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Merge pull request #2466 from 0xProject/feat/contracts/dev-utils/dydx-validation

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DevUtils: DydxBridge validation
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Lawrence Forman 2020-02-20 13:36:22 -07:00 committed by GitHub
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45 changed files with 3008 additions and 53 deletions
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12
contracts/asset-proxy/CHANGELOG.json
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@ -11,6 +11,14 @@
{
"version": "3.2.0",
"changes": [
{
"note": "Add more types and functions to `IDydx`",
"pr": 2466
},
{
"note": "Rename `DydxBrigeAction.accountId` to `DydxBridgeAction.accountIdx`",
"pr": 2466
},
{
"note": "Fix broken tests.",
"pr": 2462
@ -22,6 +30,10 @@
{
"note": "Add asset data decoding functions",
"pr": 2462
},
{
"note": "Add `setOperators()` to `IDydx`",
"pr": "TODO"
}
],
"timestamp": 1581204851

8
contracts/asset-proxy/contracts/src/bridges/DydxBridge.sol
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@ -191,12 +191,12 @@ contract DydxBridge is
depositAction = IDydx.ActionArgs({
actionType: IDydx.ActionType.Deposit, // deposit tokens.
amount: dydxAmount, // amount to deposit.
accountId: bridgeAction.accountId, // index in the `accounts` when calling `operate`.
accountIdx: bridgeAction.accountIdx, // index in the `accounts` when calling `operate`.
primaryMarketId: bridgeAction.marketId, // indicates which token to deposit.
otherAddress: depositFrom, // deposit from the account owner.
// unused parameters
secondaryMarketId: 0,
otherAccountId: 0,
otherAccountIdx: 0,
data: hex''
});
}
@ -229,12 +229,12 @@ contract DydxBridge is
withdrawAction = IDydx.ActionArgs({
actionType: IDydx.ActionType.Withdraw, // withdraw tokens.
amount: amountToWithdraw, // amount to withdraw.
accountId: bridgeAction.accountId, // index in the `accounts` when calling `operate`.
accountIdx: bridgeAction.accountIdx, // index in the `accounts` when calling `operate`.
primaryMarketId: bridgeAction.marketId, // indicates which token to withdraw.
otherAddress: withdrawTo, // withdraw tokens to this address.
// unused parameters
secondaryMarketId: 0,
otherAccountId: 0,
otherAccountIdx: 0,
data: hex''
});
}

107
contracts/asset-proxy/contracts/src/interfaces/IDydx.sol
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@ -45,12 +45,12 @@ interface IDydx {
/// parsed into before being processed.
struct ActionArgs {
ActionType actionType;
uint256 accountId;
uint256 accountIdx;
AssetAmount amount;
uint256 primaryMarketId;
uint256 secondaryMarketId;
address otherAddress;
uint256 otherAccountId;
uint256 otherAccountIdx;
bytes data;
}
@ -71,6 +71,36 @@ interface IDydx {
uint256 value;
}
struct D256 {
uint256 value;
}
struct Value {
uint256 value;
}
struct Price {
uint256 value;
}
struct OperatorArg {
address operator;
bool trusted;
}
/// @dev The global risk parameters that govern the health and security of the system
struct RiskParams {
// Required ratio of over-collateralization
D256 marginRatio;
// Percentage penalty incurred by liquidated accounts
D256 liquidationSpread;
// Percentage of the borrower's interest fee that gets passed to the suppliers
D256 earningsRate;
// The minimum absolute borrow value of an account
// There must be sufficient incentivize to liquidate undercollateralized accounts
Value minBorrowedValue;
}
/// @dev The main entry-point to Solo that allows users and contracts to manage accounts.
/// Take one or more actions on one or more accounts. The msg.sender must be the owner or
/// operator of all accounts except for those being liquidated, vaporized, or traded with.
@ -86,4 +116,77 @@ interface IDydx {
ActionArgs[] calldata actions
)
external;
// @dev Approves/disapproves any number of operators. An operator is an external address that has the
// same permissions to manipulate an account as the owner of the account. Operators are simply
// addresses and therefore may either be externally-owned Ethereum accounts OR smart contracts.
// Operators are also able to act as AutoTrader contracts on behalf of the account owner if the
// operator is a smart contract and implements the IAutoTrader interface.
// @param args A list of OperatorArgs which have an address and a boolean. The boolean value
// denotes whether to approve (true) or revoke approval (false) for that address.
function setOperators(OperatorArg[] calldata args) external;
/// @dev Return true if a particular address is approved as an operator for an owner's accounts.
/// Approved operators can act on the accounts of the owner as if it were the operator's own.
/// @param owner The owner of the accounts
/// @param operator The possible operator
/// @return isLocalOperator True if operator is approved for owner's accounts
function getIsLocalOperator(
address owner,
address operator
)
external
view
returns (bool isLocalOperator);
/// @dev Get the ERC20 token address for a market.
/// @param marketId The market to query
/// @return tokenAddress The token address
function getMarketTokenAddress(
uint256 marketId
)
external
view
returns (address tokenAddress);
/// @dev Get all risk parameters in a single struct.
/// @return riskParams All global risk parameters
function getRiskParams()
external
view
returns (RiskParams memory riskParams);
/// @dev Get the price of the token for a market.
/// @param marketId The market to query
/// @return price The price of each atomic unit of the token
function getMarketPrice(
uint256 marketId
)
external
view
returns (Price memory price);
/// @dev Get the margin premium for a market. A margin premium makes it so that any positions that
/// include the market require a higher collateralization to avoid being liquidated.
/// @param marketId The market to query
/// @return premium The market's margin premium
function getMarketMarginPremium(uint256 marketId)
external
view
returns (D256 memory premium);
/// @dev Get the total supplied and total borrowed values of an account adjusted by the marginPremium
/// of each market. Supplied values are divided by (1 + marginPremium) for each market and
/// borrowed values are multiplied by (1 + marginPremium) for each market. Comparing these
/// adjusted values gives the margin-ratio of the account which will be compared to the global
/// margin-ratio when determining if the account can be liquidated.
/// @param account The account to query
/// @return supplyValue The supplied value of the account (adjusted for marginPremium)
/// @return borrowValue The borrowed value of the account (adjusted for marginPremium)
function getAdjustedAccountValues(
AccountInfo calldata account
)
external
view
returns (Value memory supplyValue, Value memory borrowValue);
}

2
contracts/asset-proxy/contracts/src/interfaces/IDydxBridge.sol
View File

@ -29,7 +29,7 @@ interface IDydxBridge {
struct BridgeAction {
BridgeActionType actionType; // Action to run on dydx account.
uint256 accountId; // Index in `BridgeData.accountNumbers` for this action.
uint256 accountIdx; // Index in `BridgeData.accountNumbers` for this action.
uint256 marketId; // Market to operate on.
uint256 conversionRateNumerator; // Optional. If set, transfer amount is scaled by (conversionRateNumerator/conversionRateDenominator).
uint256 conversionRateDenominator; // Optional. If set, transfer amount is scaled by (conversionRateNumerator/conversionRateDenominator).

61
contracts/asset-proxy/contracts/test/TestDydxBridge.sol
View File

@ -23,6 +23,7 @@ import "@0x/contracts-erc20/contracts/src/interfaces/IERC20Token.sol";
import "../src/bridges/DydxBridge.sol";
// solhint-disable no-empty-blocks
contract TestDydxBridgeToken {
uint256 private constant INIT_HOLDER_BALANCE = 10 * 10**18; // 10 tokens
@ -79,7 +80,7 @@ contract TestDydxBridge is
event OperateAction(
ActionType actionType,
uint256 accountId,
uint256 accountIdx,
bool amountSign,
AssetDenomination amountDenomination,
AssetReference amountRef,
@ -120,7 +121,7 @@ contract TestDydxBridge is
for (uint i = 0; i < actions.length; ++i) {
emit OperateAction(
actions[i].actionType,
actions[i].accountId,
actions[i].accountIdx,
actions[i].amount.sign,
actions[i].amount.denomination,
actions[i].amount.ref,
@ -128,7 +129,7 @@ contract TestDydxBridge is
actions[i].primaryMarketId,
actions[i].secondaryMarketId,
actions[i].otherAddress,
actions[i].otherAccountId,
actions[i].otherAccountIdx,
actions[i].data
);
@ -171,6 +172,60 @@ contract TestDydxBridge is
return _testTokenAddress;
}
/// @dev Unused.
function setOperators(OperatorArg[] calldata args) external {}
/// @dev Unused.
function getIsLocalOperator(
address owner,
address operator
)
external
view
returns (bool isLocalOperator)
{}
/// @dev Unused.
function getMarketTokenAddress(
uint256 marketId
)
external
view
returns (address tokenAddress)
{}
/// @dev Unused.
function getRiskParams()
external
view
returns (RiskParams memory riskParams)
{}
/// @dev Unsused.
function getMarketPrice(
uint256 marketId
)
external
view
returns (Price memory price)
{}
/// @dev Unsused
function getMarketMarginPremium(uint256 marketId)
external
view
returns (IDydx.D256 memory premium)
{}
/// @dev Unused.
function getAdjustedAccountValues(
AccountInfo calldata account
)
external
view
returns (Value memory supplyValue, Value memory borrowValue)
{}
/// @dev overrides `_getDydxAddress()` from `DeploymentConstants` to return this address.
function _getDydxAddress()
internal

4
contracts/asset-proxy/src/dydx_bridge_encoder.ts
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@ -7,7 +7,7 @@ export enum DydxBridgeActionType {
export interface DydxBridgeAction {
actionType: DydxBridgeActionType;
accountId: BigNumber;
accountIdx: BigNumber;
marketId: BigNumber;
conversionRateNumerator: BigNumber;
conversionRateDenominator: BigNumber;
@ -29,7 +29,7 @@ export const dydxBridgeDataEncoder = AbiEncoder.create([
type: 'tuple[]',
components: [
{ name: 'actionType', type: 'uint8' },
{ name: 'accountId', type: 'uint256' },
{ name: 'accountIdx', type: 'uint256' },
{ name: 'marketId', type: 'uint256' },
{ name: 'conversionRateNumerator', type: 'uint256' },
{ name: 'conversionRateDenominator', type: 'uint256' },

9
contracts/asset-proxy/src/index.ts
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@ -1,21 +1,22 @@
export { artifacts } from './artifacts';
export {
ChaiBridgeContract,
ERC1155ProxyContract,
ERC20BridgeProxyContract,
ERC20ProxyContract,
ERC721ProxyContract,
Eth2DaiBridgeContract,
DydxBridgeContract,
TestDydxBridgeContract,
IAssetDataContract,
IAssetProxyContract,
IChaiContract,
IDydxContract,
KyberBridgeContract,
MultiAssetProxyContract,
StaticCallProxyContract,
TestDydxBridgeContract,
TestStaticCallTargetContract,
UniswapBridgeContract,
KyberBridgeContract,
ChaiBridgeContract,
IChaiContract,
} from './wrappers';
export { ERC20Wrapper } from './erc20_wrapper';

6
contracts/asset-proxy/test/dydx_bridge.ts
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@ -17,14 +17,14 @@ blockchainTests.resets('DydxBridge unit tests', env => {
const notAuthorized = '0x0000000000000000000000000000000000000001';
const defaultDepositAction = {
actionType: DydxBridgeActionType.Deposit,
accountId: constants.ZERO_AMOUNT,
accountIdx: constants.ZERO_AMOUNT,
marketId,
conversionRateNumerator: constants.ZERO_AMOUNT,
conversionRateDenominator: constants.ZERO_AMOUNT,
};
const defaultWithdrawAction = {
actionType: DydxBridgeActionType.Withdraw,
accountId: constants.ZERO_AMOUNT,
accountIdx: constants.ZERO_AMOUNT,
marketId,
conversionRateNumerator: constants.ZERO_AMOUNT,
conversionRateDenominator: constants.ZERO_AMOUNT,
@ -118,7 +118,7 @@ blockchainTests.resets('DydxBridge unit tests', env => {
for (const action of bridgeData.actions) {
expectedOperateActionEvents.push({
actionType: action.actionType as number,
accountId: action.accountId,
accountIdx: action.accountIdx,
amountSign: action.actionType === DydxBridgeActionType.Deposit ? true : false,
amountDenomination: weiDenomination,
amountRef: deltaAmountRef,

9
contracts/dev-utils/CHANGELOG.json
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@ -1,4 +1,13 @@
[
{
"version": "1.2.0",
"changes": [
{
"note": "Add `DydxBridge` order validation",
"pr": 2466
}
]
},
{
"timestamp": 1581748629,
"version": "1.1.1",

5
contracts/dev-utils/contracts/src/Addresses.sol
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@ -34,15 +34,18 @@ contract Addresses is
address public erc1155ProxyAddress;
address public staticCallProxyAddress;
address public chaiBridgeAddress;
address public dydxBridgeAddress;
constructor (
address exchange_,
address chaiBridge_
address chaiBridge_,
address dydxBridge_
)
public
{
exchangeAddress = exchange_;
chaiBridgeAddress = chaiBridge_;
dydxBridgeAddress = dydxBridge_;
erc20ProxyAddress = IExchange(exchange_).getAssetProxy(IAssetData(address(0)).ERC20Token.selector);
erc721ProxyAddress = IExchange(exchange_).getAssetProxy(IAssetData(address(0)).ERC721Token.selector);
erc1155ProxyAddress = IExchange(exchange_).getAssetProxy(IAssetData(address(0)).ERC1155Assets.selector);

18
contracts/dev-utils/contracts/src/AssetBalance.sol
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@ -28,7 +28,7 @@ import "@0x/contracts-erc1155/contracts/src/interfaces/IERC1155.sol";
import "@0x/contracts-asset-proxy/contracts/src/interfaces/IChai.sol";
import "@0x/contracts-exchange-libs/contracts/src/LibMath.sol";
import "./Addresses.sol";
import "./LibAssetData.sol";
import "./LibDydxBalance.sol";
contract AssetBalance is
@ -269,11 +269,14 @@ contract AssetBalance is
} else if (assetProxyId == IAssetData(address(0)).ERC20Bridge.selector) {
// Get address of ERC20 token and bridge contract
(, address tokenAddress, address bridgeAddress,) = LibAssetData.decodeERC20BridgeAssetData(assetData);
(, address tokenAddress, address bridgeAddress,) =
LibAssetData.decodeERC20BridgeAssetData(assetData);
if (tokenAddress == _getDaiAddress() && bridgeAddress == chaiBridgeAddress) {
uint256 chaiAllowance = LibERC20Token.allowance(_getChaiAddress(), ownerAddress, chaiBridgeAddress);
// Dai allowance is unlimited if Chai allowance is unlimited
allowance = chaiAllowance == _MAX_UINT256 ? _MAX_UINT256 : _convertChaiToDaiAmount(chaiAllowance);
} else if (bridgeAddress == dydxBridgeAddress) {
allowance = LibDydxBalance.getDydxMakerAllowance(ownerAddress, bridgeAddress, _getDydxAddress());
}
// Allowance will be 0 if bridge is not supported
}
@ -366,6 +369,17 @@ contract AssetBalance is
if (order.makerAssetData.length < 4) {
return (0, 0);
}
bytes4 assetProxyId = order.makerAssetData.readBytes4(0);
// Handle dydx bridge assets.
if (assetProxyId == IAssetData(address(0)).ERC20Bridge.selector) {
(, , address bridgeAddress, ) = LibAssetData.decodeERC20BridgeAssetData(order.makerAssetData);
if (bridgeAddress == dydxBridgeAddress) {
return (
LibDydxBalance.getDydxMakerBalance(order, _getDydxAddress()),
getAssetProxyAllowance(order.makerAddress, order.makerAssetData)
);
}
}
return (
getBalance(order.makerAddress, order.makerAssetData),
getAssetProxyAllowance(order.makerAddress, order.makerAssetData)

6
contracts/dev-utils/contracts/src/DevUtils.sol
View File

@ -40,12 +40,14 @@ contract DevUtils is
{
constructor (
address exchange_,
address chaiBridge_
address chaiBridge_,
address dydxBridge_
)
public
Addresses(
exchange_,
chaiBridge_
chaiBridge_,
dydxBridge_
)
LibEIP712ExchangeDomain(uint256(0), address(0)) // null args because because we only use constants
{}

436
contracts/dev-utils/contracts/src/LibDydxBalance.sol Normal file
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@ -0,0 +1,436 @@
/*
Copyright 2019 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 ^0.5.16;
pragma experimental ABIEncoderV2;
import "@0x/contracts-asset-proxy/contracts/src/interfaces/IAssetData.sol";
import "@0x/contracts-asset-proxy/contracts/src/interfaces/IDydxBridge.sol";
import "@0x/contracts-asset-proxy/contracts/src/interfaces/IDydx.sol";
import "@0x/contracts-erc20/contracts/src/LibERC20Token.sol";
import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol";
import "@0x/contracts-utils/contracts/src/LibBytes.sol";
import "@0x/contracts-utils/contracts/src/LibSafeMath.sol";
import "@0x/contracts-utils/contracts/src/D18.sol";
import "./LibAssetData.sol";
library LibDydxBalance {
using LibBytes for bytes;
using LibSafeMath for uint256;
/// @dev Padding % added to the minimum collateralization ratio to
/// prevent withdrawing exactly the amount that would make an account
/// insolvent. 1 bps.
int256 private constant MARGIN_RATIO_PADDING = 0.0001e18;
/// @dev Structure that holds all pertinent info needed to perform a balance
/// check.
struct BalanceCheckInfo {
IDydx dydx;
address bridgeAddress;
address makerAddress;
address makerTokenAddress;
address takerTokenAddress;
int256 orderMakerToTakerRate;
uint256[] accounts;
IDydxBridge.BridgeAction[] actions;
}
/// @dev Gets the maker asset allowance for a Dydx bridge order.
/// @param makerAddress The maker of the order.
/// @param bridgeAddress The address of the Dydx bridge.
/// @param dydx The Dydx contract address.
/// @return allowance The maker asset allowance.
function getDydxMakerAllowance(address makerAddress, address bridgeAddress, address dydx)
public
view
returns (uint256 allowance)
{
// Allowance is infinite if the dydx bridge is an operator for the maker.
return IDydx(dydx).getIsLocalOperator(makerAddress, bridgeAddress)
? uint256(-1) : 0;
}
/// @dev Gets the maker allowance for a
/// @dev Get the maker asset balance of an order with a `DydxBridge` maker asset.
/// @param order An order with a dydx maker asset.
/// @param dydx The address of the dydx contract.
/// @return balance The maker asset balance.
function getDydxMakerBalance(LibOrder.Order memory order, address dydx)
public
view
returns (uint256 balance)
{
BalanceCheckInfo memory info = _getBalanceCheckInfo(order, dydx);
// Actions must be well-formed.
if (!_areActionsWellFormed(info)) {
return 0;
}
// If the rate we withdraw maker tokens is less than one, the asset
// proxy will throw because we will always transfer less maker tokens
// than asked.
if (_getMakerTokenWithdrawRate(info) < D18.one()) {
return 0;
}
// The maker balance is the smaller of:
return LibSafeMath.min256(
// How many times we can execute all the deposit actions.
_getDepositableMakerAmount(info),
// How many times we can execute all the actions before the an
// account becomes undercollateralized.
_getSolventMakerAmount(info)
);
}
/// @dev Checks that:
/// 1. Actions are arranged as [...deposits, withdraw].
/// 2. There is only one deposit for each market ID.
/// 3. Every action has a valid account index.
/// 4. There is exactly one withdraw at the end and it is for the
/// maker token.
/// @param info State from `_getBalanceCheckInfo()`.
/// @return areWellFormed Whether the actions are well-formed.
function _areActionsWellFormed(BalanceCheckInfo memory info)
internal
view
returns (bool areWellFormed)
{
if (info.actions.length == 0) {
return false;
}
uint256 depositCount = 0;
// Count the number of deposits.
for (; depositCount < info.actions.length; ++depositCount) {
IDydxBridge.BridgeAction memory action = info.actions[depositCount];
if (action.actionType != IDydxBridge.BridgeActionType.Deposit) {
break;
}
// Search all prior actions for the same market ID.
uint256 marketId = action.marketId;
for (uint256 j = 0; j < depositCount; ++j) {
if (info.actions[j].marketId == marketId) {
// Market ID is not unique.
return false;
}
}
// Check that the account index is within the valid range.
if (action.accountIdx >= info.accounts.length) {
return false;
}
}
// There must be exactly one withdraw action at the end.
if (depositCount + 1 != info.actions.length) {
return false;
}
IDydxBridge.BridgeAction memory withdraw = info.actions[depositCount];
if (withdraw.actionType != IDydxBridge.BridgeActionType.Withdraw) {
return false;
}
// And it must be for the maker token.
if (info.dydx.getMarketTokenAddress(withdraw.marketId) != info.makerTokenAddress) {
return false;
}
// Check the account index.
return withdraw.accountIdx < info.accounts.length;
}
/// @dev Returns the rate at which we withdraw maker tokens.
/// @param info State from `_getBalanceCheckInfo()`.
/// @return makerTokenWithdrawRate Maker token withdraw rate.
function _getMakerTokenWithdrawRate(BalanceCheckInfo memory info)
internal
pure
returns (int256 makerTokenWithdrawRate)
{
// The last action is always a withdraw for the maker token.
IDydxBridge.BridgeAction memory withdraw = info.actions[info.actions.length - 1];
return _getActionRate(withdraw);
}
/// @dev Get how much maker asset we can transfer before a deposit fails.
/// @param info State from `_getBalanceCheckInfo()`.
function _getDepositableMakerAmount(BalanceCheckInfo memory info)
internal
view
returns (uint256 depositableMakerAmount)
{
depositableMakerAmount = uint256(-1);
// Take the minimum maker amount from all deposits.
for (uint256 i = 0; i < info.actions.length; ++i) {
IDydxBridge.BridgeAction memory action = info.actions[i];
// Only looking at deposit actions.
if (action.actionType != IDydxBridge.BridgeActionType.Deposit) {
continue;
}
// `depositRate` is the rate at which we convert a maker token into
// a taker token for deposit.
int256 depositRate = _getActionRate(action);
// Taker tokens will be transferred to the maker for every fill, so
// we reduce the effective deposit rate if we're depositing the taker
// token.
address depositToken = info.dydx.getMarketTokenAddress(action.marketId);
if (info.takerTokenAddress != address(0) && depositToken == info.takerTokenAddress) {
depositRate = D18.sub(depositRate, info.orderMakerToTakerRate);
}
// If the deposit rate is > 0, we are limited by the transferrable
// token balance of the maker.
if (depositRate > 0) {
uint256 supply = _getTransferabeTokenAmount(
depositToken,
info.makerAddress,
address(info.dydx)
);
depositableMakerAmount = LibSafeMath.min256(
depositableMakerAmount,
uint256(D18.div(supply, depositRate))
);
}
}
}
/// @dev Get how much maker asset we can transfer before an account
/// becomes insolvent.
/// @param info State from `_getBalanceCheckInfo()`.
function _getSolventMakerAmount(BalanceCheckInfo memory info)
internal
view
returns (uint256 solventMakerAmount)
{
solventMakerAmount = uint256(-1);
assert(info.actions.length >= 1);
IDydxBridge.BridgeAction memory withdraw = info.actions[info.actions.length - 1];
assert(withdraw.actionType == IDydxBridge.BridgeActionType.Withdraw);
int256 minCr = D18.add(_getMinimumCollateralizationRatio(info.dydx), MARGIN_RATIO_PADDING);
// Loop through the accounts.
for (uint256 accountIdx = 0; accountIdx < info.accounts.length; ++accountIdx) {
(uint256 supplyValue, uint256 borrowValue) =
_getAccountMarketValues(info, info.accounts[accountIdx]);
// All accounts must currently be solvent.
if (borrowValue != 0 && D18.div(supplyValue, borrowValue) < minCr) {
return 0;
}
// If this is the same account used to in the withdraw/borrow action,
// compute the maker amount at which it will become insolvent.
if (accountIdx != withdraw.accountIdx) {
continue;
}
// Compute the deposit/collateralization rate, which is the rate at
// which (USD) value is added to the account across all markets.
int256 dd = 0;
for (uint256 i = 0; i < info.actions.length - 1; ++i) {
IDydxBridge.BridgeAction memory deposit = info.actions[i];
assert(deposit.actionType == IDydxBridge.BridgeActionType.Deposit);
if (deposit.accountIdx == accountIdx) {
dd = D18.add(
dd,
_getActionRateValue(
info,
deposit
)
);
}
}
// Compute the borrow/withdraw rate, which is the rate at which
// (USD) value is deducted from the account.
int256 db = _getActionRateValue(
info,
withdraw
);
// If the deposit to withdraw ratio is >= the minimum collateralization
// ratio, then we will never become insolvent at these prices.
if (D18.div(dd, db) >= minCr) {
continue;
}
// If the adjusted deposit rates are equal, the account will remain
// at the same level of collateralization.
if (D18.mul(minCr, db) == dd) {
continue;
}
// The collateralization ratio for this account, parameterized by
// `t` (maker amount), is given by:
// `cr = (supplyValue + t * dd) / (borrowValue + t * db)`
// Solving for `t` gives us:
// `t = (supplyValue - cr * borrowValue) / (cr * db - dd)`
int256 t = D18.div(
D18.sub(supplyValue, D18.mul(minCr, borrowValue)),
D18.sub(D18.mul(minCr, db), dd)
);
solventMakerAmount = LibSafeMath.min256(
solventMakerAmount,
// `t` is in maker token units, so convert it to maker wei.
_toWei(info.makerTokenAddress, uint256(D18.clip(t)))
);
}
}
/// @dev Create a `BalanceCheckInfo` struct.
/// @param order An order with a `DydxBridge` maker asset.
/// @param dydx The address of the Dydx contract.
/// @return info The `BalanceCheckInfo` struct.
function _getBalanceCheckInfo(LibOrder.Order memory order, address dydx)
private
pure
returns (BalanceCheckInfo memory info)
{
bytes memory rawBridgeData;
(, info.makerTokenAddress, info.bridgeAddress, rawBridgeData) =
LibAssetData.decodeERC20BridgeAssetData(order.makerAssetData);
info.dydx = IDydx(dydx);
info.makerAddress = order.makerAddress;
if (order.takerAssetData.length == 36) {
if (order.takerAssetData.readBytes4(0) == IAssetData(0).ERC20Token.selector) {
(, info.takerTokenAddress) =
LibAssetData.decodeERC20AssetData(order.takerAssetData);
}
}
info.orderMakerToTakerRate = D18.div(order.takerAssetAmount, order.makerAssetAmount);
(IDydxBridge.BridgeData memory bridgeData) =
abi.decode(rawBridgeData, (IDydxBridge.BridgeData));
info.accounts = bridgeData.accountNumbers;
info.actions = bridgeData.actions;
}
/// @dev Returns the conversion rate for an action.
/// @param action A `BridgeAction`.
function _getActionRate(IDydxBridge.BridgeAction memory action)
private
pure
returns (int256 rate)
{
rate = action.conversionRateDenominator == 0
? D18.one()
: D18.div(
action.conversionRateNumerator,
action.conversionRateDenominator
);
}
/// @dev Returns the USD value of an action based on its conversion rate
/// and market prices.
/// @param info State from `_getBalanceCheckInfo()`.
/// @param action A `BridgeAction`.
function _getActionRateValue(
BalanceCheckInfo memory info,
IDydxBridge.BridgeAction memory action
)
private
view
returns (int256 value)
{
address toToken = info.dydx.getMarketTokenAddress(action.marketId);
uint256 fromTokenDecimals = LibERC20Token.decimals(info.makerTokenAddress);
uint256 toTokenDecimals = LibERC20Token.decimals(toToken);
// First express the rate as 18-decimal units.
value = toTokenDecimals > fromTokenDecimals
? int256(
uint256(_getActionRate(action))
.safeDiv(10 ** (toTokenDecimals - fromTokenDecimals))
)
: int256(
uint256(_getActionRate(action))
.safeMul(10 ** (fromTokenDecimals - toTokenDecimals))
);
// Prices have 18 + (18 - TOKEN_DECIMALS) decimal places because
// consistency is stupid.
uint256 price = info.dydx.getMarketPrice(action.marketId).value;
// Make prices have 18 decimals.
if (toTokenDecimals > 18) {
price = price.safeMul(10 ** (toTokenDecimals - 18));
} else {
price = price.safeDiv(10 ** (18 - toTokenDecimals));
}
// The action value is the action rate times the price.
value = D18.mul(price, value);
// Scale by the market premium.
int256 marketPremium = D18.add(
D18.one(),
info.dydx.getMarketMarginPremium(action.marketId).value
);
if (action.actionType == IDydxBridge.BridgeActionType.Deposit) {
value = D18.div(value, marketPremium);
} else {
value = D18.mul(value, marketPremium);
}
}
/// @dev Convert a `D18` fraction of 1 token to the equivalent integer wei.
/// @param token Address the of the token.
/// @param units Token units expressed with 18 digit precision.
function _toWei(address token, uint256 units)
private
view
returns (uint256 rate)
{
uint256 decimals = LibERC20Token.decimals(token);
rate = decimals > 18
? units.safeMul(10 ** (decimals - 18))
: units.safeDiv(10 ** (18 - decimals));
}
/// @dev Get the global minimum collateralization ratio required for
/// an account to be considered solvent.
/// @param dydx The Dydx interface.
function _getMinimumCollateralizationRatio(IDydx dydx)
private
view
returns (int256 ratio)
{
IDydx.RiskParams memory riskParams = dydx.getRiskParams();
return D18.add(D18.one(), D18.toSigned(riskParams.marginRatio.value));
}
/// @dev Get the total supply and borrow values for an account across all markets.
/// @param info State from `_getBalanceCheckInfo()`.
/// @param account The Dydx account identifier.
function _getAccountMarketValues(BalanceCheckInfo memory info, uint256 account)
private
view
returns (uint256 supplyValue, uint256 borrowValue)
{
(IDydx.Value memory supplyValue_, IDydx.Value memory borrowValue_) =
info.dydx.getAdjustedAccountValues(IDydx.AccountInfo(
info.makerAddress,
account
));
// Account values have 36 decimal places because dydx likes to make sure
// you're paying attention.
return (supplyValue_.value / 1e18, borrowValue_.value / 1e18);
}
/// @dev Get the amount of an ERC20 token held by `owner` that can be transferred
/// by `spender`.
/// @param tokenAddress The address of the ERC20 token.
/// @param owner The address of the token holder.
/// @param spender The address of the token spender.
function _getTransferabeTokenAmount(
address tokenAddress,
address owner,
address spender
)
private
view
returns (uint256 transferableAmount)
{
return LibSafeMath.min256(
LibERC20Token.allowance(tokenAddress, owner, spender),
LibERC20Token.balanceOf(tokenAddress, owner)
);
}
}

2
contracts/dev-utils/contracts/src/OrderValidationUtils.sol
View File

@ -199,7 +199,7 @@ contract OrderValidationUtils is
{
(uint256 balance, uint256 allowance) = _getConvertibleMakerBalanceAndAssetProxyAllowance(order);
transferableAssetAmount = LibSafeMath.min256(balance, allowance);
return transferableAssetAmount;
return LibSafeMath.min256(transferableAssetAmount, order.makerAssetAmount);
}
/// @dev Checks that the asset data contained in a ZeroEx is valid and returns

181
contracts/dev-utils/contracts/test/TestDydx.sol Normal file
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@ -0,0 +1,181 @@
/*
Copyright 2019 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 ^0.5.16;
pragma experimental ABIEncoderV2;
import "@0x/contracts-asset-proxy/contracts/src/interfaces/IDydx.sol";
import "@0x/contracts-erc20/contracts/src/LibERC20Token.sol";
// solhint-disable separate-by-one-line-in-contract
contract TestDydx {
struct OperatorConfig {
address owner;
address operator;
}
struct AccountConfig {
address owner;
uint256 accountId;
int256[] balances;
}
struct MarketInfo {
address token;
uint256 price;
}
struct TestConfig {
uint256 marginRatio;
OperatorConfig[] operators;
AccountConfig[] accounts;
MarketInfo[] markets;
}
mapping (bytes32 => bool) private _operators;
mapping (bytes32 => int256) private _balance;
MarketInfo[] private _markets;
uint256 private _marginRatio;
constructor(TestConfig memory config) public {
_marginRatio = config.marginRatio;
for (uint256 marketId = 0; marketId < config.markets.length; ++marketId) {
_markets.push(config.markets[marketId]);
}
for (uint256 i = 0; i < config.operators.length; ++i) {
OperatorConfig memory op = config.operators[i];
_operators[_getOperatorHash(op.owner, op.operator)] = true;
}
for (uint256 i = 0; i < config.accounts.length; ++i) {
AccountConfig memory acct = config.accounts[i];
for (uint256 marketId = 0; marketId < acct.balances.length; ++marketId) {
_balance[_getBalanceHash(acct.owner, acct.accountId, marketId)] =
acct.balances[marketId];
}
}
}
function getIsLocalOperator(
address owner,
address operator
)
external
view
returns (bool isLocalOperator)
{
return _operators[_getOperatorHash(owner, operator)];
}
function getMarketTokenAddress(
uint256 marketId
)
external
view
returns (address tokenAddress)
{
return _markets[marketId].token;
}
function getRiskParams()
external
view
returns (IDydx.RiskParams memory riskParams)
{
return IDydx.RiskParams({
marginRatio: IDydx.D256(_marginRatio),
liquidationSpread: IDydx.D256(0),
earningsRate: IDydx.D256(0),
minBorrowedValue: IDydx.Value(0)
});
}
function getAdjustedAccountValues(
IDydx.AccountInfo calldata account
)
external
view
returns (IDydx.Value memory supplyValue, IDydx.Value memory borrowValue)
{
for (uint256 marketId = 0; marketId < _markets.length; ++marketId) {
int256 balance =
_balance[_getBalanceHash(account.owner, account.number, marketId)];
// Account values have 36 decimal places.
// `getMarketPrice()` returns a unit with
// 18 + (18 - TOKEN_DECIMALS) decimal places so multiplying the price
// with the wei balance will result in a 36 decimal value.
balance = balance * int256(getMarketPrice(marketId).value);
if (balance >= 0) {
supplyValue.value += uint256(balance);
} else {
borrowValue.value += uint256(-balance);
}
}
}
function getMarketMarginPremium(uint256)
external
view
returns (IDydx.D256 memory premium)
{
// Return 0.
return premium;
}
function getMarketPrice(
uint256 marketId
)
public
view
returns (IDydx.Price memory price)
{
MarketInfo memory market = _markets[marketId];
uint256 decimals = LibERC20Token.decimals(market.token);
price.value = _markets[marketId].price;
// Market prices have 18 + (18 - TOKEN_DECIMALS)
if (decimals > 18) {
price.value /= 10 ** (decimals - 18);
} else {
price.value *= 10 ** (18 - decimals);
}
}
function _getOperatorHash(address owner, address operator)
private
pure
returns (bytes32 operatorHash)
{
return keccak256(abi.encode(
owner,
operator
));
}
function _getBalanceHash(address owner, uint256 accountId, uint256 marketId)
private
pure
returns (bytes32 balanceHash)
{
return keccak256(abi.encode(
owner,
accountId,
marketId
));
}
}

116
contracts/dev-utils/contracts/test/TestLibDydxBalance.sol Normal file
View File

@ -0,0 +1,116 @@
/*
Copyright 2019 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 ^0.5.16;
pragma experimental ABIEncoderV2;
import "../src/LibDydxBalance.sol";
contract TestLibDydxBalanceToken {
uint8 public decimals;
mapping (address => uint256) public balanceOf;
mapping (address => mapping (address => uint256)) public allowance;
constructor(uint8 decimals_) public {
decimals = decimals_;
}
function setBalance(address owner, uint256 balance) external {
balanceOf[owner] = balance;
}
function setApproval(
address owner,
address spender,
uint256 allowance_
)
external
{
allowance[owner][spender] = allowance_;
}
}
contract TestLibDydxBalance {
mapping (address => TestLibDydxBalanceToken) private tokens;
function createToken(uint8 decimals) external returns (address) {
TestLibDydxBalanceToken token = new TestLibDydxBalanceToken(decimals);
return address(tokens[address(token)] = token);
}
function setTokenBalance(
address tokenAddress,
address owner,
uint256 balance
)
external
{
tokens[tokenAddress].setBalance(owner, balance);
}
function setTokenApproval(
address tokenAddress,
address owner,
address spender,
uint256 allowance
)
external
{
tokens[tokenAddress].setApproval(owner, spender, allowance);
}
function getDydxMakerBalance(LibOrder.Order memory order, address dydx)
public
view
returns (uint256 balance)
{
return LibDydxBalance.getDydxMakerBalance(order, dydx);
}
function getSolventMakerAmount(
LibDydxBalance.BalanceCheckInfo memory info
)
public
view
returns (uint256 solventMakerAmount)
{
return LibDydxBalance._getSolventMakerAmount(info);
}
function getDepositableMakerAmount(
LibDydxBalance.BalanceCheckInfo memory info
)
public
view
returns (uint256 depositableMakerAmount)
{
return LibDydxBalance._getDepositableMakerAmount(info);
}
function areActionsWellFormed(LibDydxBalance.BalanceCheckInfo memory info)
public
view
returns (bool areWellFormed)
{
return LibDydxBalance._areActionsWellFormed(info);
}
}

6
contracts/dev-utils/package.json
View File

@ -8,7 +8,7 @@
"main": "lib/src/index.js",
"scripts": {
"build": "yarn pre_build && tsc -b",
"test": "yarn assert_deployable",
"test": "yarn assert_deployable && yarn mocha -t 10000 -b ./lib/test/**_test.js",
"assert_deployable": "node -e \"const bytecodeLen = (require('./generated-artifacts/DevUtils.json').compilerOutput.evm.bytecode.object.length-2)/2; assert(bytecodeLen<=0x6000,'DevUtils contract is too big to deploy, per EIP-170. '+bytecodeLen+'>'+0x6000)\"",
"build:ci": "yarn build",
"pre_build": "run-s compile quantify_bytecode contracts:gen generate_contract_wrappers contracts:copy",
@ -27,8 +27,8 @@
"docs:json": "typedoc --excludePrivate --excludeExternals --excludeProtected --ignoreCompilerErrors --target ES5 --tsconfig typedoc-tsconfig.json --json $JSON_FILE_PATH $PROJECT_FILES"
},
"config": {
"publicInterfaceContracts": "DevUtils,LibAssetData,LibOrderTransferSimulation,LibTransactionDecoder",
"abis": "./test/generated-artifacts/@(Addresses|AssetBalance|DevUtils|EthBalanceChecker|ExternalFunctions|LibAssetData|LibOrderTransferSimulation|LibTransactionDecoder|OrderTransferSimulationUtils|OrderValidationUtils).json",
"publicInterfaceContracts": "DevUtils,LibAssetData,LibDydxBalance,LibOrderTransferSimulation,LibTransactionDecoder",
"abis": "./test/generated-artifacts/@(Addresses|AssetBalance|DevUtils|EthBalanceChecker|ExternalFunctions|LibAssetData|LibDydxBalance|LibOrderTransferSimulation|LibTransactionDecoder|OrderTransferSimulationUtils|OrderValidationUtils|TestDydx|TestLibDydxBalance).json",
"abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually."
},
"repository": {

2
contracts/dev-utils/src/artifacts.ts
View File

@ -7,11 +7,13 @@ import { ContractArtifact } from 'ethereum-types';
import * as DevUtils from '../generated-artifacts/DevUtils.json';
import * as LibAssetData from '../generated-artifacts/LibAssetData.json';
import * as LibDydxBalance from '../generated-artifacts/LibDydxBalance.json';
import * as LibOrderTransferSimulation from '../generated-artifacts/LibOrderTransferSimulation.json';
import * as LibTransactionDecoder from '../generated-artifacts/LibTransactionDecoder.json';
export const artifacts = {
DevUtils: DevUtils as ContractArtifact,
LibAssetData: LibAssetData as ContractArtifact,
LibDydxBalance: LibDydxBalance as ContractArtifact,
LibOrderTransferSimulation: LibOrderTransferSimulation as ContractArtifact,
LibTransactionDecoder: LibTransactionDecoder as ContractArtifact,
};

1
contracts/dev-utils/src/wrappers.ts
View File

@ -5,5 +5,6 @@
*/
export * from '../generated-wrappers/dev_utils';
export * from '../generated-wrappers/lib_asset_data';
export * from '../generated-wrappers/lib_dydx_balance';
export * from '../generated-wrappers/lib_order_transfer_simulation';
export * from '../generated-wrappers/lib_transaction_decoder';

6
contracts/dev-utils/test/artifacts.ts
View File

@ -11,10 +11,13 @@ import * as DevUtils from '../test/generated-artifacts/DevUtils.json';
import * as EthBalanceChecker from '../test/generated-artifacts/EthBalanceChecker.json';
import * as ExternalFunctions from '../test/generated-artifacts/ExternalFunctions.json';
import * as LibAssetData from '../test/generated-artifacts/LibAssetData.json';
import * as LibDydxBalance from '../test/generated-artifacts/LibDydxBalance.json';
import * as LibOrderTransferSimulation from '../test/generated-artifacts/LibOrderTransferSimulation.json';
import * as LibTransactionDecoder from '../test/generated-artifacts/LibTransactionDecoder.json';
import * as OrderTransferSimulationUtils from '../test/generated-artifacts/OrderTransferSimulationUtils.json';
import * as OrderValidationUtils from '../test/generated-artifacts/OrderValidationUtils.json';
import * as TestDydx from '../test/generated-artifacts/TestDydx.json';
import * as TestLibDydxBalance from '../test/generated-artifacts/TestLibDydxBalance.json';
export const artifacts = {
Addresses: Addresses as ContractArtifact,
AssetBalance: AssetBalance as ContractArtifact,
@ -22,8 +25,11 @@ export const artifacts = {
EthBalanceChecker: EthBalanceChecker as ContractArtifact,
ExternalFunctions: ExternalFunctions as ContractArtifact,
LibAssetData: LibAssetData as ContractArtifact,
LibDydxBalance: LibDydxBalance as ContractArtifact,
LibOrderTransferSimulation: LibOrderTransferSimulation as ContractArtifact,
LibTransactionDecoder: LibTransactionDecoder as ContractArtifact,
OrderTransferSimulationUtils: OrderTransferSimulationUtils as ContractArtifact,
OrderValidationUtils: OrderValidationUtils as ContractArtifact,
TestDydx: TestDydx as ContractArtifact,
TestLibDydxBalance: TestLibDydxBalance as ContractArtifact,
};

1170
contracts/dev-utils/test/lib_dydx_balance_test.ts Normal file
View File

File diff suppressed because it is too large Load Diff

3
contracts/dev-utils/test/wrappers.ts
View File

@ -9,7 +9,10 @@ export * from '../test/generated-wrappers/dev_utils';
export * from '../test/generated-wrappers/eth_balance_checker';
export * from '../test/generated-wrappers/external_functions';
export * from '../test/generated-wrappers/lib_asset_data';
export * from '../test/generated-wrappers/lib_dydx_balance';
export * from '../test/generated-wrappers/lib_order_transfer_simulation';
export * from '../test/generated-wrappers/lib_transaction_decoder';
export * from '../test/generated-wrappers/order_transfer_simulation_utils';
export * from '../test/generated-wrappers/order_validation_utils';
export * from '../test/generated-wrappers/test_dydx';
export * from '../test/generated-wrappers/test_lib_dydx_balance';

6
contracts/dev-utils/tsconfig.json
View File

@ -5,6 +5,7 @@
"files": [
"generated-artifacts/DevUtils.json",
"generated-artifacts/LibAssetData.json",
"generated-artifacts/LibDydxBalance.json",
"generated-artifacts/LibOrderTransferSimulation.json",
"generated-artifacts/LibTransactionDecoder.json",
"test/generated-artifacts/Addresses.json",
@ -13,10 +14,13 @@
"test/generated-artifacts/EthBalanceChecker.json",
"test/generated-artifacts/ExternalFunctions.json",
"test/generated-artifacts/LibAssetData.json",
"test/generated-artifacts/LibDydxBalance.json",
"test/generated-artifacts/LibOrderTransferSimulation.json",
"test/generated-artifacts/LibTransactionDecoder.json",
"test/generated-artifacts/OrderTransferSimulationUtils.json",
"test/generated-artifacts/OrderValidationUtils.json"
"test/generated-artifacts/OrderValidationUtils.json",
"test/generated-artifacts/TestDydx.json",
"test/generated-artifacts/TestLibDydxBalance.json"
],
"exclude": ["./deploy/solc/solc_bin"]
}

8
contracts/integrations/CHANGELOG.json
View File

@ -31,6 +31,14 @@
{
"note": "Update tests for refactored `DevUtils`",
"pr": 2464
},
{
"note": "Add DydxBridge validation",
"pr": 2466
},
{
"note": "Add DevUtils DydxBridge validation mainnet tests",
"pr": 2466
}
],
"timestamp": 1581204851

8
contracts/integrations/test/bridges/dydx_bridge_mainnet_test.ts
View File

@ -23,14 +23,14 @@ blockchainTests.fork.resets('Mainnet dydx bridge tests', env => {
const defaultAmount = toBaseUnitAmount(0.01);
const defaultDepositAction = {
actionType: DydxBridgeActionType.Deposit as number,
accountId: constants.ZERO_AMOUNT,
accountIdx: constants.ZERO_AMOUNT,
marketId: daiMarketId,
conversionRateNumerator: constants.ZERO_AMOUNT,
conversionRateDenominator: constants.ZERO_AMOUNT,
};
const defaultWithdrawAction = {
actionType: DydxBridgeActionType.Withdraw as number,
accountId: constants.ZERO_AMOUNT,
accountIdx: constants.ZERO_AMOUNT,
marketId: daiMarketId,
// This ratio must be less than the `1` to account
// for interest in dydx balances because the test
@ -71,7 +71,7 @@ blockchainTests.fork.resets('Mainnet dydx bridge tests', env => {
case DydxBridgeActionType.Deposit:
expectedDepositEvents.push({
accountOwner: dydxAccountOwner,
accountNumber: bridgeData.accountNumbers[action.accountId.toNumber()],
accountNumber: bridgeData.accountNumbers[action.accountIdx.toNumber()],
market: action.marketId,
update: { deltaWei: { sign: true, value: scaledAmount } },
from: dydxAccountOwner,
@ -81,7 +81,7 @@ blockchainTests.fork.resets('Mainnet dydx bridge tests', env => {
case DydxBridgeActionType.Withdraw:
expectedWithdrawEvents.push({
accountOwner: dydxAccountOwner,
accountNumber: bridgeData.accountNumbers[action.accountId.toNumber()],
accountNumber: bridgeData.accountNumbers[action.accountIdx.toNumber()],
market: action.marketId,
update: { deltaWei: { sign: false, value: scaledAmount } },
to: receiver,

1
contracts/integrations/test/dev-utils/dev_utils_mainnet_test.ts
View File

@ -34,6 +34,7 @@ blockchainTests.fork.resets('DevUtils mainnet tests', env => {
devUtilsArtifacts,
contractAddresses.exchange,
contractAddresses.chaiBridge,
contractAddresses.dydxBridge,
);
await dai.approve(chai.address, constants.MAX_UINT256).awaitTransactionSuccessAsync({ from: daiHolder });
await chai.join(daiHolder, daiDepositAmount).awaitTransactionSuccessAsync({ from: daiHolder });

454
contracts/integrations/test/dev-utils/dydx_order_validation_test.ts Normal file
View File

@ -0,0 +1,454 @@
import {
artifacts as assetProxyArtifacts,
DydxBridgeActionType,
DydxBridgeContract,
DydxBridgeData,
dydxBridgeDataEncoder,
encodeERC20AssetData,
encodeERC20BridgeAssetData,
IDydxContract,
} from '@0x/contracts-asset-proxy';
import { artifacts as devUtilsArtifacts, DevUtilsContract } from '@0x/contracts-dev-utils';
import { ERC20TokenContract } from '@0x/contracts-erc20';
import { blockchainTests, constants, expect, Numberish } from '@0x/contracts-test-utils';
import { Order } from '@0x/types';
import { BigNumber, fromTokenUnitAmount, hexUtils, toTokenUnitAmount } from '@0x/utils';
import { contractAddresses } from '../mainnet_fork_utils';
enum DydxActionType {
Deposit = 0,
Withdraw = 1,
}
enum DydxAssetDenomination {
Wei = 0,
Par = 1,
}
enum DydxAssetReference {
Delta = 0,
Target = 1,
}
const CHONKY_DAI_WALLET = '0x3a9F7C8cA36C42d7035E87C3304eE5cBd353a532';
const CHONKY_USDC_WALLET = '0x1EDA7056fF11C9817038E0020C3a6F1d6A8Ec32e';
blockchainTests.configure({
fork: {
unlockedAccounts: [CHONKY_DAI_WALLET, CHONKY_USDC_WALLET],
},
});
blockchainTests.fork('DevUtils dydx order validation tests', env => {
const { ZERO_AMOUNT: ZERO } = constants;
const SIGNATURE = '0x01'; // Invalid signature. Doesn't matter.
const DAI_ADDRESS = '0x6B175474E89094C44Da98b954EedeAC495271d0F';
const USDC_ADDRESS = '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48';
const DYDX_ADDRESS = '0x1E0447b19BB6EcFdAe1e4AE1694b0C3659614e4e';
const TOKEN_INFO: { [addr: string]: { decimals: number; marketId: number } } = {
[DAI_ADDRESS]: {
decimals: 18,
marketId: 3,
},
[USDC_ADDRESS]: {
decimals: 6,
marketId: 2,
},
};
const DAI_DECIMALS = TOKEN_INFO[DAI_ADDRESS].decimals;
const USDC_DECIMALS = TOKEN_INFO[USDC_ADDRESS].decimals;
let bridge: DydxBridgeContract;
let dydx: IDydxContract;
let dai: ERC20TokenContract;
let usdc: ERC20TokenContract;
let devUtils: DevUtilsContract;
let accountOwner: string;
let minMarginRatio: number;
before(async () => {
[accountOwner] = await env.getAccountAddressesAsync();
dydx = new IDydxContract(DYDX_ADDRESS, env.provider, env.txDefaults);
dai = new ERC20TokenContract(DAI_ADDRESS, env.provider, env.txDefaults);
usdc = new ERC20TokenContract(USDC_ADDRESS, env.provider, env.txDefaults);
bridge = await DydxBridgeContract.deployFrom0xArtifactAsync(
assetProxyArtifacts.DydxBridge,
env.provider,
env.txDefaults,
{},
);
devUtils = await DevUtilsContract.deployWithLibrariesFrom0xArtifactAsync(
devUtilsArtifacts.DevUtils,
devUtilsArtifacts,
env.provider,
env.txDefaults,
devUtilsArtifacts,
contractAddresses.exchange,
contractAddresses.chaiBridge,
bridge.address,
);
minMarginRatio = toTokenUnitAmount((await dydx.getRiskParams().callAsync()).marginRatio.value)
.plus(1)
.toNumber();
// Set approvals and operators.
await dai
.approve(DYDX_ADDRESS, constants.MAX_UINT256)
.awaitTransactionSuccessAsync({ from: CHONKY_DAI_WALLET });
await usdc
.approve(DYDX_ADDRESS, constants.MAX_UINT256)
.awaitTransactionSuccessAsync({ from: CHONKY_USDC_WALLET });
await dydx
.setOperators([{ operator: bridge.address, trusted: true }])
.awaitTransactionSuccessAsync({ from: CHONKY_DAI_WALLET });
await dydx
.setOperators([{ operator: bridge.address, trusted: true }])
.awaitTransactionSuccessAsync({ from: CHONKY_USDC_WALLET });
});
async function depositAndWithdrawAsync(
makerAddress: string,
accountId: BigNumber,
depositSize: Numberish = 0,
withdrawSize: Numberish = 0,
): Promise<void> {
const fromToken = makerAddress === CHONKY_DAI_WALLET ? DAI_ADDRESS : USDC_ADDRESS;
const toToken = fromToken === DAI_ADDRESS ? USDC_ADDRESS : DAI_ADDRESS;
const fromDecimals = TOKEN_INFO[fromToken].decimals;
const fromMarketId = TOKEN_INFO[fromToken].marketId;
const toDecimals = TOKEN_INFO[toToken].decimals;
const toMarketId = TOKEN_INFO[toToken].marketId;
await dydx
.operate(
[{ owner: makerAddress, number: accountId }],
[
...(depositSize > 0
? [
{
actionType: DydxActionType.Deposit,
accountIdx: ZERO,
amount: {
sign: true,
denomination: DydxAssetDenomination.Wei,
ref: DydxAssetReference.Delta,
value: fromTokenUnitAmount(depositSize, fromDecimals),
},
primaryMarketId: new BigNumber(fromMarketId),
secondaryMarketId: new BigNumber(constants.NULL_ADDRESS),
otherAddress: makerAddress,
otherAccountIdx: ZERO,
data: constants.NULL_BYTES,
},
]
: []),
...(withdrawSize > 0
? [
{
actionType: DydxActionType.Withdraw,
accountIdx: ZERO,
amount: {
sign: false,
denomination: DydxAssetDenomination.Wei,
ref: DydxAssetReference.Delta,
value: fromTokenUnitAmount(withdrawSize, toDecimals),
},
primaryMarketId: new BigNumber(toMarketId),
secondaryMarketId: new BigNumber(constants.NULL_ADDRESS),
otherAddress: makerAddress,
otherAccountIdx: ZERO,
data: constants.NULL_BYTES,
},
]
: []),
],
)
.awaitTransactionSuccessAsync({ from: makerAddress });
}
const SECONDS_IN_ONE_YEAR = 365 * 24 * 60 * 60;
function createOrder(fields: Partial<Order> = {}): Order {
return {
chainId: 1,
exchangeAddress: contractAddresses.exchange,
expirationTimeSeconds: new BigNumber(Math.floor(Date.now() / 1000 + SECONDS_IN_ONE_YEAR)),
makerAddress: CHONKY_DAI_WALLET,
takerAddress: constants.NULL_ADDRESS,
senderAddress: constants.NULL_ADDRESS,
feeRecipientAddress: constants.NULL_ADDRESS,
salt: new BigNumber(hexUtils.random()),
makerAssetAmount: fromTokenUnitAmount(100, USDC_DECIMALS),
takerAssetAmount: fromTokenUnitAmount(200, DAI_DECIMALS),
makerFee: ZERO,
takerFee: ZERO,
makerAssetData: encodeDydxBridgeAssetData(),
takerAssetData: encodeERC20AssetData(DAI_ADDRESS),
makerFeeAssetData: constants.NULL_BYTES,
takerFeeAssetData: constants.NULL_BYTES,
...fields,
};
}
function encodeDydxBridgeAssetData(
fields: Partial<{
fromToken: string;
toToken: string;
depositRate: number;
withdrawRate: number;
accountId: BigNumber;
}> = {},
): string {
const { fromToken, toToken, depositRate, withdrawRate, accountId } = {
fromToken: DAI_ADDRESS,
toToken: USDC_ADDRESS,
depositRate: 1,
withdrawRate: 1,
accountId: ZERO,
...fields,
};
const fromTokenMarketId = new BigNumber(TOKEN_INFO[fromToken].marketId);
const toTokenMarketId = new BigNumber(TOKEN_INFO[toToken].marketId);
const bridgeData: DydxBridgeData = {
accountNumbers: [accountId],
actions: [
...(depositRate > 0
? [
{
actionType: DydxBridgeActionType.Deposit,
accountIdx: ZERO,
marketId: fromTokenMarketId,
...createConversionFraction(toToken, fromToken, depositRate),
},
]
: []),
...(withdrawRate > 0
? [
{
actionType: DydxBridgeActionType.Withdraw,
accountIdx: ZERO,
marketId: toTokenMarketId,
...createConversionFraction(toToken, toToken, withdrawRate),
},
]
: []),
],
};
return encodeERC20BridgeAssetData(toToken, bridge.address, dydxBridgeDataEncoder.encode({ bridgeData }));
}
// Create fraction with default 18 decimal precision.
function createConversionFraction(
fromToken: string,
toToken: string,
rate: number,
): {
conversionRateNumerator: BigNumber;
conversionRateDenominator: BigNumber;
} {
const fromDecimals = TOKEN_INFO[fromToken].decimals;
const toDecimals = TOKEN_INFO[toToken].decimals;
return {
conversionRateNumerator: fromTokenUnitAmount(rate, toDecimals),
conversionRateDenominator: fromTokenUnitAmount(1, fromDecimals),
};
}
function randomAccountId(): BigNumber {
return new BigNumber(hexUtils.random());
}
describe('DAI -> USDC', () => {
const makerAddress = CHONKY_DAI_WALLET;
function _createOrder(fields: Partial<Order> = {}): Order {
return createOrder(fields);
}
it('validates a fully solvent order', async () => {
// This account is collateralized enough to fill the order with just
// withdraws.
const accountId = randomAccountId();
await depositAndWithdrawAsync(makerAddress, accountId, 200, 0);
const order = _createOrder({
makerAssetData: encodeDydxBridgeAssetData({
accountId,
depositRate: 0,
}),
});
const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
expect(fillableTakerAssetAmount).to.bignumber.eq(order.takerAssetAmount);
});
it('validates a perpetually solvent order', async () => {
// This account is not very well collateralized, but the deposit rate
// will keep the collateralization ratio the same or better.
const accountId = randomAccountId();
await depositAndWithdrawAsync(makerAddress, accountId, 1, 0);
const order = _createOrder({
makerAssetData: encodeDydxBridgeAssetData({
accountId,
depositRate: minMarginRatio,
}),
});
const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
expect(fillableTakerAssetAmount).to.bignumber.eq(order.takerAssetAmount);
});
it('validates a partially solvent order with an inadequate deposit', async () => {
// This account is not very well collateralized and the deposit rate is
// also too low to sustain the collateralization ratio for the full order.
const accountId = randomAccountId();
await depositAndWithdrawAsync(makerAddress, accountId, 1, 0);
const order = _createOrder({
makerAssetData: encodeDydxBridgeAssetData({
accountId,
depositRate: minMarginRatio * 0.95,
}),
});
const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
expect(fillableTakerAssetAmount).to.bignumber.gt(0);
expect(fillableTakerAssetAmount).to.bignumber.lt(order.takerAssetAmount);
});
it('validates a partially solvent order with no deposit', async () => {
// This account is not very well collateralized and there is no deposit
// to keep the collateralization ratio up.
const accountId = randomAccountId();
await depositAndWithdrawAsync(makerAddress, accountId, 1, 0);
const order = _createOrder({
makerAssetData: encodeDydxBridgeAssetData({
accountId,
depositRate: 0,
}),
});
const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
expect(fillableTakerAssetAmount).to.bignumber.gt(0);
expect(fillableTakerAssetAmount).to.bignumber.lt(order.takerAssetAmount);
});
// TODO(dorothy-zbornak): We can't actually create an account that's below
// the margin ratio without replacing the price oracles.
it('invalidates a virtually insolvent order', async () => {
// This account has a collateralization ratio JUST above the
// minimum margin ratio, so it can only withdraw nearly zero maker tokens.
const accountId = randomAccountId();
await depositAndWithdrawAsync(makerAddress, accountId, 1, 1 / (minMarginRatio + 3e-4));
const order = _createOrder({
makerAssetData: encodeDydxBridgeAssetData({
accountId,
depositRate: 0,
}),
});
const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
// Price fluctuations will cause this to be a little above zero, so we
// don't compare to zero.
expect(fillableTakerAssetAmount).to.bignumber.lt(fromTokenUnitAmount(1e-3, DAI_DECIMALS));
});
});
describe('USDC -> DAI', () => {
const makerAddress = CHONKY_USDC_WALLET;
function _createOrder(fields: Partial<Order> = {}): Order {
return createOrder({
makerAddress,
takerAssetData: encodeERC20AssetData(USDC_ADDRESS),
makerAssetData: encodeDydxBridgeAssetData({
fromToken: USDC_ADDRESS,
toToken: DAI_ADDRESS,
}),
makerAssetAmount: fromTokenUnitAmount(100, DAI_DECIMALS),
takerAssetAmount: fromTokenUnitAmount(100, USDC_DECIMALS),
...fields,
});
}
it('validates a fully solvent order', async () => {
// This account is collateralized enough to fill the order with just
// withdraws.
const accountId = randomAccountId();
await depositAndWithdrawAsync(makerAddress, accountId, 200, 0);
const order = _createOrder({
makerAssetData: encodeDydxBridgeAssetData({
accountId,
depositRate: 0,
fromToken: USDC_ADDRESS,
toToken: DAI_ADDRESS,
}),
});
const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
expect(fillableTakerAssetAmount).to.bignumber.eq(order.takerAssetAmount);
});
it('validates a perpetually solvent order', async () => {
// This account is not very well collateralized, but the deposit rate
// will keep the collateralization ratio the same or better.
const accountId = randomAccountId();
await depositAndWithdrawAsync(makerAddress, accountId, 1, 0);
const order = _createOrder({
makerAssetData: encodeDydxBridgeAssetData({
accountId,
depositRate: minMarginRatio,
fromToken: USDC_ADDRESS,
toToken: DAI_ADDRESS,
}),
});
const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
expect(fillableTakerAssetAmount).to.bignumber.eq(order.takerAssetAmount);
});
it('validates a partially solvent order with an inadequate deposit', async () => {
// This account is not very well collateralized and the deposit rate is
// also too low to sustain the collateralization ratio for the full order.
const accountId = randomAccountId();
await depositAndWithdrawAsync(makerAddress, accountId, 1, 0);
const order = _createOrder({
makerAssetData: encodeDydxBridgeAssetData({
accountId,
depositRate: minMarginRatio * 0.95,
fromToken: USDC_ADDRESS,
toToken: DAI_ADDRESS,
}),
});
const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
expect(fillableTakerAssetAmount).to.bignumber.gt(0);
expect(fillableTakerAssetAmount).to.bignumber.lt(order.takerAssetAmount);
});
it('validates a partially solvent order with no deposit', async () => {
// This account is not very well collateralized and there is no deposit
// to keep the collateralization ratio up.
const accountId = randomAccountId();
await depositAndWithdrawAsync(makerAddress, accountId, 1, 0);
const order = _createOrder({
makerAssetData: encodeDydxBridgeAssetData({
accountId,
depositRate: 0,
fromToken: USDC_ADDRESS,
toToken: DAI_ADDRESS,
}),
});
const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
expect(fillableTakerAssetAmount).to.bignumber.gt(0);
expect(fillableTakerAssetAmount).to.bignumber.lt(order.takerAssetAmount);
});
// TODO(dorothy-zbornak): We can't actually create an account that's below
// the margin ratio without replacing the price oracles.
it('invalidates a virtually insolvent order', async () => {
// This account has a collateralization ratio JUST above the
// minimum margin ratio, so it can only withdraw nearly zero maker tokens.
const accountId = randomAccountId();
await depositAndWithdrawAsync(makerAddress, accountId, 1, 1 / (minMarginRatio + 3e-4));
const order = _createOrder({
makerAssetData: encodeDydxBridgeAssetData({
accountId,
depositRate: 0,
fromToken: USDC_ADDRESS,
toToken: DAI_ADDRESS,
}),
});
const [, fillableTakerAssetAmount] = await devUtils.getOrderRelevantState(order, SIGNATURE).callAsync();
// Price fluctuations will cause this to be a little above zero, so we
// don't compare to zero.
expect(fillableTakerAssetAmount).to.bignumber.lt(fromTokenUnitAmount(1e-3, USDC_DECIMALS));
});
});
});

1
contracts/integrations/test/dev-utils/get_order_hash.ts
View File

@ -27,6 +27,7 @@ blockchainTests('DevUtils.getOrderHash', env => {
artifacts,
exchange.address,
constants.NULL_ADDRESS,
constants.NULL_ADDRESS,
);
});

1
contracts/integrations/test/dev-utils/lib_asset_data.ts
View File

@ -81,6 +81,7 @@ blockchainTests.resets('LibAssetData', env => {
artifacts,
deployment.exchange.address,
constants.NULL_ADDRESS,
constants.NULL_ADDRESS,
);
staticCallTarget = await TestStaticCallTargetContract.deployFrom0xArtifactAsync(

1
contracts/integrations/test/dev-utils/lib_transaction_decoder.ts
View File

@ -43,6 +43,7 @@ blockchainTests('LibTransactionDecoder', env => {
artifacts,
exchange.address,
constants.NULL_ADDRESS,
constants.NULL_ADDRESS,
);
});

4
contracts/integrations/test/exchange/fill_dydx_order_test.ts
View File

@ -34,14 +34,14 @@ blockchainTests.resets('Exchange fills dydx orders', env => {
let testTokenAddress: string;
const defaultDepositAction = {
actionType: DydxBridgeActionType.Deposit as number,
accountId: constants.ZERO_AMOUNT,
accountIdx: constants.ZERO_AMOUNT,
marketId,
conversionRateNumerator: dydxConversionRateNumerator,
conversionRateDenominator: dydxConversionRateDenominator,
};
const defaultWithdrawAction = {
actionType: DydxBridgeActionType.Withdraw as number,
accountId: constants.ZERO_AMOUNT,
accountIdx: constants.ZERO_AMOUNT,
marketId,
conversionRateNumerator: constants.ZERO_AMOUNT,
conversionRateDenominator: constants.ZERO_AMOUNT,

1
contracts/integrations/test/framework/deployment_manager.ts
View File

@ -203,6 +203,7 @@ export class DeploymentManager {
devUtilsArtifacts,
exchange.address,
constants.NULL_ADDRESS,
constants.NULL_ADDRESS,
);
// Construct the new instance and return it.

9
contracts/test-utils/CHANGELOG.json
View File

@ -1,4 +1,13 @@
[
{
"version": "5.3.0",
"changes": [
{
"note": "Add `blockchainTests.config`",
"pr": 2466
}
]
},
{
"timestamp": 1581748629,
"version": "5.1.5",

41
contracts/test-utils/src/mocha_blockchain.ts
View File

@ -20,11 +20,24 @@ export interface ContextDefinition extends mocha.IContextDefinition {
optional: ContextDefinitionCallback<ISuite | void>;
}
/**
* `blockchainTests()` config options.
*/
export interface BlockchainContextConfig {
fork: Partial<{
// Accounts to unlock on ganache.
unlockedAccounts: string[];
}>;
}
let TEST_ENV_CONFIG: Partial<BlockchainContextConfig> = {};
/**
* Interface for `blockchainTests()`.
*/
export interface BlockchainContextDefinition {
(description: string, callback: BlockchainSuiteCallback): ISuite;
configure: (config?: Partial<BlockchainContextConfig>) => void;
only: BlockchainContextDefinitionCallback<ISuite>;
skip: BlockchainContextDefinitionCallback<void>;
optional: BlockchainContextDefinitionCallback<ISuite | void>;
@ -91,6 +104,11 @@ export class StandardBlockchainTestsEnvironmentSingleton extends BlockchainTests
return StandardBlockchainTestsEnvironmentSingleton._instance;
}
// Reset the singleton.
public static reset(): void {
StandardBlockchainTestsEnvironmentSingleton._instance = undefined;
}
// Get the singleton instance of this class.
public static getInstance(): StandardBlockchainTestsEnvironmentSingleton | undefined {
return StandardBlockchainTestsEnvironmentSingleton._instance;
@ -119,11 +137,19 @@ export class ForkedBlockchainTestsEnvironmentSingleton extends BlockchainTestsEn
return ForkedBlockchainTestsEnvironmentSingleton._instance;
}
// Reset the singleton.
public static reset(): void {
ForkedBlockchainTestsEnvironmentSingleton._instance = undefined;
}
protected static _createWeb3Provider(forkHost: string): Web3ProviderEngine {
const forkConfig = TEST_ENV_CONFIG.fork || {};
const unlockedAccounts = forkConfig.unlockedAccounts;
return web3Factory.getRpcProvider({
...providerConfigs,
fork: forkHost,
blockTime: 0,
...(unlockedAccounts ? { unlocked_accounts: unlockedAccounts } : {}),
});
}
@ -158,6 +184,11 @@ export class LiveBlockchainTestsEnvironmentSingleton extends BlockchainTestsEnvi
return LiveBlockchainTestsEnvironmentSingleton._instance;
}
// Reset the singleton.
public static reset(): void {
LiveBlockchainTestsEnvironmentSingleton._instance = undefined;
}
protected static _createWeb3Provider(rpcHost: string): Web3ProviderEngine {
const providerEngine = new Web3ProviderEngine();
providerEngine.addProvider(new RPCSubprovider(rpcHost));
@ -209,6 +240,16 @@ export const blockchainTests: BlockchainContextDefinition = _.assign(
return defineBlockchainSuite(StandardBlockchainTestsEnvironmentSingleton, description, callback, describe);
},
{
configure(config?: Partial<BlockchainContextConfig>): void {
// Update the global config and reset all environment singletons.
TEST_ENV_CONFIG = {
...TEST_ENV_CONFIG,
...config,
};
ForkedBlockchainTestsEnvironmentSingleton.reset();
StandardBlockchainTestsEnvironmentSingleton.reset();
LiveBlockchainTestsEnvironmentSingleton.reset();
},
only(description: string, callback: BlockchainSuiteCallback): ISuite {
return defineBlockchainSuite(
StandardBlockchainTestsEnvironmentSingleton,

9
contracts/utils/CHANGELOG.json
View File

@ -1,4 +1,13 @@
[
{
"version": "4.4.0",
"changes": [
{
"note": "Add `D18` library",
"pr": 2466
}
]
},
{
"timestamp": 1581748629,
"version": "4.3.1",

248
contracts/utils/contracts/src/D18.sol Normal file
View File

@ -0,0 +1,248 @@
/*
Copyright 2019 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 ^0.5.16;
/// @dev A library for working with 18 digit, base 10 decimals.
library D18 {
/// @dev Decimal places for dydx value quantities.
uint256 private constant PRECISION = 18;
/// @dev 1.0 in base-18 decimal.
int256 private constant DECIMAL_ONE = int256(10 ** PRECISION);
/// @dev Minimum signed integer value.
int256 private constant MIN_INT256_VALUE = int256(0x8000000000000000000000000000000000000000000000000000000000000000);
/// @dev Return `1.0`
function one()
internal
pure
returns (int256 r)
{
r = DECIMAL_ONE;
}
/// @dev Add two decimals.
function add(int256 a, int256 b)
internal
pure
returns (int256 r)
{
r = _add(a, b);
}
/// @dev Add two decimals.
function add(uint256 a, int256 b)
internal
pure
returns (int256 r)
{
require(int256(a) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
r = _add(int256(a), b);
}
/// @dev Add two decimals.
function add(int256 a, uint256 b)
internal
pure
returns (int256 r)
{
require(int256(b) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
r = _add(a, int256(b));
}
/// @dev Add two decimals.
function add(uint256 a, uint256 b)
internal
pure
returns (int256 r)
{
require(int256(a) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
require(int256(b) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
r = _add(int256(a), int256(b));
}
/// @dev Subract two decimals.
function sub(int256 a, int256 b)
internal
pure
returns (int256 r)
{
r = _add(a, -b);
}
/// @dev Subract two decimals.
function sub(uint256 a, int256 b)
internal
pure
returns (int256 r)
{
require(int256(a) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
r = _add(int256(a), -b);
}
/// @dev Subract two decimals.
function sub(uint256 a, uint256 b)
internal
pure
returns (int256 r)
{
require(int256(a) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
require(int256(b) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
r = _add(int256(a), -int256(b));
}
/// @dev Multiply two decimals.
function mul(int256 a, int256 b)
internal
pure
returns (int256 r)
{
r = _div(_mul(a, b), DECIMAL_ONE);
}
/// @dev Multiply two decimals.
function mul(uint256 a, int256 b)
internal
pure
returns (int256 r)
{
require(int256(a) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
r = _div(_mul(int256(a), b), DECIMAL_ONE);
}
/// @dev Multiply two decimals.
function mul(int256 a, uint256 b)
internal
pure
returns (int256 r)
{
require(int256(b) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
r = _div(_mul(a, int256(b)), DECIMAL_ONE);
}
/// @dev Multiply two decimals.
function mul(uint256 a, uint256 b)
internal
pure
returns (int256 r)
{
require(int256(a) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
require(int256(b) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
r = _div(_mul(int256(a), int256(b)), DECIMAL_ONE);
}
/// @dev Divide two decimals.
function div(int256 a, int256 b)
internal
pure
returns (int256 r)
{
r = _div(_mul(a, DECIMAL_ONE), b);
}
/// @dev Divide two decimals.
function div(uint256 a, int256 b)
internal
pure
returns (int256 r)
{
require(int256(a) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
r = _div(_mul(int256(a), DECIMAL_ONE), b);
}
/// @dev Divide two decimals.
function div(int256 a, uint256 b)
internal
pure
returns (int256 r)
{
require(int256(b) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
r = _div(_mul(a, DECIMAL_ONE), int256(b));
}
/// @dev Divide two decimals.
function div(uint256 a, uint256 b)
internal
pure
returns (int256 r)
{
require(int256(a) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
require(int256(b) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
r = _div(_mul(int256(a), DECIMAL_ONE), int256(b));
}
/// @dev Safely convert an unsigned integer into a signed integer.
function toSigned(uint256 a)
internal
pure
returns (int256 r)
{
require(int256(a) >= 0, "D18/DECIMAL_VALUE_TOO_BIG");
r = int256(a);
}
/// @dev Clip a signed value to be positive.
function clip(int256 a)
internal
pure
returns (int256 r)
{
r = a < 0 ? 0 : a;
}
/// @dev Safely multiply two signed integers.
function _mul(int256 a, int256 b)
private
pure
returns (int256 r)
{
if (a == 0 || b == 0) {
return 0;
}
r = a * b;
require(r / a == b && r / b == a, "D18/DECIMAL_MUL_OVERFLOW");
return r;
}
/// @dev Safely divide two signed integers.
function _div(int256 a, int256 b)
private
pure
returns (int256 r)
{
require(b != 0, "D18/DECIMAL_DIV_BY_ZERO");
require(a != MIN_INT256_VALUE || b != -1, "D18/DECIMAL_DIV_OVERFLOW");
r = a / b;
}
/// @dev Safely add two signed integers.
function _add(int256 a, int256 b)
private
pure
returns (int256 r)
{
r = a + b;
require(
!((a < 0 && b < 0 && r > a) || (a > 0 && b > 0 && r < a)),
"D18/DECIMAL_ADD_OVERFLOW"
);
}
}

4
packages/abi-gen/CHANGELOG.json
View File

@ -5,6 +5,10 @@
{
"note": "Support deploying contracts with unliked libraries through `deployWithLibrariesFrom0xArtifactAsync()`",
"pr": 2463
},
{
"note": "Update reference outputs",
"pr": 2466
}
],
"timestamp": 1581204851

2
packages/contract-addresses/CHANGELOG.json
View File

@ -60,7 +60,7 @@
},
{
"note": "Update snapshot addresses",
"pr": 2464
"pr": 2466
}
],
"timestamp": 1580811564

10
packages/contract-addresses/addresses.json
View File

@ -131,18 +131,18 @@
"etherToken": "0x0b1ba0af832d7c05fd64161e0db78e85978e8082",
"exchange": "0x48bacb9266a570d521063ef5dd96e61686dbe788",
"assetProxyOwner": "0x0000000000000000000000000000000000000000",
"erc20BridgeProxy": "0x038f9b392fb9a9676dbaddf78ea5fdbf6c7d9710",
"erc20BridgeProxy": "0x371b13d97f4bf77d724e78c16b7dc74099f40e84",
"zeroExGovernor": "0x0000000000000000000000000000000000000000",
"forwarder": "0xe704967449b57b2382b7fa482718748c13c63190",
"coordinatorRegistry": "0xaa86dda78e9434aca114b6676fc742a18d15a1cc",
"coordinator": "0x4d3d5c850dd5bd9d6f4adda3dd039a3c8054ca29",
"multiAssetProxy": "0xcfc18cec799fbd1793b5c43e773c98d4d61cc2db",
"staticCallProxy": "0x6dfff22588be9b3ef8cf0ad6dc9b84796f9fb45f",
"devUtils": "0x74341e87b1c4db7d5ed95f92b37509f2525a7a90",
"devUtils": "0xb23672f74749bf7916ba6827c64111a4d6de7f11",
"exchangeV2": "0x48bacb9266a570d521063ef5dd96e61686dbe788",
"zrxVault": "0xc4df27466183c0fe2a5924d6ea56e334deff146a",
"staking": "0xf23276778860e420acfc18ebeebf7e829b06965c",
"stakingProxy": "0x8a063452f7df2614db1bca3a85ef35da40cf0835",
"zrxVault": "0xf23276778860e420acfc18ebeebf7e829b06965c",
"staking": "0x8a063452f7df2614db1bca3a85ef35da40cf0835",
"stakingProxy": "0x59adefa01843c627ba5d6aa350292b4b7ccae67a",
"uniswapBridge": "0x0000000000000000000000000000000000000000",
"eth2DaiBridge": "0x0000000000000000000000000000000000000000",
"erc20BridgeSampler": "0x0000000000000000000000000000000000000000",

2
packages/contract-artifacts/CHANGELOG.json
View File

@ -18,7 +18,7 @@
"changes": [
{
"note": "Update `DevUtils` artifact",
"pr": 2464
"pr": 2466
},
{
"note": "Remove `LibTransactionDecoder` artifact",

16
packages/contract-artifacts/artifacts/DevUtils.json generated
View File

File diff suppressed because one or more lines are too long

53
packages/contract-wrappers/src/generated-wrappers/dev_utils.ts generated
View File

File diff suppressed because one or more lines are too long

4
packages/migrations/CHANGELOG.json
View File

@ -23,6 +23,10 @@
{
"note": "Use contract package artifacts in ganache migrations",
"pr": 2456
},
{
"note": "Update deployment for new DevUtils",
"pr": 2466
}
],
"timestamp": 1581204851

1
packages/migrations/src/migration.ts
View File

@ -198,6 +198,7 @@ export async function runMigrationsAsync(
allArtifacts,
exchange.address,
constants.NULL_ADDRESS,
constants.NULL_ADDRESS,
);
// tslint:disable-next-line:no-unused-variable

3
packages/migrations/src/testnet_migrations.ts
View File

@ -120,7 +120,7 @@ export async function runMigrationsAsync(supportedProvider: SupportedProvider, t
assetProxyArtifacts,
);
await DydxBridgeContract.deployFrom0xArtifactAsync(
const dydxBridge = await DydxBridgeContract.deployFrom0xArtifactAsync(
assetProxyArtifacts.DydxBridge,
provider,
txDefaults,
@ -253,6 +253,7 @@ export async function runMigrationsAsync(supportedProvider: SupportedProvider, t
devUtilsArtifacts,
exchange.address,
chaiBridge.address,
dydxBridge.address,
);
await CoordinatorContract.deployFrom0xArtifactAsync(