrors.InvalidTransformDataErrorCode.INVALID_ARRAY_LENGTH,
@@ -198,7 +210,7 @@ contract FillQuoteTransformer is
 
         // Approve the exchange proxy to spend our sell tokens if native orders
         // are present.
-        if (data.limitOrders.length + data.rfqOrders.length != 0) {
+        if (data.limitOrders.length + data.rfqOrders.length + data.otcOrders.length != 0) {
             data.sellToken.approveIfBelow(address(zeroEx), data.fillAmount);
             // Compute the protocol fee if a limit order is present.
             if (data.limitOrders.length != 0) {
@@ -230,6 +242,8 @@ contract FillQuoteTransformer is
                 results = _fillLimitOrder(data.limitOrders[orderIndex], data, state);
             } else if (state.currentOrderType == OrderType.Rfq) {
                 results = _fillRfqOrder(data.rfqOrders[orderIndex], data, state);
+            } else if (state.currentOrderType == OrderType.Otc) {
+                results = _fillOtcOrder(data.otcOrders[orderIndex], data, state);
             } else {
                 revert("INVALID_ORDER_TYPE");
             }
@@ -402,6 +416,42 @@ contract FillQuoteTransformer is
         } catch {}
     }
 
+    // Fill a single OTC order.
+    function _fillOtcOrder(
+        OtcOrderInfo memory orderInfo,
+        TransformData memory data,
+        FillState memory state
+    )
+        private
+        returns (FillOrderResults memory results)
+    {
+
+        uint256 takerTokenFillAmount = LibSafeMathV06.min256(
+            _computeTakerTokenFillAmount(
+                data,
+                state,
+                orderInfo.order.takerAmount,
+                orderInfo.order.makerAmount,
+                0
+            ),
+            orderInfo.maxTakerTokenFillAmount
+        );
+        try
+            zeroEx.fillOtcOrder
+                (
+                    orderInfo.order,
+                    orderInfo.signature,
+                    takerTokenFillAmount.safeDowncastToUint128()
+                )
+            returns (uint128 takerTokenFilledAmount, uint128 makerTokenFilledAmount)
+        {
+            results.takerTokenSoldAmount = takerTokenFilledAmount;
+            results.makerTokenBoughtAmount = makerTokenFilledAmount;
+        } catch {
+            revert("FillQuoteTransformer/OTC_ORDER_FILL_FAILED");
+        }
+    }
+
     // Compute the next taker token fill amount of a generic order.
     function _computeTakerTokenFillAmount(
         TransformData memory data,

packages/protocol-utils/CHANGELOG.json

@@ -1,4 +1,13 @@
 [
+    {
+        "version": "11.16.7",
+        "changes": [
+            {
+                "note": "Add otc order info to transformer_utils",
+                "pr": "565"
+            }
+        ]
+    },
     {
         "timestamp": 1661462289,
         "version": "11.16.6",

packages/protocol-utils/src/transformer_utils.ts

@@ -1,7 +1,7 @@
 import { AbiEncoder, BigNumber, hexUtils, NULL_ADDRESS } from '@0x/utils';
 import * as ethjs from 'ethereumjs-util';
 
-import { LimitOrder, LimitOrderFields, RfqOrder, RfqOrderFields } from './orders';
+import { LimitOrder, LimitOrderFields, RfqOrder, RfqOrderFields, OtcOrder, OtcOrderFields } from './orders';
 import { Signature, SIGNATURE_ABI } from './signature_utils';
 
 const BRIDGE_ORDER_ABI_COMPONENTS = [
@@ -39,6 +39,20 @@ const RFQ_ORDER_INFO_ABI_COMPONENTS = [
     { name: 'maxTakerTokenFillAmount', type: 'uint256' },
 ];
 
+const OTC_ORDER_INFO_ABI_COMPONENTS = [
+    {
+        name: 'order',
+        type: 'tuple',
+        components: OtcOrder.STRUCT_ABI,
+    },
+    {
+        name: 'signature',
+        type: 'tuple',
+        components: SIGNATURE_ABI,
+    },
+    { name: 'maxTakerTokenFillAmount', type: 'uint256' },
+];
+
 /**
  * ABI encoder for `FillQuoteTransformer.TransformData`
  */
@@ -60,6 +74,11 @@ export const fillQuoteTransformerDataEncoder = AbiEncoder.create([
                 type: 'tuple[]',
                 components: LIMIT_ORDER_INFO_ABI_COMPONENTS,
             },
+            {
+                name: 'otcOrders',
+                type: 'tuple[]',
+                components: OTC_ORDER_INFO_ABI_COMPONENTS,
+            },
             {
                 name: 'rfqOrders',
                 type: 'tuple[]',
@@ -87,6 +106,7 @@ export enum FillQuoteTransformerOrderType {
     Bridge,
     Limit,
     Rfq,
+    Otc
 }
 
 /**
@@ -99,6 +119,7 @@ export interface FillQuoteTransformerData {
     bridgeOrders: FillQuoteTransformerBridgeOrder[];
     limitOrders: FillQuoteTransformerLimitOrderInfo[];
     rfqOrders: FillQuoteTransformerRfqOrderInfo[];
+    otcOrders: FillQuoteTransformerOtcOrderInfo[];
     fillSequence: FillQuoteTransformerOrderType[];
     fillAmount: BigNumber;
     refundReceiver: string;
@@ -178,6 +199,11 @@ export type FillQuoteTransformerLimitOrderInfo = FillQuoteTransformerNativeOrder
  */
 export type FillQuoteTransformerRfqOrderInfo = FillQuoteTransformerNativeOrderInfo<RfqOrderFields>;
 
+/**
+ * `FillQuoteTransformer.OtcOrderInfo`
+ */
+ export type FillQuoteTransformerOtcOrderInfo = FillQuoteTransformerNativeOrderInfo<OtcOrderFields>;
+
 /**
  * ABI-encode a `FillQuoteTransformer.TransformData` type.
  */