* v4 FillQuoteTransformer (#104) * Update FQT to support v4 orders * `@0x/contracts-zero-ex`: Tweak FQT `@0x/contracts-zero-ex`: Drop `ERC20BridgeTransfer` event and add `PartialQuoteFill` event. * `@0x/contracts-utils`: Add `LibSafeMathV06.downcastToUint128()` * `@0x/protocol-utils`: Update transformer utils for V4 FQT * `@0x/contracts-zero-ex`: Fixing FQT tests... * `@0x/contracts-zero-ex`: rename FQT bridge event * `@0x/contracts-zero-ex`: Un-`only` tests * `@0x/migrations`: Update `BridgeAdapter` deployment * `@0x/contracts-integrations`: Delete `mtx_tests` * `@0x/protocol-utils`: Address review comments * `@0x/contracts-zero-ex`: Address review comments * `@0x/migrations`: Update migrations Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com> Co-authored-by: Lawrence Forman <me@merklejerk.com> * v4: Asset-swapper (main branch) (#113) * refactor quote_requestor * WIP v4/asset-swapper: Clean up SwapQuoter and remove @0x/orderbook * Start replacing SignedOrder everywhere * wip: new order type * wip * remove order-utils from most places * hack: Play around with VerboseX types (#119) * hack: Play around with VerboseX types * More hacks * Fix up the bridgeData encodings * Rework Orderbook return type * feat: Don't charge a protocol fee for RFQ orders WIP (#121) * fix simple build errors * simplify types a little * remove SwapQuoteCalculator: unnecessary abstraction * Fix all ./src build errors; make types consistent * export more types for use in 0x API; modify Orderbook interface * stop overriding APIOrder * feat: RFQ v4 + consolidated bridge encoders (#125) * feat: check if taker address is contract * Rework bridge data * Worst case adjustments * RFQT v4 * Future/v4 validate orders (#126) * RFQT v4 * v4 validate native orders * use default invalid signature * refactor rfqt validations in swap quoter * fix types * fix RFQT unlisted api key * remove priceAwareRFQFlag * adjust maker/taker amounts * update JSON schemas * filter zero fillable orders Co-authored-by: xianny <xianny@gmail.com> * fix type export Co-authored-by: xianny <xianny@gmail.com> * remove order-utils as much as possible * work on tests compile * Comment out quote reporter test * updated tests * restore order-utils accidental changes * some lints * Remove old fill_test * ts lint disable for now * update quote report * Re-enable quote report tests * make fill data required field * fix lint * type guards * force fillData as required * fix lint * fix naming * exports * adjust MultiBridge by slippage * cleanups (checkpoint 1) * cleanup types (checkpoint #2) * remove unused deps * `@0x/contract-addresses`: Deploy new FQT (#129) Co-authored-by: Lawrence Forman <me@merklejerk.com> * commit bump to republish * DRY up the rfqt mocker * fix: Balancer load top pools (#131) * fix: Balancer load top 250 pools * refetch top pools on an interval Co-authored-by: Jacob Evans <jacob@dekz.net> Co-authored-by: Kim Persson <kimpers@users.noreply.github.com> Co-authored-by: Lawrence Forman <lawrence@0xproject.com> Co-authored-by: Lawrence Forman <me@merklejerk.com> * Update post rebase * prettier * Remove test helpers exported in asset-swapper * Clean up from review comments * prettier * lint * recreate rfqt mocker * change merge and INVALID_SIGNATURE Co-authored-by: Lawrence Forman <lawrence@0xproject.com> Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com> Co-authored-by: Lawrence Forman <me@merklejerk.com> Co-authored-by: Xianny <8582774+xianny@users.noreply.github.com> Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
240 lines
7.6 KiB
Solidity
240 lines
7.6 KiB
Solidity
// SPDX-License-Identifier: Apache-2.0
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/*
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Copyright 2021 ZeroEx Intl.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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*/
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pragma solidity ^0.6;
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pragma experimental ABIEncoderV2;
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import "@0x/contracts-erc20/contracts/src/v06/LibERC20TokenV06.sol";
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import "@0x/contracts-utils/contracts/src/v06/LibMathV06.sol";
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import "@0x/contracts-utils/contracts/src/v06/LibBytesV06.sol";
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import "@0x/contracts-utils/contracts/src/v06/LibSafeMathV06.sol";
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interface IExchange {
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enum OrderStatus {
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INVALID,
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FILLABLE,
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FILLED,
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CANCELLED,
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EXPIRED
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}
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/// @dev A standard OTC or OO limit order.
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struct LimitOrder {
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IERC20TokenV06 makerToken;
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IERC20TokenV06 takerToken;
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uint128 makerAmount;
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uint128 takerAmount;
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uint128 takerTokenFeeAmount;
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address maker;
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address taker;
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address sender;
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address feeRecipient;
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bytes32 pool;
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uint64 expiry;
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uint256 salt;
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}
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/// @dev An RFQ limit order.
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struct RfqOrder {
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IERC20TokenV06 makerToken;
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IERC20TokenV06 takerToken;
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uint128 makerAmount;
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uint128 takerAmount;
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address maker;
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address taker;
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address txOrigin;
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bytes32 pool;
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uint64 expiry;
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uint256 salt;
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}
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/// @dev Info on a limit or RFQ order.
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struct OrderInfo {
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bytes32 orderHash;
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OrderStatus status;
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uint128 takerTokenFilledAmount;
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}
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/// @dev Allowed signature types.
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enum SignatureType {
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ILLEGAL,
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INVALID,
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EIP712,
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ETHSIGN
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}
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/// @dev Encoded EC signature.
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struct Signature {
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// How to validate the signature.
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SignatureType signatureType;
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// EC Signature data.
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uint8 v;
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// EC Signature data.
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bytes32 r;
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// EC Signature data.
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bytes32 s;
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}
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/// @dev Get the order info for a limit order.
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/// @param order The limit order.
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/// @return orderInfo Info about the order.
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function getLimitOrderInfo(LimitOrder memory order)
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external
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view
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returns (OrderInfo memory orderInfo);
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/// @dev Get order info, fillable amount, and signature validity for a limit order.
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/// Fillable amount is determined using balances and allowances of the maker.
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/// @param order The limit order.
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/// @param signature The order signature.
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/// @return orderInfo Info about the order.
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/// @return actualFillableTakerTokenAmount How much of the order is fillable
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/// based on maker funds, in taker tokens.
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/// @return isSignatureValid Whether the signature is valid.
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function getLimitOrderRelevantState(
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LimitOrder memory order,
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Signature calldata signature
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)
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external
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view
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returns (
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OrderInfo memory orderInfo,
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uint128 actualFillableTakerTokenAmount,
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bool isSignatureValid
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);
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}
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contract NativeOrderSampler {
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using LibSafeMathV06 for uint256;
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using LibBytesV06 for bytes;
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/// @dev Gas limit for calls to `getOrderFillableTakerAmount()`.
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uint256 constant internal DEFAULT_CALL_GAS = 200e3; // 200k
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/// @dev Queries the fillable taker asset amounts of native orders.
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/// Effectively ignores orders that have empty signatures or
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/// maker/taker asset amounts (returning 0).
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/// @param orders Native limit orders to query.
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/// @param orderSignatures Signatures for each respective order in `orders`.
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/// @param exchange The V4 exchange.
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/// @return orderFillableTakerAssetAmounts How much taker asset can be filled
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/// by each order in `orders`.
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function getLimitOrderFillableTakerAssetAmounts(
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IExchange.LimitOrder[] memory orders,
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IExchange.Signature[] memory orderSignatures,
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IExchange exchange
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)
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public
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view
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returns (uint256[] memory orderFillableTakerAssetAmounts)
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{
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orderFillableTakerAssetAmounts = new uint256[](orders.length);
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for (uint256 i = 0; i != orders.length; i++) {
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try
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this.getLimitOrderFillableTakerAmount
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{gas: DEFAULT_CALL_GAS}
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(
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orders[i],
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orderSignatures[i],
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exchange
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)
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returns (uint256 amount)
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{
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orderFillableTakerAssetAmounts[i] = amount;
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} catch (bytes memory) {
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// Swallow failures, leaving all results as zero.
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orderFillableTakerAssetAmounts[i] = 0;
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}
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}
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}
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/// @dev Queries the fillable taker asset amounts of native orders.
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/// Effectively ignores orders that have empty signatures or
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/// @param orders Native orders to query.
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/// @param orderSignatures Signatures for each respective order in `orders`.
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/// @param exchange The V4 exchange.
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/// @return orderFillableMakerAssetAmounts How much maker asset can be filled
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/// by each order in `orders`.
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function getLimitOrderFillableMakerAssetAmounts(
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IExchange.LimitOrder[] memory orders,
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IExchange.Signature[] memory orderSignatures,
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IExchange exchange
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)
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public
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view
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returns (uint256[] memory orderFillableMakerAssetAmounts)
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{
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orderFillableMakerAssetAmounts = getLimitOrderFillableTakerAssetAmounts(
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orders,
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orderSignatures,
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exchange
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);
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// `orderFillableMakerAssetAmounts` now holds taker asset amounts, so
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// convert them to maker asset amounts.
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for (uint256 i = 0; i < orders.length; ++i) {
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if (orderFillableMakerAssetAmounts[i] != 0) {
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orderFillableMakerAssetAmounts[i] = LibMathV06.getPartialAmountCeil(
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orderFillableMakerAssetAmounts[i],
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orders[i].takerAmount,
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orders[i].makerAmount
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);
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}
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}
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}
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/// @dev Get the fillable taker amount of an order, taking into account
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/// order state, maker fees, and maker balances.
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function getLimitOrderFillableTakerAmount(
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IExchange.LimitOrder memory order,
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IExchange.Signature memory signature,
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IExchange exchange
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)
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virtual
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public
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view
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returns (uint256 fillableTakerAmount)
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{
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if (signature.signatureType == IExchange.SignatureType.ILLEGAL ||
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signature.signatureType == IExchange.SignatureType.INVALID ||
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order.makerAmount == 0 ||
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order.takerAmount == 0)
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{
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return 0;
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}
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(
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IExchange.OrderInfo memory orderInfo,
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uint128 remainingFillableTakerAmount,
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bool isSignatureValid
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) = exchange.getLimitOrderRelevantState(order, signature);
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if (
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orderInfo.status != IExchange.OrderStatus.FILLABLE ||
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!isSignatureValid ||
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order.makerToken == IERC20TokenV06(0)
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) {
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return 0;
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}
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fillableTakerAmount = uint256(remainingFillableTakerAmount);
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}
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}
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