New Order Matching Strategy

contracts/dev-utils/compiler.json

@@ -24,9 +24,9 @@
     },
     "contracts": [
         "src/DevUtils.sol",
+        "src/EthBalanceChecker.sol",
         "src/LibAssetData.sol",
         "src/LibTransactionDecoder.sol",
-        "src/EthBalanceChecker.sol",
         "src/OrderTransferSimulationUtils.sol"
     ]
 }

contracts/dev-utils/package.json

@@ -34,7 +34,7 @@
         "lint-contracts": "solhint -c ../.solhint.json contracts/**/**/**/**/*.sol"
     },
     "config": {
-        "abis": "./generated-artifacts/@(DevUtils|LibAssetData|LibTransactionDecoder|EthBalanceChecker|OrderTransferSimulationUtils).json",
+        "abis": "./generated-artifacts/@(DevUtils|EthBalanceChecker|LibAssetData|LibTransactionDecoder|OrderTransferSimulationUtils).json",
         "abis:comment": "This list is auto-generated by contracts-gen. Don't edit manually."
     },
     "repository": {

contracts/dev-utils/src/artifacts.ts

@@ -6,12 +6,14 @@
 import { ContractArtifact } from 'ethereum-types';
 
 import * as DevUtils from '../generated-artifacts/DevUtils.json';
+import * as EthBalanceChecker from '../generated-artifacts/EthBalanceChecker.json';
 import * as LibAssetData from '../generated-artifacts/LibAssetData.json';
 import * as LibTransactionDecoder from '../generated-artifacts/LibTransactionDecoder.json';
 import * as OrderTransferSimulationUtils from '../generated-artifacts/OrderTransferSimulationUtils.json';
 export const artifacts = {
     DevUtils: DevUtils as ContractArtifact,
     LibAssetData: LibAssetData as ContractArtifact,
     LibTransactionDecoder: LibTransactionDecoder as ContractArtifact,
+    EthBalanceChecker: EthBalanceChecker as ContractArtifact,
     OrderTransferSimulationUtils: OrderTransferSimulationUtils as ContractArtifact,
 };

contracts/dev-utils/src/wrappers.ts

@@ -4,6 +4,7 @@
  * -----------------------------------------------------------------------------
  */
 export * from '../generated-wrappers/dev_utils';
+export * from '../generated-wrappers/eth_balance_checker';
 export * from '../generated-wrappers/lib_asset_data';
 export * from '../generated-wrappers/lib_transaction_decoder';
 export * from '../generated-wrappers/order_transfer_simulation_utils';

contracts/dev-utils/tsconfig.json

@@ -4,9 +4,9 @@
     "include": ["./src/**/*", "./test/**/*", "./generated-wrappers/**/*"],
     "files": [
         "generated-artifacts/DevUtils.json",
+        "generated-artifacts/EthBalanceChecker.json",
         "generated-artifacts/LibAssetData.json",
         "generated-artifacts/LibTransactionDecoder.json",
-        "generated-artifacts/EthBalanceChecker.json",
         "generated-artifacts/OrderTransferSimulationUtils.json"
     ],
     "exclude": ["./deploy/solc/solc_bin"]

contracts/exchange-libs/contracts/src/LibFillResults.sol

@@ -1,6 +1,6 @@
 /*
 
-  Copyright 2018 ZeroEx Intl.
+  Copyright 2019 ZeroEx Intl.
 
   Licensed under the Apache License, Version 2.0 (the "License");
   you may not use this file except in compliance with the License.
@@ -24,6 +24,13 @@ import "@0x/contracts-utils/contracts/src/SafeMath.sol";
 contract LibFillResults is
     SafeMath
 {
+    struct BatchMatchedFillResults {
+        FillResults[] left;              // Fill results for left orders
+        FillResults[] right;             // Fill results for right orders
+        uint256 profitInLeftMakerAsset;  // Profit taken from left makers
+        uint256 profitInRightMakerAsset; // Profit taken from right makers
+    }
+
     struct FillResults {
         uint256 makerAssetFilledAmount;  // Total amount of makerAsset(s) filled.
         uint256 takerAssetFilledAmount;  // Total amount of takerAsset(s) filled.
@@ -32,9 +39,10 @@ contract LibFillResults is
     }
 
     struct MatchedFillResults {
-        FillResults left;                    // Amounts filled and fees paid of left order.
-        FillResults right;                   // Amounts filled and fees paid of right order.
-        uint256 leftMakerAssetSpreadAmount;  // Spread between price of left and right order, denominated in the left order's makerAsset, paid to taker.
+        FillResults left;                // Amounts filled and fees paid of left order.
+        FillResults right;               // Amounts filled and fees paid of right order.
+        uint256 profitInLeftMakerAsset;  // Profit taken from the left maker
+        uint256 profitInRightMakerAsset; // Profit taken from the right maker
     }
 
     /// @dev Adds properties of both FillResults instances.

contracts/exchange/compiler.json

@@ -38,6 +38,7 @@
         "test/ReentrantERC20Token.sol",
         "test/TestAssetProxyDispatcher.sol",
         "test/TestExchangeInternals.sol",
+        "test/TestExchangeMath.sol",
         "test/TestLibExchangeRichErrorDecoder.sol",
         "test/TestSignatureValidator.sol",
         "test/TestValidatorWallet.sol"

contracts/exchange/contracts/src/LibExchangeRichErrors.sol

@@ -97,6 +97,10 @@ library LibExchangeRichErrors {
     bytes4 internal constant INCOMPLETE_FILL_ERROR_SELECTOR =
         0x152aa60e;
 
+    // bytes4(keccak256("BatchMatchOrdersError(uint8)"))
+    bytes4 internal constant BATCH_MATCH_ORDERS_ERROR_SELECTOR =
+        0xd4092f4f;
+
     // solhint-disable func-name-mixedcase
     function SignatureErrorSelector()
         internal
@@ -242,6 +246,27 @@ library LibExchangeRichErrors {
         return INCOMPLETE_FILL_ERROR_SELECTOR;
     }
 
+    function BatchMatchOrdersErrorSelector()
+        internal
+        pure
+        returns (bytes4)
+    {
+        return BATCH_MATCH_ORDERS_ERROR_SELECTOR;
+    }
+
+    function BatchMatchOrdersError(
+        IExchangeRichErrors.BatchMatchOrdersErrorCodes errorCode
+    )
+        internal
+        pure
+        returns (bytes memory)
+    {
+        return abi.encodeWithSelector(
+            BATCH_MATCH_ORDERS_ERROR_SELECTOR,
+            errorCode
+        );
+    }
+
     function SignatureError(
         IExchangeRichErrors.SignatureErrorCodes errorCode,
         bytes32 hash,

contracts/exchange/contracts/src/MixinExchangeCore.sol

@@ -33,6 +33,7 @@ import "./MixinSignatureValidator.sol";
 
 contract MixinExchangeCore is
     IExchangeCore,
+    IExchangeRichErrors,
     LibExchangeSelectors,
     LibMath,
     LibFillResults,
@@ -69,7 +70,11 @@ contract MixinExchangeCore is
 
         // Ensure orderEpoch is monotonically increasing
         if (newOrderEpoch <= oldOrderEpoch) {
-            LibRichErrors._rrevert(LibExchangeRichErrors.OrderEpochError(makerAddress, orderSenderAddress, oldOrderEpoch));
+            LibRichErrors._rrevert(LibExchangeRichErrors.OrderEpochError(
+                makerAddress,
+                orderSenderAddress,
+                oldOrderEpoch
+            ));
         }
 
         // Update orderEpoch
@@ -340,14 +345,18 @@ contract MixinExchangeCore is
         // Validate sender is allowed to fill this order
         if (order.senderAddress != address(0)) {
             if (order.senderAddress != msg.sender) {
-                LibRichErrors._rrevert(LibExchangeRichErrors.InvalidSenderError(orderInfo.orderHash, msg.sender));
+                LibRichErrors._rrevert(LibExchangeRichErrors.InvalidSenderError(
+                    orderInfo.orderHash, msg.sender
+                ));
             }
         }
 
         // Validate taker is allowed to fill this order
         if (order.takerAddress != address(0)) {
             if (order.takerAddress != takerAddress) {
-                LibRichErrors._rrevert(LibExchangeRichErrors.InvalidTakerError(orderInfo.orderHash, takerAddress));
+                LibRichErrors._rrevert(LibExchangeRichErrors.InvalidTakerError(
+                    orderInfo.orderHash, takerAddress
+                ));
             }
         }
 
@@ -366,7 +375,7 @@ contract MixinExchangeCore is
                     makerAddress,
                     signature)) {
                 LibRichErrors._rrevert(LibExchangeRichErrors.SignatureError(
-                    IExchangeRichErrors.SignatureErrorCodes.BAD_SIGNATURE,
+                    SignatureErrorCodes.BAD_SIGNATURE,
                     orderInfo.orderHash,
                     makerAddress,
                     signature
@@ -395,7 +404,7 @@ contract MixinExchangeCore is
         // TODO: reconsider necessity for v2.1
         if (takerAssetFillAmount == 0) {
             LibRichErrors._rrevert(LibExchangeRichErrors.FillError(
-                IExchangeRichErrors.FillErrorCodes.INVALID_TAKER_AMOUNT,
+                FillErrorCodes.INVALID_TAKER_AMOUNT,
                 orderInfo.orderHash
             ));
         }
@@ -405,7 +414,7 @@ contract MixinExchangeCore is
         //       as an extra defence against potential bugs.
         if (takerAssetFilledAmount > takerAssetFillAmount) {
             LibRichErrors._rrevert(LibExchangeRichErrors.FillError(
-                IExchangeRichErrors.FillErrorCodes.TAKER_OVERPAY,
+                FillErrorCodes.TAKER_OVERPAY,
                 orderInfo.orderHash
             ));
         }
@@ -416,7 +425,7 @@ contract MixinExchangeCore is
         if (_safeAdd(orderInfo.orderTakerAssetFilledAmount, takerAssetFilledAmount)
             > order.takerAssetAmount) {
             LibRichErrors._rrevert(LibExchangeRichErrors.FillError(
-                IExchangeRichErrors.FillErrorCodes.OVERFILL,
+                FillErrorCodes.OVERFILL,
                 orderInfo.orderHash
             ));
         }
@@ -441,7 +450,7 @@ contract MixinExchangeCore is
         if (_safeMul(makerAssetFilledAmount, order.takerAssetAmount)
             > _safeMul(order.makerAssetAmount, takerAssetFilledAmount)) {
             LibRichErrors._rrevert(LibExchangeRichErrors.FillError(
-                IExchangeRichErrors.FillErrorCodes.INVALID_FILL_PRICE,
+                FillErrorCodes.INVALID_FILL_PRICE,
                 orderInfo.orderHash
             ));
         }