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Brian/order settlement #93

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Brian/order settlement #93

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160 changes: 134 additions & 26 deletions contracts/core/extensions/CoreIssuanceOrder.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -24,6 +24,9 @@ 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 { IExchange } from "../interfaces/IExchange.sol";
import { ITransferProxy } from "../interfaces/ITransferProxy.sol";
import { IVault } from "../interfaces/IVault.sol";
import { ISetToken } from "../interfaces/ISetToken.sol";
import { LibBytes } from "../../external/0x/LibBytes.sol";
import { OrderLibrary } from "../lib/OrderLibrary.sol";
Expand Down Expand Up @@ -72,18 +75,20 @@ contract CoreIssuanceOrder is
function fillOrder(
address[5] _addresses,
uint[5] _values,
address[] _requiredComponents,
uint[] _requiredComponentAmounts,
uint _fillQuantity,
uint8 _v,
bytes32[] sigBytes,
bytes _orderData
)
external
isValidSet(_addresses[0])
isPositiveQuantity(_fillQuantity)
{
OrderLibrary.IssuanceOrder memory order = OrderLibrary.IssuanceOrder({
setAddress: _addresses[0],
quantity: _values[0],
requiredComponents: _requiredComponents,
requiredComponentAmounts: _requiredComponentAmounts,
makerAddress: _addresses[1],
makerToken: _addresses[2],
makerTokenAmount: _values[1],
Expand All @@ -94,7 +99,9 @@ contract CoreIssuanceOrder is
salt: _values[4],
orderHash: OrderLibrary.generateOrderHash(
_addresses,
_values
_values,
_requiredComponents,
_requiredComponentAmounts
)
});

Expand All @@ -116,26 +123,15 @@ contract CoreIssuanceOrder is
_fillQuantity
);

// Execute exchange orders
executeExchangeOrders(_orderData);

// 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);
// Settle Order
settleOrder(order, _fillQuantity, _orderData);

//Issue Set
issueInternal(
order.makerAddress,
order.setAddress,
_fillQuantity
);
// issueInternal(
// order.makerAddress,
// order.setAddress,
// _fillQuantity
// );
}

/**
Expand All @@ -148,6 +144,8 @@ contract CoreIssuanceOrder is
function cancelOrder(
address[5] _addresses,
uint[5] _values,
address[] _requiredComponents,
uint[] _requiredComponentAmounts,
uint _cancelQuantity
)
external
Expand All @@ -156,6 +154,8 @@ contract CoreIssuanceOrder is
OrderLibrary.IssuanceOrder memory order = OrderLibrary.IssuanceOrder({
setAddress: _addresses[0],
quantity: _values[0],
requiredComponents: _requiredComponents,
requiredComponentAmounts: _requiredComponentAmounts,
makerAddress: _addresses[1],
makerToken: _addresses[2],
makerTokenAmount: _values[1],
Expand All @@ -166,7 +166,9 @@ contract CoreIssuanceOrder is
salt: _values[4],
orderHash: OrderLibrary.generateOrderHash(
_addresses,
_values
_values,
_requiredComponents,
_requiredComponentAmounts
)
});

Expand Down Expand Up @@ -198,11 +200,14 @@ contract CoreIssuanceOrder is
* @param _orderData Bytes array containing the exchange orders to execute
*/
function executeExchangeOrders(
bytes _orderData
bytes _orderData,
address _makerAddress
)
private
returns (uint256)
{
uint256 scannedBytes;
uint256 makerTokenUsed;
while (scannedBytes < _orderData.length) {
// Read the next exchange order header
bytes memory headerData = LibBytes.slice(
Expand Down Expand Up @@ -231,19 +236,28 @@ contract CoreIssuanceOrder is
scannedBytes.add(exchangeDataLength)
);

// TODO: Transfer header.makerToken to Exchange
// Transfer header.makerTokenAmount to Exchange Wrapper
ITransferProxy(state.transferProxyAddress).transfer(
header.makerTokenAddress,
header.makerTokenAmount,
_makerAddress,
exchange
);

// TODO: Call Exchange
//Call Exchange
//IExchange(header.exchange).exchange(orderBody);

// Update scanned bytes with header and body lengths
scannedBytes = scannedBytes.add(exchangeDataLength);
makerTokenUsed += header.makerTokenAmount;
}
return makerTokenUsed;
}

/**
* Validate order params are still valid
*
* @param _order IssuanceOrder object containing order params
* @param _order IssuanceOrder object containing order params
* @param _executeQuantity Quantity of Set to be filled
*/
function validateOrder(
Expand All @@ -252,6 +266,8 @@ contract CoreIssuanceOrder is
)
private
view
isValidSet(_order.setAddress)
isPositiveQuantity(_executeQuantity)
{
// Make sure makerTokenAmount and Set Token to issue is greater than 0.
require(
Expand All @@ -276,4 +292,96 @@ contract CoreIssuanceOrder is
INVALID_QUANTITY
);
}

function settleAccounts(
OrderLibrary.IssuanceOrder _order,
uint _fillQuantity,
uint _requiredMakerTokenAmount,
uint _makerTokenUsed
)
private
{
// Calculate amount to send to taker
uint toTaker = _requiredMakerTokenAmount.sub(_makerTokenUsed);

// Send left over maker token balance to taker
ITransferProxy(state.transferProxyAddress).transfer(
_order.makerToken,
toTaker,
_order.makerAddress,
msg.sender
);

// Calculate fees required
uint requiredFees = _order.relayerTokenAmount.mul(_fillQuantity).div(_order.quantity);

//Send fees to relayer
ITransferProxy(state.transferProxyAddress).transfer(
_order.relayerToken,
requiredFees,
_order.makerAddress,
_order.relayerAddress
);
ITransferProxy(state.transferProxyAddress).transfer(
_order.relayerToken,
requiredFees,
msg.sender,
_order.relayerAddress
);
}

function settleOrder(
OrderLibrary.IssuanceOrder _order,
uint _fillQuantity,
bytes _orderData
)
private
{
// 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
);

uint[] memory requiredBalances = new uint[](_order.requiredComponents.length);

// Calculate amount of maker token required
// Look into rounding errors
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?

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Added to tech debt

uint requiredMakerTokenAmount = _order.makerTokenAmount.mul(_fillQuantity).div(_order.quantity);

// Calculate amount of component tokens required to issue
for (uint16 i = 0; i < _order.requiredComponents.length; i++) {
// Get current vault balances
uint tokenBalance = IVault(state.vaultAddress).getOwnerBalance(
_order.makerAddress,
_order.requiredComponents[i]
);

// Amount of component tokens to be added to Vault
uint requiredAddition = _order.requiredComponentAmounts[i].mul(_fillQuantity).div(_order.quantity);

// Required vault balances after exchange order executed
requiredBalances[i] = tokenBalance.add(requiredAddition);
}

// Execute exchange orders
uint makerTokenAmountUsed = executeExchangeOrders(_orderData, _order.makerAddress);
require(makerTokenAmountUsed <= requiredMakerTokenAmount);

// Check that maker's component tokens in Vault have been incremented correctly
for (i = 0; i < _order.requiredComponents.length; i++) {
uint currentBal = IVault(state.vaultAddress).getOwnerBalance(
_order.makerAddress,
_order.requiredComponents[i]
);
//require(currentBal >= requiredBalances[i]);
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This is pending taker wallet exchange I assume?

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Si

}

settleAccounts(_order, _fillQuantity, requiredMakerTokenAmount, makerTokenAmountUsed);

// Tally fill in orderFills mapping
state.orderFills[_order.orderHash] = state.orderFills[_order.orderHash].add(_fillQuantity);
}
}
72 changes: 48 additions & 24 deletions contracts/core/lib/OrderLibrary.sol
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Expand Up @@ -29,17 +29,36 @@ library OrderLibrary {

/* ============ Structs ============ */

/**
* Struct containing all parameters for the issuance order
*
* @param setAddress Set the maker wants to mint
* @param quantity Amount of Sets maker is looking to mint
* @param requiredComponents Components to be acquired by taker's exchange orders
* @param requiredComponentAmounts Amounts of each component to be acquired by exchange order
* @param makerAddress Address of maker of the Issuance Order
* @param makerToken Address of token maker wants to exchange for filling issuance order
* @param makerTokenAmount Amount of makerToken to be used to fill the order
* @param expiration Timestamp marking when the order expires
* @param relayerAddress Address of relayer
* @param relayerTokenAmount Token relayer wants to be compensated in
* @param relayerTokenAmount Amount of tokens relayer wants to be compensated
* @param salt Random number used to create unique orderHash
* @param orderHash Unique order identifier used to log information about the order in the protocol
*/
struct IssuanceOrder {
address setAddress; // _addresses[0]
uint256 quantity; // _values[0]
address makerAddress; // _addresses[1]
address makerToken; // _addresses[2]
uint256 makerTokenAmount; // _values[1]
uint256 expiration; // _values[2]
address relayerAddress; // _addresses[3]
address relayerToken; // _addresses[4]
uint256 relayerTokenAmount; // _values[3]
uint256 salt; // _values[4]
address setAddress; // _addresses[0]
uint256 quantity; // _values[0]
address[] requiredComponents; // _requiredComponents
uint[] requiredComponentAmounts; // _requiredComponentAmounts
address makerAddress; // _addresses[1]
address makerToken; // _addresses[2]
uint256 makerTokenAmount; // _values[1]
uint256 expiration; // _values[2]
address relayerAddress; // _addresses[3]
address relayerToken; // _addresses[4]
uint256 relayerTokenAmount; // _values[3]
uint256 salt; // _values[4]
bytes32 orderHash;
}

Expand All @@ -48,12 +67,16 @@ library OrderLibrary {
/**
* Create hash of order parameters
*
* @param _addresses [setAddress, makerAddress, makerToken, relayerAddress, relayerToken]
* @param _values [quantity, makerTokenAmount, expiration, relayerTokenAmount, salt]
* @param _addresses [setAddress, makerAddress, makerToken, relayerAddress, relayerToken]
* @param _values [quantity, makerTokenAmount, expiration, relayerTokenAmount, salt]
* @param _requiredComponents Components to be acquired by exchange order
* @param _requiredComponentAmounts Amounts of each component to be acquired by exchange order
*/
function generateOrderHash(
address[5] _addresses,
uint[5] _values
uint[5] _values,
address[] _requiredComponents,
uint[] _requiredComponentAmounts
)
internal
pure
Expand All @@ -62,16 +85,18 @@ library OrderLibrary {
// Hash the order parameters
return keccak256(
abi.encodePacked(
_addresses[0], // setAddress
_addresses[1], // makerAddress
_addresses[2], // makerToken
_addresses[3], // relayerAddress
_addresses[4], // relayerToken
_values[0], // quantity
_values[1], // makerTokenAmount
_values[2], // expiration
_values[3], // relayerTokenAmount
_values[4] // salt
_addresses[0], // setAddress
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Can we add descriptions to each of these?

_addresses[1], // makerAddress
_addresses[2], // makerToken
_addresses[3], // relayerAddress
_addresses[4], // relayerToken
_values[0], // quantity
_values[1], // makerTokenAmount
_values[2], // expiration
_values[3], // relayerTokenAmount
_values[4], // salt
_requiredComponents, // _requiredComponents
_requiredComponentAmounts // _requiredComponentAmounts
)
);
}
Expand Down Expand Up @@ -112,5 +137,4 @@ library OrderLibrary {

return recAddress == _signerAddress;
}

}
8 changes: 6 additions & 2 deletions contracts/mocks/core/lib/OrderLibraryMock.sol
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Expand Up @@ -7,15 +7,19 @@ import { OrderLibrary } from "../../../core/lib/OrderLibrary.sol";
contract OrderLibraryMock {
function testGenerateOrderHash(
address[5] _addresses,
uint[5] _values
uint[5] _values,
address[] _requiredComponents,
uint[] _requiredComponentAmounts
)
public
pure
returns(bytes32)
{
return OrderLibrary.generateOrderHash(
_addresses,
_values
_values,
_requiredComponents,
_requiredComponentAmounts
);
}

Expand Down
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