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author | Jacob Evans <dekz@dekz.net> | 2017-11-16 07:25:09 +0800 |
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committer | GitHub <noreply@github.com> | 2017-11-16 07:25:09 +0800 |
commit | d7e5c6f9b5bbe4e9216d3a91ade71bfab7785cdd (patch) | |
tree | 4e1d4197d52203b648493301fe74e577e1d99e3e /packages/0x.js/src | |
parent | 85c3b2996d7097f8d390f4b8f6199b983928defb (diff) | |
parent | 557faba31b149ab52f6cc4b1930f457205b00229 (diff) | |
download | dexon-0x-contracts-d7e5c6f9b5bbe4e9216d3a91ade71bfab7785cdd.tar dexon-0x-contracts-d7e5c6f9b5bbe4e9216d3a91ade71bfab7785cdd.tar.gz dexon-0x-contracts-d7e5c6f9b5bbe4e9216d3a91ade71bfab7785cdd.tar.bz2 dexon-0x-contracts-d7e5c6f9b5bbe4e9216d3a91ade71bfab7785cdd.tar.lz dexon-0x-contracts-d7e5c6f9b5bbe4e9216d3a91ade71bfab7785cdd.tar.xz dexon-0x-contracts-d7e5c6f9b5bbe4e9216d3a91ade71bfab7785cdd.tar.zst dexon-0x-contracts-d7e5c6f9b5bbe4e9216d3a91ade71bfab7785cdd.zip |
Merge branch 'development' into syncSubscribe
Diffstat (limited to 'packages/0x.js/src')
-rw-r--r-- | packages/0x.js/src/0x.ts | 2 | ||||
-rw-r--r-- | packages/0x.js/src/contract.ts | 2 | ||||
-rw-r--r-- | packages/0x.js/src/contract_wrappers/exchange_wrapper.ts | 2 | ||||
-rw-r--r-- | packages/0x.js/src/contract_wrappers/token_wrapper.ts | 2 | ||||
-rw-r--r-- | packages/0x.js/src/order_watcher/order_state_watcher.ts | 2 | ||||
-rw-r--r-- | packages/0x.js/src/types.ts | 1 | ||||
-rw-r--r-- | packages/0x.js/src/utils/abi_decoder.ts | 2 | ||||
-rw-r--r-- | packages/0x.js/src/utils/assert.ts | 7 | ||||
-rw-r--r-- | packages/0x.js/src/utils/order_state_utils.ts | 13 |
9 files changed, 24 insertions, 9 deletions
diff --git a/packages/0x.js/src/0x.ts b/packages/0x.js/src/0x.ts index fe765bbbe..85c2b7724 100644 --- a/packages/0x.js/src/0x.ts +++ b/packages/0x.js/src/0x.ts @@ -1,6 +1,6 @@ import * as _ from 'lodash'; import BigNumber from 'bignumber.js'; -import {SchemaValidator, schemas} from '0x-json-schemas'; +import {SchemaValidator, schemas} from '@0xproject/json-schemas'; import {bigNumberConfigs} from './bignumber_config'; import * as ethUtil from 'ethereumjs-util'; import {Web3Wrapper} from './web3_wrapper'; diff --git a/packages/0x.js/src/contract.ts b/packages/0x.js/src/contract.ts index 1aacc65dc..7ccd336d6 100644 --- a/packages/0x.js/src/contract.ts +++ b/packages/0x.js/src/contract.ts @@ -1,7 +1,7 @@ import * as Web3 from 'web3'; import * as _ from 'lodash'; import promisify = require('es6-promisify'); -import {SchemaValidator, schemas} from '0x-json-schemas'; +import {SchemaValidator, schemas} from '@0xproject/json-schemas'; import {AbiType} from './types'; export class Contract implements Web3.ContractInstance { diff --git a/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts b/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts index 5acfd3cc9..3e631b73e 100644 --- a/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts +++ b/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts @@ -1,7 +1,7 @@ import * as _ from 'lodash'; import * as Web3 from 'web3'; import BigNumber from 'bignumber.js'; -import {schemas} from '0x-json-schemas'; +import {schemas} from '@0xproject/json-schemas'; import {Web3Wrapper} from '../web3_wrapper'; import { ECSignature, diff --git a/packages/0x.js/src/contract_wrappers/token_wrapper.ts b/packages/0x.js/src/contract_wrappers/token_wrapper.ts index 614ac19d4..4b89d3cfc 100644 --- a/packages/0x.js/src/contract_wrappers/token_wrapper.ts +++ b/packages/0x.js/src/contract_wrappers/token_wrapper.ts @@ -1,6 +1,6 @@ import * as _ from 'lodash'; import BigNumber from 'bignumber.js'; -import {schemas} from '0x-json-schemas'; +import {schemas} from '@0xproject/json-schemas'; import {Web3Wrapper} from '../web3_wrapper'; import {assert} from '../utils/assert'; import {constants} from '../utils/constants'; diff --git a/packages/0x.js/src/order_watcher/order_state_watcher.ts b/packages/0x.js/src/order_watcher/order_state_watcher.ts index 80f323017..1b410dad1 100644 --- a/packages/0x.js/src/order_watcher/order_state_watcher.ts +++ b/packages/0x.js/src/order_watcher/order_state_watcher.ts @@ -1,5 +1,5 @@ import * as _ from 'lodash'; -import {schemas} from '0x-json-schemas'; +import {schemas} from '@0xproject/json-schemas'; import {ZeroEx} from '../0x'; import {EventWatcher} from './event_watcher'; import {assert} from '../utils/assert'; diff --git a/packages/0x.js/src/types.ts b/packages/0x.js/src/types.ts index 91e3c0f20..39e5fa9f2 100644 --- a/packages/0x.js/src/types.ts +++ b/packages/0x.js/src/types.ts @@ -485,6 +485,7 @@ export interface OrderRelevantState { filledTakerTokenAmount: BigNumber; cancelledTakerTokenAmount: BigNumber; remainingFillableMakerTokenAmount: BigNumber; + remainingFillableTakerTokenAmount: BigNumber; } export interface OrderStateValid { diff --git a/packages/0x.js/src/utils/abi_decoder.ts b/packages/0x.js/src/utils/abi_decoder.ts index 840ad9be0..df0fb2d6f 100644 --- a/packages/0x.js/src/utils/abi_decoder.ts +++ b/packages/0x.js/src/utils/abi_decoder.ts @@ -34,7 +34,7 @@ export class AbiDecoder { value = this.padZeros(new BigNumber(value).toString(16)); } else if (param.type === SolidityTypes.Uint256 || param.type === SolidityTypes.Uint8 || - param.type === SolidityTypes.Uint ) { + param.type === SolidityTypes.Uint) { value = new BigNumber(value); } decodedParams[param.name] = value; diff --git a/packages/0x.js/src/utils/assert.ts b/packages/0x.js/src/utils/assert.ts index 4aa83ef17..55912525c 100644 --- a/packages/0x.js/src/utils/assert.ts +++ b/packages/0x.js/src/utils/assert.ts @@ -1,7 +1,7 @@ import * as _ from 'lodash'; import * as Web3 from 'web3'; import BigNumber from 'bignumber.js'; -import {SchemaValidator, Schema} from '0x-json-schemas'; +import {SchemaValidator, Schema} from '@0xproject/json-schemas'; import {assert as sharedAssert} from '@0xproject/assert'; import {Web3Wrapper} from '../web3_wrapper'; import {signatureUtils} from '../utils/signature_utils'; @@ -9,7 +9,8 @@ import {ECSignature} from '../types'; const HEX_REGEX = /^0x[0-9A-F]*$/i; -export const assert = _.extend({}, sharedAssert, { +export const assert = { + ...sharedAssert, isValidSignature(orderHash: string, ecSignature: ECSignature, signerAddress: string) { const isValidSignature = signatureUtils.isValidSignature(orderHash, ecSignature, signerAddress); this.assert(isValidSignature, `Expected order with hash '${orderHash}' to have a valid signature`); @@ -26,4 +27,4 @@ export const assert = _.extend({}, sharedAssert, { const availableAddresses = await web3Wrapper.getAvailableAddressesAsync(); this.assert(!_.isEmpty(availableAddresses), 'No addresses were available on the provided web3 provider'); }, -}); +}; diff --git a/packages/0x.js/src/utils/order_state_utils.ts b/packages/0x.js/src/utils/order_state_utils.ts index a1ee7577d..123584f90 100644 --- a/packages/0x.js/src/utils/order_state_utils.ts +++ b/packages/0x.js/src/utils/order_state_utils.ts @@ -18,6 +18,8 @@ import {constants} from '../utils/constants'; import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store'; import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store'; +const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001; + export class OrderStateUtils { private balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore; private orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore; @@ -78,6 +80,9 @@ export class OrderStateUtils { .dividedToIntegerBy(totalTakerTokenAmount); const fillableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]); const remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount); + const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount + .times(totalTakerTokenAmount) + .dividedToIntegerBy(totalMakerTokenAmount); // TODO: Handle edge case where maker token is ZRX with fee const orderRelevantState = { makerBalance, @@ -87,6 +92,7 @@ export class OrderStateUtils { filledTakerTokenAmount, cancelledTakerTokenAmount, remainingFillableMakerTokenAmount, + remainingFillableTakerTokenAmount, }; return orderRelevantState; } @@ -113,6 +119,13 @@ export class OrderStateUtils { throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance); } } + const minFillableTakerTokenAmountWithinNoRoundingErrorRange = signedOrder.takerTokenAmount + .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR) + .dividedBy(signedOrder.makerTokenAmount); + if (orderRelevantState.remainingFillableTakerTokenAmount + .lessThan(minFillableTakerTokenAmountWithinNoRoundingErrorRange)) { + throw new Error(ExchangeContractErrs.OrderFillRoundingError); + } // TODO Add linear function solver when maker token is ZRX #badass // Return the max amount that's fillable } |