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Add assertValidFillResults

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This commit is contained in:
Amir Bandeali
2018-07-18 16:02:16 -07:00
parent d8099d53fe
commit e90ed01105
1 changed files with 90 additions and 63 deletions
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153
packages/contracts/src/2.0.0/forwarder/MixinForwarderCore.sol vendored
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@@ -85,11 +85,12 @@ contract MixinForwarderCore is
// Convert ETH to WETH.
convertEthToWeth();
uint256 wethSellAmount;
uint256 zrxBuyAmount;
uint256 makerAssetAmountPurchased;
uint256 wethAvailable;
if (orders[0].makerAssetData.equals(ZRX_ASSET_DATA)) {
// Calculate amount of WETH that won't be spent on ETH fees.
wethAvailable = getPartialAmount(
wethSellAmount = getPartialAmount(
PERCENTAGE_DENOMINATOR,
safeAdd(PERCENTAGE_DENOMINATOR, feePercentage),
msg.value
@@ -98,14 +99,14 @@ contract MixinForwarderCore is
// ZRX fees are paid with this contract's balance.
orderFillResults = marketSellWeth(
orders,
wethAvailable,
wethSellAmount,
signatures
);
// The fee amount must be deducted from the amount transfered back to sender.
makerAssetAmountPurchased = safeSub(orderFillResults.makerAssetFilledAmount, orderFillResults.takerFeePaid);
} else {
// 5% of WETH is reserved for filling feeOrders and paying feeRecipient.
wethAvailable = getPartialAmount(
wethSellAmount = getPartialAmount(
MAX_WETH_FILL_PERCENTAGE,
PERCENTAGE_DENOMINATOR,
msg.value
@@ -114,23 +115,24 @@ contract MixinForwarderCore is
// ZRX fees are payed with this contract's balance.
orderFillResults = marketSellWeth(
orders,
wethAvailable,
wethSellAmount,
signatures
);
// Buy back all ZRX spent on fees.
zrxBuyAmount = orderFillResults.takerFeePaid;
feeOrderFillResults = marketBuyZrx(
feeOrders,
orderFillResults.takerFeePaid,
zrxBuyAmount,
feeSignatures
);
makerAssetAmountPurchased = orderFillResults.makerAssetFilledAmount;
}
// 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"
// Ensure that all ZRX fees have been repurchased and no extra WETH owned by this contract has been sold.
assertValidFillResults(
orderFillResults,
feeOrderFillResults,
zrxBuyAmount
);
// Transfer feePercentage of total ETH spent on primary orders to feeRecipient.
@@ -181,6 +183,7 @@ contract MixinForwarderCore is
// Convert ETH to WETH.
convertEthToWeth();
uint256 zrxBuyAmount;
uint256 makerAssetAmountPurchased;
if (orders[0].makerAssetData.equals(ZRX_ASSET_DATA)) {
// If the makerAsset is ZRX, it is not necessary to pay fees out of this
@@ -201,19 +204,20 @@ contract MixinForwarderCore is
signatures
);
// Buy back all ZRX spent on fees.
zrxBuyAmount = orderFillResults.takerFeePaid;
feeOrderFillResults = marketBuyZrx(
feeOrders,
orderFillResults.takerFeePaid,
zrxBuyAmount,
feeSignatures
);
makerAssetAmountPurchased = orderFillResults.makerAssetFilledAmount;
}
// 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"
// Ensure that all ZRX fees have been repurchased and no extra WETH owned by this contract has been sold.
assertValidFillResults(
orderFillResults,
feeOrderFillResults,
zrxBuyAmount
);
// Transfer feePercentage of total ETH spent on primary orders to feeRecipient.
@@ -307,53 +311,76 @@ contract MixinForwarderCore is
returns (FillResults memory totalFillResults)
{
// Do nothing if zrxBuyAmount == 0
if (zrxBuyAmount > 0) {
bytes memory zrxAssetData = ZRX_ASSET_DATA;
bytes memory wethAssetData = WETH_ASSET_DATA;
uint256 zrxPurchased = 0;
uint256 ordersLength = orders.length;
for (uint256 i = 0; i < ordersLength; 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 = safeSub(zrxBuyAmount, zrxPurchased);
// 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],
safeAdd(remainingWethSellAmount, 1),
signatures[i]
);
// Update amounts filled and fees paid by maker and taker.
addFillResults(totalFillResults, singleFillResult);
zrxPurchased = safeSub(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid);
// Stop execution if the entire amount of ZRX has been bought.
if (zrxPurchased >= zrxBuyAmount) {
break;
}
}
// Ensure that all ZRX spent while filling primary orders has been repurchased.
require(
zrxPurchased >= zrxBuyAmount,
"COMPLETE_FILL_FAILED"
);
if (zrxBuyAmount == 0) {
return totalFillResults;
}
bytes memory zrxAssetData = ZRX_ASSET_DATA;
bytes memory wethAssetData = WETH_ASSET_DATA;
uint256 zrxPurchased = 0;
uint256 ordersLength = orders.length;
for (uint256 i = 0; i < ordersLength; 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 = safeSub(zrxBuyAmount, zrxPurchased);
// 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],
safeAdd(remainingWethSellAmount, 1),
signatures[i]
);
// Update amounts filled and fees paid by maker and taker.
addFillResults(totalFillResults, singleFillResult);
zrxPurchased = safeSub(totalFillResults.makerAssetFilledAmount, totalFillResults.takerFeePaid);
// Stop execution if the entire amount of ZRX has been bought.
if (zrxPurchased >= zrxBuyAmount) {
break;
}
}
return totalFillResults;
}
/// @dev Ensures that all ZRX fees have been repurchased and no extra WETH owned by this contract has been sold.
/// @param orderFillResults Amounts filled and fees paid for primary orders.
/// @param feeOrderFillResults Amounts filled and fees paid for fee orders.
/// @param zrxBuyAmount The amount of ZRX that needed to be repurchased after filling primary orders.
function assertValidFillResults(
FillResults memory orderFillResults,
FillResults memory feeOrderFillResults,
uint256 zrxBuyAmount
)
internal
view
{
// Ensure that all ZRX spent while filling primary orders has been repurchased.
uint256 zrxPurchased = safeSub(feeOrderFillResults.makerAssetFilledAmount, feeOrderFillResults.takerFeePaid);
require(
zrxPurchased >= zrxBuyAmount,
"COMPLETE_FILL_FAILED"
);
// Ensure that no extra WETH owned by this contract has been sold.
uint256 wethSold = safeAdd(orderFillResults.takerAssetFilledAmount, feeOrderFillResults.takerAssetFilledAmount);
require(
wethSold <= msg.value,
"OVERSOLD_WETH"
);
}
}