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Refactor forwarding contract architecture, remove batch functions

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This commit is contained in:
Amir Bandeali
2018-07-09 21:09:45 -07:00
parent 554b18a466
commit 814518dd80
20 changed files with 601 additions and 1067 deletions
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13
packages/contracts/src/2.0.0/forwarder/Forwarder.sol vendored
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@@ -19,20 +19,17 @@
pragma solidity 0.4.24;
pragma experimental ABIEncoderV2;
import "./MixinFees.sol";
import "./MixinWeth.sol";
import "./MixinForwarderCore.sol";
import "./MixinConstants.sol";
import "./MixinMarketBuyZrx.sol";
import "./MixinExpectedResults.sol";
import "./MixinTransfer.sol";
import "./MixinAssets.sol";
// solhint-disable no-empty-blocks
contract Forwarder is
MixinConstants,
MixinExpectedResults,
MixinFees,
MixinMarketBuyZrx,
MixinTransfer,
MixinWeth,
MixinAssets,
MixinForwarderCore
{

79
packages/contracts/src/2.0.0/forwarder/MixinTransfer.sol → packages/contracts/src/2.0.0/forwarder/MixinAssets.sol vendored
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@@ -19,12 +19,17 @@
pragma solidity 0.4.24;
import "../utils/LibBytes/LibBytes.sol";
import "../utils/Ownable/Ownable.sol";
import "../tokens/ERC20Token/IERC20Token.sol";
import "../tokens/ERC721Token/IERC721Token.sol";
import "./mixins/MTransfer.sol";
import "./mixins/MAssets.sol";
import "./mixins/MConstants.sol";
contract MixinTransfer is
MTransfer
contract MixinAssets is
Ownable,
MConstants,
MAssets
{
using LibBytes for bytes;
@@ -33,6 +38,24 @@ contract MixinTransfer is
bytes4 constant internal ERC721_RECEIVED = bytes4(keccak256("onERC721Received(address,uint256,bytes)"));
bytes4 constant internal ERC721_RECEIVED_OPERATOR = bytes4(keccak256("onERC721Received(address,address,uint256,bytes)"));
/// @dev Withdraws ERC20 tokens from this contract. The contract requires a ZRX balance in order to
/// function optimally, and this function allows the ZRX to be withdrawn by owner. It may also be
/// used to withdraw tokens that were accidentally sent to this contract.
/// @param token Address of ERC20 token to withdraw.
/// @param amount Amount of ERC20 token to withdraw.
function withdrawERC20(
address token,
uint256 amount
)
external
onlyOwner
{
require(
IERC20Token(token).transfer(msg.sender, amount),
"WITHDRAWAL_FAILED"
);
}
function onERC721Received(
address,
uint256,
@@ -58,19 +81,43 @@ contract MixinTransfer is
return ERC721_RECEIVED_OPERATOR;
}
function transferERC20Token(
address token,
address to,
/// @dev Transfers given amount of asset to sender.
/// @param assetData Byte array encoded for the respective asset proxy.
/// @param amount Amount of asset to transfer to sender.
function transferPurchasedAssetToSender(
bytes memory assetData,
uint256 amount
)
internal
{
bytes4 proxyId = assetData.readBytes4(0);
if (proxyId == ERC20_DATA_ID) {
transferERC20Token(assetData, amount);
} else if (proxyId == ERC721_DATA_ID) {
transferERC721Token(assetData);
} else {
revert("UNSUPPORTED_TOKEN_PROXY");
}
}
/// @dev Decodes ERC20 assetData and transfers given amount to sender.
/// @param assetData Byte array encoded for the respective asset proxy.
/// @param amount Amount of asset to transfer to sender.
function transferERC20Token(
bytes memory assetData,
uint256 amount
)
internal
{
address token = assetData.readAddress(16);
// Transfer tokens.
// We do a raw call so we can check the success separate
// from the return data.
bool success = token.call(abi.encodeWithSelector(
ERC20_TRANSFER_SELECTOR,
to,
msg.sender,
amount
));
require(
@@ -100,19 +147,23 @@ contract MixinTransfer is
);
}
function transferERC721Token(
bytes memory assetData,
address to
)
/// @dev Decodes ERC721 assetData and transfers given amount to sender.
/// @param assetData Byte array encoded for the respective asset proxy.
function transferERC721Token(bytes memory assetData)
internal
{
// Decode asset data.
address token = assetData.readAddress(16);
uint256 tokenId = assetData.readUint256(36);
IERC721Token(token).transferFrom(
bytes memory receiverData = assetData.readBytesWithLength(100);
// Perform transfer.
// TODO: Do we want to use `transferFrom` here?
IERC721Token(token).safeTransferFrom(
address(this),
to,
tokenId
msg.sender,
tokenId,
receiverData
);
}
}

4
packages/contracts/src/2.0.0/forwarder/MixinConstants.sol vendored
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@@ -25,6 +25,10 @@ contract MixinConstants is
MConstants
{
bytes4 constant internal ERC20_DATA_ID = bytes4(keccak256("ERC20Token(address)"));
bytes4 constant internal ERC721_DATA_ID = bytes4(keccak256("ERC721Token(address,uint256,bytes)"));
uint256 constant internal MAX_UINT = 2**256 - 1;
constructor (
address _exchange,
address _etherToken,

18
packages/contracts/src/2.0.0/forwarder/MixinErrorMessages.sol vendored
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@@ -22,14 +22,12 @@ pragma solidity 0.4.24;
/// This contract is intended to serve as a reference, but is not actually used for efficiency reasons.
contract MixinErrorMessages {
string constant VALUE_GREATER_THAN_ZERO = "VALUE_GREATER_THAN_ZERO";
string constant FEE_PROPORTION_TOO_LARGE = "FEE_PROPORTION_TOO_LARGE";
string constant TAKER_ASSET_ZRX_REQUIRED = "TAKER_ASSET_ZRX_REQUIRED";
string constant TAKER_ASSET_WETH_REQUIRED = "TAKER_ASSET_WETH_REQUIRED";
string constant SAME_ASSET_TYPE_REQUIRED = "SAME_ASSET_TYPE_REQUIRED";
string constant UNACCEPTABLE_THRESHOLD = "UNACCEPTABLE_THRESHOLD";
string constant UNSUPPORTED_TOKEN_PROXY = "UNSUPPORTED_TOKEN_PROXY";
string constant ASSET_AMOUNT_MATCH_ORDER_SIZE = "ASSET_AMOUNT_MUST_MATCH_ORDER_SIZE";
string constant DEFAULT_FUNCTION_WETH_CONTRACT_ONLY = "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY";
string constant INVALID_MSG_VALUE = "INVALID_MSG_VALUE";
string constant FEE_PERCENTAGE_TOO_LARGE = "FEE_PROPORTION_TOO_LARGE"; // Provided fee percentage greater than 5%.
string constant MAX_FEE_EXCEEDED = "MAX_FEE_EXCEEDED"; // Not enough ETH remaining to pay feeRecipient.
string constant OVERSOLD_WETH = "OVERSOLD_WETH"; // More WETH sold than provided with current message call.
string constant COMPLETE_FILL_FAILED = "COMPLETE_FILL_FAILED"; // Desired purchase amount not completely filled (required for ZRX fees only).
string constant TRANSFER_FAILED = "TRANSFER_FAILED"; // Asset transfer failed.
string constant UNSUPPORTED_TOKEN_PROXY = "UNSUPPORTED_TOKEN_PROXY"; // Proxy in assetData not supported.
string constant DEFAULT_FUNCTION_WETH_CONTRACT_ONLY = "DEFAULT_FUNCTION_WETH_CONTRACT_ONLY"; // Fallback function may only be used for WETH withdrawals.
string constant INVALID_MSG_VALUE = "INVALID_MSG_VALUE"; // msg.value must be greater than 0.
}

161
packages/contracts/src/2.0.0/forwarder/MixinExpectedResults.sol vendored
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@@ -1,161 +0,0 @@
/*
Copyright 2018 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity 0.4.24;
pragma experimental ABIEncoderV2;
import "../utils/LibBytes/LibBytes.sol";
import "../protocol/Exchange/libs/LibFillResults.sol";
import "../protocol/Exchange/libs/LibMath.sol";
import "../protocol/Exchange/libs/LibOrder.sol";
import "./mixins/MConstants.sol";
import "./mixins/MExpectedResults.sol";
contract MixinExpectedResults is
LibMath,
LibFillResults,
MConstants,
MExpectedResults
{
/// @dev Calculates a total FillResults for buying makerAssetFillAmount over all orders.
/// Including the fees required to be paid.
/// @param orders An array of Order struct containing order specifications.
/// @param makerAssetFillAmount A number representing the amount of this order to fill.
/// @return totalFillResults Amounts filled and fees paid by maker and taker.
function calculateMarketBuyResults(
LibOrder.Order[] memory orders,
uint256 makerAssetFillAmount
)
public
view
returns (FillResults memory totalFillResults)
{
for (uint256 i = 0; i < orders.length; i++) {
uint256 remainingMakerAssetFillAmount = safeSub(makerAssetFillAmount, totalFillResults.makerAssetFilledAmount);
uint256 remainingTakerAssetFillAmount = getPartialAmount(
orders[i].takerAssetAmount,
orders[i].makerAssetAmount,
remainingMakerAssetFillAmount
);
FillResults memory singleFillResult = calculateFillResults(orders[i], remainingTakerAssetFillAmount);
addFillResults(totalFillResults, singleFillResult);
if (totalFillResults.makerAssetFilledAmount == makerAssetFillAmount) {
break;
}
}
return totalFillResults;
}
/// @dev Calculates a FillResults total for selling takerAssetFillAmount over all orders.
/// Including the fees required to be paid.
/// @param orders An array of Order struct containing order specifications.
/// @param takerAssetFillAmount A number representing the amount of this order to fill.
/// @return totalFillResults Amounts filled and fees paid by maker and taker.
function calculateMarketSellResults(
LibOrder.Order[] memory orders,
uint256 takerAssetFillAmount
)
public
view
returns (FillResults memory totalFillResults)
{
for (uint256 i = 0; i < orders.length; i++) {
uint256 remainingTakerAssetFillAmount = safeSub(takerAssetFillAmount, totalFillResults.takerAssetFilledAmount);
FillResults memory singleFillResult = calculateFillResults(orders[i], remainingTakerAssetFillAmount);
addFillResults(totalFillResults, singleFillResult);
if (totalFillResults.takerAssetFilledAmount == takerAssetFillAmount) {
break;
}
}
return totalFillResults;
}
/// @dev Calculates fill results for buyFeeTokens. This handles fees on buying ZRX
/// so the end result is the expected amount of ZRX (not less after fees).
/// @param orders An array of Order struct containing order specifications.
/// @param zrxFillAmount A number representing the amount zrx to buy
/// @return totalFillResults Expected fill result amounts from buying fees
function calculateMarketBuyZrxResults(
LibOrder.Order[] memory orders,
uint256 zrxFillAmount
)
public
view
returns (FillResults memory totalFillResults)
{
for (uint256 i = 0; i < orders.length; i++) {
uint256 remainingZrxFillAmount = safeSub(zrxFillAmount, totalFillResults.makerAssetFilledAmount);
// Convert the remaining amount of makerToken to buy into remaining amount
// of takerToken to sell, assuming entire amount can be sold in the current order
uint256 remainingWethSellAmount = getPartialAmount(
orders[i].takerAssetAmount,
safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees
remainingZrxFillAmount
);
FillResults memory singleFillResult = calculateFillResults(orders[i], safeAdd(remainingWethSellAmount, 1));
singleFillResult.makerAssetFilledAmount = safeSub(singleFillResult.makerAssetFilledAmount, singleFillResult.takerFeePaid);
addFillResults(totalFillResults, singleFillResult);
// As we compensate for the rounding issue above have slightly more ZRX than the requested zrxFillAmount
if (totalFillResults.makerAssetFilledAmount >= zrxFillAmount) {
break;
}
}
return totalFillResults;
}
/// @dev Simulates the 0x Exchange fillOrder validation and calculations, without performing any state changes.
/// @param order An Order struct containing order specifications.
/// @param takerAssetFillAmount A number representing the amount of this order to fill.
/// @return fillResults Amounts filled and fees paid by maker and taker.
function calculateFillResults(
LibOrder.Order memory order,
uint256 takerAssetFillAmount
)
internal
view
returns (FillResults memory fillResults)
{
LibOrder.OrderInfo memory orderInfo = EXCHANGE.getOrderInfo(order);
if (orderInfo.orderStatus != uint8(LibOrder.OrderStatus.FILLABLE)) {
return fillResults;
}
uint256 remainingTakerAssetAmount = safeSub(order.takerAssetAmount, orderInfo.orderTakerAssetFilledAmount);
uint256 takerAssetFilledAmount = min256(takerAssetFillAmount, remainingTakerAssetAmount);
fillResults.takerAssetFilledAmount = takerAssetFilledAmount;
fillResults.makerAssetFilledAmount = getPartialAmount(
takerAssetFilledAmount,
order.takerAssetAmount,
order.makerAssetAmount
);
fillResults.makerFeePaid = getPartialAmount(
takerAssetFilledAmount,
order.takerAssetAmount,
order.makerFee
);
fillResults.takerFeePaid = getPartialAmount(
takerAssetFilledAmount,
order.takerAssetAmount,
order.takerFee
);
return fillResults;
}
}

126
packages/contracts/src/2.0.0/forwarder/MixinFees.sol vendored
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@@ -1,126 +0,0 @@
/*
Copyright 2018 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity 0.4.24;
import "../protocol/Exchange/libs/LibMath.sol";
import "./mixins/MConstants.sol";
import "./mixins/MFees.sol";
contract MixinFees is
LibMath,
MConstants,
MFees
{
uint16 constant public PERCENTAGE_DENOMINATOR = 10000; // 9800 == 98%, 10000 == 100%
uint16 constant public MAX_FEE = 1000; // 10%
uint16 constant public ALLOWABLE_EXCHANGE_PERCENTAGE = 9500; // 95%
/// @dev Default payabale function, this allows us to withdraw WETH
function ()
public
payable
{
require(
msg.sender == address(ETHER_TOKEN),
"DEFAULT_FUNCTION_WETH_CONTRACT_ONLY"
);
}
/// @dev Pays the feeRecipient feeProportion of the total takerEthAmount, denominated in ETH
/// @param takerEthAmount The total amount that was transacted in WETH, fees are calculated from this value.
/// @param feeProportion The proportion of fees
/// @param feeRecipient The recipient of the fees
/// @return ethFeeAmount Amount of ETH paid to feeRecipient as fee.
function payEthFee(
uint256 takerEthAmount,
uint16 feeProportion,
address feeRecipient
)
internal
returns (uint256 ethFeeAmount)
{
if (feeProportion > 0 && feeRecipient != address(0)) {
require(
feeProportion <= MAX_FEE,
"FEE_PROPORTION_TOO_LARGE"
);
// 1.5% is 150, allowing for 2 decimal precision, i.e 0.05% is 5
ethFeeAmount = getPartialAmount(
feeProportion,
PERCENTAGE_DENOMINATOR,
takerEthAmount
);
feeRecipient.transfer(ethFeeAmount);
}
return ethFeeAmount;
}
/// @dev Withdraws the remaining WETH, deduct and pay fees from this amount based on the takerTokenAmount to the feeRecipient.
/// If a user overpaid ETH initially, the fees are calculated from the amount traded and deducted from withdrawAmount.
/// Any remaining ETH is sent back to the user.
/// @param ethWithdrawAmount The amount to withdraw from the WETH contract.
/// @param wethAmountSold The total amount that was transacted in WETH, fees are calculated from this value.
/// @param feeProportion The proportion of fees
/// @param feeRecipient The recipient of the fees
function withdrawPayAndDeductEthFee(
uint256 ethWithdrawAmount,
uint256 wethAmountSold,
uint16 feeProportion,
address feeRecipient
)
internal
{
// Return all of the excess WETH if any after deducting fees on the amount
if (ethWithdrawAmount > 0) {
ETHER_TOKEN.withdraw(ethWithdrawAmount);
// Fees proportional to the amount traded
uint256 ethFeeAmount = payEthFee(
wethAmountSold,
feeProportion,
feeRecipient
);
uint256 unspentEthAmount = safeSub(ethWithdrawAmount, ethFeeAmount);
if (unspentEthAmount > 0) {
msg.sender.transfer(unspentEthAmount);
}
}
}
/// @dev Checks whether the amount of tokens sold against the amount of tokens requested
/// is within a certain threshold. This ensures the caller gets a fair deal when
/// performing any token fee abstraction. Threshold is 95%. If fee abstraction costs more than
/// 5% of the total transaction, we return false.
/// @param requestedSellAmount The amount the user requested, or sent in to a payable function
/// @param tokenAmountSold The amount of the token that was sold after fee abstraction
/// @return bool of whether this is within an acceptable threshold
function isAcceptableThreshold(uint256 requestedSellAmount, uint256 tokenAmountSold)
internal
pure
returns (bool)
{
uint256 acceptableSellAmount = getPartialAmount(
ALLOWABLE_EXCHANGE_PERCENTAGE,
PERCENTAGE_DENOMINATOR,
requestedSellAmount
);
return tokenAmountSold >= acceptableSellAmount;
}
}

571
packages/contracts/src/2.0.0/forwarder/MixinForwarderCore.sol vendored
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@@ -19,30 +19,25 @@
pragma solidity 0.4.24;
pragma experimental ABIEncoderV2;
import "../utils/LibBytes/LibBytes.sol";
import "./mixins/MFees.sol";
import "./mixins/MMarketBuyZrx.sol";
import "./mixins/MExpectedResults.sol";
import "./mixins/MTransfer.sol";
import "./mixins/MWeth.sol";
import "./mixins/MAssets.sol";
import "./mixins/MConstants.sol";
import "./mixins/MForwarderCore.sol";
import "../protocol/Exchange/libs/LibOrder.sol";
import "../protocol/Exchange/libs/LibFillResults.sol";
import "../protocol/Exchange/libs/LibMath.sol";
contract MixinForwarderCore is
LibFillResults,
LibMath,
MConstants,
MExpectedResults,
MFees,
MMarketBuyZrx,
MTransfer,
MWeth,
MAssets,
MForwarderCore
{
bytes4 constant internal ERC20_DATA_ID = bytes4(keccak256("ERC20Token(address)"));
bytes4 constant internal ERC721_DATA_ID = bytes4(keccak256("ERC721Token(address,uint256)"));
uint256 constant internal MAX_UINT = 2**256 - 1;
/// @dev Constructor approves ERC20 proxy to transfer ZRX and WETH on this contract's behalf.
constructor ()
public
{
@@ -53,377 +48,257 @@ contract MixinForwarderCore is
}
}
/// @dev Market sells ETH for ERC20 tokens, performing fee abstraction if required. This does not support ERC721 tokens. This function is payable
/// and will convert all incoming ETH into WETH and perform the trade on behalf of the caller.
/// This function allows for a deduction of a proportion of incoming ETH sent to the feeRecipient.
/// The caller is sent all tokens from the operation.
/// If the purchased token amount does not meet an acceptable threshold then this function reverts.
/// @param orders An array of Order struct containing order specifications.
/// @param signatures An array of Proof that order has been created by maker.
/// @param feeOrders An array of Order struct containing order specifications for fees.
/// @param feeSignatures An array of Proof that order has been created by maker for the fee orders.
/// @param feeProportion A proportion deducted off the incoming ETH and sent to feeRecipient. The maximum value for this
/// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59.
/// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH.
/// @return FillResults amounts filled and fees paid by maker and taker.
function marketSellEthForERC20(
/// @dev Purchases as much of orders' makerAssets as possible by selling up to 95% of transaction's ETH value.
/// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract.
/// 5% of ETH value is reserved for paying fees to order feeRecipients (in ZRX) and forwarding contract feeRecipient (in ETH).
/// Any ETH not spent will be refunded to sender.
/// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset.
/// @param signatures Proofs that orders have been created by makers.
/// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees.
/// @param feeSignatures Proofs that feeOrders have been created by makers.
/// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient.
/// @param feeRecipient Address that will receive ETH when orders are filled.
/// @return Amounts filled and fees paid by maker and taker for both sets of orders.
function marketSellOrdersWithEth(
LibOrder.Order[] memory orders,
bytes[] memory signatures,
LibOrder.Order[] memory feeOrders,
bytes[] memory feeSignatures,
uint16 feeProportion,
uint256 feePercentage,
address feeRecipient
)
public
payable
returns (FillResults memory totalFillResults)
returns (
FillResults memory orderFillResults,
FillResults memory feeOrderFillResults
)
{
uint256 takerEthAmount = msg.value;
require(
takerEthAmount > 0,
"VALUE_GREATER_THAN_ZERO"
);
// Deduct the fee from the total amount of ETH sent in
uint256 ethFeeAmount = payEthFee(
takerEthAmount,
feeProportion,
feeRecipient
);
uint256 wethSellAmount = safeSub(takerEthAmount, ethFeeAmount);
// Convert ETH to WETH.
// 5% of WETH is reserved for filling feeOrders and paying feeRecipient.
uint256 wethAvailable = convertEthToWeth();
// Deposit the remaining to be used for trading
ETHER_TOKEN.deposit.value(wethSellAmount)();
// Populate the known assetData, as it is always WETH the caller can provide null bytes to save gas
// marketSellOrders fills the remaining
address makerTokenAddress = LibBytes.readAddress(orders[0].makerAssetData, 16);
orders[0].takerAssetData = WETH_ASSET_DATA;
if (makerTokenAddress == address(ZRX_TOKEN)) {
// If this is ZRX then we market sell from the orders, rather than a 2 step of buying ZRX fees from feeOrders
// then buying ZRX from orders
totalFillResults = marketSellEthForZRXInternal(
orders,
signatures,
wethSellAmount
);
} else {
totalFillResults = marketSellEthForERC20Internal(
orders,
signatures,
feeOrders,
feeSignatures,
wethSellAmount
);
}
// Prevent accidental WETH owned by this contract and it being spent
require(
takerEthAmount >= totalFillResults.takerAssetFilledAmount,
"INVALID_MSG_VALUE"
);
// Ensure no WETH is left in this contract
require(
wethSellAmount == totalFillResults.takerAssetFilledAmount,
"UNACCEPTABLE_THRESHOLD"
);
// Transfer all tokens to msg.sender
transferERC20Token(
makerTokenAddress,
msg.sender,
totalFillResults.makerAssetFilledAmount
);
return totalFillResults;
}
/// @dev Buys the exact amount of assets (ERC20 and ERC721), performing fee abstraction if required.
/// All order assets must be of the same type. Deducts a proportional fee to fee recipient.
/// This function is payable and will convert all incoming ETH into WETH and perform the trade on behalf of the caller.
/// The caller is sent all assets from the fill of orders. This function will revert unless the requested amount of assets are purchased.
/// Any excess ETH sent will be returned to the caller
/// @param orders An array of Order struct containing order specifications.
/// @param signatures An array of Proof that order has been created by maker.
/// @param feeOrders An array of Order struct containing order specifications for fees.
/// @param makerTokenFillAmount The amount of maker asset to buy.
/// @param feeSignatures An array of Proof that order has been created by maker for the fee orders.
/// @param feeProportion A proportion deducted off the ETH spent and sent to feeRecipient. The maximum value for this
/// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59.
/// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH.
/// @return FillResults amounts filled and fees paid by maker and taker.
function marketBuyTokensWithEth(
LibOrder.Order[] memory orders,
bytes[] memory signatures,
LibOrder.Order[] memory feeOrders,
bytes[] memory feeSignatures,
uint256 makerTokenFillAmount,
uint16 feeProportion,
address feeRecipient
)
public
payable
returns (FillResults memory totalFillResults)
{
uint256 takerEthAmount = msg.value;
require(
takerEthAmount > 0,
"VALUE_GREATER_THAN_ZERO"
);
require(
makerTokenFillAmount > 0,
"VALUE_GREATER_THAN_ZERO"
);
bytes4 assetDataId = LibBytes.readBytes4(orders[0].makerAssetData, 0);
require(
assetDataId == ERC20_DATA_ID || assetDataId == ERC721_DATA_ID,
"UNSUPPORTED_TOKEN_PROXY"
);
ETHER_TOKEN.deposit.value(takerEthAmount)();
if (assetDataId == ERC20_DATA_ID) {
totalFillResults = marketBuyERC20TokensInternal(
orders,
signatures,
feeOrders,
feeSignatures,
makerTokenFillAmount
);
} else if (assetDataId == ERC721_DATA_ID) {
totalFillResults = batchBuyERC721TokensInternal(
orders,
signatures,
feeOrders,
feeSignatures
);
}
// Prevent accidental WETH owned by this contract and it being spent
require(
takerEthAmount >= totalFillResults.takerAssetFilledAmount,
"INVALID_MSG_VALUE"
);
withdrawPayAndDeductEthFee(
safeSub(takerEthAmount, totalFillResults.takerAssetFilledAmount),
totalFillResults.takerAssetFilledAmount,
feeProportion,
feeRecipient
);
return totalFillResults;
}
/// @dev Market sells WETH for ERC20 tokens.
/// @param orders An array of Order struct containing order specifications.
/// @param signatures An array of Proof that order has been created by maker.
/// @param feeOrders An array of Order struct containing order specifications for fees.
/// @param feeSignatures An array of Proof that order has been created by maker for the fee orders.
/// @param wethSellAmount The amount of WETH to sell.
/// @return FillResults amounts filled and fees paid by maker and taker.
function marketSellEthForERC20Internal(
LibOrder.Order[] memory orders,
bytes[] memory signatures,
LibOrder.Order[] memory feeOrders,
bytes[] memory feeSignatures,
uint256 wethSellAmount
)
internal
returns (FillResults memory totalFillResults)
{
uint256 remainingWethSellAmount = wethSellAmount;
FillResults memory calculatedMarketSellResults = calculateMarketSellResults(orders, wethSellAmount);
if (calculatedMarketSellResults.takerFeePaid > 0) {
// Fees are required for these orders. Buy enough ZRX to cover the future market buy
FillResults memory feeTokensResults = marketBuyZrxInternal(
feeOrders,
feeSignatures,
calculatedMarketSellResults.takerFeePaid
);
// Ensure the token abstraction was fair if fees were proportionally too high, we fail
require(
isAcceptableThreshold(
wethSellAmount,
safeSub(wethSellAmount, feeTokensResults.takerAssetFilledAmount)
),
"UNACCEPTABLE_THRESHOLD"
);
remainingWethSellAmount = safeSub(remainingWethSellAmount, feeTokensResults.takerAssetFilledAmount);
totalFillResults.takerFeePaid = feeTokensResults.takerFeePaid;
totalFillResults.takerAssetFilledAmount = feeTokensResults.takerAssetFilledAmount;
}
// Make our market sell to buy the requested tokens with the remaining balance
FillResults memory requestedTokensResults = EXCHANGE.marketSellOrders(
// Attempt to sell 95% of WETH.
// ZRX fees are payed with this contract's balance.
marketSellEth(
orders,
remainingWethSellAmount,
wethAvailable,
signatures
);
// Update our return FillResult with the market sell
addFillResults(totalFillResults, requestedTokensResults);
return totalFillResults;
// Buy back all ZRX spent on fees.
feeOrderFillResults = marketBuyZrx(
feeOrders,
orderFillResults.takerFeePaid,
feeSignatures
);
// Ensure that no extra WETH owned by this contract has been sold.
uint256 totalWethSold = safeAdd(orderFillResults.takerAssetFilledAmount, feeOrderFillResults.takerAssetFilledAmount);
require(
totalWethSold <= msg.value,
"OVERSOLD_WETH"
);
// Transfer feePercentage of total ETH spent on primary orders to feeRecipient.
// Refund remaining ETH to msg.sender.
transferEthFeeAndRefund(
orderFillResults.takerAssetFilledAmount,
feeOrderFillResults.takerAssetFilledAmount,
feePercentage,
feeRecipient
);
// Transfer purchased assets to msg.sender.
transferPurchasedAssetToSender(orders[0].makerAssetData, orderFillResults.makerAssetFilledAmount);
}
/// @dev Market sells WETH for ZRX tokens.
/// @param orders An array of Order struct containing order specifications.
/// @param signatures An array of Proof that order has been created by maker.
/// @param wethSellAmount The amount of WETH to sell.
/// @return FillResults amounts filled and fees paid by maker and taker.
function marketSellEthForZRXInternal(
/// @dev Attempt to purchase makerAssetFillAmount of makerAsset by selling ETH provided with transaction.
/// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract.
/// Any ETH not spent will be refunded to sender.
/// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset.
/// @param makerAssetFillAmount Desired amount of makerAsset to purchase.
/// @param signatures Proofs that orders have been created by makers.
/// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees.
/// @param feeSignatures Proofs that feeOrders have been created by makers.
/// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient.
/// @param feeRecipient Address that will receive ETH when orders are filled.
/// @return Amounts filled and fees paid by maker and taker for both sets of orders.
function marketBuyOrdersWithEth(
LibOrder.Order[] memory orders,
uint256 makerAssetFillAmount,
bytes[] memory signatures,
uint256 wethSellAmount
LibOrder.Order[] memory feeOrders,
bytes[] memory feeSignatures,
uint256 feePercentage,
address feeRecipient
)
public
payable
returns (
FillResults memory orderFillResults,
FillResults memory feeOrderFillResults
)
{
// Convert ETH to WETH.
convertEthToWeth();
// Attemp to purchase desired amount of makerAsset.
// ZRX fees are payed with this contract's balance.
orderFillResults = marketBuyAsset(
orders,
makerAssetFillAmount,
signatures
);
// Buy back all ZRX spent on fees.
feeOrderFillResults = marketBuyZrx(
feeOrders,
orderFillResults.takerFeePaid,
feeSignatures
);
// Ensure that no extra WETH owned by this contract has been sold.
uint256 totalWethSold = safeAdd(orderFillResults.takerAssetFilledAmount, feeOrderFillResults.takerAssetFilledAmount);
require(
totalWethSold <= msg.value,
"OVERSOLD_WETH"
);
// Transfer feePercentage of total ETH spent on primary orders to feeRecipient.
// Refund remaining ETH to msg.sender.
transferEthFeeAndRefund(
orderFillResults.takerAssetFilledAmount,
feeOrderFillResults.takerAssetFilledAmount,
feePercentage,
feeRecipient
);
// Transfer purchased assets to msg.sender.
transferPurchasedAssetToSender(orders[0].makerAssetData, orderFillResults.makerAssetFilledAmount);
}
/// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset.
/// @param wethSellAmount Desired amount of WETH to sell.
/// @param signatures Proofs that orders have been created by makers.
/// @return Amounts filled and fees paid by maker and taker.
function marketSellEth(
LibOrder.Order[] memory orders,
uint256 wethSellAmount,
bytes[] memory signatures
)
internal
returns (FillResults memory totalFillResults)
returns (FillResults memory fillResults)
{
// Make our market sell to buy the requested tokens with the remaining balance
totalFillResults = EXCHANGE.marketSellOrders(
// `marketSellOrders` uses the first order's takerAssetData for all passed in orders.
orders[0].takerAssetData = WETH_ASSET_DATA;
// All orders are required to have the same makerAssetData. We save on gas by reusing the makerAssetData of the first order.
for (uint256 i = 0; i < orders.length; i++) {
orders[i].makerAssetData = orders[0].makerAssetData;
}
// Sell WETH until entire amount has been sold or all orders have been filled.
fillResults = EXCHANGE.marketSellOrdersNoThrow(
orders,
wethSellAmount,
signatures
);
// Exchange does not special case ZRX in the makerAssetFilledAmount, if fees were deducted then using this amount
// for future transfers is invalid.
uint256 zrxAmountBought = safeSub(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid);
require(
isAcceptableThreshold(totalFillResults.makerAssetFilledAmount, zrxAmountBought),
"UNACCEPTABLE_THRESHOLD"
);
totalFillResults.makerAssetFilledAmount = zrxAmountBought;
return totalFillResults;
return fillResults;
}
/// @dev Buys an exact amount of an ERC20 token using WETH.
/// @param orders Orders to fill. The maker asset is the ERC20 token to buy. The taker asset is WETH.
/// @param signatures Proof that the orders were created by their respective makers.
/// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH.
/// @param feeSignatures Proof that the feeOrders were created by their respective makers.
/// @param makerTokenFillAmount Amount of the ERC20 token to buy.
/// @return totalFillResults Aggregated fill results of buying the ERC20 and ZRX tokens.
function marketBuyERC20TokensInternal(
/// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset.
/// @param makerAssetFillAmount Desired amount of makerAsset to buy.
/// @param signatures Proofs that orders have been created by makers.
/// @return Amounts filled and fees paid by maker and taker.
function marketBuyAsset(
LibOrder.Order[] memory orders,
bytes[] memory signatures,
LibOrder.Order[] memory feeOrders,
bytes[] memory feeSignatures,
uint256 makerTokenFillAmount
uint256 makerAssetFillAmount,
bytes[] memory signatures
)
internal
returns (LibFillResults.FillResults memory totalFillResults)
returns (FillResults memory fillResults)
{
// We read the maker token address to check if it is ZRX and later use it for transfer
address makerTokenAddress = LibBytes.readAddress(orders[0].makerAssetData, 16);
// We assume that asset being bought by taker is the same for each order.
// Rather than passing this in as calldata, we copy the makerAssetData from the first order onto all later orders.
orders[0].takerAssetData = WETH_ASSET_DATA;
// We can short cut here for effeciency and use buyFeeTokensInternal if maker asset token is ZRX
// this buys us exactly that amount taking into account the fees. This saves gas and calculates the rate correctly
FillResults memory marketBuyResults;
if (makerTokenAddress == address(ZRX_TOKEN)) {
marketBuyResults = marketBuyZrxInternal(
orders,
signatures,
makerTokenFillAmount
);
// When buying ZRX we round up which can result in a small margin excess
require(
marketBuyResults.makerAssetFilledAmount >= makerTokenFillAmount,
"UNACCEPTABLE_THRESHOLD"
);
addFillResults(totalFillResults, marketBuyResults);
require(
isAcceptableThreshold(
safeAdd(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid), // Total ZRX
totalFillResults.makerAssetFilledAmount // amount going to msg.sender
),
"UNACCEPTABLE_THRESHOLD"
);
} else {
FillResults memory calculatedMarketBuyResults = calculateMarketBuyResults(orders, makerTokenFillAmount);
if (calculatedMarketBuyResults.takerFeePaid > 0) {
// Fees are required for these orders. Buy enough ZRX to cover the future market buy
FillResults memory zrxMarketBuyResults = marketBuyZrxInternal(
feeOrders,
feeSignatures,
calculatedMarketBuyResults.takerFeePaid
);
totalFillResults.takerAssetFilledAmount = zrxMarketBuyResults.takerAssetFilledAmount;
totalFillResults.takerFeePaid = zrxMarketBuyResults.takerFeePaid;
}
// Make our market buy of the requested tokens with the remaining balance
marketBuyResults = EXCHANGE.marketBuyOrders(
orders,
makerTokenFillAmount,
signatures
);
require(
marketBuyResults.makerAssetFilledAmount == makerTokenFillAmount,
"UNACCEPTABLE_THRESHOLD"
);
addFillResults(totalFillResults, marketBuyResults);
require(
isAcceptableThreshold(
totalFillResults.takerAssetFilledAmount,
marketBuyResults.takerAssetFilledAmount
),
"UNACCEPTABLE_THRESHOLD"
);
}
// Transfer all purchased tokens to msg.sender
transferERC20Token(
makerTokenAddress,
msg.sender,
marketBuyResults.makerAssetFilledAmount
);
return totalFillResults;
}
bytes memory wethAssetData = WETH_ASSET_DATA;
/// @dev Buys an all of the ERC721 tokens in the orders.
/// @param orders Orders to fill. The maker asset is the ERC721 token to buy. The taker asset is WETH.
/// @param signatures Proof that the orders were created by their respective makers.
/// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH.
/// @param feeSignatures Proof that the feeOrders were created by their respective makers.
/// @return totalFillResults Aggregated fill results of buying the ERC721 tokens and ZRX tokens.
function batchBuyERC721TokensInternal(
LibOrder.Order[] memory orders,
bytes[] memory signatures,
LibOrder.Order[] memory feeOrders,
bytes[] memory feeSignatures
)
internal
returns (LibFillResults.FillResults memory totalFillResults)
{
uint256 totalZrxFeeAmount;
uint256 ordersLength = orders.length;
uint256[] memory takerAssetFillAmounts = new uint256[](ordersLength);
for (uint256 i = 0; i < ordersLength; i++) {
// Total up the fees
totalZrxFeeAmount = safeAdd(totalZrxFeeAmount, orders[i].takerFee);
// We assume that asset being bought by taker is the same for each order.
// Rather than passing this in as calldata, we set the takerAssetData as WETH asset data
orders[i].takerAssetData = WETH_ASSET_DATA;
// Populate takerAssetFillAmounts for later batchFill
takerAssetFillAmounts[i] = orders[i].takerAssetAmount;
// All orders are required to have WETH as takerAssetData. We save on gas by populating the orders here, rather than passing in any extra calldata.
for (uint256 i = 0; i < orders.length; i++) {
orders[i].takerAssetData = wethAssetData;
}
if (totalZrxFeeAmount > 0) {
// Fees are required for these orders. Buy enough ZRX to cover the future fill
FillResults memory zrxMarketBuyResults = marketBuyZrxInternal(
feeOrders,
feeSignatures,
totalZrxFeeAmount
);
totalFillResults.takerFeePaid = zrxMarketBuyResults.takerFeePaid;
totalFillResults.takerAssetFilledAmount = zrxMarketBuyResults.takerAssetFilledAmount;
}
FillResults memory batchFillResults = EXCHANGE.batchFillOrKillOrders(
// Purchase makerAsset until entire amount has been bought or all orders have been filled.
fillResults = EXCHANGE.marketBuyOrdersNoThrow(
orders,
takerAssetFillAmounts,
makerAssetFillAmount,
signatures
);
addFillResults(totalFillResults, batchFillResults);
require(
isAcceptableThreshold(
totalFillResults.takerAssetFilledAmount,
batchFillResults.takerAssetFilledAmount
),
"UNACCEPTABLE_THRESHOLD"
);
// Transfer all of the tokens filled from the batchFill
for (i = 0; i < ordersLength; i++) {
transferERC721Token(
orders[i].makerAssetData,
msg.sender
return fillResults;
}
/// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account ZRX fees for each order. This will guarantee
/// that at least zrxBuyAmount of ZRX is purchased (sometimes slightly over due to rounding issues).
/// It is possible that a request to buy 200 ZRX will require purchasing 202 ZRX
/// as 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases.
/// @param orders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset.
/// @param zrxBuyAmount Desired amount of ZRX to buy.
/// @param signatures Proofs that orders have been created by makers.
/// @return totalFillResults Amounts filled and fees paid by maker and taker.
function marketBuyZrx(
LibOrder.Order[] memory orders,
uint256 zrxBuyAmount,
bytes[] memory signatures
)
internal
returns (FillResults memory totalFillResults)
{
// Do nothing if zrxBuyAmount == 0
if (zrxBuyAmount > 0) {
bytes memory zrxAssetData = ZRX_ASSET_DATA;
bytes memory wethAssetData = WETH_ASSET_DATA;
for (uint256 i = 0; i < orders.length; i++) {
// All of these are ZRX/WETH, so we can drop the respective assetData from calldata.
orders[i].makerAssetData = zrxAssetData;
orders[i].takerAssetData = wethAssetData;
// Calculate the remaining amount of ZRX to buy.
uint256 remainingZrxBuyAmount = safeAdd(
safeSub(zrxBuyAmount, totalFillResults.makerAssetFilledAmount),
totalFillResults.takerFeePaid
);
// Convert the remaining amount of ZRX to buy into remaining amount
// of WETH to sell, assuming entire amount can be sold in the current order.
uint256 remainingWethSellAmount = getPartialAmount(
orders[i].takerAssetAmount,
safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees
remainingZrxBuyAmount
);
// Attempt to sell the remaining amount of WETH.
FillResults memory singleFillResult = EXCHANGE.fillOrderNoThrow(
orders[i],
remainingWethSellAmount,
signatures[i]
);
// Update amounts filled and fees paid by maker and taker.
addFillResults(totalFillResults, singleFillResult);
// Stop execution if the entire amount of ZRX has been bought.
if (totalFillResults.makerAssetFilledAmount == zrxBuyAmount) {
break;
}
}
// Ensure that all ZRX spent while filling primary orders has been repurchased.
require(
totalFillResults.makerAssetFilledAmount == zrxBuyAmount,
"COMPLETE_FILL_FAILED"
);
}
return totalFillResults;

83
packages/contracts/src/2.0.0/forwarder/MixinMarketBuyZrx.sol vendored
View File

@@ -1,83 +0,0 @@
/*
Copyright 2018 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity 0.4.24;
pragma experimental ABIEncoderV2;
import "../protocol/Exchange/libs/LibFillResults.sol";
import "../protocol/Exchange/libs/LibOrder.sol";
import "../protocol/Exchange/libs/LibMath.sol";
import "./mixins/MConstants.sol";
import "./mixins/MMarketBuyZrx.sol";
contract MixinMarketBuyZrx is
LibMath,
LibFillResults,
MConstants,
MMarketBuyZrx
{
/// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account the fees on buying fee tokens. This will guarantee
/// At least zrxBuyAmount of ZRX fee tokens are purchased (sometimes slightly over due to rounding issues).
/// It is possible that a request to buy 200 ZRX fee tokens will require purchasing 202 ZRX tokens
/// As 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases.
/// @param orders An array of Order struct containing order specifications for fees.
/// @param signatures An array of Proof that order has been created by maker for the fee orders.
/// @param zrxBuyAmount The number of requested ZRX fee tokens.
/// @return totalFillResults Amounts filled and fees paid by maker and taker. makerTokenAmount is the zrx amount deducted of fees
function marketBuyZrxInternal(
LibOrder.Order[] memory orders,
bytes[] memory signatures,
uint256 zrxBuyAmount
)
internal
returns (FillResults memory totalFillResults)
{
for (uint256 i = 0; i < orders.length; i++) {
// All of these are ZRX/WETH, we can drop the respective assetData from callData
orders[i].makerAssetData = ZRX_ASSET_DATA;
orders[i].takerAssetData = WETH_ASSET_DATA;
// Calculate the remaining amount of makerToken to buy
uint256 remainingZrxBuyAmount = safeSub(zrxBuyAmount, totalFillResults.makerAssetFilledAmount);
// Convert the remaining amount of makerToken to buy into remaining amount
// of takerToken to sell, assuming entire amount can be sold in the current order
uint256 remainingWethSellAmount = getPartialAmount(
orders[i].takerAssetAmount,
safeSub(orders[i].makerAssetAmount, orders[i].takerFee), // our exchange rate after fees
remainingZrxBuyAmount
);
// Attempt to sell the remaining amount of takerToken
// Round up the amount to ensure we don't under buy by a fractional amount
FillResults memory singleFillResult = EXCHANGE.fillOrder(
orders[i],
safeAdd(remainingWethSellAmount, 1),
signatures[i]
);
// We didn't buy the full amount when buying ZRX as some were taken for fees
singleFillResult.makerAssetFilledAmount = safeSub(singleFillResult.makerAssetFilledAmount, singleFillResult.takerFeePaid);
// Update amounts filled and fees paid by maker and taker
addFillResults(totalFillResults, singleFillResult);
// Stop execution if the entire amount of makerToken has been bought
if (totalFillResults.makerAssetFilledAmount >= zrxBuyAmount) {
break;
}
}
return totalFillResults;
}
}

109
packages/contracts/src/2.0.0/forwarder/MixinWeth.sol vendored Normal file
View File

@@ -0,0 +1,109 @@
/*
Copyright 2018 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity 0.4.24;
import "../protocol/Exchange/libs/LibMath.sol";
import "./mixins/MConstants.sol";
import "./mixins/MWeth.sol";
contract MixinWeth is
LibMath,
MConstants,
MWeth
{
uint256 constant internal PERCENTAGE_DENOMINATOR = 10000; // 9800 == 98%, 10000 == 100%
uint256 constant internal MAX_FEE_PERCENTAGE = 500; // 5%
uint256 constant internal MAX_WETH_FILL_PERCENTAGE = 9500; // 95%
/// @dev Default payabale function, this allows us to withdraw WETH
function ()
public
payable
{
require(
msg.sender == address(ETHER_TOKEN),
"DEFAULT_FUNCTION_WETH_CONTRACT_ONLY"
);
}
/// @dev Converts message call's ETH value into WETH.
/// @return 95% of ETH converted to WETH.
function convertEthToWeth()
internal
returns (uint256 wethAvailable)
{
require(
msg.value > 0,
"INVALID_MSG_VALUE"
);
ETHER_TOKEN.deposit.value(msg.value)();
wethAvailable = getPartialAmount(
MAX_WETH_FILL_PERCENTAGE,
PERCENTAGE_DENOMINATOR,
msg.value
);
return wethAvailable;
}
/// @dev Transfers feePercentage of WETH spent on primary orders to feeRecipient.
/// Refunds any excess ETH to msg.sender.
/// @param wethSoldExcludingFeeOrders Amount of WETH sold when filling primary orders.
/// @param wethSoldForZrx Amount of WETH sold when purchasing ZRX required for primary order fees.
/// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient.
/// @param feeRecipient Address that will receive ETH when orders are filled.
function transferEthFeeAndRefund(
uint256 wethSoldExcludingFeeOrders,
uint256 wethSoldForZrx,
uint256 feePercentage,
address feeRecipient
)
internal
{
uint256 wethRemaining = safeSub(
msg.value,
safeAdd(wethSoldExcludingFeeOrders, wethSoldForZrx)
);
ETHER_TOKEN.withdraw(wethRemaining);
require(
feePercentage <= MAX_FEE_PERCENTAGE,
"FEE_PERCENTAGE_TOO_LARGE"
);
uint256 ethFee = getPartialAmount(
feePercentage,
PERCENTAGE_DENOMINATOR,
wethSoldExcludingFeeOrders
);
require(
ethFee < wethRemaining,
"MAX_FEE_EXCEEDED"
);
if (ethFee > 0) {
feeRecipient.transfer(ethFee);
}
uint256 ethRefund = safeSub(wethRemaining, ethFee);
if (ethRefund > 0) {
msg.sender.transfer(ethRefund);
}
}
}

45
packages/contracts/src/2.0.0/forwarder/mixins/MTransfer.sol → packages/contracts/src/2.0.0/forwarder/interfaces/IAssets.sol vendored
View File

@@ -19,28 +19,35 @@
pragma solidity 0.4.24;
contract MTransfer {
contract IAssets {
function onERC721Received(address, uint256, bytes memory)
public
pure
returns(bytes4);
function onERC721Received(address, address, uint256, bytes memory)
public
pure
returns(bytes4);
function transferERC20Token(
/// @dev Withdraws ERC20 tokens from this contract. The contract requires a ZRX balance in order to
/// function optimally, and this function allows the ZRX to be withdrawn by owner. It may also be
/// used to withdraw tokens that were accidentally sent to this contract.
/// @param token Address of ERC20 token to withdraw.
/// @param amount Amount of ERC20 token to withdraw.
function withdrawERC20(
address token,
address to,
uint256 amount
)
internal;
external;
function transferERC721Token(
bytes memory assetData,
address to
function onERC721Received(
address,
uint256,
bytes memory
)
internal;
}
public
pure
returns(bytes4);
function onERC721Received(
address,
address,
uint256,
bytes memory
)
public
pure
returns(bytes4);
}

66
packages/contracts/src/2.0.0/forwarder/interfaces/IExpectedResults.sol vendored
View File

@@ -1,66 +0,0 @@
/*
Copyright 2018 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity 0.4.24;
pragma experimental ABIEncoderV2;
import "../../protocol/Exchange/libs/LibFillResults.sol";
import "../../protocol/Exchange/libs/LibOrder.sol";
contract IExpectedResults {
/// @dev Calculates a total FillResults for buying makerAssetFillAmount over all orders.
/// Including the fees required to be paid.
/// @param orders An array of Order struct containing order specifications.
/// @param makerAssetFillAmount A number representing the amount of this order to fill.
/// @return totalFillResults Amounts filled and fees paid by maker and taker.
function calculateMarketBuyResults(
LibOrder.Order[] memory orders,
uint256 makerAssetFillAmount
)
public
view
returns (LibFillResults.FillResults memory totalFillResults);
/// @dev Calculates a FillResults total for selling takerAssetFillAmount over all orders.
/// Including the fees required to be paid.
/// @param orders An array of Order struct containing order specifications.
/// @param takerAssetFillAmount A number representing the amount of this order to fill.
/// @return totalFillResults Amounts filled and fees paid by maker and taker.
function calculateMarketSellResults(
LibOrder.Order[] memory orders,
uint256 takerAssetFillAmount
)
public
view
returns (LibFillResults.FillResults memory totalFillResults);
/// @dev Calculates fill results for buyFeeTokens. This handles fees on buying ZRX
/// so the end result is the expected amount of ZRX (not less after fees).
/// @param orders An array of Order struct containing order specifications.
/// @param zrxFillAmount A number representing the amount zrx to buy
/// @return totalFillResults Expected fill result amounts from buying fees
function calculateMarketBuyZrxResults(
LibOrder.Order[] memory orders,
uint256 zrxFillAmount
)
public
view
returns (LibFillResults.FillResults memory totalFillResults);
}

4
packages/contracts/src/2.0.0/forwarder/interfaces/IForwarder.sol vendored
View File

@@ -20,11 +20,11 @@ pragma solidity 0.4.24;
pragma experimental ABIEncoderV2;
import "./IForwarderCore.sol";
import "./IExpectedResults.sol";
import "./IAssets.sol";
// solhint-disable no-empty-blocks
contract IForwarder is
IForwarderCore,
IExpectedResults
IAssets
{}

69
packages/contracts/src/2.0.0/forwarder/interfaces/IForwarderCore.sol vendored
View File

@@ -25,55 +25,56 @@ import "../../protocol/Exchange/libs/LibFillResults.sol";
contract IForwarderCore {
/// @dev Market sells ETH for ERC20 tokens, performing fee abstraction if required. This does not support ERC721 tokens. This function is payable
/// and will convert all incoming ETH into WETH and perform the trade on behalf of the caller.
/// This function allows for a deduction of a proportion of incoming ETH sent to the feeRecipient.
/// The caller is sent all tokens from the operation.
/// If the purchased token amount does not meet an acceptable threshold then this function reverts.
/// @param orders An array of Order struct containing order specifications.
/// @param signatures An array of Proof that order has been created by maker.
/// @param feeOrders An array of Order struct containing order specifications for fees.
/// @param feeSignatures An array of Proof that order has been created by maker for the fee orders.
/// @param feeProportion A proportion deducted off the incoming ETH and sent to feeRecipient. The maximum value for this
/// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59.
/// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH.
/// @return FillResults amounts filled and fees paid by maker and taker.
function marketSellEthForERC20(
/// @dev Purchases as much of orders' makerAssets as possible by selling up to 95% of transaction's ETH value.
/// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract.
/// 5% of ETH value is reserved for paying fees to order feeRecipients (in ZRX) and forwarding contract feeRecipient (in ETH).
/// Any ETH not spent will be refunded to sender.
/// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset.
/// @param signatures Proofs that orders have been created by makers.
/// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees.
/// @param feeSignatures Proofs that feeOrders have been created by makers.
/// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient.
/// @param feeRecipient Address that will receive ETH when orders are filled.
/// @return Amounts filled and fees paid by maker and taker for both sets of orders.
function marketSellOrdersWithEth(
LibOrder.Order[] memory orders,
bytes[] memory signatures,
LibOrder.Order[] memory feeOrders,
bytes[] memory feeSignatures,
uint16 feeProportion,
uint256 feePercentage,
address feeRecipient
)
public
payable
returns (LibFillResults.FillResults memory totalFillResults);
returns (
LibFillResults.FillResults memory orderFillResults,
LibFillResults.FillResults memory feeOrderFillResults
);
/// @dev Buys the exact amount of assets (ERC20 and ERC721), performing fee abstraction if required.
/// All order assets must be of the same type. Deducts a proportional fee to fee recipient.
/// This function is payable and will convert all incoming ETH into WETH and perform the trade on behalf of the caller.
/// The caller is sent all assets from the fill of orders. This function will revert unless the requested amount of assets are purchased.
/// Any excess ETH sent will be returned to the caller
/// @param orders An array of Order struct containing order specifications.
/// @param signatures An array of Proof that order has been created by maker.
/// @param feeOrders An array of Order struct containing order specifications for fees.
/// @param makerTokenFillAmount The amount of maker asset to buy.
/// @param feeSignatures An array of Proof that order has been created by maker for the fee orders.
/// @param feeProportion A proportion deducted off the ETH spent and sent to feeRecipient. The maximum value for this
/// is 1000, aka 10%. Supports up to 2 decimal places. I.e 0.59% is 59.
/// @param feeRecipient An address of the fee recipient whom receives feeProportion of ETH.
/// @return FillResults amounts filled and fees paid by maker and taker.
function marketBuyTokensWithEth(
/// @dev Attempt to purchase makerAssetFillAmount of makerAsset by selling ETH provided with transaction.
/// Any ZRX required to pay fees for primary orders will automatically be purchased by this contract.
/// Any ETH not spent will be refunded to sender.
/// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset.
/// @param makerAssetFillAmount Desired amount of makerAsset to purchase.
/// @param signatures Proofs that orders have been created by makers.
/// @param feeOrders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset. Used to purchase ZRX for primary order fees.
/// @param feeSignatures Proofs that feeOrders have been created by makers.
/// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient.
/// @param feeRecipient Address that will receive ETH when orders are filled.
/// @return Amounts filled and fees paid by maker and taker for both sets of orders.
function marketBuyOrdersWithEth(
LibOrder.Order[] memory orders,
uint256 makerAssetFillAmount,
bytes[] memory signatures,
LibOrder.Order[] memory feeOrders,
bytes[] memory feeSignatures,
uint256 makerTokenFillAmount,
uint16 feeProportion,
uint256 feePercentage,
address feeRecipient
)
public
payable
returns (LibFillResults.FillResults memory totalFillResults);
returns (
LibFillResults.FillResults memory orderFillResults,
LibFillResults.FillResults memory feeOrderFillResults
);
}

50
packages/contracts/src/2.0.0/forwarder/mixins/MAssets.sol vendored Normal file
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@@ -0,0 +1,50 @@
/*
Copyright 2018 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity 0.4.24;
import "../interfaces/IAssets.sol";
contract MAssets is
IAssets
{
/// @dev Transfers given amount of asset to sender.
/// @param assetData Byte array encoded for the respective asset proxy.
/// @param amount Amount of asset to transfer to sender.
function transferPurchasedAssetToSender(
bytes memory assetData,
uint256 amount
)
internal;
/// @dev Decodes ERC20 assetData and transfers given amount to sender.
/// @param assetData Byte array encoded for the respective asset proxy.
/// @param amount Amount of asset to transfer to sender.
function transferERC20Token(
bytes memory assetData,
uint256 amount
)
internal;
/// @dev Decodes ERC721 assetData and transfers given amount to sender.
/// @param assetData Byte array encoded for the respective asset proxy.
function transferERC721Token(bytes memory assetData)
internal;
}

4
packages/contracts/src/2.0.0/forwarder/mixins/MConstants.sol vendored
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@@ -25,6 +25,10 @@ import "../../tokens/ERC20Token/IERC20Token.sol";
contract MConstants {
bytes4 constant internal ERC20_DATA_ID = bytes4(keccak256("ERC20Token(address)"));
bytes4 constant internal ERC721_DATA_ID = bytes4(keccak256("ERC721Token(address,uint256,bytes)"));
uint256 constant internal MAX_UINT = 2**256 - 1;
// solhint-disable var-name-mixedcase
IExchange internal EXCHANGE;
IEtherToken internal ETHER_TOKEN;

42
packages/contracts/src/2.0.0/forwarder/mixins/MExpectedResults.sol vendored
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@@ -1,42 +0,0 @@
/*
Copyright 2018 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity 0.4.24;
pragma experimental ABIEncoderV2;
import "../../protocol/Exchange/libs/LibFillResults.sol";
import "../../protocol/Exchange/libs/LibOrder.sol";
import "../interfaces/IExpectedResults.sol";
contract MExpectedResults is
IExpectedResults
{
/// @dev Simulates the 0x Exchange fillOrder validation and calculations, without performing any state changes.
/// @param order An Order struct containing order specifications.
/// @param takerAssetFillAmount A number representing the amount of this order to fill.
/// @return fillResults Amounts filled and fees paid by maker and taker.
function calculateFillResults(
LibOrder.Order memory order,
uint256 takerAssetFillAmount
)
internal
view
returns (LibFillResults.FillResults memory fillResults);
}

63
packages/contracts/src/2.0.0/forwarder/mixins/MFees.sol vendored
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@@ -1,63 +0,0 @@
/*
Copyright 2018 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity 0.4.24;
contract MFees {
/// @dev Pays the feeRecipient feeProportion of the total takerEthAmount, denominated in ETH
/// @param takerEthAmount The total amount that was transacted in WETH, fees are calculated from this value.
/// @param feeProportion The proportion of fees
/// @param feeRecipient The recipient of the fees
/// @return ethFeeAmount Amount of ETH paid to feeRecipient as fee.
function payEthFee(
uint256 takerEthAmount,
uint16 feeProportion,
address feeRecipient
)
internal
returns (uint256 ethFeeAmount);
/// @dev Withdraws the remaining WETH, deduct and pay fees from this amount based on the takerTokenAmount to the feeRecipient.
/// If a user overpaid ETH initially, the fees are calculated from the amount traded and deducted from withdrawAmount.
/// Any remaining ETH is sent back to the user.
/// @param ethWithdrawAmount The amount to withdraw from the WETH contract.
/// @param wethAmountSold The total amount that was transacted in WETH, fees are calculated from this value.
/// @param feeProportion The proportion of fees
/// @param feeRecipient The recipient of the fees
function withdrawPayAndDeductEthFee(
uint256 ethWithdrawAmount,
uint256 wethAmountSold,
uint16 feeProportion,
address feeRecipient
)
internal;
/// @dev Checks whether the amount of tokens sold against the amount of tokens requested
/// is within a certain threshold. This ensures the caller gets a fair deal when
/// performing any token fee abstraction. Threshold is 95%. If fee abstraction costs more than
/// 5% of the total transaction, we return false.
/// @param requestedSellAmount The amount the user requested, or sent in to a payable function
/// @param tokenAmountSold The amount of the token that was sold after fee abstraction
/// @return bool of whether this is within an acceptable threshold
function isAcceptableThreshold(uint256 requestedSellAmount, uint256 tokenAmountSold)
internal
pure
returns (bool);
}

76
packages/contracts/src/2.0.0/forwarder/mixins/MForwarderCore.sol vendored
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@@ -28,64 +28,42 @@ contract MForwarderCore is
IForwarderCore
{
/// @dev Market sells WETH for ERC20 tokens.
/// @param orders An array of Order struct containing order specifications.
/// @param signatures An array of Proof that order has been created by maker.
/// @param feeOrders An array of Order struct containing order specifications for fees.
/// @param feeSignatures An array of Proof that order has been created by maker for the fee orders.
/// @param wethSellAmount The amount of WETH to sell.
/// @return FillResults amounts filled and fees paid by maker and taker.
function marketSellEthForERC20Internal(
/// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset.
/// @param wethSellAmount Desired amount of WETH to sell.
/// @param signatures Proofs that orders have been created by makers.
/// @return Amounts filled and fees paid by maker and taker.
function marketSellEth(
LibOrder.Order[] memory orders,
bytes[] memory signatures,
LibOrder.Order[] memory feeOrders,
bytes[] memory feeSignatures,
uint256 wethSellAmount
uint256 wethSellAmount,
bytes[] memory signatures
)
internal
returns (LibFillResults.FillResults memory totalFillResults);
returns (LibFillResults.FillResults memory fillResults);
/// @dev Market sells WETH for ZRX tokens.
/// @param orders An array of Order struct containing order specifications.
/// @param signatures An array of Proof that order has been created by maker.
/// @param wethSellAmount The amount of WETH to sell.
/// @return FillResults amounts filled and fees paid by maker and taker.
function marketSellEthForZRXInternal(
/// @param orders Array of order specifications used containing desired makerAsset and WETH as takerAsset.
/// @param makerAssetFillAmount Desired amount of makerAsset to buy.
/// @param signatures Proofs that orders have been created by makers.
/// @return Amounts filled and fees paid by maker and taker.
function marketBuyAsset(
LibOrder.Order[] memory orders,
bytes[] memory signatures,
uint256 wethSellAmount
uint256 makerAssetFillAmount,
bytes[] memory signatures
)
internal
returns (LibFillResults.FillResults memory totalFillResults);
returns (LibFillResults.FillResults memory fillResults);
/// @dev Buys an exact amount of an ERC20 token using WETH.
/// @param orders Orders to fill. The maker asset is the ERC20 token to buy. The taker asset is WETH.
/// @param signatures Proof that the orders were created by their respective makers.
/// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH.
/// @param feeSignatures Proof that the feeOrders were created by their respective makers.
/// @param makerTokenFillAmount Amount of the ERC20 token to buy.
/// @return totalFillResults Aggregated fill results of buying the ERC20 and ZRX tokens.
function marketBuyERC20TokensInternal(
/// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account ZRX fees for each order. This will guarantee
/// that at least zrxBuyAmount of ZRX is purchased (sometimes slightly over due to rounding issues).
/// It is possible that a request to buy 200 ZRX will require purchasing 202 ZRX
/// as 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases.
/// @param orders Array of order specifications containing ZRX as makerAsset and WETH as takerAsset.
/// @param zrxBuyAmount Desired amount of ZRX to buy.
/// @param signatures Proofs that orders have been created by makers.
/// @return totalFillResults Amounts filled and fees paid by maker and taker.
function marketBuyZrx(
LibOrder.Order[] memory orders,
bytes[] memory signatures,
LibOrder.Order[] memory feeOrders,
bytes[] memory feeSignatures,
uint256 makerTokenFillAmount
)
internal
returns (LibFillResults.FillResults memory totalFillResults);
/// @dev Buys an all of the ERC721 tokens in the orders.
/// @param orders Orders to fill. The maker asset is the ERC721 token to buy. The taker asset is WETH.
/// @param signatures Proof that the orders were created by their respective makers.
/// @param feeOrders to fill. The maker asset is ZRX and the taker asset is WETH.
/// @param feeSignatures Proof that the feeOrders were created by their respective makers.
/// @return totalFillResults Aggregated fill results of buying the ERC721 tokens and ZRX tokens.
function batchBuyERC721TokensInternal(
LibOrder.Order[] memory orders,
bytes[] memory signatures,
LibOrder.Order[] memory feeOrders,
bytes[] memory feeSignatures
uint256 zrxBuyAmount,
bytes[] memory signatures
)
internal
returns (LibFillResults.FillResults memory totalFillResults);

42
packages/contracts/src/2.0.0/forwarder/mixins/MMarketBuyZrx.sol vendored
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@@ -1,42 +0,0 @@
/*
Copyright 2018 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity 0.4.24;
import "../../protocol/Exchange/libs/LibFillResults.sol";
import "../../protocol/Exchange/libs/LibOrder.sol";
contract MMarketBuyZrx {
/// @dev Buys zrxBuyAmount of ZRX fee tokens, taking into account the fees on buying fee tokens. This will guarantee
/// At least zrxBuyAmount of ZRX fee tokens are purchased (sometimes slightly over due to rounding issues).
/// It is possible that a request to buy 200 ZRX fee tokens will require purchasing 202 ZRX tokens
/// As 2 ZRX is required to purchase the 200 ZRX fee tokens. This guarantees at least 200 ZRX for future purchases.
/// @param orders An array of Order struct containing order specifications for fees.
/// @param signatures An array of Proof that order has been created by maker for the fee orders.
/// @param zrxBuyAmount The number of requested ZRX fee tokens.
/// @return totalFillResults Amounts filled and fees paid by maker and taker. makerTokenAmount is the zrx amount deducted of fees
function marketBuyZrxInternal(
LibOrder.Order[] memory orders,
bytes[] memory signatures,
uint256 zrxBuyAmount
)
internal
returns (LibFillResults.FillResults memory totalFillResults);
}

43
packages/contracts/src/2.0.0/forwarder/mixins/MWeth.sol vendored Normal file
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@@ -0,0 +1,43 @@
/*
Copyright 2018 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity 0.4.24;
contract MWeth {
/// @dev Converts message call's ETH value into WETH.
/// @return 95% of ETH converted to WETH.
function convertEthToWeth()
internal
returns (uint256 wethAvailable);
/// @dev Transfers feePercentage of WETH spent on primary orders to feeRecipient.
/// Refunds any excess ETH to msg.sender.
/// @param wethSoldExcludingFeeOrders Amount of WETH sold when filling primary orders.
/// @param wethSoldForZrx Amount of WETH sold when purchasing ZRX required for primary order fees.
/// @param feePercentage Percentage of WETH sold that will payed as fee to forwarding contract feeRecipient.
/// @param feeRecipient Address that will receive ETH when orders are filled.
function transferEthFeeAndRefund(
uint256 wethSoldExcludingFeeOrders,
uint256 wethSoldForZrx,
uint256 feePercentage,
address feeRecipient
)
internal;
}