Forwarding contract (squashed commits)
This commit is contained in:
Jacob Evans
@@ -8,6 +8,7 @@ import * as ERC20Proxy from '../../artifacts/ERC20Proxy.json';
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import * as ERC721Proxy from '../../artifacts/ERC721Proxy.json';
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import * as Exchange from '../../artifacts/Exchange.json';
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import * as ExchangeWrapper from '../../artifacts/ExchangeWrapper.json';
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import * as Forwarder from '../../artifacts/Forwarder.json';
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import * as IAssetProxy from '../../artifacts/IAssetProxy.json';
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import * as MixinAuthorizable from '../../artifacts/MixinAuthorizable.json';
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import * as MultiSigWallet from '../../artifacts/MultiSigWallet.json';
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@@ -34,6 +35,7 @@ export const artifacts = {
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Exchange: (Exchange as any) as ContractArtifact,
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ExchangeWrapper: (ExchangeWrapper as any) as ContractArtifact,
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EtherToken: (EtherToken as any) as ContractArtifact,
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Forwarder: (Forwarder as any) as ContractArtifact,
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IAssetProxy: (IAssetProxy as any) as ContractArtifact,
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MixinAuthorizable: (MixinAuthorizable as any) as ContractArtifact,
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MultiSigWallet: (MultiSigWallet as any) as ContractArtifact,
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@@ -138,6 +138,14 @@ export class ERC20Wrapper {
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});
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return balancesByOwner;
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}
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public addDummyTokenContract(dummy: DummyERC20TokenContract): void {
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if (!_.isUndefined(this._dummyTokenContracts)) {
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this._dummyTokenContracts.push(dummy);
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}
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}
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public addTokenOwnerAddress(address: string): void {
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this._tokenOwnerAddresses.push(address);
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}
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public getTokenOwnerAddresses(): string[] {
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return this._tokenOwnerAddresses;
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}
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220
packages/contracts/test/utils/forwarder_wrapper.ts
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220
packages/contracts/test/utils/forwarder_wrapper.ts
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@@ -0,0 +1,220 @@
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import { assetProxyUtils } from '@0xproject/order-utils';
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import { AssetProxyId, SignedOrder } from '@0xproject/types';
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import { BigNumber } from '@0xproject/utils';
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import { Web3Wrapper } from '@0xproject/web3-wrapper';
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import { Provider, TransactionReceiptWithDecodedLogs, TxDataPayable } from 'ethereum-types';
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import * as _ from 'lodash';
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import { ForwarderContract } from '../../generated_contract_wrappers/forwarder';
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import { constants } from './constants';
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import { formatters } from './formatters';
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import { LogDecoder } from './log_decoder';
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import { MarketSellOrders } from './types';
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const DEFAULT_FEE_PROPORTION = 0;
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const PERCENTAGE_DENOMINATOR = 10000;
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const ZERO_AMOUNT = new BigNumber(0);
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const INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT = 'Unable to satisfy makerAssetFillAmount with provided orders';
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export class ForwarderWrapper {
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private _web3Wrapper: Web3Wrapper;
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private _forwarderContract: ForwarderContract;
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private _logDecoder: LogDecoder;
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private _zrxAddress: string;
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private static _createOptimizedSellOrders(signedOrders: SignedOrder[]): MarketSellOrders {
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const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT);
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const assetDataId = assetProxyUtils.decodeAssetDataId(signedOrders[0].makerAssetData);
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// Contract will fill this in for us as all of the assetData is assumed to be the same
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for (let i = 0; i < signedOrders.length; i++) {
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if (i !== 0 && assetDataId === AssetProxyId.ERC20) {
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// Forwarding contract will fill this in from the first order
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marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES;
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}
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marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES;
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}
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return marketSellOrders;
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}
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private static _createOptimizedZRXSellOrders(signedOrders: SignedOrder[]): MarketSellOrders {
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const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT);
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// Contract will fill this in for us as all of the assetData is assumed to be the same
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for (let i = 0; i < signedOrders.length; i++) {
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marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES;
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marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES;
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}
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return marketSellOrders;
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}
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private static _calculateAdditionalFeeProportionAmount(feeProportion: number, fillAmountWei: BigNumber): BigNumber {
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if (feeProportion > 0) {
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// Add to the total ETH transaction to ensure all NFTs can be filled after fees
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// 150 = 1.5% = 0.015
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const denominator = new BigNumber(1).minus(new BigNumber(feeProportion).dividedBy(PERCENTAGE_DENOMINATOR));
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return fillAmountWei.dividedBy(denominator).round(0, BigNumber.ROUND_FLOOR);
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}
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return fillAmountWei;
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}
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constructor(contractInstance: ForwarderContract, provider: Provider, zrxAddress: string) {
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this._forwarderContract = contractInstance;
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this._web3Wrapper = new Web3Wrapper(provider);
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this._logDecoder = new LogDecoder(this._web3Wrapper, this._forwarderContract.address);
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// this._web3Wrapper.abiDecoder.addABI(contractInstance.abi);
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this._zrxAddress = zrxAddress;
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}
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public async marketBuyTokensWithEthAsync(
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orders: SignedOrder[],
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feeOrders: SignedOrder[],
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makerTokenBuyAmount: BigNumber,
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txData: TxDataPayable,
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opts: { feeProportion?: number; feeRecipient?: string } = {},
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): Promise<TransactionReceiptWithDecodedLogs> {
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const params = ForwarderWrapper._createOptimizedSellOrders(orders);
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const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders);
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const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion;
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const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient;
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const txHash: string = await this._forwarderContract.marketBuyTokensWithEth.sendTransactionAsync(
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params.orders,
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params.signatures,
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feeParams.orders,
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feeParams.signatures,
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makerTokenBuyAmount,
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feeProportion,
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feeRecipient,
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txData,
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);
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const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash);
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return tx;
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}
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public async marketSellEthForERC20Async(
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orders: SignedOrder[],
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feeOrders: SignedOrder[],
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txData: TxDataPayable,
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opts: { feeProportion?: number; feeRecipient?: string } = {},
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): Promise<TransactionReceiptWithDecodedLogs> {
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const assetDataId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData);
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if (assetDataId !== AssetProxyId.ERC20) {
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throw new Error('Asset type not supported by marketSellEthForERC20');
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}
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const params = ForwarderWrapper._createOptimizedSellOrders(orders);
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const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders);
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const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion;
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const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient;
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const txHash: string = await this._forwarderContract.marketSellEthForERC20.sendTransactionAsync(
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params.orders,
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params.signatures,
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feeParams.orders,
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feeParams.signatures,
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feeProportion,
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feeRecipient,
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txData,
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);
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const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash);
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return tx;
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}
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public async calculateMarketBuyFillAmountWeiAsync(
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orders: SignedOrder[],
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feeOrders: SignedOrder[],
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feeProportion: number,
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makerAssetFillAmount: BigNumber,
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): Promise<BigNumber> {
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const assetProxyId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData);
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switch (assetProxyId) {
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case AssetProxyId.ERC20: {
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const fillAmountWei = this._calculateMarketBuyERC20FillAmountAsync(
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orders,
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feeOrders,
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feeProportion,
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makerAssetFillAmount,
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);
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return fillAmountWei;
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}
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case AssetProxyId.ERC721: {
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const fillAmountWei = await this._calculateMarketBuyERC721FillAmountAsync(
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orders,
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feeOrders,
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feeProportion,
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);
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return fillAmountWei;
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}
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default:
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throw new Error(`Invalid Asset Proxy Id: ${assetProxyId}`);
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}
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}
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private async _calculateMarketBuyERC20FillAmountAsync(
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orders: SignedOrder[],
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feeOrders: SignedOrder[],
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feeProportion: number,
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makerAssetFillAmount: BigNumber,
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): Promise<BigNumber> {
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const makerAssetData = assetProxyUtils.decodeAssetData(orders[0].makerAssetData);
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const makerAssetToken = makerAssetData.tokenAddress;
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const params = formatters.createMarketBuyOrders(orders, makerAssetFillAmount);
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let fillAmountWei;
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if (makerAssetToken === this._zrxAddress) {
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// If buying ZRX we buy the tokens and fees from the ZRX order in one step
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const expectedBuyFeeTokensFillResults = await this._forwarderContract.calculateMarketBuyZrxResults.callAsync(
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params.orders,
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makerAssetFillAmount,
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);
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if (expectedBuyFeeTokensFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) {
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throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT);
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}
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fillAmountWei = expectedBuyFeeTokensFillResults.takerAssetFilledAmount;
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} else {
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const expectedMarketBuyFillResults = await this._forwarderContract.calculateMarketBuyResults.callAsync(
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params.orders,
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makerAssetFillAmount,
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);
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if (expectedMarketBuyFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) {
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throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT);
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}
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fillAmountWei = expectedMarketBuyFillResults.takerAssetFilledAmount;
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const expectedFeeAmount = expectedMarketBuyFillResults.takerFeePaid;
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if (expectedFeeAmount.greaterThan(ZERO_AMOUNT)) {
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const expectedFeeFillFillAmountWei = await this._calculateMarketBuyERC20FillAmountAsync(
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feeOrders,
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[],
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DEFAULT_FEE_PROPORTION,
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expectedFeeAmount,
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);
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fillAmountWei = fillAmountWei.plus(expectedFeeFillFillAmountWei);
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}
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}
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fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei);
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return fillAmountWei;
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}
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private async _calculateMarketBuyERC721FillAmountAsync(
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orders: SignedOrder[],
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feeOrders: SignedOrder[],
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feeProportion: number,
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): Promise<BigNumber> {
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// Total cost when buying ERC721 is the total cost of all ERC721 orders + any fee abstraction
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let fillAmountWei = _.reduce(
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orders,
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(totalAmount: BigNumber, order: SignedOrder) => {
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return totalAmount.plus(order.takerAssetAmount);
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},
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ZERO_AMOUNT,
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);
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const totalFees = _.reduce(
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orders,
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(totalAmount: BigNumber, order: SignedOrder) => {
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return totalAmount.plus(order.takerFee);
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},
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ZERO_AMOUNT,
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);
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if (totalFees.greaterThan(ZERO_AMOUNT)) {
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// Calculate the ZRX fee abstraction cost
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const emptyFeeOrders: SignedOrder[] = [];
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const expectedFeeAmountWei = await this._calculateMarketBuyERC20FillAmountAsync(
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feeOrders,
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emptyFeeOrders,
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DEFAULT_FEE_PROPORTION,
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totalFees,
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);
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fillAmountWei = fillAmountWei.plus(expectedFeeAmountWei);
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}
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fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei);
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return fillAmountWei;
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}
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}
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@@ -102,6 +102,7 @@ export enum ContractName {
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TestWallet = 'TestWallet',
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Authorizable = 'Authorizable',
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Whitelist = 'Whitelist',
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Forwarder = 'Forwarder',
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}
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export interface SignedTransaction {
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@@ -227,3 +228,10 @@ export interface FillScenario {
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makerStateScenario: TraderStateScenario;
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takerStateScenario: TraderStateScenario;
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}
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export interface FillResults {
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makerAssetFilledAmount: BigNumber;
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takerAssetFilledAmount: BigNumber;
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makerFeePaid: BigNumber;
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takerFeePaid: BigNumber;
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}
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