// Copyright (C) 2015 Forecast Foundation OU, full GPL notice in LICENSE // Bid / Ask actions: puts orders on the book // price is denominated by the specific market's numTicks // amount is the number of attoshares the order is for (either to buy or to sell). // price is the exact price you want to buy/sell at [which may not be the cost, for example to short a yesNo market it'll cost numTicks-price, to go long it'll cost price] pragma solidity 0.4.20; import 'IAugur.sol'; import 'IController.sol'; import 'libraries/math/SafeMathUint256.sol'; import 'reporting/IMarket.sol'; import 'trading/IOrders.sol'; // CONSIDER: Is `price` the most appropriate name for the value being used? It does correspond 1:1 with the attoETH per share, but the range might be considered unusual? library Order { using SafeMathUint256 for uint256; enum Types { Bid, Ask } enum TradeDirections { Long, Short } struct Data { // Contracts IOrders orders; IMarket market; IAugur augur; // Order bytes32 id; address creator; uint256 outcome; Order.Types orderType; uint256 amount; uint256 price; uint256 sharesEscrowed; uint256 moneyEscrowed; bytes32 betterOrderId; bytes32 worseOrderId; } // // Constructor // // No validation is needed here as it is simply a librarty function for organizing data function create(IController _controller, address _creator, uint256 _outcome, Order.Types _type, uint256 _attoshares, uint256 _price, IMarket _market, bytes32 _betterOrderId, bytes32 _worseOrderId) internal view returns (Data) { require(_outcome < _market.getNumberOfOutcomes()); require(_price < _market.getNumTicks()); IOrders _orders = IOrders(_controller.lookup("Orders")); IAugur _augur = _controller.getAugur(); return Data({ orders: _orders, market: _market, augur: _augur, id: 0, creator: _creator, outcome: _outcome, orderType: _type, amount: _attoshares, price: _price, sharesEscrowed: 0, moneyEscrowed: 0, betterOrderId: _betterOrderId, worseOrderId: _worseOrderId }); } // // "public" functions // function getOrderId(Order.Data _orderData) internal view returns (bytes32) { if (_orderData.id == bytes32(0)) { bytes32 _orderId = _orderData.orders.getOrderId(_orderData.orderType, _orderData.market, _orderData.amount, _orderData.price, _orderData.creator, block.number, _orderData.outcome, _orderData.moneyEscrowed, _orderData.sharesEscrowed); require(_orderData.orders.getAmount(_orderId) == 0); _orderData.id = _orderId; } return _orderData.id; } function getOrderTradingTypeFromMakerDirection(Order.TradeDirections _creatorDirection) internal pure returns (Order.Types) { return (_creatorDirection == Order.TradeDirections.Long) ? Order.Types.Bid : Order.Types.Ask; } function getOrderTradingTypeFromFillerDirection(Order.TradeDirections _fillerDirection) internal pure returns (Order.Types) { return (_fillerDirection == Order.TradeDirections.Long) ? Order.Types.Ask : Order.Types.Bid; } function escrowFunds(Order.Data _orderData) internal returns (bool) { if (_orderData.orderType == Order.Types.Ask) { return escrowFundsForAsk(_orderData); } else if (_orderData.orderType == Order.Types.Bid) { return escrowFundsForBid(_orderData); } } function saveOrder(Order.Data _orderData, bytes32 _tradeGroupId) internal returns (bytes32) { return _orderData.orders.saveOrder(_orderData.orderType, _orderData.market, _orderData.amount, _orderData.price, _orderData.creator, _orderData.outcome, _orderData.moneyEscrowed, _orderData.sharesEscrowed, _orderData.betterOrderId, _orderData.worseOrderId, _tradeGroupId); } // // Private functions // function escrowFundsForBid(Order.Data _orderData) private returns (bool) { require(_orderData.moneyEscrowed == 0); require(_orderData.sharesEscrowed == 0); uint256 _attosharesToCover = _orderData.amount; uint256 _numberOfOutcomes = _orderData.market.getNumberOfOutcomes(); // Figure out how many almost-complete-sets (just missing `outcome` share) the creator has uint256 _attosharesHeld = 2**254; for (uint256 _i = 0; _i < _numberOfOutcomes; _i++) { if (_i != _orderData.outcome) { uint256 _creatorShareTokenBalance = _orderData.market.getShareToken(_i).balanceOf(_orderData.creator); _attosharesHeld = SafeMathUint256.min(_creatorShareTokenBalance, _attosharesHeld); } } // Take shares into escrow if they have any almost-complete-sets if (_attosharesHeld > 0) { _orderData.sharesEscrowed = SafeMathUint256.min(_attosharesHeld, _attosharesToCover); _attosharesToCover -= _orderData.sharesEscrowed; for (_i = 0; _i < _numberOfOutcomes; _i++) { if (_i != _orderData.outcome) { _orderData.market.getShareToken(_i).trustedOrderTransfer(_orderData.creator, _orderData.market, _orderData.sharesEscrowed); } } } // If not able to cover entire order with shares alone, then cover remaining with tokens if (_attosharesToCover > 0) { _orderData.moneyEscrowed = _attosharesToCover.mul(_orderData.price); require(_orderData.augur.trustedTransfer(_orderData.market.getDenominationToken(), _orderData.creator, _orderData.market, _orderData.moneyEscrowed)); } return true; } function escrowFundsForAsk(Order.Data _orderData) private returns (bool) { require(_orderData.moneyEscrowed == 0); require(_orderData.sharesEscrowed == 0); IShareToken _shareToken = _orderData.market.getShareToken(_orderData.outcome); uint256 _attosharesToCover = _orderData.amount; // Figure out how many shares of the outcome the creator has uint256 _attosharesHeld = _shareToken.balanceOf(_orderData.creator); // Take shares in escrow if user has shares if (_attosharesHeld > 0) { _orderData.sharesEscrowed = SafeMathUint256.min(_attosharesHeld, _attosharesToCover); _attosharesToCover -= _orderData.sharesEscrowed; _shareToken.trustedOrderTransfer(_orderData.creator, _orderData.market, _orderData.sharesEscrowed); } // If not able to cover entire order with shares alone, then cover remaining with tokens if (_attosharesToCover > 0) { _orderData.moneyEscrowed = _orderData.market.getNumTicks().sub(_orderData.price).mul(_attosharesToCover); require(_orderData.augur.trustedTransfer(_orderData.market.getDenominationToken(), _orderData.creator, _orderData.market, _orderData.moneyEscrowed)); } return true; } }