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ZeroExOrderDataHandler
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@asoong
asoong committed Jul 31, 2018
1 parent 3f8b376 commit bde29ed
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Showing 12 changed files with 361 additions and 512 deletions.
9 changes: 5 additions & 4 deletions contracts/core/exchange-wrappers/TakerWalletWrapper.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -48,7 +48,7 @@ contract TakerWalletWrapper is
/**
* Sets the transferProxy address for the contract
*
* @param _transferProxy Address of current transferProxy
* @param _transferProxy Address of current transferProxy
*/
constructor(
address _transferProxy
Expand All @@ -62,13 +62,14 @@ contract TakerWalletWrapper is
/* ============ Public Functions ============ */

/**
* Parses taker wallet orders and transfers tokens from taker's wallet
* IExchange interface delegate method.
* Parses taker wallet orders and transfers tokens from taker's wallet.
*
* @param _taker Taker wallet address
* @param _orderCount Amount of orders in exchange request
* @param _orderData Encoded taker wallet order data
* @return takerTokens Array of token addresses executed in orders
* @return takerTokenAmounts Array of token amounts executed in orders
* @return Array of token addresses executed in orders
* @return Array of token amounts executed in orders
*/
function exchange(
address _taker,
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60 changes: 35 additions & 25 deletions contracts/core/exchange-wrappers/ZeroExExchangeWrapper.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -32,8 +32,7 @@ import { ZeroExOrderDataHandler as OrderHandler } from "./lib/ZeroExOrderDataHan
*
* The ZeroExExchangeWrapper contract wrapper to interface with 0x V2
*/
contract ZeroExExchangeWrapper
{
contract ZeroExExchangeWrapper {
using SafeMath for uint256;

/* ============ Structs ============ */
Expand All @@ -49,9 +48,15 @@ contract ZeroExExchangeWrapper
address public zeroExProxy;
address public setTransferProxy;


/* ============ Constructor ============ */

/**
* Initialize exchange wrapper with required addresses to facilitate 0x orders
*
* @param _zeroExExchange 0x Exchange contract for filling orders
* @param _zeroExProxy 0x Proxy contract for transferring
* @param _setTransferProxy Set Protocol transfer proxy contract
*/
constructor(
address _zeroExExchange,
address _zeroExProxy,
Expand All @@ -66,26 +71,28 @@ contract ZeroExExchangeWrapper

/* ============ Public Functions ============ */


// The purpose of this function is to decode the order data and execute the trade
// TODO - We are currently assuming no taker fee. Add in taker fee going forward

// All orders are prefixed with a header that includes the number of orders
//
// | Section | Data | Offset | Length | Contents |
// |---------|-----------------------|---------------------|-----------------|-------------------------------|
// | Header | numOrders | 0 | 32 | Number of orders. |
/**
* IExchange interface delegate method.
* Parses 0x exchange orders and transfers tokens from taker's wallet.
*
* TODO: We are currently assuming no taker fee. Add in taker fee going forward
*
* @param _taker Taker wallet address
* @param _orderCount Amount of orders in exchange request
* @param _orderData Encoded taker wallet order data
* @return Array of token addresses executed in orders
* @return Array of token amounts executed in orders
*/
function exchange(
address _tradeOriginator,
address _taker,
uint _orderCount,
bytes _orderData
)
external
returns (address[], uint256[])
{
uint256 numOrders = OrderHandler.parseNumOrders(_orderData);

address[] memory takerTokens = new address[](numOrders);
uint256[] memory takerAmounts = new uint256[](numOrders);
address[] memory takerTokens = new address[](_orderCount);
uint256[] memory takerAmounts = new uint256[](_orderCount);

// First 32 bytes are reseved for the number of orders
uint256 orderNum = 0;
Expand All @@ -95,8 +102,7 @@ contract ZeroExExchangeWrapper

TakerFillResults memory takerFillResults = fillZeroExOrder(zeroExOrder);

// TODO - optimize so that fill results are aggregated
// on a per-token basis
// TODO: optimize so that fill results are aggregated on a per-token basis
takerTokens[orderNum] = takerFillResults.token;
takerAmounts[orderNum] = takerFillResults.fillAmount;

Expand All @@ -113,19 +119,23 @@ contract ZeroExExchangeWrapper

/* ============ Private ============ */

/**
* Executes 0x order from signed order data
*
* @param _zeroExOrderData Bytes array for a 0x order, its signature, and the fill amount
*/
function fillZeroExOrder(
bytes memory _zeroExOrderData
)
private
returns (TakerFillResults memory)
{
uint256 fillAmount = OrderHandler.parseFillAmount(_zeroExOrderData);
bytes memory signature = OrderHandler.sliceSignature(_zeroExOrderData);
OrderHandler.OrderHeader memory header = OrderHandler.parseOrderHeader(_zeroExOrderData);
bytes memory signature = OrderHandler.parseSignature(header.signatureLength, _zeroExOrderData);
ZeroExOrder.Order memory order = OrderHandler.parseZeroExOrder(_zeroExOrderData);

// Ensure the maker token is allowed to be transferred by ZeroEx Proxy
address takerToken = OrderHandler.parseERC20TokenAddress(order.takerAssetData);

// Ensure the maker token is allowed to be approved to the ZeroEx proxy
ERC20.ensureAllowance(
takerToken,
address(this),
Expand All @@ -135,11 +145,11 @@ contract ZeroExExchangeWrapper

ZeroExFillResults.FillResults memory fillResults = ZeroExExchange(zeroExExchange).fillOrKillOrder(
order,
fillAmount,
header.fillAmount,
signature
);

// Ensure the taker token is allowed to be approved to the TransferProxy
// Ensure the maker token is allowed to be transferred by Set TransferProxy
address makerToken = OrderHandler.parseERC20TokenAddress(order.makerAssetData);
ERC20.ensureAllowance(
makerToken,
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