Remove restrictions that maker/takerAssetData must be the same for each order in marketBuy/Sell functions

This commit is contained in:
Amir Bandeali 2019-09-06 14:34:16 -07:00
parent 88e56356c4
commit 0e96a1c8ba
4 changed files with 75 additions and 68 deletions

View File

@ -87,7 +87,7 @@ contract MixinWrapperFunctions is
return fillResults;
}
/// @dev Executes multiple calls of fillOrKill.
/// @dev Executes multiple calls of fillOrKillOrder.
/// @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.
@ -115,7 +115,7 @@ contract MixinWrapperFunctions is
return fillResults;
}
/// @dev Executes multiple calls of fillOrderNoThrow.
/// @dev Executes multiple calls of fillOrder. If any fill reverts, the error is caught and ignored.
/// @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.
@ -142,7 +142,9 @@ contract MixinWrapperFunctions is
return fillResults;
}
/// @dev Executes multiple calls of fillOrderNoThrow until total amount of takerAsset is sold by taker.
/// @dev Executes multiple calls of fillOrder until total amount of takerAsset is sold by taker.
/// If any fill reverts, the error is caught and ignored.
/// NOTE: This function does not enforce that the takerAsset is the same for each order.
/// @param orders Array of order specifications.
/// @param takerAssetFillAmount Desired amount of takerAsset to sell.
/// @param signatures Proofs that orders have been signed by makers.
@ -157,19 +159,12 @@ contract MixinWrapperFunctions is
disableRefundUntilEnd
returns (LibFillResults.FillResults memory fillResults)
{
bytes memory takerAssetData = orders[0].takerAssetData;
uint256 ordersLength = orders.length;
for (uint256 i = 0; i != ordersLength; i++) {
// Calculate the remaining amount of takerAsset to sell
uint256 remainingTakerAssetFillAmount = takerAssetFillAmount.safeSub(fillResults.takerAssetFilledAmount);
// The `takerAssetData` must be the same for each order.
// Rather than checking equality, we point the `takerAssetData` of each order to the same memory location.
// This is less expensive than checking equality.
orders[i].takerAssetData = takerAssetData;
// Attempt to sell the remaining amount of takerAsset
LibFillResults.FillResults memory singleFillResults = _fillOrderNoThrow(
orders[i],
@ -188,7 +183,9 @@ contract MixinWrapperFunctions is
return fillResults;
}
/// @dev Executes multiple calls of fillOrderNoThrow until total amount of makerAsset is bought by taker.
/// @dev Executes multiple calls of fillOrder until total amount of makerAsset is bought by taker.
/// If any fill reverts, the error is caught and ignored.
/// NOTE: This function does not enforce that the makerAsset is the same for each order.
/// @param orders Array of order specifications.
/// @param makerAssetFillAmount Desired amount of makerAsset to buy.
/// @param signatures Proofs that orders have been signed by makers.
@ -203,8 +200,6 @@ contract MixinWrapperFunctions is
disableRefundUntilEnd
returns (LibFillResults.FillResults memory fillResults)
{
bytes memory makerAssetData = orders[0].makerAssetData;
uint256 ordersLength = orders.length;
for (uint256 i = 0; i != ordersLength; i++) {
@ -219,11 +214,6 @@ contract MixinWrapperFunctions is
remainingMakerAssetFillAmount
);
// The `makerAssetData` must be the same for each order.
// Rather than checking equality, we point the `makerAssetData` of each order to the same memory location.
// This is less expensive than checking equality.
orders[i].makerAssetData = makerAssetData;
// Attempt to sell the remaining amount of takerAsset
LibFillResults.FillResults memory singleFillResults = _fillOrderNoThrow(
orders[i],
@ -243,6 +233,7 @@ contract MixinWrapperFunctions is
}
/// @dev Calls marketSellOrdersNoThrow then reverts if < takerAssetFillAmount has been sold.
/// NOTE: This function does not enforce that the takerAsset is the same for each order.
/// @param orders Array of order specifications.
/// @param takerAssetFillAmount Minimum amount of takerAsset to sell.
/// @param signatures Proofs that orders have been signed by makers.
@ -267,6 +258,7 @@ contract MixinWrapperFunctions is
}
/// @dev Calls marketBuyOrdersNoThrow then reverts if < makerAssetFillAmount has been bought.
/// NOTE: This function does not enforce that the makerAsset is the same for each order.
/// @param orders Array of order specifications.
/// @param makerAssetFillAmount Minimum amount of makerAsset to buy.
/// @param signatures Proofs that orders have been signed by makers.

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@ -26,7 +26,7 @@ import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol";
contract IWrapperFunctions {
/// @dev Fills the input order. Reverts if exact takerAssetFillAmount not filled.
/// @param order LibOrder.Order struct containing order specifications.
/// @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(
@ -52,7 +52,7 @@ contract IWrapperFunctions {
payable
returns (LibFillResults.FillResults[] memory fillResults);
/// @dev Synchronously executes multiple calls of fillOrKill.
/// @dev Executes multiple calls of fillOrKillOrder.
/// @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.
@ -66,8 +66,7 @@ contract IWrapperFunctions {
payable
returns (LibFillResults.FillResults[] memory fillResults);
/// @dev Fills an order with specified parameters and ECDSA signature.
/// Returns false if the transaction would otherwise revert.
/// @dev Executes multiple calls of fillOrder. If any fill reverts, the error is caught and ignored.
/// @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.
@ -81,7 +80,9 @@ contract IWrapperFunctions {
payable
returns (LibFillResults.FillResults[] memory fillResults);
/// @dev Executes multiple calls of fillOrderNoThrow until total amount of takerAsset is sold by taker.
/// @dev Executes multiple calls of fillOrder until total amount of takerAsset is sold by taker.
/// If any fill reverts, the error is caught and ignored.
/// NOTE: This function does not enforce that the takerAsset is the same for each order.
/// @param orders Array of order specifications.
/// @param takerAssetFillAmount Desired amount of takerAsset to sell.
/// @param signatures Proofs that orders have been signed by makers.
@ -95,7 +96,9 @@ contract IWrapperFunctions {
payable
returns (LibFillResults.FillResults memory fillResults);
/// @dev Executes multiple calls of fillOrderNoThrow until total amount of makerAsset is bought by taker.
/// @dev Executes multiple calls of fillOrder until total amount of makerAsset is bought by taker.
/// If any fill reverts, the error is caught and ignored.
/// NOTE: This function does not enforce that the makerAsset is the same for each order.
/// @param orders Array of order specifications.
/// @param makerAssetFillAmount Desired amount of makerAsset to buy.
/// @param signatures Proofs that orders have been signed by makers.
@ -110,6 +113,7 @@ contract IWrapperFunctions {
returns (LibFillResults.FillResults memory fillResults);
/// @dev Calls marketSellOrdersNoThrow then reverts if < takerAssetFillAmount has been sold.
/// NOTE: This function does not enforce that the takerAsset is the same for each order.
/// @param orders Array of order specifications.
/// @param takerAssetFillAmount Minimum amount of takerAsset to sell.
/// @param signatures Proofs that orders have been signed by makers.
@ -124,6 +128,7 @@ contract IWrapperFunctions {
returns (LibFillResults.FillResults memory fillResults);
/// @dev Calls marketBuyOrdersNoThrow then reverts if < makerAssetFillAmount has been bought.
/// NOTE: This function does not enforce that the makerAsset is the same for each order.
/// @param orders Array of order specifications.
/// @param makerAssetFillAmount Minimum amount of makerAsset to buy.
/// @param signatures Proofs that orders have been signed by makers.
@ -137,7 +142,7 @@ contract IWrapperFunctions {
payable
returns (LibFillResults.FillResults memory fillResults);
/// @dev Synchronously cancels multiple orders in a single transaction.
/// @dev Executes multiple calls of cancelOrder.
/// @param orders Array of order specifications.
function batchCancelOrders(LibOrder.Order[] memory orders)
public

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@ -1,4 +1,4 @@
import { ERC20ProxyContract, ERC20Wrapper, ERC721ProxyContract, ERC721Wrapper } from '@0x/contracts-asset-proxy';
import { ERC20ProxyContract, ERC20Wrapper } from '@0x/contracts-asset-proxy';
import { DummyERC20TokenContract } from '@0x/contracts-erc20';
import {
blockchainTests,
@ -30,11 +30,9 @@ blockchainTests.resets('Exchange wrappers', env => {
let feeToken: DummyERC20TokenContract;
let exchange: ExchangeContract;
let erc20Proxy: ERC20ProxyContract;
let erc721Proxy: ERC721ProxyContract;
let exchangeWrapper: ExchangeWrapper;
let erc20Wrapper: ERC20Wrapper;
let erc721Wrapper: ERC721Wrapper;
let erc20Balances: ERC20BalancesByOwner;
let orderFactory: OrderFactory;
@ -58,7 +56,6 @@ blockchainTests.resets('Exchange wrappers', env => {
const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = _.slice(accounts, 0, 4));
erc20Wrapper = new ERC20Wrapper(env.provider, usedAddresses, owner);
erc721Wrapper = new ERC721Wrapper(env.provider, usedAddresses, owner);
const numDummyErc20ToDeploy = 3;
[erc20TokenA, erc20TokenB, feeToken] = await erc20Wrapper.deployDummyTokensAsync(
@ -68,9 +65,6 @@ blockchainTests.resets('Exchange wrappers', env => {
erc20Proxy = await erc20Wrapper.deployProxyAsync();
await erc20Wrapper.setBalancesAndAllowancesAsync();
erc721Proxy = await erc721Wrapper.deployProxyAsync();
await erc721Wrapper.setBalancesAndAllowancesAsync();
exchange = await ExchangeContract.deployFrom0xArtifactAsync(
artifacts.Exchange,
env.provider,
@ -86,14 +80,10 @@ blockchainTests.resets('Exchange wrappers', env => {
exchangeWrapper = new ExchangeWrapper(exchange, env.provider);
await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner);
await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner);
await erc20Proxy.addAuthorizedAddress.awaitTransactionSuccessAsync(exchange.address, {
from: owner,
});
await erc721Proxy.addAuthorizedAddress.awaitTransactionSuccessAsync(exchange.address, {
from: owner,
});
defaultMakerAssetAddress = erc20TokenA.address;
defaultTakerAssetAddress = erc20TokenB.address;
@ -623,22 +613,26 @@ blockchainTests.resets('Exchange wrappers', env => {
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should not fill a signedOrder that does not use the same takerAssetAddress', async () => {
it('should fill a signedOrder that does not use the same takerAssetAddress', async () => {
const differentTakerAssetData = assetDataUtils.encodeERC20AssetData(feeToken.address);
signedOrders = [
await orderFactory.newSignedOrderAsync(),
await orderFactory.newSignedOrderAsync(),
await orderFactory.newSignedOrderAsync({
takerAssetData: assetDataUtils.encodeERC20AssetData(feeToken.address),
takerAssetData: differentTakerAssetData,
}),
];
const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
const filledSignedOrders = signedOrders.slice(0, -1);
_.forEach(filledSignedOrders, signedOrder => {
_.forEach(signedOrders, signedOrder => {
const takerAssetAddress =
signedOrder.takerAssetData === differentTakerAssetData
? feeToken.address
: defaultTakerAssetAddress;
erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][
defaultMakerAssetAddress
].minus(signedOrder.makerAssetAmount);
erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][
defaultTakerAssetAddress
erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][
takerAssetAddress
].plus(signedOrder.takerAssetAmount);
erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus(
signedOrder.makerFee,
@ -646,8 +640,8 @@ blockchainTests.resets('Exchange wrappers', env => {
erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][
defaultMakerAssetAddress
].plus(signedOrder.makerAssetAmount);
erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][
defaultTakerAssetAddress
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
takerAssetAddress
].minus(signedOrder.takerAssetAmount);
erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus(
signedOrder.takerFee,
@ -668,7 +662,7 @@ blockchainTests.resets('Exchange wrappers', env => {
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const expectedFillResults = filledSignedOrders
const expectedFillResults = signedOrders
.map(signedOrder => ({
makerAssetFilledAmount: signedOrder.makerAssetAmount,
takerAssetFilledAmount: signedOrder.takerAssetAmount,
@ -811,20 +805,24 @@ blockchainTests.resets('Exchange wrappers', env => {
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should not fill a signedOrder that does not use the same makerAssetAddress', async () => {
it('should fill a signedOrder that does not use the same makerAssetAddress', async () => {
const differentMakerAssetData = assetDataUtils.encodeERC20AssetData(feeToken.address);
signedOrders = [
await orderFactory.newSignedOrderAsync(),
await orderFactory.newSignedOrderAsync(),
await orderFactory.newSignedOrderAsync({
makerAssetData: assetDataUtils.encodeERC20AssetData(feeToken.address),
makerAssetData: differentMakerAssetData,
}),
];
const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
const filledSignedOrders = signedOrders.slice(0, -1);
_.forEach(filledSignedOrders, signedOrder => {
erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][
defaultMakerAssetAddress
_.forEach(signedOrders, signedOrder => {
const makerAssetAddress =
signedOrder.makerAssetData === differentMakerAssetData
? feeToken.address
: defaultMakerAssetAddress;
erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
makerAssetAddress
].minus(signedOrder.makerAssetAmount);
erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][
defaultTakerAssetAddress
@ -832,8 +830,8 @@ blockchainTests.resets('Exchange wrappers', env => {
erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus(
signedOrder.makerFee,
);
erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][
defaultMakerAssetAddress
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][
makerAssetAddress
].plus(signedOrder.makerAssetAmount);
erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][
defaultTakerAssetAddress
@ -857,7 +855,7 @@ blockchainTests.resets('Exchange wrappers', env => {
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const expectedFillResults = filledSignedOrders
const expectedFillResults = signedOrders
.map(signedOrder => ({
makerAssetFilledAmount: signedOrder.makerAssetAmount,
takerAssetFilledAmount: signedOrder.takerAssetAmount,

View File

@ -739,10 +739,18 @@ blockchainTests('Exchange wrapper functions unit tests.', env => {
return expect(tx).to.revertWith(expectedError);
});
it('reverts with no orders', async () => {
const expectedError = new AnyRevertError(); // Just a generic revert.
const tx = txHelper.getResultAndReceiptAsync(getContractFn(), [], constants.ZERO_AMOUNT, []);
return expect(tx).to.revertWith(expectedError);
it('returns empty fill results with no orders', async () => {
const [expectedResult, expectedCalls] = simulator([], constants.ZERO_AMOUNT, []);
expect(expectedCalls.length).to.eq(0);
const [actualResult, receipt] = await txHelper.getResultAndReceiptAsync(
getContractFn(),
[],
constants.ZERO_AMOUNT,
[],
);
expect(actualResult).to.deep.eq(expectedResult);
assertFillOrderCallsFromLogs(receipt.logs, expectedCalls);
});
}
@ -753,12 +761,10 @@ blockchainTests('Exchange wrapper functions unit tests.', env => {
): [FillResults, ExpectedFillOrderCallArgs[]] {
const fillOrderCalls = [];
let fillResults = _.cloneDeep(EMPTY_FILL_RESULTS);
const takerAssetData = orders[0].takerAssetData;
for (const [order, signature] of _.zip(orders, signatures) as [[Order, string]]) {
const remainingTakerAssetFillAmount = safeSub(takerAssetFillAmount, fillResults.takerAssetFilledAmount);
if (order.salt !== ALWAYS_FAILING_SALT) {
const modifiedOrder = { ...order, takerAssetData };
fillOrderCalls.push([modifiedOrder, remainingTakerAssetFillAmount, signature]);
fillOrderCalls.push([order, remainingTakerAssetFillAmount, signature]);
}
fillResults = addFillResults(fillResults, getExpectedFillResults(order, signature));
if (fillResults.takerAssetFilledAmount.gte(takerAssetFillAmount)) {
@ -1087,10 +1093,18 @@ blockchainTests('Exchange wrapper functions unit tests.', env => {
return expect(tx).to.revertWith(expectedError);
});
it('reverts with no orders', async () => {
const expectedError = new AnyRevertError(); // Just a generic revert.
const tx = txHelper.getResultAndReceiptAsync(getContractFn(), [], constants.ZERO_AMOUNT, []);
return expect(tx).to.revertWith(expectedError);
it('returns empty fill results with no orders', async () => {
const [expectedResult, expectedCalls] = simulator([], constants.ZERO_AMOUNT, []);
expect(expectedCalls.length).to.eq(0);
const [actualResult, receipt] = await txHelper.getResultAndReceiptAsync(
getContractFn(),
[],
constants.ZERO_AMOUNT,
[],
);
expect(actualResult).to.deep.eq(expectedResult);
assertFillOrderCallsFromLogs(receipt.logs, expectedCalls);
});
}
@ -1101,7 +1115,6 @@ blockchainTests('Exchange wrapper functions unit tests.', env => {
): [FillResults, ExpectedFillOrderCallArgs[]] {
const fillOrderCalls = [];
let fillResults = _.cloneDeep(EMPTY_FILL_RESULTS);
const makerAssetData = orders[0].makerAssetData;
for (const [order, signature] of _.zip(orders, signatures) as [[Order, string]]) {
const remainingMakerAssetFillAmount = safeSub(makerAssetFillAmount, fillResults.makerAssetFilledAmount);
const remainingTakerAssetFillAmount = getPartialAmountFloor(
@ -1110,8 +1123,7 @@ blockchainTests('Exchange wrapper functions unit tests.', env => {
remainingMakerAssetFillAmount,
);
if (order.salt !== ALWAYS_FAILING_SALT) {
const modifiedOrder = { ...order, makerAssetData };
fillOrderCalls.push([modifiedOrder, remainingTakerAssetFillAmount, signature]);
fillOrderCalls.push([order, remainingTakerAssetFillAmount, signature]);
}
fillResults = addFillResults(fillResults, getExpectedFillResults(order, signature));
if (fillResults.makerAssetFilledAmount.gte(makerAssetFillAmount)) {