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Merge pull request #828 from TrooperCrypto/feat/contract-updates
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feat/add 'fillOrderBook'
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@0xtrooper
0xtrooper authored Apr 3, 2023
2 parents 4dda6d1 + fc8aa56 commit 193e15d
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Showing 4 changed files with 781 additions and 40 deletions.
138 changes: 109 additions & 29 deletions evm_contracts/contracts/ZigZagExchange.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -55,6 +55,57 @@ contract ZigZagExchange is EIP712 {
emit CancelOrder(orderHash);
}

function fillOrderBookETH(
LibOrder.Order[] calldata makerOrder,
bytes[] calldata makerSignature,
uint takerAmount
) public payable returns (bool) {
require(makerOrder.length == makerSignature.length, 'Length of makerOrders and makerSignatures does not match');
require(makerOrder.length > 0, 'Length of makerOrders can not be 0');

uint256 n = makerOrder.length - 1;
for (uint i = 0; i <= n && takerAmount > 0; i++) {
takerAmount -= _fillOrderETH(
makerOrder[i],
makerSignature[i],
msg.sender,
msg.sender,
takerAmount,
true
);
}
require(takerAmount == 0, 'Taker amount not filled');

_refundETH();
return true;
}

function fillOrderBook(
LibOrder.Order[] calldata makerOrder,
bytes[] calldata makerSignature,
uint takerAmount
) public returns (bool) {
require(makerOrder.length == makerSignature.length, 'Length of makerOrders and makerSignatures does not match');
require(makerOrder.length > 0, 'Length of makerOrders can not be 0');

uint256 n = makerOrder.length - 1;
for (uint i = 0; i <= n && takerAmount > 0; i++) {
takerAmount -= _fillOrder(
makerOrder[i],
makerSignature[i],
msg.sender,
msg.sender,
makerOrder[i].sellToken,
makerOrder[i].buyToken,
takerAmount,
true
);
}
require(takerAmount == 0, 'Taker amount not filled');

return true;
}

function fillOrderRouteETH(
LibOrder.Order[] calldata makerOrder,
bytes[] calldata makerSignature,
Expand All @@ -77,11 +128,11 @@ contract ZigZagExchange is EIP712 {

// first or last tx might need to (un-)wrap ETH
if (i == 0 && makerOrder[0].buyToken == WETH_ADDRESS) {
_fillOrderETH(makerOrder[0], makerSignature[0], msg.sender, EXCHANGE_ADDRESS, takerAmount, fillAvailable);
takerAmount = _fillOrderETH(makerOrder[0], makerSignature[0], msg.sender, EXCHANGE_ADDRESS, takerAmount, fillAvailable);
} else if (i == n && makerOrder[n].sellToken == WETH_ADDRESS) {
_fillOrderETH(makerOrder[n], makerSignature[n], EXCHANGE_ADDRESS, msg.sender, takerAmount, fillAvailable);
takerAmount = _fillOrderETH(makerOrder[n], makerSignature[n], EXCHANGE_ADDRESS, msg.sender, takerAmount, fillAvailable);
} else {
_fillOrder(
takerAmount = _fillOrder(
makerOrder[i],
makerSignature[i],
i == 0 ? msg.sender : EXCHANGE_ADDRESS,
Expand Down Expand Up @@ -118,7 +169,7 @@ contract ZigZagExchange is EIP712 {
// takerAmountOut = takerAmountIn * price
takerAmount = (takerAmount * makerOrder[i].sellAmount) / makerOrder[i].buyAmount;

_fillOrder(
takerAmount = _fillOrder(
makerOrder[i],
makerSignature[i],
i == 0 ? msg.sender : EXCHANGE_ADDRESS,
Expand Down Expand Up @@ -174,13 +225,13 @@ contract ZigZagExchange is EIP712 {
address takerReciver,
uint takerBuyAmountAdjusted,
bool fillAvailable
) internal {
) internal returns (uint256){
require(makerOrder.buyToken == WETH_ADDRESS || makerOrder.sellToken == WETH_ADDRESS, 'Either buy or sell token should be WETH');

if (makerOrder.buyToken == WETH_ADDRESS) {
_fillOrder(makerOrder, makerSignature, taker, takerReciver, makerOrder.sellToken, ETH_ADDRESS, takerBuyAmountAdjusted, fillAvailable);
return _fillOrder(makerOrder, makerSignature, taker, takerReciver, makerOrder.sellToken, ETH_ADDRESS, takerBuyAmountAdjusted, fillAvailable);
} else {
_fillOrder(makerOrder, makerSignature, taker, takerReciver, ETH_ADDRESS, makerOrder.buyToken, takerBuyAmountAdjusted, fillAvailable);
return _fillOrder(makerOrder, makerSignature, taker, takerReciver, ETH_ADDRESS, makerOrder.buyToken, takerBuyAmountAdjusted, fillAvailable);
}
}

Expand Down Expand Up @@ -243,25 +294,36 @@ contract ZigZagExchange is EIP712 {
address buyToken,
uint takerBuyAmountAdjusted,
bool fillAvailable
) internal {
) internal returns (uint256) {
require(takerReciver != ETH_ADDRESS, "Can't recive to zero address");

//validate signature

LibOrder.OrderInfo memory makerOrderInfo = getOpenOrder(makerOrder);
require(_isValidSignatureHash(makerOrder.user, makerOrderInfo.orderHash, makerSignature), 'invalid maker signature');

uint takerSellAmount;
// Check if the order is valid. We dont want to revert if the user wants to fill whats available, worst case that is 0.
{
(bool isValidOrder, string memory errorMsgOrder) = _isValidOrder(makerOrderInfo, makerOrder, makerSignature);
if (!isValidOrder && fillAvailable) return 0;
require(isValidOrder, errorMsgOrder);
}

// adjust taker amount
uint256 takerSellAmount;
{
// prevent Stack too deep
uint availableTakerSellSize = makerOrder.sellAmount - makerOrderInfo.orderSellFilledAmount;
uint256 availableTakerSellSize = makerOrder.sellAmount - makerOrderInfo.orderSellFilledAmount;
if (fillAvailable && availableTakerSellSize < takerBuyAmountAdjusted) takerBuyAmountAdjusted = availableTakerSellSize;
takerSellAmount = (takerBuyAmountAdjusted * makerOrder.buyAmount) / makerOrder.sellAmount;
require(takerBuyAmountAdjusted <= availableTakerSellSize, 'amount exceeds available size');
}

// check the maker balance/allowance with the adjusted taker amount
{
(bool isValidMaker, string memory errorMsgMaker) = _isValidMaker(makerOrder.user, sellToken, takerBuyAmountAdjusted);
if (!isValidMaker && fillAvailable) return 0;
require(isValidMaker, errorMsgMaker);
}

// mark fills in storage
uint makerOrderFilled = makerOrderInfo.orderSellFilledAmount + takerBuyAmountAdjusted;
filled[makerOrderInfo.orderHash] = makerOrderFilled;
_updateOrderStatus(makerOrderInfo, makerOrder.sellAmount, takerBuyAmountAdjusted);

_settleMatchedOrders(
makerOrder.user,
Expand All @@ -273,7 +335,7 @@ contract ZigZagExchange is EIP712 {
takerSellAmount
);

emit OrderStatus(makerOrderInfo.orderHash, makerOrderFilled, makerOrder.sellAmount - makerOrderFilled);
return takerBuyAmountAdjusted;
}

function _settleMatchedOrders(
Expand All @@ -292,14 +354,6 @@ contract ZigZagExchange is EIP712 {
require(IERC20(takerSellToken).allowance(taker, EXCHANGE_ADDRESS) >= takerSellAmount, 'taker order not enough allowance');
}

if (makerSellToken == ETH_ADDRESS) {
require(IERC20(WETH_ADDRESS).balanceOf(maker) >= makerSellAmount, 'maker order not enough balance');
require(IERC20(WETH_ADDRESS).allowance(maker, EXCHANGE_ADDRESS) >= makerSellAmount, 'maker order not enough allowance');
} else {
require(IERC20(makerSellToken).balanceOf(maker) >= makerSellAmount, 'maker order not enough balance');
require(IERC20(makerSellToken).allowance(maker, EXCHANGE_ADDRESS) >= makerSellAmount, 'maker order not enough allowance');
}

// taker -> maker
if (takerSellToken == ETH_ADDRESS) {
IWETH9(WETH_ADDRESS).depositTo{ value: takerSellAmount }(maker);
Expand All @@ -323,10 +377,6 @@ contract ZigZagExchange is EIP712 {
function getOpenOrder(LibOrder.Order calldata order) public view returns (LibOrder.OrderInfo memory orderInfo) {
orderInfo.orderHash = LibOrder.getOrderHash(order);
orderInfo.orderSellFilledAmount = filled[orderInfo.orderHash];

require(orderInfo.orderSellFilledAmount < order.sellAmount, 'order is filled');
require(block.timestamp <= order.expirationTimeSeconds, 'order expired');
require(!cancelled[orderInfo.orderHash], 'order canceled');
}

function isValidOrderSignature(LibOrder.Order calldata order, bytes calldata signature) public view returns (bool) {
Expand All @@ -346,4 +396,34 @@ contract ZigZagExchange is EIP712 {
require(success, 'ETH transfer failed');
}
}

function _isValidOrder(
LibOrder.OrderInfo memory orderInfo,
LibOrder.Order calldata order,
bytes calldata signature
) internal view returns (bool, string memory) {
if (!_isValidSignatureHash(order.user, orderInfo.orderHash, signature)) return (false, 'invalid maker signature');
if (cancelled[orderInfo.orderHash]) return (false, 'order canceled');
if (block.timestamp > order.expirationTimeSeconds) return (false, 'order expired');
if (order.sellAmount - orderInfo.orderSellFilledAmount == 0) return (false, 'order is filled');

return (true, '');
}

function _isValidMaker(address maker, address makerSellToken, uint256 takerAmount) internal view returns (bool, string memory) {
if (makerSellToken == ETH_ADDRESS) makerSellToken = WETH_ADDRESS;
uint256 balance = IERC20(makerSellToken).balanceOf(maker);
uint256 allowance = IERC20(makerSellToken).allowance(maker, EXCHANGE_ADDRESS);
if (balance < takerAmount) return (false, 'maker order not enough balance');
if (allowance < takerAmount) return (false, 'maker order not enough allowance');

return (true, '');
}

function _updateOrderStatus(LibOrder.OrderInfo memory makerOrderInfo, uint256 makerSellAmount, uint256 takerBuyAmount) internal {
uint makerOrderFilled = makerOrderInfo.orderSellFilledAmount + takerBuyAmount;
filled[makerOrderInfo.orderHash] = makerOrderFilled;

emit OrderStatus(makerOrderInfo.orderHash, makerOrderFilled, makerSellAmount - makerOrderFilled);
}
}
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