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Brian/open order amount #90

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Brian/open order amount #90

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85 changes: 55 additions & 30 deletions contracts/core/extensions/CoreIssuanceOrder.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -18,11 +18,13 @@ pragma solidity 0.4.24;
pragma experimental "ABIEncoderV2";


import { Math } from "zeppelin-solidity/contracts/math/Math.sol";
import { SafeMath } from "zeppelin-solidity/contracts/math/SafeMath.sol";
import { CoreModifiers } from "../lib/CoreSharedModifiers.sol";
import { CoreState } from "../lib/CoreState.sol";
import { ExchangeHandler } from "../lib/ExchangeHandler.sol";
import { ICoreIssuance } from "../interfaces/ICoreIssuance.sol";
import { ISetToken } from "../interfaces/ISetToken.sol";
import { LibBytes } from "../../external/LibBytes.sol";
import { OrderLibrary } from "../lib/OrderLibrary.sol";

Expand All @@ -41,43 +43,43 @@ contract CoreIssuanceOrder is
CoreModifiers
{
using SafeMath for uint256;
using Math for uint256;

/* ============ Constants ============ */

uint256 constant HEADER_LENGTH = 64;

string constant INVALID_EXCHANGE = "Exchange does not exist.";
string constant INVALID_CANCEL_ORDER = "Only maker can cancel order.";
string constant INVALID_EXCHANGE = "Exchange does not exist.";
string constant INVALID_FILL_AMOUNT = "Fill amount must be equal or less than open order amount.";
string constant INVALID_QUANTITY = "Quantity must be multiple of the natural unit of the set.";
string constant INVALID_SIGNATURE = "Invalid order signature.";
string constant INVALID_TOKEN_AMOUNTS = "Quantity and makerTokenAmount should be greater than 0.";
string constant POSITIVE_AMOUNT_REQUIRED = "Quantity should be greater than 0.";
string constant ORDER_EXPIRED = "This order has expired.";

/* ============ External Functions ============ */

/**
* Fill an issuance order
*
* @param _addresses [setAddress, makerAddress, makerToken, relayerToken]
* @param _addresses [setAddress, makerAddress, makerToken, relayerAddress, relayerToken]
* @param _values [quantity, makerTokenAmount, expiration, relayerTokenAmount, salt]
* @param _fillQuantity Quantity of set to be filled
* @param _v v element of ECDSA signature
* @param _r r element of ECDSA signature
* @param _s s element of ECDSA signature
* @param sigBytes Array with r and s segments of ECDSA signature
* @param _orderData Bytes array containing the exchange orders to execute
*/
function fillOrder(
address[4] _addresses,
address[5] _addresses,
uint[5] _values,
uint _fillQuantity,
uint8 _v,
bytes32 _r,
bytes32 _s,
bytes32[] sigBytes,
bytes _orderData
)
external
isValidSet(_addresses[0])
isPositiveQuantity(_fillQuantity)
isNaturalUnitMultiple(_fillQuantity, _addresses[0])
{
OrderLibrary.IssuanceOrder memory order = OrderLibrary.IssuanceOrder({
setAddress: _addresses[0],
Expand All @@ -86,7 +88,8 @@ contract CoreIssuanceOrder is
makerToken: _addresses[2],
makerTokenAmount: _values[1],
expiration: _values[2],
relayerToken: _addresses[3],
relayerAddress: _addresses[3],
relayerToken: _addresses[4],
relayerTokenAmount: _values[3],
salt: _values[4],
orderHash: OrderLibrary.generateOrderHash(
Expand All @@ -95,28 +98,35 @@ contract CoreIssuanceOrder is
)
});

// Verify order is valid and return amount to be filled
validateOrder(
order,
_fillQuantity
);

// Verify signature is authentic
require(
OrderLibrary.validateSignature(
order.orderHash,
order.makerAddress,
_v,
_r,
_s
sigBytes[0], // r
sigBytes[1] // s
),
INVALID_SIGNATURE
);

// Verify order is valid and return amount to be filled
validateOrder(
order,
_fillQuantity
);

// Execute exchange orders
executeExchangeOrders(_orderData);

// TO DO: When openOrder amount functionality added these must change
// Check to make sure open order amount equals _fillQuantity
uint closedOrderAmount = state.orderFills[order.orderHash].add(state.orderCancels[order.orderHash]);
uint openOrderAmount = order.quantity.sub(closedOrderAmount);
require(
openOrderAmount >= _fillQuantity,
INVALID_FILL_AMOUNT
);

// Tally fill in orderFills mapping
state.orderFills[order.orderHash] = state.orderFills[order.orderHash].add(_fillQuantity);

Expand All @@ -131,12 +141,12 @@ contract CoreIssuanceOrder is
/**
* Cancel an issuance order
*
* @param _addresses [setAddress, makerAddress, makerToken, relayerToken]
* @param _addresses [setAddress, makerAddress, makerToken, relayerAddress, relayerToken]
* @param _values [quantity, makerTokenAmount, expiration, relayerTokenAmount, salt]
* @param _cancelQuantity Quantity of set to be filled
*/
function cancelOrder(
address[4] _addresses,
address[5] _addresses,
uint[5] _values,
uint _cancelQuantity
)
Expand All @@ -150,7 +160,8 @@ contract CoreIssuanceOrder is
makerToken: _addresses[2],
makerTokenAmount: _values[1],
expiration: _values[2],
relayerToken: _addresses[3],
relayerAddress: _addresses[3],
relayerToken: _addresses[4],
relayerTokenAmount: _values[3],
salt: _values[4],
orderHash: OrderLibrary.generateOrderHash(
Expand All @@ -162,15 +173,19 @@ contract CoreIssuanceOrder is
// Make sure cancel order comes from maker
require(order.makerAddress == msg.sender, INVALID_CANCEL_ORDER);

// Verify order is valid and return amount to be cancelled
// Verify order is valid
validateOrder(
order,
_cancelQuantity
);

// TO DO: When openOrder amount functionality added these must change
// Determine amount to cancel
uint closedOrderAmount = state.orderFills[order.orderHash].add(state.orderCancels[order.orderHash]);
uint openOrderAmount = order.quantity.sub(closedOrderAmount);
uint canceledAmount = openOrderAmount.min256(_cancelQuantity);

// Tally cancel in orderCancels mapping
state.orderCancels[order.orderHash] = state.orderCancels[order.orderHash].add(_cancelQuantity);
state.orderCancels[order.orderHash] = state.orderCancels[order.orderHash].add(canceledAmount);
}

/* ============ Private Functions ============ */
Expand Down Expand Up @@ -225,26 +240,36 @@ contract CoreIssuanceOrder is
* Validate order params are still valid
*
* @param _order IssuanceOrder object containing order params
* @param _fillQuantity Quantity of Set to be filled
* @param _executeQuantity Quantity of Set to be filled
*/
function validateOrder(
OrderLibrary.IssuanceOrder _order,
uint _fillQuantity
uint _executeQuantity
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What's the difference behind executeQuantity and fillQuantity? Are you just making it generic for this private function?

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Si Papi

)
private
view
{
// Make sure makerTokenAmount and Set Token to issue is greater than 0.
require(
_order.makerTokenAmount > 0 && _order.quantity > 0,
INVALID_TOKEN_AMOUNTS
POSITIVE_AMOUNT_REQUIRED
);
// Make sure the order hasn't expired
require(
block.timestamp <= _order.expiration,
ORDER_EXPIRED
);
// TO DO: Check to make sure quantity is multiple of natural unit
// TO DO: Check to see if filled

// Make sure IssuanceOrder quantity is multiple of natural unit
require(
_order.quantity % ISetToken(_order.setAddress).naturalUnit() == 0,
INVALID_QUANTITY
);

// Make sure fill or cancel quantity is multiple of natural unit
require(
_executeQuantity % ISetToken(_order.setAddress).naturalUnit() == 0,
INVALID_QUANTITY
);
}
}
10 changes: 6 additions & 4 deletions contracts/core/lib/OrderLibrary.sol
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Expand Up @@ -36,7 +36,8 @@ library OrderLibrary {
address makerToken; // _addresses[2]
uint256 makerTokenAmount; // _values[1]
uint256 expiration; // _values[2]
address relayerToken; // _addresses[3]
address relayerAddress; // _addresses[3]
address relayerToken; // _addresses[4]
uint256 relayerTokenAmount; // _values[3]
uint256 salt; // _values[4]
bytes32 orderHash;
Expand All @@ -47,11 +48,11 @@ library OrderLibrary {
/**
* Create hash of order parameters
*
* @param _addresses [setAddress, makerAddress, makerToken, relayerToken]
* @param _addresses [setAddress, makerAddress, makerToken, relayerAddress, relayerToken]
* @param _values [quantity, makerTokenAmount, expiration, relayerTokenAmount, salt]
*/
function generateOrderHash(
address[4] _addresses,
address[5] _addresses,
uint[5] _values
)
internal
Expand All @@ -64,7 +65,8 @@ library OrderLibrary {
_addresses[0], // setAddress
_addresses[1], // makerAddress
_addresses[2], // makerToken
_addresses[3], // relayerToken
_addresses[3], // relayerAddress
_addresses[4], // relayerToken
_values[0], // quantity
_values[1], // makerTokenAmount
_values[2], // expiration
Expand Down
2 changes: 1 addition & 1 deletion contracts/test/lib/MockOrderLibrary.sol
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Expand Up @@ -6,7 +6,7 @@ import { OrderLibrary } from "../../core/lib/OrderLibrary.sol";
// Mock contract implementation of OrderLibrary functions
contract MockOrderLibrary {
function testGenerateOrderHash(
address[4] _addresses,
address[5] _addresses,
uint[5] _values
)
public
Expand Down
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