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Remove assembly version of matchOrders

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This commit is contained in:
Amir Bandeali
2018-12-19 14:15:25 -08:00
parent 90fcf59a32
commit 58be23ac97
2 changed files with 53 additions and 370 deletions
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422
contracts/extensions/contracts/OrderMatcher/MixinMatchOrders.sol
View File

@@ -17,8 +17,11 @@
*/
pragma solidity 0.4.24;
pragma experimental ABIEncoderV2;
import "./libs/LibConstants.sol";
import "@0x/contracts-libs/contracts/libs/LibOrder.sol";
import "@0x/contracts-libs/contracts/libs/LibFillResults.sol";
import "@0x/contracts-utils/contracts/utils/Ownable/Ownable.sol";
@@ -26,379 +29,58 @@ contract MixinMatchOrders is
Ownable,
LibConstants
{
// The below assembly in the fallback function is functionaly equivalent to the following Solidity code:
/*
/// @dev Match two complementary orders that have a profitable spread.
/// Each order is filled at their respective price point. However, the calculations are
/// carried out as though the orders are both being filled at the right order's price point.
/// The profit made by the left order is then used to fill the right order as much as possible.
/// This results in a spread being taken in terms of both assets. The spread is held within this contract.
/// @param leftOrder First order to match.
/// @param rightOrder Second order to match.
/// @param leftSignature Proof that order was created by the left maker.
/// @param rightSignature Proof that order was created by the right maker.
function matchOrders(
LibOrder.Order memory leftOrder,
LibOrder.Order memory rightOrder,
bytes memory leftSignature,
bytes memory rightSignature
)
public
onlyOwner
{
// Match orders, maximally filling `leftOrder`
LibFillResults.MatchedFillResults memory matchedFillResults = EXCHANGE.matchOrders(
leftOrder,
rightOrder,
leftSignature,
rightSignature
);
uint256 leftMakerAssetSpreadAmount = matchedFillResults.leftMakerAssetSpreadAmount;
uint256 rightOrderTakerAssetAmount = rightOrder.takerAssetAmount;
// Do not attempt to call `fillOrder` if no spread was taken or `rightOrder` has been completely filled
if (leftMakerAssetSpreadAmount == 0 || matchedFillResults.right.takerAssetFilledAmount == rightOrderTakerAssetAmount) {
return;
}
// The `assetData` fields of the `rightOrder` could have been null for the `matchOrders` call. We reassign them before calling `fillOrder`.
rightOrder.makerAssetData = leftOrder.takerAssetData;
rightOrder.takerAssetData = leftOrder.makerAssetData;
// Query `rightOrder` info to check if it has been completely filled
// We need to make this check in case the `rightOrder` was partially filled before the `matchOrders` call
OrderInfo memory orderInfo = EXCHANGE.getOrderInfo(rightOrder);
// Do not attempt to call `fillOrder` if order has been completely filled
if (orderInfo.orderTakerAssetFilledAmount == rightOrderTakerAssetAmount) {
return;
}
// We do not need to pass in a signature since it was already validated in the `matchOrders` call
EXCHANGE.fillOrder(
rightOrder,
leftMakerAssetSpreadAmount,
""
);
}
*/
// solhint-disable-next-line payable-fallback
function ()
external
/// @dev Match two complementary orders that have a profitable spread.
/// Each order is filled at their respective price point. However, the calculations are
/// carried out as though the orders are both being filled at the right order's price point.
/// The profit made by the left order is then used to fill the right order as much as possible.
/// This results in a spread being taken in terms of both assets. The spread is held within this contract.
/// @param leftOrder First order to match.
/// @param rightOrder Second order to match.
/// @param leftSignature Proof that order was created by the left maker.
/// @param rightSignature Proof that order was created by the right maker.
function matchOrders(
LibOrder.Order memory leftOrder,
LibOrder.Order memory rightOrder,
bytes memory leftSignature,
bytes memory rightSignature
)
public
onlyOwner
{
assembly {
// The first 4 bytes of calldata holds the function selector
// `matchOrders` selector = 0x3c28d861
if eq(
and(calldataload(0), 0xffffffff00000000000000000000000000000000000000000000000000000000),
0x3c28d86100000000000000000000000000000000000000000000000000000000
) {
// Match orders, maximally filling `leftOrder`
LibFillResults.MatchedFillResults memory matchedFillResults = EXCHANGE.matchOrders(
leftOrder,
rightOrder,
leftSignature,
rightSignature
);
// Load address of `owner`
let owner := sload(owner_slot)
uint256 leftMakerAssetSpreadAmount = matchedFillResults.leftMakerAssetSpreadAmount;
uint256 rightOrderTakerAssetAmount = rightOrder.takerAssetAmount;
// Revert if `msg.sender` != `owner`
if iszero(eq(owner, caller)) {
// Revert with `Error("ONLY_CONTRACT_OWNER")`
mstore(0, 0x08c379a000000000000000000000000000000000000000000000000000000000)
mstore(32, 0x0000002000000000000000000000000000000000000000000000000000000000)
mstore(64, 0x000000134f4e4c595f434f4e54524143545f4f574e4552000000000000000000)
mstore(96, 0)
revert(0, 100)
}
// Load address of Exchange contract
let exchange := sload(EXCHANGE_slot)
// Copy calldata to memory
// The calldata should be identical to the the ABIv2 encoded data required to call `EXCHANGE.matchOrders`
calldatacopy(
0, // copy to memory at 0
0, // copy from calldata at 0
calldatasize() // copy all calldata
)
// At this point, calldata and memory have the following layout:
// | Offset | Length | Contents |
// |---------------------------|---------|-------------------------------------------- |
// | 0 | 4 | `matchOrders` function selector |
// | | 4 * 32 | function parameters: |
// | 4 | | 1. offset to leftOrder (*) |
// | 36 | | 2. offset to rightOrder (*) |
// | 68 | | 3. offset to leftSignature (*) |
// | 100 | | 4. offset to rightSignature (*) |
// | | 12 * 32 | leftOrder: |
// | 132 | | 1. senderAddress |
// | 164 | | 2. makerAddress |
// | 196 | | 3. takerAddress |
// | 228 | | 4. feeRecipientAddress |
// | 260 | | 5. makerAssetAmount |
// | 292 | | 6. takerAssetAmount |
// | 324 | | 7. makerFeeAmount |
// | 356 | | 8. takerFeeAmount |
// | 388 | | 9. expirationTimeSeconds |
// | 420 | | 10. salt |
// | 452 | | 11. offset to leftMakerAssetData (*) |
// | 484 | | 12. offset to leftTakerAssetData (*) |
// | 516 | 32 | leftMakerAssetData Length |
// | 548 | a | leftMakerAssetData Contents |
// | 548 + a | 32 | leftTakerAssetData Length |
// | 580 + a | b | leftTakerAssetData Contents |
// | | 12 * 32 | rightOrder: |
// | 580 + a + b | | 1. senderAddress |
// | 612 + a + b | | 2. makerAddress |
// | 644 + a + b | | 3. takerAddress |
// | 676 + a + b | | 4. feeRecipientAddress |
// | 708 + a + b | | 5. makerAssetAmount |
// | 740 + a + b | | 6. takerAssetAmount |
// | 772 + a + b | | 7. makerFeeAmount |
// | 804 + a + b | | 8. takerFeeAmount |
// | 836 + a + b | | 9. expirationTimeSeconds |
// | 868 + a + b | | 10. salt |
// | 900 + a + b | | 11. offset to rightMakerAssetData (*) |
// | 932 + a + b | | 12. offset to rightTakerAssetData (*) |
// | 964 + a + b | 32 | rightMakerAssetData Length |
// | 996 + a + b | c | rightMakerAssetData Contents |
// | 996 + a + b + c | 32 | rightTakerAssetData Length |
// | 1028 + a + b + c | d | rightTakerAssetData Contents |
// | 1028 + a + b + c + d | 32 | leftSignature Length |
// | 1060 + a + b + c + d | e | leftSignature Contents |
// | 1060 + a + b + c + d + e | 32 | rightSignature Length |
// | 1092 + a + b + c + d + e | f | rightSignature Contents |
// Call `EXCHANGE.matchOrders`
let success := call(
gas, // forward all gas
exchange, // call address of Exchange contract
0, // transfer 0 wei
0, // input starts at 0
calldatasize(), // length of input
0, // write output over input
288 // length of output is 288 bytes
)
if iszero(success) {
// Revert with reason if `EXCHANGE.matchOrders` call was unsuccessful
returndatacopy(
0, // copy to memory at 0
0, // copy from return data at 0
returndatasize() // copy all return data
)
revert(0, returndatasize())
}
// After calling `matchOrders`, the return data is layed out in memory as:
// | Offset | Length | Contents |
// |---------------------------|---------|-------------------------------------------- |
// | | 9 * 32 | matchedFillResults |
// | 0 | | 1. left.makerAssetFilledAmount |
// | 32 | | 2. left.takerAssetFilledAmount |
// | 64 | | 3. left.makerFeePaid |
// | 96 | | 4. left.takerFeePaid |
// | 128 | | 5. right.makerAssetFilledAmount |
// | 160 | | 6. right.takerAssetFilledAmount |
// | 192 | | 7. right.makerFeePaid |
// | 224 | | 8. right.takerFeePaid |
// | 256 | | 9. leftMakerAssetSpreadAmount |
let rightOrderStart := add(calldataload(36), 4)
// If no spread was taken or if the entire `rightOrderTakerAssetAmount` has been filled, there is no need to call `EXCHANGE.fillOrder`.
if or(
iszero(mload(256)), // iszero(leftMakerAssetSpreadAmount)
eq(mload(160), calldataload(add(rightOrderStart, 160))) // eq(rightOrderTakerAssetFilledAmount, rightOrderTakerAssetAmount)
) {
return(0, 0)
}
// We assume that `leftOrder.makerAssetData == rightOrder.takerAssetData` and `leftOrder.takerAssetData == rightOrder.makerAssetData`
// `EXCHANGE.matchOrders` already makes this assumption, so it is likely
// that the `rightMakerAssetData` and `rightTakerAssetData` in calldata are empty
let leftOrderStart := add(calldataload(4), 4)
// Calculate locations of `leftMakerAssetData` and `leftTakerAssetData` in calldata
let leftMakerAssetDataStart := add(
leftOrderStart,
calldataload(add(leftOrderStart, 320)) // offset to `leftMakerAssetData`
)
let leftTakerAssetDataStart := add(
leftOrderStart,
calldataload(add(leftOrderStart, 352)) // offset to `leftTakerAssetData`
)
// Load lengths of `leftMakerAssetData` and `leftTakerAssetData`
let leftMakerAssetDataLen := calldataload(leftMakerAssetDataStart)
let leftTakerAssetDataLen := calldataload(leftTakerAssetDataStart)
// Write offset to `rightMakerAssetData`
mstore(add(rightOrderStart, 320), 384)
// Write offset to `rightTakerAssetData`
let rightTakerAssetDataOffset := add(416, leftTakerAssetDataLen)
mstore(add(rightOrderStart, 352), rightTakerAssetDataOffset)
// Copy `leftTakerAssetData` from calldata onto `rightMakerAssetData` in memory
calldatacopy(
add(rightOrderStart, 384), // `rightMakerAssetDataStart`
leftTakerAssetDataStart,
add(leftTakerAssetDataLen, 32)
)
// Copy `leftMakerAssetData` from calldata onto `rightTakerAssetData` in memory
calldatacopy(
add(rightOrderStart, rightTakerAssetDataOffset), // `rightTakerAssetDataStart`
leftMakerAssetDataStart,
add(leftMakerAssetDataLen, 32)
)
// We must call `EXCHANGE.getOrderInfo(rightOrder)` before calling `EXCHANGE.fillOrder` to ensure that the order
// has not already been entirely filled (which is possible if an order was partially filled before the `matchOrders` call).
// We want the following layout in memory before calling `getOrderInfo`:
// | Offset | Length | Contents |
// |---------------------------|---------|-------------------------------------------- |
// | 544 + a + b | 4 | `getOrderInfo` function selector |
// | | 3 * 32 | function parameters: |
// | 548 + a + b | | 1. offset to rightOrder (*) |
// | | 12 * 32 | rightOrder: |
// | 580 + a + b | | 1. senderAddress |
// | 612 + a + b | | 2. makerAddress |
// | 644 + a + b | | 3. takerAddress |
// | 676 + a + b | | 4. feeRecipientAddress |
// | 708 + a + b | | 5. makerAssetAmount |
// | 740 + a + b | | 6. takerAssetAmount |
// | 772 + a + b | | 7. makerFeeAmount |
// | 804 + a + b | | 8. takerFeeAmount |
// | 836 + a + b | | 9. expirationTimeSeconds |
// | 868 + a + b | | 10. salt |
// | 900 + a + b | | 11. offset to rightMakerAssetData (*) |
// | 932 + a + b | | 12. offset to rightTakerAssetData (*) |
// | 964 + a + b | 32 | rightMakerAssetData Length |
// | 996 + a + b | c | rightMakerAssetData Contents |
// | 996 + a + b + c | 32 | rightTakerAssetData Length |
// | 1028 + a + b + c | d | rightTakerAssetData Contents |
// function selector (4 bytes) + 1 param (32 bytes) must be stored before `rightOrderStart`
let cdStart := sub(rightOrderStart, 36)
// `getOrderInfo` selector = 0xc75e0a81
mstore(cdStart, 0xc75e0a8100000000000000000000000000000000000000000000000000000000)
// Write offset to `rightOrder`
mstore(add(cdStart, 4), 32)
let rightOrderEnd := add(
add(rightOrderStart, 484),
add(leftMakerAssetDataLen, leftTakerAssetDataLen)
)
// Call `EXCHANGE.getOrderInfo(rightOrder)`
success := staticcall(
gas, // forward all gas
exchange, // call address of Exchange contract
cdStart, // start of input
sub(rightOrderEnd, cdStart), // length of input
0, // write output over old output
96 // output is 96 bytes
)
// After calling `EXCHANGE.getOrderInfo`, the return data is layed out in memory as:
// | Offset | Length | Contents |
// |---------------------------|---------|-------------------------------------------- |
// | | 3 * 32 | orderInfo |
// | 0 | | 1. orderStatus |
// | 32 | | 2. orderHash |
// | 64 | | 3. orderTakerAssetFilledAmount |
// We do not need to check if the `getOrderInfo` call was successful because it has no possibility of reverting
// If order has been entirely filled, there is no need to call `EXCHANGE.fillOrder`
// eq(orderTakerAssetFilledAmount, rightOrderTakerAssetAmount)
if eq(mload(64), calldataload(add(rightOrderStart, 160))) {
return(0, 0)
}
// We want the following layout in memory before calling `EXCHANGE.fillOrder`:
// | Offset | Length | Contents |
// |---------------------------|---------|-------------------------------------------- |
// | 480 + a + b | 4 | `fillOrder` function selector |
// | | 3 * 32 | function parameters: |
// | 484 + a + b | | 1. offset to rightOrder (*) |
// | 516 + a + b | | 2. takerAssetFillAmount |
// | 548 + a + b | | 3. offset to rightSignature (*) |
// | | 12 * 32 | rightOrder: |
// | 580 + a + b | | 1. senderAddress |
// | 612 + a + b | | 2. makerAddress |
// | 644 + a + b | | 3. takerAddress |
// | 676 + a + b | | 4. feeRecipientAddress |
// | 708 + a + b | | 5. makerAssetAmount |
// | 740 + a + b | | 6. takerAssetAmount |
// | 772 + a + b | | 7. makerFeeAmount |
// | 804 + a + b | | 8. takerFeeAmount |
// | 836 + a + b | | 9. expirationTimeSeconds |
// | 868 + a + b | | 10. salt |
// | 900 + a + b | | 11. offset to rightMakerAssetData (*) |
// | 932 + a + b | | 12. offset to rightTakerAssetData (*) |
// | 964 + a + b | 32 | rightMakerAssetData Length |
// | 996 + a + b | c | rightMakerAssetData Contents |
// | 996 + a + b + c | 32 | rightTakerAssetData Length |
// | 1028 + a + b + c | d | rightTakerAssetData Contents |
// | 1028 + a + b + c + d | 32 | rightSignature Length (always 0) |
// Write length of signature (always 0 since signature was previously validated)
mstore(rightOrderEnd, 0)
// function selector (4 bytes) + 3 params (3 * 32 bytes) must be stored before `rightOrderStart`
cdStart := sub(rightOrderStart, 100)
// `fillOrder` selector = 0xb4be83d5
mstore(cdStart, 0xb4be83d500000000000000000000000000000000000000000000000000000000)
// Write offset to `rightOrder`
mstore(add(cdStart, 4), 96)
// Write `takerAssetFillAmount`, which will be the `leftMakerAssetSpreadAmount` received from the `matchOrders` call
mstore(add(cdStart, 36), mload(256))
// Write offset to `rightSignature`
mstore(
add(cdStart, 68),
sub(rightOrderEnd, add(cdStart, 4))
)
// Call `EXCHANGE.fillOrder(rightOrder, leftMakerAssetSpreadAmount, "")`
success := call(
gas, // forward all gas
exchange, // call address of Exchange contract
0, // transfer 0 wei
cdStart, // start of input
add(sub(rightOrderEnd, cdStart), 32), // length of input is end - start
0, // write output over input
0 // do not write output to memory
)
if iszero(success) {
// Revert with reason if `EXCHANGE.fillOrder` call was unsuccessful
returndatacopy(
0, // copy to memory at 0
0, // copy from return data at 0
returndatasize() // copy all return data
)
revert(0, returndatasize())
}
// Return if `EXCHANGE.fillOrder` did not revert
return(0, 0)
}
// Revert if undefined function is called
revert(0, 0)
// Do not attempt to call `fillOrder` if no spread was taken or `rightOrder` has been completely filled
if (leftMakerAssetSpreadAmount == 0 || matchedFillResults.right.takerAssetFilledAmount == rightOrderTakerAssetAmount) {
return;
}
// The `assetData` fields of the `rightOrder` could have been null for the `matchOrders` call. We reassign them before calling `fillOrder`.
rightOrder.makerAssetData = leftOrder.takerAssetData;
rightOrder.takerAssetData = leftOrder.makerAssetData;
// Query `rightOrder` info to check if it has been completely filled
// We need to make this check in case the `rightOrder` was partially filled before the `matchOrders` call
LibOrder.OrderInfo memory orderInfo = EXCHANGE.getOrderInfo(rightOrder);
// Do not attempt to call `fillOrder` if order has been completely filled
if (orderInfo.orderTakerAssetFilledAmount == rightOrderTakerAssetAmount) {
return;
}
// We do not need to pass in a signature since it was already validated in the `matchOrders` call
EXCHANGE.fillOrder(
rightOrder,
leftMakerAssetSpreadAmount,
""
);
}
}

1
contracts/extensions/contracts/OrderMatcher/OrderMatcher.sol
View File

@@ -17,6 +17,7 @@
*/
pragma solidity 0.4.24;
pragma experimental ABIEncoderV2;
import "@0x/contracts-utils/contracts/utils/Ownable/Ownable.sol";
import "./libs/LibConstants.sol";