Chainlink stop-limit orders (#2473)

* Contracts for Chainlink stop-limit orders

* Tests and asset data utils

* Update contracts-integrations changelog

* Address comments

* Remove priceFreshness parameter

* Remove LibSafeMath

* fix typo

* Add ChainlinkStopLimit addresses to @0x/contract-addresses

contracts/integrations/test/artifacts.ts

@@ -5,6 +5,9 @@
  */
 import { ContractArtifact } from 'ethereum-types';
 
+import * as ChainlinkStopLimit from '../test/generated-artifacts/ChainlinkStopLimit.json';
+import * as IChainlinkAggregator from '../test/generated-artifacts/IChainlinkAggregator.json';
+import * as TestChainlinkAggregator from '../test/generated-artifacts/TestChainlinkAggregator.json';
 import * as TestContractWrapper from '../test/generated-artifacts/TestContractWrapper.json';
 import * as TestDydxUser from '../test/generated-artifacts/TestDydxUser.json';
 import * as TestEth2Dai from '../test/generated-artifacts/TestEth2Dai.json';
@@ -16,6 +19,9 @@ import * as TestUniswapBridge from '../test/generated-artifacts/TestUniswapBridg
 import * as TestUniswapExchange from '../test/generated-artifacts/TestUniswapExchange.json';
 import * as TestUniswapExchangeFactory from '../test/generated-artifacts/TestUniswapExchangeFactory.json';
 export const artifacts = {
+    ChainlinkStopLimit: ChainlinkStopLimit as ContractArtifact,
+    IChainlinkAggregator: IChainlinkAggregator as ContractArtifact,
+    TestChainlinkAggregator: TestChainlinkAggregator as ContractArtifact,
     TestContractWrapper: TestContractWrapper as ContractArtifact,
     TestDydxUser: TestDydxUser as ContractArtifact,
     TestEth2Dai: TestEth2Dai as ContractArtifact,

contracts/integrations/test/stop-limit/chainlink_stop_limit_test.ts

@@ -0,0 +1,153 @@
+import { ExchangeRevertErrors } from '@0x/contracts-exchange';
+import { blockchainTests, constants, expect, orderHashUtils } from '@0x/contracts-test-utils';
+import { assetDataUtils } from '@0x/order-utils';
+import { SignedOrder } from '@0x/types';
+import { BigNumber, StringRevertError } from '@0x/utils';
+
+import { encodeStopLimitStaticCallData } from '../../src/chainlink_utils';
+
+import { artifacts } from '../artifacts';
+import { Actor } from '../framework/actors/base';
+import { Maker } from '../framework/actors/maker';
+import { Taker } from '../framework/actors/taker';
+import { BlockchainBalanceStore } from '../framework/balances/blockchain_balance_store';
+import { LocalBalanceStore } from '../framework/balances/local_balance_store';
+import { DeploymentManager } from '../framework/deployment_manager';
+import { ChainlinkStopLimitContract, TestChainlinkAggregatorContract } from '../wrappers';
+
+blockchainTests.resets('Chainlink stop-limit order tests', env => {
+    let deployment: DeploymentManager;
+    let balanceStore: BlockchainBalanceStore;
+    let initialBalances: LocalBalanceStore;
+
+    let chainLinkAggregator: TestChainlinkAggregatorContract;
+
+    let maker: Maker;
+    let taker: Taker;
+
+    let order: SignedOrder;
+
+    const minPrice = new BigNumber(42);
+    const maxPrice = new BigNumber(1337);
+
+    before(async () => {
+        deployment = await DeploymentManager.deployAsync(env, {
+            numErc20TokensToDeploy: 2,
+            numErc721TokensToDeploy: 0,
+            numErc1155TokensToDeploy: 0,
+        });
+        const [makerToken, takerToken] = deployment.tokens.erc20;
+
+        const chainlinkStopLimit = await ChainlinkStopLimitContract.deployFrom0xArtifactAsync(
+            artifacts.ChainlinkStopLimit,
+            env.provider,
+            env.txDefaults,
+            artifacts,
+        );
+        chainLinkAggregator = await TestChainlinkAggregatorContract.deployFrom0xArtifactAsync(
+            artifacts.TestChainlinkAggregator,
+            env.provider,
+            env.txDefaults,
+            artifacts,
+        );
+
+        const makerAssetData = assetDataUtils.encodeMultiAssetData(
+            [new BigNumber(1), new BigNumber(1)],
+            [
+                assetDataUtils.encodeERC20AssetData(makerToken.address),
+                encodeStopLimitStaticCallData(
+                    chainlinkStopLimit.address,
+                    chainLinkAggregator.address,
+                    minPrice,
+                    maxPrice,
+                ),
+            ],
+        );
+
+        const orderConfig = {
+            feeRecipientAddress: constants.NULL_ADDRESS,
+            makerAssetData,
+            takerAssetData: assetDataUtils.encodeERC20AssetData(takerToken.address),
+            makerFeeAssetData: constants.NULL_BYTES,
+            takerFeeAssetData: constants.NULL_BYTES,
+            makerFee: constants.ZERO_AMOUNT,
+            takerFee: constants.ZERO_AMOUNT,
+        };
+
+        maker = new Maker({
+            name: 'Maker',
+            deployment,
+            orderConfig,
+        });
+        taker = new Taker({ name: 'Taker', deployment });
+
+        // Set balances and allowances
+        await maker.configureERC20TokenAsync(makerToken);
+        await taker.configureERC20TokenAsync(takerToken);
+
+        order = await maker.signOrderAsync();
+
+        // Set up balance stores
+        const tokenOwners = {
+            Maker: maker.address,
+            Taker: taker.address,
+        };
+        const tokenContracts = {
+            erc20: { makerToken, takerToken },
+        };
+        balanceStore = new BlockchainBalanceStore(tokenOwners, tokenContracts);
+        await balanceStore.updateBalancesAsync();
+        initialBalances = LocalBalanceStore.create(balanceStore);
+    });
+
+    after(async () => {
+        Actor.reset();
+    });
+
+    it('fillOrder reverts if price < minPrice', async () => {
+        await chainLinkAggregator.setPrice(minPrice.minus(1)).awaitTransactionSuccessAsync();
+        const tx = taker.fillOrderAsync(order, order.takerAssetAmount);
+        const expectedError = new ExchangeRevertErrors.AssetProxyTransferError(
+            orderHashUtils.getOrderHashHex(order),
+            order.makerAssetData,
+            new StringRevertError('ChainlinkStopLimit/OUT_OF_PRICE_RANGE').encode(),
+        );
+        return expect(tx).to.revertWith(expectedError);
+    });
+    it('fillOrder reverts price > maxPrice', async () => {
+        await chainLinkAggregator.setPrice(maxPrice.plus(1)).awaitTransactionSuccessAsync();
+        const tx = taker.fillOrderAsync(order, order.takerAssetAmount);
+        const expectedError = new ExchangeRevertErrors.AssetProxyTransferError(
+            orderHashUtils.getOrderHashHex(order),
+            order.makerAssetData,
+            new StringRevertError('ChainlinkStopLimit/OUT_OF_PRICE_RANGE').encode(),
+        );
+        return expect(tx).to.revertWith(expectedError);
+    });
+    it('fillOrder succeeds if price = minPrice', async () => {
+        await chainLinkAggregator.setPrice(minPrice).awaitTransactionSuccessAsync();
+        const receipt = await taker.fillOrderAsync(order, order.takerAssetAmount);
+        const expectedBalances = LocalBalanceStore.create(initialBalances);
+        expectedBalances.simulateFills([order], taker.address, receipt, deployment, DeploymentManager.protocolFee);
+        await balanceStore.updateBalancesAsync();
+        balanceStore.assertEquals(expectedBalances);
+    });
+    it('fillOrder succeeds if price = maxPrice', async () => {
+        await chainLinkAggregator.setPrice(maxPrice).awaitTransactionSuccessAsync();
+        const receipt = await taker.fillOrderAsync(order, order.takerAssetAmount);
+        const expectedBalances = LocalBalanceStore.create(initialBalances);
+        expectedBalances.simulateFills([order], taker.address, receipt, deployment, DeploymentManager.protocolFee);
+        await balanceStore.updateBalancesAsync();
+        balanceStore.assertEquals(expectedBalances);
+    });
+    it('fillOrder succeeds if minPrice < price < maxPrice', async () => {
+        await chainLinkAggregator
+            .setPrice(minPrice.plus(maxPrice).dividedToIntegerBy(2))
+            .awaitTransactionSuccessAsync();
+        const receipt = await taker.fillOrderAsync(order, order.takerAssetAmount);
+        const expectedBalances = LocalBalanceStore.create(initialBalances);
+        expectedBalances.simulateFills([order], taker.address, receipt, deployment, DeploymentManager.protocolFee);
+        await balanceStore.updateBalancesAsync();
+        balanceStore.assertEquals(expectedBalances);
+    });
+});

contracts/integrations/test/wrappers.ts

@@ -3,6 +3,9 @@
  * Warning: This file is auto-generated by contracts-gen. Don't edit manually.
  * -----------------------------------------------------------------------------
  */
+export * from '../test/generated-wrappers/chainlink_stop_limit';
+export * from '../test/generated-wrappers/i_chainlink_aggregator';
+export * from '../test/generated-wrappers/test_chainlink_aggregator';
 export * from '../test/generated-wrappers/test_contract_wrapper';
 export * from '../test/generated-wrappers/test_dydx_user';
 export * from '../test/generated-wrappers/test_eth2_dai';