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Add fillOrderNoThrow and wrapper functions

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This commit is contained in:
Amir Bandeali
2018-02-08 10:57:33 -08:00
parent 914db52c4d
commit 1ad31ab007
10 changed files with 387 additions and 286 deletions
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180
packages/contracts/src/contracts/current/protocol/Exchange/IExchange.sol
View File

@@ -18,12 +18,11 @@ contract IExchange {
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
uint256 makerTokenFilledAmount,
uint256 takerTokenFilledAmount,
uint256 makerFeePaid,
uint256 takerFeePaid,
bytes32 indexed orderHash
);
event LogCancel(
@@ -31,10 +30,9 @@ contract IExchange {
address indexed feeRecipient,
address makerToken,
address takerToken,
uint cancelledMakerTokenAmount,
uint cancelledTakerTokenAmount,
bytes32 indexed tokens,
bytes32 orderHash
uint256 makerTokenCancelledAmount,
uint256 takerTokenCancelledAmount,
bytes32 indexed orderHash
);
function ZRX_TOKEN_CONTRACT()
@@ -65,35 +63,34 @@ contract IExchange {
/// @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);
public view
returns (uint256 unavailableTakerTokenAmount);
/// @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);
function getPartialAmount(uint256 numerator, uint256 denominator, uint256 target)
public pure
returns (uint256 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(uint numerator, uint denominator, uint target)
public constant
returns (bool);
function isRoundingError(uint256 numerator, uint256 denominator, uint256 target)
public pure
returns (bool isError);
/// @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);
function getOrderHash(address[5] orderAddresses, uint256[6] orderValues)
public view
returns (bytes32 orderHash);
/// @dev Verifies that an order signature is valid.
/// @param signer address of signer.
@@ -108,119 +105,166 @@ contract IExchange {
uint8 v,
bytes32 r,
bytes32 s)
public constant
returns (bool);
public pure
returns (bool isValid);
/// @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 takerTokenFillAmount Desired amount of takerToken to fill.
/// @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,
uint256[6] orderValues,
uint256 takerTokenFillAmount,
uint8 v,
bytes32 r,
bytes32 s)
public
returns (uint filledTakerTokenAmount);
returns (uint256 takerTokenFilledAmount);
/// @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.
/// @param takerTokenCancelAmount Desired amount of takerToken to cancel in order.
/// @return Amount of takerToken cancelled.
function cancelOrder(
address[5] orderAddresses,
uint[6] orderValues,
uint cancelTakerTokenAmount)
uint256[6] orderValues,
uint256 takerTokenCancelAmount)
public
returns (uint);
returns (uint256 takerTokenCancelledAmount);
/// @dev Fills an order with specified parameters and ECDSA signature, throws if specified amount not filled entirely.
/// @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 takerTokenFillAmount 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,
uint256[6] orderValues,
uint256 takerTokenFillAmount,
uint8 v,
bytes32 r,
bytes32 s)
public;
/// @dev Synchronously executes multiple fill orders in a single transaction.
/// @dev Fills an order with specified parameters and ECDSA signature. Returns false if the transaction would otherwise revert.
/// @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 takerTokenFillAmount Desired amount of takerToken to fill.
/// @param v ECDSA signature parameter v.
/// @param r ECDSA signature parameters r.
/// @param s ECDSA signature parameters s.
/// @return Success if the transaction did not revert.
/// @return Total amount of takerToken filled in trade.
function fillOrderNoThrow(
address[5] orderAddresses,
uint256[6] orderValues,
uint256 takerTokenFillAmount,
uint8 v,
bytes32 r,
bytes32 s)
public
returns (bool success, uint256 takerTokenFilledAmount);
/// @dev Synchronously executes multiple calls of fillOrder 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 orderValues Array of uint256 arrays containing individual order values.
/// @param takerTokenFillAmounts 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 batchFillOrders(
address[5][] orderAddresses,
uint[6][] orderValues,
uint[] fillTakerTokenAmounts,
bool shouldThrowOnInsufficientBalanceOrAllowance,
uint256[6][] orderValues,
uint256[] takerTokenFillAmounts,
uint8[] v,
bytes32[] r,
bytes32[] s)
public;
external;
/// @dev Synchronously executes multiple fillOrKill orders in a single transaction.
/// @dev Synchronously executes multiple calls of fillOrKill 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 orderValues Array of uint256 arrays containing individual order values.
/// @param takerTokenFillAmounts 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,
uint256[6][] orderValues,
uint256[] takerTokenFillAmounts,
uint8[] v,
bytes32[] r,
bytes32[] s)
public;
external;
/// @dev Synchronously executes multiple fill orders in a single transaction until total fillTakerTokenAmount filled.
/// @dev Synchronously executes multiple calls of fillOrderNoThrow 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 fillTakerTokenAmount Desired total amount of takerToken to fill in orders.
/// @param shouldThrowOnInsufficientBalanceOrAllowance Test if transfers will fail before attempting.
/// @param orderValues Array of uint256 arrays containing individual order values.
/// @param takerTokenFillAmounts 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.
/// @return Total amount of fillTakerTokenAmount filled in orders.
function fillOrdersUpTo(
function batchFillOrdersNoThrow(
address[5][] orderAddresses,
uint[6][] orderValues,
uint fillTakerTokenAmount,
bool shouldThrowOnInsufficientBalanceOrAllowance,
uint256[6][] orderValues,
uint256[] takerTokenFillAmounts,
uint8[] v,
bytes32[] r,
bytes32[] s)
public
returns (uint);
external;
/// @dev Synchronously executes multiple fill orders in a single transaction until total takerTokenFillAmount filled.
/// @param orderAddresses Array of address arrays containing individual order addresses.
/// @param orderValues Array of uint256 arrays containing individual order values.
/// @param takerTokenFillAmount Desired total amount 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.
/// @return Total amount of takerTokenFillAmount filled in orders.
function marketFillOrders(
address[5][] orderAddresses,
uint256[6][] orderValues,
uint256 takerTokenFillAmount,
uint8[] v,
bytes32[] r,
bytes32[] s)
external
returns (uint256 totalTakerTokenFilledAmount);
/// @dev Synchronously executes multiple calls of fillOrderNoThrow in a single transaction until total takerTokenFillAmount filled.
/// @param orderAddresses Array of address arrays containing individual order addresses.
/// @param orderValues Array of uint256 arrays containing individual order values.
/// @param takerTokenFillAmount Desired total amount 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.
/// @return Total amount of takerTokenFillAmount filled in orders.
function marketFillOrdersNoThrow(
address[5][] orderAddresses,
uint256[6][] orderValues,
uint256 takerTokenFillAmount,
uint8[] v,
bytes32[] r,
bytes32[] s)
external
returns (uint256 totalTakerTokenFilledAmount);
/// @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.
/// @param orderValues Array of uint256 arrays containing individual order values.
/// @param takerTokenCancelAmounts Array of desired amounts of takerToken to cancel in orders.
function batchCancelOrders(
address[5][] orderAddresses,
uint[6][] orderValues,
uint[] cancelTakerTokenAmounts)
public;
uint256[6][] orderValues,
uint256[] takerTokenCancelAmounts)
external;
}

17
packages/contracts/src/contracts/current/protocol/Exchange/LibOrder.sol
View File

@@ -26,11 +26,11 @@ contract LibOrder {
address makerToken;
address takerToken;
address feeRecipient;
uint makerTokenAmount;
uint takerTokenAmount;
uint makerFee;
uint takerFee;
uint expirationTimestampInSec;
uint256 makerTokenAmount;
uint256 takerTokenAmount;
uint256 makerFee;
uint256 takerFee;
uint256 expirationTimestampInSec;
bytes32 orderHash;
}
@@ -38,11 +38,11 @@ contract LibOrder {
/// @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)
function getOrderHash(address[5] orderAddresses, uint256[6] orderValues)
public view
returns (bytes32)
returns (bytes32 orderHash)
{
return keccak256(
orderHash = keccak256(
address(this),
orderAddresses[0], // maker
orderAddresses[1], // taker
@@ -56,5 +56,6 @@ contract LibOrder {
orderValues[4], // expirationTimestampInSec
orderValues[5] // salt
);
return orderHash;
}
}

7
packages/contracts/src/contracts/current/protocol/Exchange/LibPartialAmount.sol
View File

@@ -27,11 +27,12 @@ contract LibPartialAmount is SafeMath {
/// @param denominator Denominator.
/// @param target Value to calculate partial of.
/// @return Partial value of target.
function getPartialAmount(uint numerator, uint denominator, uint target)
function getPartialAmount(uint256 numerator, uint256 denominator, uint256 target)
public pure
returns (uint)
returns (uint256 partialAmount)
{
return safeDiv(safeMul(numerator, target), denominator);
partialAmount = safeDiv(safeMul(numerator, target), denominator);
return partialAmount;
}
}

115
packages/contracts/src/contracts/current/protocol/Exchange/MixinExchangeCore.sol
View File

@@ -39,8 +39,8 @@ contract MixinExchangeCore is
LibPartialAmount
{
// Mappings of orderHash => amounts of takerTokenAmount filled or cancelled.
mapping (bytes32 => uint) public filled;
mapping (bytes32 => uint) public cancelled;
mapping (bytes32 => uint256) public filled;
mapping (bytes32 => uint256) public cancelled;
event LogFill(
address indexed maker,
@@ -48,12 +48,11 @@ contract MixinExchangeCore is
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
uint256 makerTokenFilledAmount,
uint256 takerTokenFilledAmount,
uint256 makerFeePaid,
uint256 takerFeePaid,
bytes32 indexed orderHash
);
event LogCancel(
@@ -61,10 +60,9 @@ contract MixinExchangeCore is
address indexed feeRecipient,
address makerToken,
address takerToken,
uint cancelledMakerTokenAmount,
uint cancelledTakerTokenAmount,
bytes32 indexed tokens,
bytes32 orderHash
uint256 makerTokenCancelledAmount,
uint256 takerTokenCancelledAmount,
bytes32 indexed orderHash
);
/*
@@ -74,22 +72,20 @@ contract MixinExchangeCore is
/// @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 takerTokenFillAmount Desired amount of takerToken to fill.
/// @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,
uint256[6] orderValues,
uint256 takerTokenFillAmount,
uint8 v,
bytes32 r,
bytes32 s)
public
returns (uint filledTakerTokenAmount)
returns (uint256 takerTokenFilledAmount)
{
Order memory order = Order({
maker: orderAddresses[0],
@@ -106,7 +102,7 @@ contract MixinExchangeCore is
});
require(order.taker == address(0) || order.taker == msg.sender);
require(order.makerTokenAmount > 0 && order.takerTokenAmount > 0 && fillTakerTokenAmount > 0);
require(order.makerTokenAmount > 0 && order.takerTokenAmount > 0 && takerTokenFillAmount > 0);
require(isValidSignature(
order.maker,
order.orderHash,
@@ -120,32 +116,27 @@ contract MixinExchangeCore is
return 0;
}
uint remainingTakerTokenAmount = safeSub(order.takerTokenAmount, getUnavailableTakerTokenAmount(order.orderHash));
filledTakerTokenAmount = min256(fillTakerTokenAmount, remainingTakerTokenAmount);
if (filledTakerTokenAmount == 0) {
uint256 remainingTakerTokenAmount = safeSub(order.takerTokenAmount, getUnavailableTakerTokenAmount(order.orderHash));
takerTokenFilledAmount = min256(takerTokenFillAmount, remainingTakerTokenAmount);
if (takerTokenFilledAmount == 0) {
LogError(uint8(Errors.ORDER_FULLY_FILLED_OR_CANCELLED), order.orderHash);
return 0;
}
if (isRoundingError(filledTakerTokenAmount, order.takerTokenAmount, order.makerTokenAmount)) {
if (isRoundingError(takerTokenFilledAmount, 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;
}
// Update state
filled[order.orderHash] = safeAdd(filled[order.orderHash], filledTakerTokenAmount);
filled[order.orderHash] = safeAdd(filled[order.orderHash], takerTokenFilledAmount);
// Settle order
uint256 filledMakerTokenAmount;
uint256 paidMakerFee;
uint256 paidTakerFee;
(filledMakerTokenAmount, paidMakerFee, paidTakerFee) =
settleOrder(order, msg.sender, filledTakerTokenAmount);
uint256 makerFeePaid;
uint256 takerFeePaid;
(filledMakerTokenAmount, makerFeePaid, takerFeePaid) =
settleOrder(order, msg.sender, takerTokenFilledAmount);
// Log order
LogFill(
@@ -155,26 +146,25 @@ contract MixinExchangeCore is
order.makerToken,
order.takerToken,
filledMakerTokenAmount,
filledTakerTokenAmount,
paidMakerFee,
paidTakerFee,
keccak256(order.makerToken, order.takerToken),
takerTokenFilledAmount,
makerFeePaid,
takerFeePaid,
order.orderHash
);
return filledTakerTokenAmount;
return takerTokenFilledAmount;
}
/// @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.
/// @param takerTokenCancelAmount Desired amount of takerToken to cancel in order.
/// @return Amount of takerToken cancelled.
function cancelOrder(
address[5] orderAddresses,
uint[6] orderValues,
uint cancelTakerTokenAmount)
uint256[6] orderValues,
uint256 takerTokenCancelAmount)
public
returns (uint)
returns (uint256 takerTokenCancelledAmount)
{
Order memory order = Order({
maker: orderAddresses[0],
@@ -191,33 +181,32 @@ contract MixinExchangeCore is
});
require(order.maker == msg.sender);
require(order.makerTokenAmount > 0 && order.takerTokenAmount > 0 && cancelTakerTokenAmount > 0);
require(order.makerTokenAmount > 0 && order.takerTokenAmount > 0 && takerTokenCancelAmount > 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) {
uint256 remainingTakerTokenAmount = safeSub(order.takerTokenAmount, getUnavailableTakerTokenAmount(order.orderHash));
takerTokenCancelledAmount = min256(takerTokenCancelAmount, remainingTakerTokenAmount);
if (takerTokenCancelledAmount == 0) {
LogError(uint8(Errors.ORDER_FULLY_FILLED_OR_CANCELLED), order.orderHash);
return 0;
}
cancelled[order.orderHash] = safeAdd(cancelled[order.orderHash], cancelledTakerTokenAmount);
cancelled[order.orderHash] = safeAdd(cancelled[order.orderHash], takerTokenCancelledAmount);
LogCancel(
order.maker,
order.feeRecipient,
order.makerToken,
order.takerToken,
getPartialAmount(cancelledTakerTokenAmount, order.takerTokenAmount, order.makerTokenAmount),
cancelledTakerTokenAmount,
keccak256(order.makerToken, order.takerToken),
getPartialAmount(takerTokenCancelledAmount, order.takerTokenAmount, order.makerTokenAmount),
takerTokenCancelledAmount,
order.orderHash
);
return cancelledTakerTokenAmount;
return takerTokenCancelledAmount;
}
/// @dev Checks if rounding error > 0.1%.
@@ -225,29 +214,29 @@ contract MixinExchangeCore is
/// @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
pure
returns (bool)
function isRoundingError(uint256 numerator, uint256 denominator, uint256 target)
public pure
returns (bool isError)
{
uint remainder = mulmod(target, numerator, denominator);
uint256 remainder = mulmod(target, numerator, denominator);
if (remainder == 0) return false; // No rounding error.
uint errPercentageTimes1000000 = safeDiv(
uint256 errPercentageTimes1000000 = safeDiv(
safeMul(remainder, 1000000),
safeMul(numerator, target)
);
return errPercentageTimes1000000 > 1000;
isError = errPercentageTimes1000000 > 1000;
return isError;
}
/// @dev Calculates the sum of values already filled and cancelled for a given order.
/// @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)
public view
returns (uint256 unavailableTakerTokenAmount)
{
return safeAdd(filled[orderHash], cancelled[orderHash]);
unavailableTakerTokenAmount = safeAdd(filled[orderHash], cancelled[orderHash]);
return unavailableTakerTokenAmount;
}
}

100
packages/contracts/src/contracts/current/protocol/Exchange/MixinSettlementProxy.sol
View File

@@ -29,8 +29,6 @@ contract MixinSettlementProxy is
LibPartialAmount
{
uint16 constant public EXTERNAL_QUERY_GAS_LIMIT = 4999; // Changes to state require at least 5000 gas
address public TOKEN_TRANSFER_PROXY_CONTRACT;
address public ZRX_TOKEN_CONTRACT;
@@ -38,54 +36,55 @@ contract MixinSettlementProxy is
function MixinSettlementProxy(address proxyContract, address zrxToken)
public
{
ZRX_TOKEN_CONTRACT = zrxToken;
TOKEN_TRANSFER_PROXY_CONTRACT = proxyContract;
ZRX_TOKEN_CONTRACT = zrxToken;
TOKEN_TRANSFER_PROXY_CONTRACT = proxyContract;
}
function settleOrder(
Order order,
address taker,
uint filledTakerTokenAmount)
uint256 takerTokenFilledAmount)
internal
returns (
uint filledMakerTokenAmount,
uint paidMakerFee,
uint paidTakerFee
uint256 makerTokenFilledAmount,
uint256 makerFeePaid,
uint256 takerFeePaid
)
{
filledMakerTokenAmount = getPartialAmount(filledTakerTokenAmount, order.takerTokenAmount, order.makerTokenAmount);
makerTokenFilledAmount = getPartialAmount(takerTokenFilledAmount, order.takerTokenAmount, order.makerTokenAmount);
require(transferViaTokenTransferProxy(
order.makerToken,
order.maker,
taker,
filledMakerTokenAmount
makerTokenFilledAmount
));
require(transferViaTokenTransferProxy(
order.takerToken,
taker,
order.maker,
filledTakerTokenAmount
takerTokenFilledAmount
));
if (order.feeRecipient != address(0)) {
if (order.makerFee > 0) {
paidMakerFee = getPartialAmount(filledTakerTokenAmount, order.takerTokenAmount, order.makerFee);
makerFeePaid = getPartialAmount(takerTokenFilledAmount, order.takerTokenAmount, order.makerFee);
require(transferViaTokenTransferProxy(
ZRX_TOKEN_CONTRACT,
order.maker,
order.feeRecipient,
paidMakerFee
makerFeePaid
));
}
if (order.takerFee > 0) {
paidTakerFee = getPartialAmount(filledTakerTokenAmount, order.takerTokenAmount, order.takerFee);
takerFeePaid = getPartialAmount(takerTokenFilledAmount, order.takerTokenAmount, order.takerFee);
require(transferViaTokenTransferProxy(
ZRX_TOKEN_CONTRACT,
taker,
order.feeRecipient,
paidTakerFee
takerFeePaid
));
}
}
return (makerTokenFilledAmount, makerFeePaid, takerFeePaid);
}
/// @dev Transfers a token using TokenTransferProxy transferFrom function.
@@ -98,75 +97,12 @@ contract MixinSettlementProxy is
address token,
address from,
address to,
uint value)
uint256 value)
internal
returns (bool)
returns (bool success)
{
return ITokenTransferProxy(TOKEN_TRANSFER_PROXY_CONTRACT).transferFrom(token, from, to, value);
success = ITokenTransferProxy(TOKEN_TRANSFER_PROXY_CONTRACT).transferFrom(token, from, to, value);
return success;
}
/// @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 IToken(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 IToken(token).allowance.gas(EXTERNAL_QUERY_GAS_LIMIT)(owner, TOKEN_TRANSFER_PROXY_CONTRACT); // Limit gas to prevent reentrancy
}
}

5
packages/contracts/src/contracts/current/protocol/Exchange/MixinSignatureValidatorEcrecover.sol
View File

@@ -32,13 +32,14 @@ contract MixinSignatureValidatorEcrecover is
bytes32 s)
public
constant
returns (bool)
returns (bool isValid)
{
return signer == ecrecover(
isValid = signer == ecrecover(
keccak256("\x19Ethereum Signed Message:\n32", hash),
v,
r,
s
);
return isValid;
}
}

208
packages/contracts/src/contracts/current/protocol/Exchange/MixinWrapperFunctions.sol
View File

@@ -27,17 +27,17 @@ contract MixinWrapperFunctions is
SafeMath
{
/// @dev Fills an order with specified parameters and ECDSA signature, throws if specified amount not filled entirely.
/// @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 takerTokenFillAmount 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,
uint256[6] orderValues,
uint256 takerTokenFillAmount,
uint8 v,
bytes32 r,
bytes32 s)
@@ -46,30 +46,90 @@ contract MixinWrapperFunctions is
require(fillOrder(
orderAddresses,
orderValues,
fillTakerTokenAmount,
false,
takerTokenFillAmount,
v,
r,
s
) == fillTakerTokenAmount);
) == takerTokenFillAmount);
}
/// @dev Fills an order with specified parameters and ECDSA signature. Returns false if the transaction would otherwise revert.
/// @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 takerTokenFillAmount Desired amount of takerToken to fill.
/// @param v ECDSA signature parameter v.
/// @param r ECDSA signature parameters r.
/// @param s ECDSA signature parameters s.
/// @return Success if the transaction did not revert.
/// @return Total amount of takerToken filled in trade.
function fillOrderNoThrow(
address[5] orderAddresses,
uint256[6] orderValues,
uint256 takerTokenFillAmount,
uint8 v,
bytes32 r,
bytes32 s)
public
returns (bool success, uint256 takerTokenFilledAmount)
{
bytes4 FILL_ORDER_FUNCTION_SIGNATURE = bytes4(keccak256("fillOrder(address[5],uint256[6],uint256,uint8,bytes32,bytes32)"));
assembly {
let x := mload(0x40) // free memory pointer
mstore(x, FILL_ORDER_FUNCTION_SIGNATURE)
// first 32 bytes of an array contains length
mstore(add(x, 4), add(orderAddresses, 32)) // maker
mstore(add(x, 36), add(orderAddresses, 64)) // taker
mstore(add(x, 68), add(orderAddresses, 96)) // makerToken
mstore(add(x, 100), add(orderAddresses, 128)) // takerToken
mstore(add(x, 132), add(orderAddresses, 160)) // feeRecipient
mstore(add(x, 164), add(orderValues, 32)) // makerTokenAmount
mstore(add(x, 196), add(orderValues, 64)) // takerTokenAmount
mstore(add(x, 228), add(orderValues, 96)) // makerFee
mstore(add(x, 260), add(orderValues, 128)) // takerFee
mstore(add(x, 292), add(orderValues, 160)) // expirationTimestampInSec
mstore(add(x, 324), add(orderValues, 192)) // salt
mstore(add(x, 356), takerTokenFillAmount)
mstore(add(x, 388), v)
mstore(add(x, 420), r)
mstore(add(x, 452), s)
success := delegatecall(
gas, // TODO: don't send all gas, save some for returning is case of throw
address, // call this contract
x, // inputs start at x
484, // inputs are 484 bytes long (4 + 15*32)
x, // store output over input
32 // output is 32 bytes
)
takerTokenFilledAmount := mload(x)
}
return (success, takerTokenFilledAmount);
}
/// @dev Synchronously executes multiple calls of fillOrder in a single transaction.
/// @param orderAddresses Array of address arrays containing individual order addresses.
/// @param orderValues Array of uint256 arrays containing individual order values.
/// @param takerTokenFillAmounts 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 batchFillOrders(
address[5][] orderAddresses,
uint[6][] orderValues,
uint[] fillTakerTokenAmounts,
bool shouldThrowOnInsufficientBalanceOrAllowance,
uint256[6][] orderValues,
uint256[] takerTokenFillAmounts,
uint8[] v,
bytes32[] r,
bytes32[] s)
external
{
for (uint i = 0; i < orderAddresses.length; i++) {
for (uint256 i = 0; i < orderAddresses.length; i++) {
fillOrder(
orderAddresses[i],
orderValues[i],
fillTakerTokenAmounts[i],
shouldThrowOnInsufficientBalanceOrAllowance,
takerTokenFillAmounts[i],
v[i],
r[i],
s[i]
@@ -77,20 +137,27 @@ contract MixinWrapperFunctions is
}
}
/// @dev Synchronously executes multiple calls of fillOrKill in a single transaction.
/// @param orderAddresses Array of address arrays containing individual order addresses.
/// @param orderValues Array of uint256 arrays containing individual order values.
/// @param takerTokenFillAmounts 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,
uint256[6][] orderValues,
uint256[] takerTokenFillAmounts,
uint8[] v,
bytes32[] r,
bytes32[] s)
external
{
for (uint i = 0; i < orderAddresses.length; i++) {
for (uint256 i = 0; i < orderAddresses.length; i++) {
fillOrKillOrder(
orderAddresses[i],
orderValues[i],
fillTakerTokenAmounts[i],
takerTokenFillAmounts[i],
v[i],
r[i],
s[i]
@@ -98,45 +165,116 @@ contract MixinWrapperFunctions is
}
}
function fillOrdersUpTo(
/// @dev Synchronously executes multiple calls of fillOrderNoThrow in a single transaction.
/// @param orderAddresses Array of address arrays containing individual order addresses.
/// @param orderValues Array of uint256 arrays containing individual order values.
/// @param takerTokenFillAmounts 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 batchFillOrdersNoThrow(
address[5][] orderAddresses,
uint[6][] orderValues,
uint fillTakerTokenAmount,
bool shouldThrowOnInsufficientBalanceOrAllowance,
uint256[6][] orderValues,
uint256[] takerTokenFillAmounts,
uint8[] v,
bytes32[] r,
bytes32[] s)
public /// Stack to deep when set to external
returns (uint)
external
{
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(
for (uint256 i = 0; i < orderAddresses.length; i++) {
fillOrderNoThrow(
orderAddresses[i],
orderValues[i],
safeSub(fillTakerTokenAmount, filledTakerTokenAmount),
shouldThrowOnInsufficientBalanceOrAllowance,
takerTokenFillAmounts[i],
v[i],
r[i],
s[i]
);
}
}
/// @dev Synchronously executes multiple fill orders in a single transaction until total takerTokenFillAmount filled.
/// @param orderAddresses Array of address arrays containing individual order addresses.
/// @param orderValues Array of uint256 arrays containing individual order values.
/// @param takerTokenFillAmount Desired total amount 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.
/// @return Total amount of takerTokenFillAmount filled in orders.
function marketFillOrders(
address[5][] orderAddresses,
uint256[6][] orderValues,
uint256 takerTokenFillAmount,
uint8[] v,
bytes32[] r,
bytes32[] s)
external
returns (uint256 totalTakerTokenFilledAmount)
{
for (uint256 i = 0; i < orderAddresses.length; i++) {
require(orderAddresses[i][3] == orderAddresses[0][3]); // takerToken must be the same for each order
totalTakerTokenFilledAmount = safeAdd(totalTakerTokenFilledAmount, fillOrder(
orderAddresses[i],
orderValues[i],
safeSub(takerTokenFillAmount, totalTakerTokenFilledAmount),
v[i],
r[i],
s[i]
));
if (filledTakerTokenAmount == fillTakerTokenAmount) break;
if (totalTakerTokenFilledAmount == takerTokenFillAmount) break;
}
return filledTakerTokenAmount;
return totalTakerTokenFilledAmount;
}
/// @dev Synchronously executes multiple calls of fillOrderNoThrow in a single transaction until total takerTokenFillAmount filled.
/// @param orderAddresses Array of address arrays containing individual order addresses.
/// @param orderValues Array of uint256 arrays containing individual order values.
/// @param takerTokenFillAmount Desired total amount 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.
/// @return Total amount of takerTokenFillAmount filled in orders.
function marketFillOrdersNoThrow(
address[5][] orderAddresses,
uint256[6][] orderValues,
uint256 takerTokenFillAmount,
uint8[] v,
bytes32[] r,
bytes32[] s)
external
returns (uint256 totalTakerTokenFilledAmount)
{
for (uint256 i = 0; i < orderAddresses.length; i++) {
require(orderAddresses[i][3] == orderAddresses[0][3]); // takerToken must be the same for each order
var (, takerTokenFilledAmount) = fillOrderNoThrow(
orderAddresses[i],
orderValues[i],
safeSub(takerTokenFillAmount, totalTakerTokenFilledAmount),
v[i],
r[i],
s[i]
);
totalTakerTokenFilledAmount = safeAdd(totalTakerTokenFilledAmount, takerTokenFilledAmount);
if (totalTakerTokenFilledAmount == takerTokenFillAmount) break;
}
return totalTakerTokenFilledAmount;
}
/// @dev Synchronously cancels multiple orders in a single transaction.
/// @param orderAddresses Array of address arrays containing individual order addresses.
/// @param orderValues Array of uint256 arrays containing individual order values.
/// @param takerTokenCancelAmounts Array of desired amounts of takerToken to cancel in orders.
function batchCancelOrders(
address[5][] orderAddresses,
uint[6][] orderValues,
uint[] cancelTakerTokenAmounts)
uint256[6][] orderValues,
uint256[] takerTokenCancelAmounts)
external
{
for (uint i = 0; i < orderAddresses.length; i++) {
for (uint256 i = 0; i < orderAddresses.length; i++) {
cancelOrder(
orderAddresses[i],
orderValues[i],
cancelTakerTokenAmounts[i]
takerTokenCancelAmounts[i]
);
}
}

23
packages/contracts/src/contracts/current/protocol/Exchange/mixins/MExchangeCore.sol
View File

@@ -21,21 +21,20 @@ pragma solidity ^0.4.19;
contract MExchangeCore {
function fillOrder(
address[5] orderAddresses,
uint[6] orderValues,
uint fillTakerTokenAmount,
bool shouldThrowOnInsufficientBalanceOrAllowance,
uint8 v,
bytes32 r,
bytes32 s)
public
returns (uint filledTakerTokenAmount);
address[5] orderAddresses,
uint256[6] orderValues,
uint256 takerTokenFillAmount,
uint8 v,
bytes32 r,
bytes32 s)
public
returns (uint256 takerTokenFilledAmount);
function cancelOrder(
address[5] orderAddresses,
uint[6] orderValues,
uint cancelTakerTokenAmount)
uint256[6] orderValues,
uint256 takerTokenCancelAmount)
public
returns (uint);
returns (uint256 takerTokenCancelledAmount);
}

16
packages/contracts/src/contracts/current/protocol/Exchange/mixins/MSettlement.sol
View File

@@ -25,20 +25,12 @@ contract MSettlement is LibOrder {
function settleOrder(
Order order,
address taker,
uint filledTakerTokenAmount)
uint256 takerTokenFilledAmount)
internal
returns (
uint filledMakerTokenAmount,
uint paidMakerFee,
uint paidTakerFee
uint256 makerTokenFilledAmount,
uint256 makerFeePaid,
uint256 takerFeePaid
);
/// @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);
}

2
packages/contracts/src/contracts/current/protocol/Exchange/mixins/MSignatureValidator.sol
View File

@@ -34,5 +34,5 @@ contract MSignatureValidator {
bytes32 r,
bytes32 s)
public view
returns (bool);
returns (bool isValid);
}