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authorAlex Browne <stephenalexbrowne@gmail.com>2018-08-14 09:42:09 +0800
committerAlex Browne <stephenalexbrowne@gmail.com>2018-08-14 09:42:09 +0800
commit88766a02c7e6688e72d5c4c69ce68028b322f154 (patch)
treefa06552a80249e7998691b64df6b3b2827f9f947 /packages/order-utils/src
parent8162394797342cef268cc8072fc860326974e269 (diff)
parentfadd292ecf367e42154856509d0ea0c20b23f2f1 (diff)
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Merge branch 'development'
Diffstat (limited to 'packages/order-utils/src')
-rw-r--r--packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts6
-rw-r--r--packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts11
-rw-r--r--packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts7
-rw-r--r--packages/order-utils/src/abstract/abstract_order_filled_cancelled_lazy_store.ts12
-rw-r--r--packages/order-utils/src/artifacts.ts14
-rw-r--r--packages/order-utils/src/assert.ts37
-rw-r--r--packages/order-utils/src/asset_data_utils.ts139
-rw-r--r--packages/order-utils/src/constants.ts16
-rw-r--r--packages/order-utils/src/crypto.ts46
-rw-r--r--packages/order-utils/src/eip712_utils.ts93
-rw-r--r--packages/order-utils/src/exchange_transfer_simulator.ts116
-rw-r--r--packages/order-utils/src/globals.d.ts6
-rw-r--r--packages/order-utils/src/index.ts27
-rw-r--r--packages/order-utils/src/market_utils.ts133
-rw-r--r--packages/order-utils/src/monorepo_scripts/postpublish.ts8
-rw-r--r--packages/order-utils/src/monorepo_scripts/stage_docs.ts8
-rw-r--r--packages/order-utils/src/order_factory.ts85
-rw-r--r--packages/order-utils/src/order_hash.ts79
-rw-r--r--packages/order-utils/src/order_state_utils.ts284
-rw-r--r--packages/order-utils/src/order_validation_utils.ts210
-rw-r--r--packages/order-utils/src/remaining_fillable_calculator.ts86
-rw-r--r--packages/order-utils/src/salt.ts18
-rw-r--r--packages/order-utils/src/signature_utils.ts388
-rw-r--r--packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts97
-rw-r--r--packages/order-utils/src/store/order_filled_cancelled_lazy_store.ts65
-rw-r--r--packages/order-utils/src/types.ts43
-rw-r--r--packages/order-utils/src/utils.ts22
27 files changed, 2056 insertions, 0 deletions
diff --git a/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts
new file mode 100644
index 000000000..b2760d98e
--- /dev/null
+++ b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts
@@ -0,0 +1,6 @@
+import { BigNumber } from '@0xproject/utils';
+
+export abstract class AbstractBalanceAndProxyAllowanceFetcher {
+ public abstract async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
+ public abstract async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
+}
diff --git a/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts
new file mode 100644
index 000000000..38e08b7fe
--- /dev/null
+++ b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts
@@ -0,0 +1,11 @@
+import { BigNumber } from '@0xproject/utils';
+
+export abstract class AbstractBalanceAndProxyAllowanceLazyStore {
+ public abstract async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
+ public abstract async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
+ public abstract setBalance(assetData: string, userAddress: string, balance: BigNumber): void;
+ public abstract deleteBalance(assetData: string, userAddress: string): void;
+ public abstract setProxyAllowance(assetData: string, userAddress: string, proxyAllowance: BigNumber): void;
+ public abstract deleteProxyAllowance(assetData: string, userAddress: string): void;
+ public abstract deleteAll(): void;
+}
diff --git a/packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts b/packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts
new file mode 100644
index 000000000..865ea4e43
--- /dev/null
+++ b/packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts
@@ -0,0 +1,7 @@
+import { BigNumber } from '@0xproject/utils';
+
+export abstract class AbstractOrderFilledCancelledFetcher {
+ public abstract async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber>;
+ public abstract async isOrderCancelledAsync(orderHash: string): Promise<boolean>;
+ public abstract getZRXAssetData(): string;
+}
diff --git a/packages/order-utils/src/abstract/abstract_order_filled_cancelled_lazy_store.ts b/packages/order-utils/src/abstract/abstract_order_filled_cancelled_lazy_store.ts
new file mode 100644
index 000000000..617bcb224
--- /dev/null
+++ b/packages/order-utils/src/abstract/abstract_order_filled_cancelled_lazy_store.ts
@@ -0,0 +1,12 @@
+import { BigNumber } from '@0xproject/utils';
+
+export abstract class AbstractOrderFilledCancelledLazyStore {
+ public abstract async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber>;
+ public abstract async getIsCancelledAsync(orderHash: string): Promise<boolean>;
+ public abstract setFilledTakerAmount(orderHash: string, balance: BigNumber): void;
+ public abstract deleteFilledTakerAmount(orderHash: string): void;
+ public abstract setIsCancelled(orderHash: string, isCancelled: boolean): void;
+ public abstract deleteIsCancelled(orderHash: string): void;
+ public abstract deleteAll(): void;
+ public abstract getZRXAssetData(): string;
+}
diff --git a/packages/order-utils/src/artifacts.ts b/packages/order-utils/src/artifacts.ts
new file mode 100644
index 000000000..3d2d1e953
--- /dev/null
+++ b/packages/order-utils/src/artifacts.ts
@@ -0,0 +1,14 @@
+import { ContractArtifact } from '@0xproject/sol-compiler';
+
+import * as DummyERC20Token from './artifacts/DummyERC20Token.json';
+import * as ERC20Proxy from './artifacts/ERC20Proxy.json';
+import * as Exchange from './artifacts/Exchange.json';
+import * as IValidator from './artifacts/IValidator.json';
+import * as IWallet from './artifacts/IWallet.json';
+export const artifacts = {
+ ERC20Proxy: (ERC20Proxy as any) as ContractArtifact,
+ DummyERC20Token: (DummyERC20Token as any) as ContractArtifact,
+ Exchange: (Exchange as any) as ContractArtifact,
+ IWallet: (IWallet as any) as ContractArtifact,
+ IValidator: (IValidator as any) as ContractArtifact,
+};
diff --git a/packages/order-utils/src/assert.ts b/packages/order-utils/src/assert.ts
new file mode 100644
index 000000000..f8db7ac63
--- /dev/null
+++ b/packages/order-utils/src/assert.ts
@@ -0,0 +1,37 @@
+import { assert as sharedAssert } from '@0xproject/assert';
+// HACK: We need those two unused imports because they're actually used by sharedAssert which gets injected here
+// tslint:disable:no-unused-variable
+import { Schema } from '@0xproject/json-schemas';
+import { ECSignature, SignatureType } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+// tslint:enable:no-unused-variable
+import * as _ from 'lodash';
+
+import { utils } from './utils';
+
+export const assert = {
+ ...sharedAssert,
+ async isSenderAddressAsync(
+ variableName: string,
+ senderAddressHex: string,
+ web3Wrapper: Web3Wrapper,
+ ): Promise<void> {
+ sharedAssert.isETHAddressHex(variableName, senderAddressHex);
+ const isSenderAddressAvailable = await web3Wrapper.isSenderAddressAvailableAsync(senderAddressHex);
+ sharedAssert.assert(
+ isSenderAddressAvailable,
+ `Specified ${variableName} ${senderAddressHex} isn't available through the supplied web3 provider`,
+ );
+ },
+ isOneOfExpectedSignatureTypes(signature: string, signatureTypes: SignatureType[]): void {
+ sharedAssert.isHexString('signature', signature);
+ const signatureTypeIndexIfExists = utils.getSignatureTypeIndexIfExists(signature);
+ const isExpectedSignatureType = _.includes(signatureTypes, signatureTypeIndexIfExists);
+ if (!isExpectedSignatureType) {
+ throw new Error(
+ `Unexpected signatureType: ${signatureTypeIndexIfExists}. Valid signature types: ${signatureTypes}`,
+ );
+ }
+ },
+};
diff --git a/packages/order-utils/src/asset_data_utils.ts b/packages/order-utils/src/asset_data_utils.ts
new file mode 100644
index 000000000..0c0b59548
--- /dev/null
+++ b/packages/order-utils/src/asset_data_utils.ts
@@ -0,0 +1,139 @@
+import { AssetProxyId, ERC20AssetData, ERC721AssetData } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import ethAbi = require('ethereumjs-abi');
+import ethUtil = require('ethereumjs-util');
+
+import { constants } from './constants';
+
+export const assetDataUtils = {
+ /**
+ * Encodes an ERC20 token address into a hex encoded assetData string, usable in the makerAssetData or
+ * takerAssetData fields in a 0x order.
+ * @param tokenAddress The ERC20 token address to encode
+ * @return The hex encoded assetData string
+ */
+ encodeERC20AssetData(tokenAddress: string): string {
+ return ethUtil.bufferToHex(ethAbi.simpleEncode('ERC20Token(address)', tokenAddress));
+ },
+ /**
+ * Decodes an ERC20 assetData hex string into it's corresponding ERC20 tokenAddress & assetProxyId
+ * @param assetData Hex encoded assetData string to decode
+ * @return An object containing the decoded tokenAddress & assetProxyId
+ */
+ decodeERC20AssetData(assetData: string): ERC20AssetData {
+ const data = ethUtil.toBuffer(assetData);
+ if (data.byteLength < constants.ERC20_ASSET_DATA_BYTE_LENGTH) {
+ throw new Error(
+ `Could not decode ERC20 Proxy Data. Expected length of encoded data to be at least ${
+ constants.ERC20_ASSET_DATA_BYTE_LENGTH
+ }. Got ${data.byteLength}`,
+ );
+ }
+ const assetProxyId = ethUtil.bufferToHex(data.slice(0, constants.SELECTOR_LENGTH));
+ if (assetProxyId !== AssetProxyId.ERC20) {
+ throw new Error(
+ `Could not decode ERC20 Proxy Data. Expected Asset Proxy Id to be ERC20 (${
+ AssetProxyId.ERC20
+ }), but got ${assetProxyId}`,
+ );
+ }
+ const [tokenAddress] = ethAbi.rawDecode(['address'], data.slice(constants.SELECTOR_LENGTH));
+ return {
+ assetProxyId,
+ tokenAddress: ethUtil.addHexPrefix(tokenAddress),
+ };
+ },
+ /**
+ * Encodes an ERC721 token address into a hex encoded assetData string, usable in the makerAssetData or
+ * takerAssetData fields in a 0x order.
+ * @param tokenAddress The ERC721 token address to encode
+ * @param tokenId The ERC721 tokenId to encode
+ * @return The hex encoded assetData string
+ */
+ encodeERC721AssetData(tokenAddress: string, tokenId: BigNumber): string {
+ // TODO: Pass `tokendId` as a BigNumber.
+ return ethUtil.bufferToHex(
+ ethAbi.simpleEncode(
+ 'ERC721Token(address,uint256)',
+ tokenAddress,
+ `0x${tokenId.toString(constants.BASE_16)}`,
+ ),
+ );
+ },
+ /**
+ * Decodes an ERC721 assetData hex string into it's corresponding ERC721 tokenAddress, tokenId & assetProxyId
+ * @param assetData Hex encoded assetData string to decode
+ * @return An object containing the decoded tokenAddress, tokenId & assetProxyId
+ */
+ decodeERC721AssetData(assetData: string): ERC721AssetData {
+ const data = ethUtil.toBuffer(assetData);
+ if (data.byteLength < constants.ERC721_ASSET_DATA_MINIMUM_BYTE_LENGTH) {
+ throw new Error(
+ `Could not decode ERC721 Asset Data. Expected length of encoded data to be at least ${
+ constants.ERC721_ASSET_DATA_MINIMUM_BYTE_LENGTH
+ }. Got ${data.byteLength}`,
+ );
+ }
+ const assetProxyId = ethUtil.bufferToHex(data.slice(0, constants.SELECTOR_LENGTH));
+ if (assetProxyId !== AssetProxyId.ERC721) {
+ throw new Error(
+ `Could not decode ERC721 Asset Data. Expected Asset Proxy Id to be ERC721 (${
+ AssetProxyId.ERC721
+ }), but got ${assetProxyId}`,
+ );
+ }
+ const [tokenAddress, tokenId] = ethAbi.rawDecode(['address', 'uint256'], data.slice(constants.SELECTOR_LENGTH));
+ return {
+ assetProxyId,
+ tokenAddress: ethUtil.addHexPrefix(tokenAddress),
+ tokenId: new BigNumber(tokenId.toString()),
+ };
+ },
+ /**
+ * Decode and return the assetProxyId from the assetData
+ * @param assetData Hex encoded assetData string to decode
+ * @return The assetProxyId
+ */
+ decodeAssetProxyId(assetData: string): AssetProxyId {
+ const encodedAssetData = ethUtil.toBuffer(assetData);
+ if (encodedAssetData.byteLength < constants.SELECTOR_LENGTH) {
+ throw new Error(
+ `Could not decode assetData. Expected length of encoded data to be at least 4. Got ${
+ encodedAssetData.byteLength
+ }`,
+ );
+ }
+ const encodedAssetProxyId = encodedAssetData.slice(0, constants.SELECTOR_LENGTH);
+ const assetProxyId = decodeAssetProxyId(encodedAssetProxyId);
+ return assetProxyId;
+ },
+ /**
+ * Decode any assetData into it's corresponding assetData object
+ * @param assetData Hex encoded assetData string to decode
+ * @return Either a ERC20 or ERC721 assetData object
+ */
+ decodeAssetDataOrThrow(assetData: string): ERC20AssetData | ERC721AssetData {
+ const assetProxyId = assetDataUtils.decodeAssetProxyId(assetData);
+ switch (assetProxyId) {
+ case AssetProxyId.ERC20:
+ const erc20AssetData = assetDataUtils.decodeERC20AssetData(assetData);
+ return erc20AssetData;
+ case AssetProxyId.ERC721:
+ const erc721AssetData = assetDataUtils.decodeERC721AssetData(assetData);
+ return erc721AssetData;
+ default:
+ throw new Error(`Unrecognized asset proxy id: ${assetProxyId}`);
+ }
+ },
+};
+
+function decodeAssetProxyId(encodedAssetProxyId: Buffer): AssetProxyId {
+ const hexString = ethUtil.bufferToHex(encodedAssetProxyId);
+ if (hexString === AssetProxyId.ERC20) {
+ return AssetProxyId.ERC20;
+ }
+ if (hexString === AssetProxyId.ERC721) {
+ return AssetProxyId.ERC721;
+ }
+ throw new Error(`Invalid ProxyId: ${hexString}`);
+}
diff --git a/packages/order-utils/src/constants.ts b/packages/order-utils/src/constants.ts
new file mode 100644
index 000000000..c23578c20
--- /dev/null
+++ b/packages/order-utils/src/constants.ts
@@ -0,0 +1,16 @@
+import { BigNumber } from '@0xproject/utils';
+
+export const constants = {
+ NULL_ADDRESS: '0x0000000000000000000000000000000000000000',
+ NULL_BYTES: '0x',
+ // tslint:disable-next-line:custom-no-magic-numbers
+ UNLIMITED_ALLOWANCE_IN_BASE_UNITS: new BigNumber(2).pow(256).minus(1),
+ TESTRPC_NETWORK_ID: 50,
+ ADDRESS_LENGTH: 20,
+ ERC20_ASSET_DATA_BYTE_LENGTH: 36,
+ ERC721_ASSET_DATA_MINIMUM_BYTE_LENGTH: 53,
+ SELECTOR_LENGTH: 4,
+ BASE_16: 16,
+ INFINITE_TIMESTAMP_SEC: new BigNumber(2524604400), // Close to infinite
+ ZERO_AMOUNT: new BigNumber(0),
+};
diff --git a/packages/order-utils/src/crypto.ts b/packages/order-utils/src/crypto.ts
new file mode 100644
index 000000000..0f1504a72
--- /dev/null
+++ b/packages/order-utils/src/crypto.ts
@@ -0,0 +1,46 @@
+import BN = require('bn.js');
+import ABI = require('ethereumjs-abi');
+import ethUtil = require('ethereumjs-util');
+import * as _ from 'lodash';
+
+export const crypto = {
+ /**
+ * We convert types from JS to Solidity as follows:
+ * BigNumber -> uint256
+ * number -> uint8
+ * string -> string
+ * boolean -> bool
+ * valid Ethereum address -> address
+ */
+ solSHA3(args: any[]): Buffer {
+ return crypto._solHash(args, ABI.soliditySHA3);
+ },
+ solSHA256(args: any[]): Buffer {
+ return crypto._solHash(args, ABI.soliditySHA256);
+ },
+ _solHash(args: any[], hashFunction: (types: string[], values: any[]) => Buffer): Buffer {
+ const argTypes: string[] = [];
+ _.each(args, (arg, i) => {
+ const isNumber = _.isFinite(arg);
+ if (isNumber) {
+ argTypes.push('uint8');
+ } else if (arg.isBigNumber) {
+ argTypes.push('uint256');
+ const base = 10;
+ args[i] = new BN(arg.toString(base), base);
+ } else if (ethUtil.isValidAddress(arg)) {
+ argTypes.push('address');
+ } else if (_.isString(arg)) {
+ argTypes.push('string');
+ } else if (_.isBuffer(arg) || _.isTypedArray(arg)) {
+ argTypes.push('bytes');
+ } else if (_.isBoolean(arg)) {
+ argTypes.push('bool');
+ } else {
+ throw new Error(`Unable to guess arg type: ${arg}`);
+ }
+ });
+ const hash = hashFunction(argTypes, args);
+ return hash;
+ },
+};
diff --git a/packages/order-utils/src/eip712_utils.ts b/packages/order-utils/src/eip712_utils.ts
new file mode 100644
index 000000000..2594e6d6d
--- /dev/null
+++ b/packages/order-utils/src/eip712_utils.ts
@@ -0,0 +1,93 @@
+import ethUtil = require('ethereumjs-util');
+import * as _ from 'lodash';
+
+import { crypto } from './crypto';
+import { EIP712Schema, EIP712Types } from './types';
+
+const EIP191_PREFIX = '\x19\x01';
+const EIP712_DOMAIN_NAME = '0x Protocol';
+const EIP712_DOMAIN_VERSION = '2';
+const EIP712_VALUE_LENGTH = 32;
+
+const EIP712_DOMAIN_SCHEMA: EIP712Schema = {
+ name: 'EIP712Domain',
+ parameters: [
+ { name: 'name', type: EIP712Types.String },
+ { name: 'version', type: EIP712Types.String },
+ { name: 'verifyingContract', type: EIP712Types.Address },
+ ],
+};
+
+export const EIP712Utils = {
+ /**
+ * Compiles the EIP712Schema and returns the hash of the schema.
+ * @param schema The EIP712 schema.
+ * @return The hash of the compiled schema
+ */
+ compileSchema(schema: EIP712Schema): Buffer {
+ const eip712Schema = EIP712Utils._encodeType(schema);
+ const eip712SchemaHashBuffer = crypto.solSHA3([eip712Schema]);
+ return eip712SchemaHashBuffer;
+ },
+ /**
+ * Merges the EIP712 hash of a struct with the DomainSeparator for 0x v2.
+ * @param hashStruct the EIP712 hash of a struct
+ * @param contractAddress the exchange contract address
+ * @return The hash of an EIP712 message with domain separator prefixed
+ */
+ createEIP712Message(hashStruct: Buffer, contractAddress: string): Buffer {
+ const domainSeparatorHashBuffer = EIP712Utils._getDomainSeparatorHashBuffer(contractAddress);
+ const messageBuff = crypto.solSHA3([EIP191_PREFIX, domainSeparatorHashBuffer, hashStruct]);
+ return messageBuff;
+ },
+ pad32Address(address: string): Buffer {
+ const addressBuffer = ethUtil.toBuffer(address);
+ const addressPadded = EIP712Utils.pad32Buffer(addressBuffer);
+ return addressPadded;
+ },
+ pad32Buffer(buffer: Buffer): Buffer {
+ const bufferPadded = ethUtil.setLengthLeft(buffer, EIP712_VALUE_LENGTH);
+ return bufferPadded;
+ },
+ _getDomainSeparatorSchemaBuffer(): Buffer {
+ return EIP712Utils.compileSchema(EIP712_DOMAIN_SCHEMA);
+ },
+ _getDomainSeparatorHashBuffer(exchangeAddress: string): Buffer {
+ const domainSeparatorSchemaBuffer = EIP712Utils._getDomainSeparatorSchemaBuffer();
+ const encodedData = EIP712Utils._encodeData(EIP712_DOMAIN_SCHEMA, {
+ name: EIP712_DOMAIN_NAME,
+ version: EIP712_DOMAIN_VERSION,
+ verifyingContract: exchangeAddress,
+ });
+ const domainSeparatorHashBuff2 = crypto.solSHA3([domainSeparatorSchemaBuffer, ...encodedData]);
+ return domainSeparatorHashBuff2;
+ },
+ _encodeType(schema: EIP712Schema): string {
+ const namedTypes = _.map(schema.parameters, ({ name, type }) => `${type} ${name}`);
+ const namedTypesJoined = namedTypes.join(',');
+ const encodedType = `${schema.name}(${namedTypesJoined})`;
+ return encodedType;
+ },
+ _encodeData(schema: EIP712Schema, data: { [key: string]: any }): any {
+ const encodedValues = [];
+ for (const parameter of schema.parameters) {
+ const value = data[parameter.name];
+ if (parameter.type === EIP712Types.String || parameter.type === EIP712Types.Bytes) {
+ encodedValues.push(crypto.solSHA3([ethUtil.toBuffer(value)]));
+ } else if (parameter.type === EIP712Types.Uint256) {
+ encodedValues.push(value);
+ } else if (parameter.type === EIP712Types.Address) {
+ encodedValues.push(EIP712Utils.pad32Address(value));
+ } else {
+ throw new Error(`Unable to encode ${parameter.type}`);
+ }
+ }
+ return encodedValues;
+ },
+ structHash(schema: EIP712Schema, data: { [key: string]: any }): Buffer {
+ const encodedData = EIP712Utils._encodeData(schema, data);
+ const schemaHash = EIP712Utils.compileSchema(schema);
+ const hashBuffer = crypto.solSHA3([schemaHash, ...encodedData]);
+ return hashBuffer;
+ },
+};
diff --git a/packages/order-utils/src/exchange_transfer_simulator.ts b/packages/order-utils/src/exchange_transfer_simulator.ts
new file mode 100644
index 000000000..c3a4f9c2a
--- /dev/null
+++ b/packages/order-utils/src/exchange_transfer_simulator.ts
@@ -0,0 +1,116 @@
+import { ExchangeContractErrs } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+import { AbstractBalanceAndProxyAllowanceLazyStore } from './abstract/abstract_balance_and_proxy_allowance_lazy_store';
+import { constants } from './constants';
+import { TradeSide, TransferType } from './types';
+
+enum FailureReason {
+ Balance = 'balance',
+ ProxyAllowance = 'proxyAllowance',
+}
+
+const ERR_MSG_MAPPING = {
+ [FailureReason.Balance]: {
+ [TradeSide.Maker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientMakerBalance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeBalance,
+ },
+ [TradeSide.Taker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientTakerBalance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeBalance,
+ },
+ },
+ [FailureReason.ProxyAllowance]: {
+ [TradeSide.Maker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientMakerAllowance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeAllowance,
+ },
+ [TradeSide.Taker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientTakerAllowance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeAllowance,
+ },
+ },
+};
+
+export class ExchangeTransferSimulator {
+ private readonly _store: AbstractBalanceAndProxyAllowanceLazyStore;
+ private static _throwValidationError(
+ failureReason: FailureReason,
+ tradeSide: TradeSide,
+ transferType: TransferType,
+ ): never {
+ const errMsg = ERR_MSG_MAPPING[failureReason][tradeSide][transferType];
+ throw new Error(errMsg);
+ }
+ constructor(store: AbstractBalanceAndProxyAllowanceLazyStore) {
+ this._store = store;
+ }
+ /**
+ * Simulates transferFrom call performed by a proxy
+ * @param assetData Data of the asset being transferred. Includes
+ * it's identifying information and assetType,
+ * e.g address for ERC20, address & tokenId for ERC721
+ * @param from Owner of the transferred tokens
+ * @param to Recipient of the transferred tokens
+ * @param amountInBaseUnits The amount of tokens being transferred
+ * @param tradeSide Is Maker/Taker transferring
+ * @param transferType Is it a fee payment or a value transfer
+ */
+ public async transferFromAsync(
+ assetData: string,
+ from: string,
+ to: string,
+ amountInBaseUnits: BigNumber,
+ tradeSide: TradeSide,
+ transferType: TransferType,
+ ): Promise<void> {
+ // HACK: When simulating an open order (e.g taker is NULL_ADDRESS), we don't want to adjust balances/
+ // allowances for the taker. We do however, want to increase the balance of the maker since the maker
+ // might be relying on those funds to fill subsequent orders or pay the order's fees.
+ if (from === constants.NULL_ADDRESS && tradeSide === TradeSide.Taker) {
+ await this._increaseBalanceAsync(assetData, to, amountInBaseUnits);
+ return;
+ }
+ const balance = await this._store.getBalanceAsync(assetData, from);
+ const proxyAllowance = await this._store.getProxyAllowanceAsync(assetData, from);
+ if (proxyAllowance.lessThan(amountInBaseUnits)) {
+ ExchangeTransferSimulator._throwValidationError(FailureReason.ProxyAllowance, tradeSide, transferType);
+ }
+ if (balance.lessThan(amountInBaseUnits)) {
+ ExchangeTransferSimulator._throwValidationError(FailureReason.Balance, tradeSide, transferType);
+ }
+ await this._decreaseProxyAllowanceAsync(assetData, from, amountInBaseUnits);
+ await this._decreaseBalanceAsync(assetData, from, amountInBaseUnits);
+ await this._increaseBalanceAsync(assetData, to, amountInBaseUnits);
+ }
+ private async _decreaseProxyAllowanceAsync(
+ assetData: string,
+ userAddress: string,
+ amountInBaseUnits: BigNumber,
+ ): Promise<void> {
+ const proxyAllowance = await this._store.getProxyAllowanceAsync(assetData, userAddress);
+ // HACK: This code assumes that all tokens with an UNLIMITED_ALLOWANCE_IN_BASE_UNITS set,
+ // are UnlimitedAllowanceTokens. This is however not true, it just so happens that all
+ // DummyERC20Tokens we use in tests are.
+ if (!proxyAllowance.eq(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) {
+ this._store.setProxyAllowance(assetData, userAddress, proxyAllowance.minus(amountInBaseUnits));
+ }
+ }
+ private async _increaseBalanceAsync(
+ assetData: string,
+ userAddress: string,
+ amountInBaseUnits: BigNumber,
+ ): Promise<void> {
+ const balance = await this._store.getBalanceAsync(assetData, userAddress);
+ this._store.setBalance(assetData, userAddress, balance.plus(amountInBaseUnits));
+ }
+ private async _decreaseBalanceAsync(
+ assetData: string,
+ userAddress: string,
+ amountInBaseUnits: BigNumber,
+ ): Promise<void> {
+ const balance = await this._store.getBalanceAsync(assetData, userAddress);
+ this._store.setBalance(assetData, userAddress, balance.minus(amountInBaseUnits));
+ }
+}
diff --git a/packages/order-utils/src/globals.d.ts b/packages/order-utils/src/globals.d.ts
new file mode 100644
index 000000000..94e63a32d
--- /dev/null
+++ b/packages/order-utils/src/globals.d.ts
@@ -0,0 +1,6 @@
+declare module '*.json' {
+ const json: any;
+ /* tslint:disable */
+ export default json;
+ /* tslint:enable */
+}
diff --git a/packages/order-utils/src/index.ts b/packages/order-utils/src/index.ts
new file mode 100644
index 000000000..681fbc904
--- /dev/null
+++ b/packages/order-utils/src/index.ts
@@ -0,0 +1,27 @@
+export { orderHashUtils } from './order_hash';
+export {
+ isValidSignatureAsync,
+ isValidPresignedSignatureAsync,
+ isValidWalletSignatureAsync,
+ isValidValidatorSignatureAsync,
+ isValidECSignature,
+ ecSignOrderHashAsync,
+ addSignedMessagePrefix,
+ parseECSignature,
+} from './signature_utils';
+export { orderFactory } from './order_factory';
+export { constants } from './constants';
+export { crypto } from './crypto';
+export { generatePseudoRandomSalt } from './salt';
+export { CreateOrderOpts, OrderError, EIP712Parameter, EIP712Schema, EIP712Types } from './types';
+export { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher';
+export { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
+export { BalanceAndProxyAllowanceLazyStore } from './store/balance_and_proxy_allowance_lazy_store';
+export { OrderFilledCancelledLazyStore } from './store/order_filled_cancelled_lazy_store';
+export { RemainingFillableCalculator } from './remaining_fillable_calculator';
+export { OrderStateUtils } from './order_state_utils';
+export { assetDataUtils } from './asset_data_utils';
+export { EIP712Utils } from './eip712_utils';
+export { OrderValidationUtils } from './order_validation_utils';
+export { ExchangeTransferSimulator } from './exchange_transfer_simulator';
+export { marketUtils } from './market_utils';
diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts
new file mode 100644
index 000000000..681059ddf
--- /dev/null
+++ b/packages/order-utils/src/market_utils.ts
@@ -0,0 +1,133 @@
+import { schemas } from '@0xproject/json-schemas';
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { assert } from './assert';
+import { constants } from './constants';
+
+export const marketUtils = {
+ /**
+ * Takes an array of orders and returns a subset of those orders that has enough makerAssetAmount (taking into account on-chain balances,
+ * allowances, and partial fills) in order to fill the input makerAssetFillAmount plus slippageBufferAmount. Iterates from first order to last.
+ * Sort the input by ascending rate in order to get the subset of orders that will cost the least ETH.
+ * @param signedOrders An array of objects that conform to the SignedOrder interface. All orders should specify the same makerAsset.
+ * All orders should specify WETH as the takerAsset.
+ * @param remainingFillableMakerAssetAmounts An array of BigNumbers corresponding to the signedOrders parameter.
+ * You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
+ * for these values.
+ * @param makerAssetFillAmount The amount of makerAsset desired to be filled.
+ * @param slippageBufferAmount An additional amount of makerAsset to be covered by the result in case of trade collisions or partial fills.
+ * @return Resulting orders and remaining fill amount that could not be covered by the input.
+ */
+ findOrdersThatCoverMakerAssetFillAmount(
+ signedOrders: SignedOrder[],
+ remainingFillableMakerAssetAmounts: BigNumber[],
+ makerAssetFillAmount: BigNumber,
+ slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT,
+ ): { resultOrders: SignedOrder[]; remainingFillAmount: BigNumber } {
+ assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+ _.forEach(remainingFillableMakerAssetAmounts, (amount, index) =>
+ assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount),
+ );
+ assert.isValidBaseUnitAmount('makerAssetFillAmount', makerAssetFillAmount);
+ assert.isValidBaseUnitAmount('slippageBufferAmount', slippageBufferAmount);
+ assert.assert(
+ signedOrders.length === remainingFillableMakerAssetAmounts.length,
+ 'Expected signedOrders.length to equal remainingFillableMakerAssetAmounts.length',
+ );
+ // calculate total amount of makerAsset needed to be filled
+ const totalFillAmount = makerAssetFillAmount.plus(slippageBufferAmount);
+ // iterate through the signedOrders input from left to right until we have enough makerAsset to fill totalFillAmount
+ const result = _.reduce(
+ signedOrders,
+ ({ resultOrders, remainingFillAmount }, order, index) => {
+ if (remainingFillAmount.lessThanOrEqualTo(constants.ZERO_AMOUNT)) {
+ return { resultOrders, remainingFillAmount: constants.ZERO_AMOUNT };
+ } else {
+ const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index];
+ // if there is no makerAssetAmountAvailable do not append order to resultOrders
+ // if we have exceeded the total amount we want to fill set remainingFillAmount to 0
+ return {
+ resultOrders: makerAssetAmountAvailable.gt(constants.ZERO_AMOUNT)
+ ? _.concat(resultOrders, order)
+ : resultOrders,
+ remainingFillAmount: BigNumber.max(
+ constants.ZERO_AMOUNT,
+ remainingFillAmount.minus(makerAssetAmountAvailable),
+ ),
+ };
+ }
+ },
+ { resultOrders: [] as SignedOrder[], remainingFillAmount: totalFillAmount },
+ );
+ return result;
+ },
+ /**
+ * Takes an array of orders and an array of feeOrders. Returns a subset of the feeOrders that has enough ZRX (taking into account
+ * on-chain balances, allowances, and partial fills) in order to fill the takerFees required by signedOrders plus a
+ * slippageBufferAmount. Iterates from first feeOrder to last. Sort the feeOrders by ascending rate in order to get the subset of
+ * feeOrders that will cost the least ETH.
+ * @param signedOrders An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as
+ * the makerAsset and WETH as the takerAsset.
+ * @param remainingFillableMakerAssetAmounts An array of BigNumbers corresponding to the signedOrders parameter.
+ * You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
+ * for these values.
+ * @param signedFeeOrders An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as
+ * the makerAsset and WETH as the takerAsset.
+ * @param remainingFillableFeeAmounts An array of BigNumbers corresponding to the signedFeeOrders parameter.
+ * You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
+ * for these values.
+ * @param slippageBufferAmount An additional amount of fee to be covered by the result in case of trade collisions or partial fills.
+ * @return Resulting orders and remaining fee amount that could not be covered by the input.
+ */
+ findFeeOrdersThatCoverFeesForTargetOrders(
+ signedOrders: SignedOrder[],
+ remainingFillableMakerAssetAmounts: BigNumber[],
+ signedFeeOrders: SignedOrder[],
+ remainingFillableFeeAmounts: BigNumber[],
+ slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT,
+ ): { resultOrders: SignedOrder[]; remainingFeeAmount: BigNumber } {
+ assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+ _.forEach(remainingFillableMakerAssetAmounts, (amount, index) =>
+ assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount),
+ );
+ assert.doesConformToSchema('signedFeeOrders', signedFeeOrders, schemas.signedOrdersSchema);
+ _.forEach(remainingFillableFeeAmounts, (amount, index) =>
+ assert.isValidBaseUnitAmount(`remainingFillableFeeAmounts[${index}]`, amount),
+ );
+ assert.isValidBaseUnitAmount('slippageBufferAmount', slippageBufferAmount);
+ assert.assert(
+ signedOrders.length === remainingFillableMakerAssetAmounts.length,
+ 'Expected signedOrders.length to equal remainingFillableMakerAssetAmounts.length',
+ );
+ assert.assert(
+ signedOrders.length === remainingFillableMakerAssetAmounts.length,
+ 'Expected signedFeeOrders.length to equal remainingFillableFeeAmounts.length',
+ );
+ // calculate total amount of ZRX needed to fill signedOrders
+ const totalFeeAmount = _.reduce(
+ signedOrders,
+ (accFees, order, index) => {
+ const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index];
+ const feeToFillMakerAssetAmountAvailable = makerAssetAmountAvailable
+ .mul(order.takerFee)
+ .div(order.makerAssetAmount);
+ return accFees.plus(feeToFillMakerAssetAmountAvailable);
+ },
+ constants.ZERO_AMOUNT,
+ );
+ const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+ signedFeeOrders,
+ remainingFillableFeeAmounts,
+ totalFeeAmount,
+ slippageBufferAmount,
+ );
+ return {
+ resultOrders,
+ remainingFeeAmount: remainingFillAmount,
+ };
+ // TODO: add more orders here to cover rounding
+ // https://github.com/0xProject/0x-protocol-specification/blob/master/v2/forwarding-contract-specification.md#over-buying-zrx
+ },
+};
diff --git a/packages/order-utils/src/monorepo_scripts/postpublish.ts b/packages/order-utils/src/monorepo_scripts/postpublish.ts
new file mode 100644
index 000000000..dcb99d0f7
--- /dev/null
+++ b/packages/order-utils/src/monorepo_scripts/postpublish.ts
@@ -0,0 +1,8 @@
+import { postpublishUtils } from '@0xproject/monorepo-scripts';
+
+import * as packageJSON from '../package.json';
+import * as tsConfigJSON from '../tsconfig.json';
+
+const cwd = `${__dirname}/..`;
+// tslint:disable-next-line:no-floating-promises
+postpublishUtils.runAsync(packageJSON, tsConfigJSON, cwd);
diff --git a/packages/order-utils/src/monorepo_scripts/stage_docs.ts b/packages/order-utils/src/monorepo_scripts/stage_docs.ts
new file mode 100644
index 000000000..e732ac8eb
--- /dev/null
+++ b/packages/order-utils/src/monorepo_scripts/stage_docs.ts
@@ -0,0 +1,8 @@
+import { postpublishUtils } from '@0xproject/monorepo-scripts';
+
+import * as packageJSON from '../package.json';
+import * as tsConfigJSON from '../tsconfig.json';
+
+const cwd = `${__dirname}/..`;
+// tslint:disable-next-line:no-floating-promises
+postpublishUtils.publishDocsToStagingAsync(packageJSON, tsConfigJSON, cwd);
diff --git a/packages/order-utils/src/order_factory.ts b/packages/order-utils/src/order_factory.ts
new file mode 100644
index 000000000..4a6f3924b
--- /dev/null
+++ b/packages/order-utils/src/order_factory.ts
@@ -0,0 +1,85 @@
+import { Order, SignedOrder, SignerType } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Provider } from 'ethereum-types';
+import * as _ from 'lodash';
+
+import { constants } from './constants';
+import { orderHashUtils } from './order_hash';
+import { generatePseudoRandomSalt } from './salt';
+import { ecSignOrderHashAsync } from './signature_utils';
+import { CreateOrderOpts } from './types';
+
+export const orderFactory = {
+ createOrder(
+ makerAddress: string,
+ makerAssetAmount: BigNumber,
+ makerAssetData: string,
+ takerAssetAmount: BigNumber,
+ takerAssetData: string,
+ exchangeAddress: string,
+ createOrderOpts: CreateOrderOpts = generateDefaultCreateOrderOpts(),
+ ): Order {
+ const defaultCreateOrderOpts = generateDefaultCreateOrderOpts();
+ const order = {
+ makerAddress,
+ makerAssetAmount,
+ takerAssetAmount,
+ makerAssetData,
+ takerAssetData,
+ exchangeAddress,
+ takerAddress: createOrderOpts.takerAddress || defaultCreateOrderOpts.takerAddress,
+ senderAddress: createOrderOpts.senderAddress || defaultCreateOrderOpts.senderAddress,
+ makerFee: createOrderOpts.makerFee || defaultCreateOrderOpts.makerFee,
+ takerFee: createOrderOpts.takerFee || defaultCreateOrderOpts.takerFee,
+ feeRecipientAddress: createOrderOpts.feeRecipientAddress || defaultCreateOrderOpts.feeRecipientAddress,
+ salt: createOrderOpts.salt || defaultCreateOrderOpts.salt,
+ expirationTimeSeconds:
+ createOrderOpts.expirationTimeSeconds || defaultCreateOrderOpts.expirationTimeSeconds,
+ };
+ return order;
+ },
+ async createSignedOrderAsync(
+ provider: Provider,
+ makerAddress: string,
+ makerAssetAmount: BigNumber,
+ makerAssetData: string,
+ takerAssetAmount: BigNumber,
+ takerAssetData: string,
+ exchangeAddress: string,
+ createOrderOpts?: CreateOrderOpts,
+ ): Promise<SignedOrder> {
+ const order = orderFactory.createOrder(
+ makerAddress,
+ makerAssetAmount,
+ makerAssetData,
+ takerAssetAmount,
+ takerAssetData,
+ exchangeAddress,
+ createOrderOpts,
+ );
+ const orderHash = orderHashUtils.getOrderHashHex(order);
+ const signature = await ecSignOrderHashAsync(provider, orderHash, makerAddress, SignerType.Default);
+ const signedOrder: SignedOrder = _.assign(order, { signature });
+ return signedOrder;
+ },
+};
+
+function generateDefaultCreateOrderOpts(): {
+ takerAddress: string;
+ senderAddress: string;
+ makerFee: BigNumber;
+ takerFee: BigNumber;
+ feeRecipientAddress: string;
+ salt: BigNumber;
+ expirationTimeSeconds: BigNumber;
+} {
+ return {
+ takerAddress: constants.NULL_ADDRESS,
+ senderAddress: constants.NULL_ADDRESS,
+ makerFee: constants.ZERO_AMOUNT,
+ takerFee: constants.ZERO_AMOUNT,
+ feeRecipientAddress: constants.NULL_ADDRESS,
+ salt: generatePseudoRandomSalt(),
+ expirationTimeSeconds: constants.INFINITE_TIMESTAMP_SEC,
+ };
+}
diff --git a/packages/order-utils/src/order_hash.ts b/packages/order-utils/src/order_hash.ts
new file mode 100644
index 000000000..54c500653
--- /dev/null
+++ b/packages/order-utils/src/order_hash.ts
@@ -0,0 +1,79 @@
+import { schemas, SchemaValidator } from '@0xproject/json-schemas';
+import { Order, SignedOrder } from '@0xproject/types';
+import * as _ from 'lodash';
+
+import { assert } from './assert';
+import { EIP712Utils } from './eip712_utils';
+import { EIP712Schema, EIP712Types } from './types';
+
+const INVALID_TAKER_FORMAT = 'instance.takerAddress is not of a type(s) string';
+
+const EIP712_ORDER_SCHEMA: EIP712Schema = {
+ name: 'Order',
+ parameters: [
+ { name: 'makerAddress', type: EIP712Types.Address },
+ { name: 'takerAddress', type: EIP712Types.Address },
+ { name: 'feeRecipientAddress', type: EIP712Types.Address },
+ { name: 'senderAddress', type: EIP712Types.Address },
+ { name: 'makerAssetAmount', type: EIP712Types.Uint256 },
+ { name: 'takerAssetAmount', type: EIP712Types.Uint256 },
+ { name: 'makerFee', type: EIP712Types.Uint256 },
+ { name: 'takerFee', type: EIP712Types.Uint256 },
+ { name: 'expirationTimeSeconds', type: EIP712Types.Uint256 },
+ { name: 'salt', type: EIP712Types.Uint256 },
+ { name: 'makerAssetData', type: EIP712Types.Bytes },
+ { name: 'takerAssetData', type: EIP712Types.Bytes },
+ ],
+};
+
+export const orderHashUtils = {
+ /**
+ * Checks if the supplied hex encoded order hash is valid.
+ * Note: Valid means it has the expected format, not that an order with the orderHash exists.
+ * Use this method when processing orderHashes submitted as user input.
+ * @param orderHash Hex encoded orderHash.
+ * @return Whether the supplied orderHash has the expected format.
+ */
+ isValidOrderHash(orderHash: string): boolean {
+ // Since this method can be called to check if any arbitrary string conforms to an orderHash's
+ // format, we only assert that we were indeed passed a string.
+ assert.isString('orderHash', orderHash);
+ const schemaValidator = new SchemaValidator();
+ const isValid = schemaValidator.validate(orderHash, schemas.orderHashSchema).valid;
+ return isValid;
+ },
+ /**
+ * Computes the orderHash for a supplied order.
+ * @param order An object that conforms to the Order or SignedOrder interface definitions.
+ * @return The resulting orderHash from hashing the supplied order.
+ */
+ getOrderHashHex(order: SignedOrder | Order): string {
+ try {
+ assert.doesConformToSchema('order', order, schemas.orderSchema, [schemas.hexSchema]);
+ } catch (error) {
+ if (_.includes(error.message, INVALID_TAKER_FORMAT)) {
+ const errMsg =
+ 'Order taker must be of type string. If you want anyone to be able to fill an order - pass ZeroEx.NULL_ADDRESS';
+ throw new Error(errMsg);
+ }
+ throw error;
+ }
+
+ const orderHashBuff = orderHashUtils.getOrderHashBuffer(order);
+ const orderHashHex = `0x${orderHashBuff.toString('hex')}`;
+ return orderHashHex;
+ },
+ /**
+ * Computes the orderHash for a supplied order and returns it as a Buffer
+ * @param order An object that conforms to the Order or SignedOrder interface definitions.
+ * @return The resulting orderHash from hashing the supplied order as a Buffer
+ */
+ getOrderHashBuffer(order: SignedOrder | Order): Buffer {
+ const orderParamsHashBuff = EIP712Utils.structHash(EIP712_ORDER_SCHEMA, order);
+ const orderHashBuff = EIP712Utils.createEIP712Message(orderParamsHashBuff, order.exchangeAddress);
+ return orderHashBuff;
+ },
+ _getOrderSchemaBuffer(): Buffer {
+ return EIP712Utils.compileSchema(EIP712_ORDER_SCHEMA);
+ },
+};
diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts
new file mode 100644
index 000000000..189bf4180
--- /dev/null
+++ b/packages/order-utils/src/order_state_utils.ts
@@ -0,0 +1,284 @@
+import {
+ ExchangeContractErrs,
+ OrderRelevantState,
+ OrderState,
+ OrderStateInvalid,
+ OrderStateValid,
+ SignedOrder,
+} from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+import { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher';
+import { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
+import { orderHashUtils } from './order_hash';
+import { RemainingFillableCalculator } from './remaining_fillable_calculator';
+import { utils } from './utils';
+
+interface SidedOrderRelevantState {
+ isMakerSide: boolean;
+ traderBalance: BigNumber;
+ traderProxyAllowance: BigNumber;
+ traderFeeBalance: BigNumber;
+ traderFeeProxyAllowance: BigNumber;
+ filledTakerAssetAmount: BigNumber;
+ remainingFillableAssetAmount: BigNumber;
+}
+
+const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
+
+export class OrderStateUtils {
+ private readonly _balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher;
+ private readonly _orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher;
+ private static _validateIfOrderIsValid(
+ signedOrder: SignedOrder,
+ sidedOrderRelevantState: SidedOrderRelevantState,
+ ): void {
+ const isMakerSide = sidedOrderRelevantState.isMakerSide;
+ const availableTakerAssetAmount = signedOrder.takerAssetAmount.minus(
+ sidedOrderRelevantState.filledTakerAssetAmount,
+ );
+ if (availableTakerAssetAmount.eq(0)) {
+ throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
+ }
+
+ if (sidedOrderRelevantState.traderBalance.eq(0)) {
+ throw new Error(
+ isMakerSide
+ ? ExchangeContractErrs.InsufficientMakerBalance
+ : ExchangeContractErrs.InsufficientTakerBalance,
+ );
+ }
+ if (sidedOrderRelevantState.traderProxyAllowance.eq(0)) {
+ throw new Error(
+ isMakerSide
+ ? ExchangeContractErrs.InsufficientMakerAllowance
+ : ExchangeContractErrs.InsufficientTakerAllowance,
+ );
+ }
+ if (!signedOrder.makerFee.eq(0)) {
+ if (sidedOrderRelevantState.traderFeeBalance.eq(0)) {
+ throw new Error(
+ isMakerSide
+ ? ExchangeContractErrs.InsufficientMakerFeeBalance
+ : ExchangeContractErrs.InsufficientTakerFeeBalance,
+ );
+ }
+ if (sidedOrderRelevantState.traderFeeProxyAllowance.eq(0)) {
+ throw new Error(
+ isMakerSide
+ ? ExchangeContractErrs.InsufficientMakerFeeAllowance
+ : ExchangeContractErrs.InsufficientTakerFeeAllowance,
+ );
+ }
+ }
+
+ let minFillableTakerAssetAmountWithinNoRoundingErrorRange;
+ if (isMakerSide) {
+ minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount
+ .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
+ .dividedBy(signedOrder.makerAssetAmount);
+ } else {
+ minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.makerAssetAmount
+ .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
+ .dividedBy(signedOrder.takerAssetAmount);
+ }
+
+ if (
+ sidedOrderRelevantState.remainingFillableAssetAmount.lessThan(
+ minFillableTakerAssetAmountWithinNoRoundingErrorRange,
+ )
+ ) {
+ throw new Error(ExchangeContractErrs.OrderFillRoundingError);
+ }
+ }
+ constructor(
+ balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher,
+ orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher,
+ ) {
+ this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher;
+ this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
+ }
+ public async getOpenOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
+ const orderRelevantState = await this.getOpenOrderRelevantStateAsync(signedOrder);
+ const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+ const sidedOrderRelevantState = {
+ isMakerSide: true,
+ traderBalance: orderRelevantState.makerBalance,
+ traderProxyAllowance: orderRelevantState.makerProxyAllowance,
+ traderFeeBalance: orderRelevantState.makerFeeBalance,
+ traderFeeProxyAllowance: orderRelevantState.makerFeeProxyAllowance,
+ filledTakerAssetAmount: orderRelevantState.filledTakerAssetAmount,
+ remainingFillableAssetAmount: orderRelevantState.remainingFillableMakerAssetAmount,
+ };
+ try {
+ OrderStateUtils._validateIfOrderIsValid(signedOrder, sidedOrderRelevantState);
+ const orderState: OrderStateValid = {
+ isValid: true,
+ orderHash,
+ orderRelevantState,
+ };
+ return orderState;
+ } catch (err) {
+ const orderState: OrderStateInvalid = {
+ isValid: false,
+ orderHash,
+ error: err.message,
+ };
+ return orderState;
+ }
+ }
+ public async getOpenOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> {
+ const isMaker = true;
+ const sidedOrderRelevantState = await this._getSidedOrderRelevantStateAsync(
+ isMaker,
+ signedOrder,
+ signedOrder.takerAddress,
+ );
+ const remainingFillableTakerAssetAmount = sidedOrderRelevantState.remainingFillableAssetAmount
+ .times(signedOrder.takerAssetAmount)
+ .dividedToIntegerBy(signedOrder.makerAssetAmount);
+
+ const orderRelevantState = {
+ makerBalance: sidedOrderRelevantState.traderBalance,
+ makerProxyAllowance: sidedOrderRelevantState.traderProxyAllowance,
+ makerFeeBalance: sidedOrderRelevantState.traderFeeBalance,
+ makerFeeProxyAllowance: sidedOrderRelevantState.traderFeeProxyAllowance,
+ filledTakerAssetAmount: sidedOrderRelevantState.filledTakerAssetAmount,
+ remainingFillableMakerAssetAmount: sidedOrderRelevantState.remainingFillableAssetAmount,
+ remainingFillableTakerAssetAmount,
+ };
+ return orderRelevantState;
+ }
+ public async getMaxFillableTakerAssetAmountAsync(
+ signedOrder: SignedOrder,
+ takerAddress: string,
+ ): Promise<BigNumber> {
+ // Get max fillable amount for an order, considering the makers ability to fill
+ let isMaker = true;
+ const orderRelevantMakerState = await this._getSidedOrderRelevantStateAsync(
+ isMaker,
+ signedOrder,
+ signedOrder.takerAddress,
+ );
+ const remainingFillableTakerAssetAmountGivenMakersStatus = signedOrder.makerAssetAmount.eq(0)
+ ? new BigNumber(0)
+ : utils.getPartialAmount(
+ orderRelevantMakerState.remainingFillableAssetAmount,
+ signedOrder.makerAssetAmount,
+ signedOrder.takerAssetAmount,
+ );
+
+ // Get max fillable amount for an order, considering the takers ability to fill
+ isMaker = false;
+ const orderRelevantTakerState = await this._getSidedOrderRelevantStateAsync(isMaker, signedOrder, takerAddress);
+ const remainingFillableTakerAssetAmountGivenTakersStatus = orderRelevantTakerState.remainingFillableAssetAmount;
+
+ // The min of these two in the actualy max fillable by either party
+ const fillableTakerAssetAmount = BigNumber.min([
+ remainingFillableTakerAssetAmountGivenMakersStatus,
+ remainingFillableTakerAssetAmountGivenTakersStatus,
+ ]);
+
+ return fillableTakerAssetAmount;
+ }
+ public async getMaxFillableTakerAssetAmountForFailingOrderAsync(
+ signedOrder: SignedOrder,
+ takerAddress: string,
+ ): Promise<BigNumber> {
+ // Get min of taker balance & allowance
+ const takerAssetBalanceOfTaker = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
+ signedOrder.takerAssetData,
+ takerAddress,
+ );
+ const takerAssetAllowanceOfTaker = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+ signedOrder.takerAssetData,
+ takerAddress,
+ );
+ const minTakerAssetAmount = BigNumber.min([takerAssetBalanceOfTaker, takerAssetAllowanceOfTaker]);
+
+ // get remainingFillAmount
+ const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+ const filledTakerAssetAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
+ const remainingFillTakerAssetAmount = signedOrder.takerAssetAmount.minus(filledTakerAssetAmount);
+
+ if (minTakerAssetAmount.gte(remainingFillTakerAssetAmount)) {
+ return remainingFillTakerAssetAmount;
+ } else {
+ return minTakerAssetAmount;
+ }
+ }
+ private async _getSidedOrderRelevantStateAsync(
+ isMakerSide: boolean,
+ signedOrder: SignedOrder,
+ takerAddress: string,
+ ): Promise<SidedOrderRelevantState> {
+ let traderAddress;
+ let assetData;
+ let assetAmount;
+ let feeAmount;
+ if (isMakerSide) {
+ traderAddress = signedOrder.makerAddress;
+ assetData = signedOrder.makerAssetData;
+ assetAmount = signedOrder.makerAssetAmount;
+ feeAmount = signedOrder.makerFee;
+ } else {
+ traderAddress = takerAddress;
+ assetData = signedOrder.takerAssetData;
+ assetAmount = signedOrder.takerAssetAmount;
+ feeAmount = signedOrder.takerFee;
+ }
+ const zrxAssetData = this._orderFilledCancelledFetcher.getZRXAssetData();
+ const isAssetZRX = assetData === zrxAssetData;
+
+ const traderBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(assetData, traderAddress);
+ const traderProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+ assetData,
+ traderAddress,
+ );
+ const traderFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
+ zrxAssetData,
+ traderAddress,
+ );
+ const traderFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+ zrxAssetData,
+ traderAddress,
+ );
+
+ const transferrableTraderAssetAmount = BigNumber.min([traderProxyAllowance, traderBalance]);
+ const transferrableFeeAssetAmount = BigNumber.min([traderFeeProxyAllowance, traderFeeBalance]);
+
+ const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+ const filledTakerAssetAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
+ const totalMakerAssetAmount = signedOrder.makerAssetAmount;
+ const totalTakerAssetAmount = signedOrder.takerAssetAmount;
+ const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash);
+ const remainingTakerAssetAmount = isOrderCancelled
+ ? new BigNumber(0)
+ : totalTakerAssetAmount.minus(filledTakerAssetAmount);
+ const remainingMakerAssetAmount = remainingTakerAssetAmount.eq(0)
+ ? new BigNumber(0)
+ : remainingTakerAssetAmount.times(totalMakerAssetAmount).dividedToIntegerBy(totalTakerAssetAmount);
+ const remainingAssetAmount = isMakerSide ? remainingMakerAssetAmount : remainingTakerAssetAmount;
+
+ const remainingFillableCalculator = new RemainingFillableCalculator(
+ feeAmount,
+ assetAmount,
+ isAssetZRX,
+ transferrableTraderAssetAmount,
+ transferrableFeeAssetAmount,
+ remainingAssetAmount,
+ );
+ const remainingFillableAssetAmount = remainingFillableCalculator.computeRemainingFillable();
+
+ const sidedOrderRelevantState = {
+ isMakerSide,
+ traderBalance,
+ traderProxyAllowance,
+ traderFeeBalance,
+ traderFeeProxyAllowance,
+ filledTakerAssetAmount,
+ remainingFillableAssetAmount,
+ };
+ return sidedOrderRelevantState;
+ }
+}
diff --git a/packages/order-utils/src/order_validation_utils.ts b/packages/order-utils/src/order_validation_utils.ts
new file mode 100644
index 000000000..67d747081
--- /dev/null
+++ b/packages/order-utils/src/order_validation_utils.ts
@@ -0,0 +1,210 @@
+import { RevertReason, SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Provider } from 'ethereum-types';
+import * as _ from 'lodash';
+
+import { OrderError, TradeSide, TransferType } from './types';
+
+import { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
+import { constants } from './constants';
+import { ExchangeTransferSimulator } from './exchange_transfer_simulator';
+import { orderHashUtils } from './order_hash';
+import { isValidSignatureAsync } from './signature_utils';
+import { utils } from './utils';
+
+export class OrderValidationUtils {
+ private readonly _orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher;
+ public static isRoundingError(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean {
+ // Solidity's mulmod() in JS
+ // Source: https://solidity.readthedocs.io/en/latest/units-and-global-variables.html#mathematical-and-cryptographic-functions
+ if (denominator.eq(0)) {
+ throw new Error('denominator cannot be 0');
+ }
+ const remainder = target.mul(numerator).mod(denominator);
+ if (remainder.eq(0)) {
+ return false; // no rounding error
+ }
+
+ // tslint:disable-next-line:custom-no-magic-numbers
+ const errPercentageTimes1000000 = remainder.mul(1000000).div(numerator.mul(target));
+ // tslint:disable-next-line:custom-no-magic-numbers
+ const isError = errPercentageTimes1000000.gt(1000);
+ return isError;
+ }
+ public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ signedOrder: SignedOrder,
+ fillTakerAssetAmount: BigNumber,
+ senderAddress: string,
+ zrxAssetData: string,
+ ): Promise<void> {
+ try {
+ const fillMakerTokenAmount = utils.getPartialAmount(
+ fillTakerAssetAmount,
+ signedOrder.takerAssetAmount,
+ signedOrder.makerAssetAmount,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ signedOrder.makerAssetData,
+ signedOrder.makerAddress,
+ senderAddress,
+ fillMakerTokenAmount,
+ TradeSide.Maker,
+ TransferType.Trade,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ signedOrder.takerAssetData,
+ senderAddress,
+ signedOrder.makerAddress,
+ fillTakerAssetAmount,
+ TradeSide.Taker,
+ TransferType.Trade,
+ );
+ const makerFeeAmount = utils.getPartialAmount(
+ fillTakerAssetAmount,
+ signedOrder.takerAssetAmount,
+ signedOrder.makerFee,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ zrxAssetData,
+ signedOrder.makerAddress,
+ signedOrder.feeRecipientAddress,
+ makerFeeAmount,
+ TradeSide.Maker,
+ TransferType.Fee,
+ );
+ const takerFeeAmount = utils.getPartialAmount(
+ fillTakerAssetAmount,
+ signedOrder.takerAssetAmount,
+ signedOrder.takerFee,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ zrxAssetData,
+ senderAddress,
+ signedOrder.feeRecipientAddress,
+ takerFeeAmount,
+ TradeSide.Taker,
+ TransferType.Fee,
+ );
+ } catch (err) {
+ throw new Error(RevertReason.TransferFailed);
+ }
+ }
+ private static _validateRemainingFillAmountNotZeroOrThrow(
+ takerAssetAmount: BigNumber,
+ filledTakerTokenAmount: BigNumber,
+ ): void {
+ if (takerAssetAmount.eq(filledTakerTokenAmount)) {
+ throw new Error(RevertReason.OrderUnfillable);
+ }
+ }
+ private static _validateOrderNotExpiredOrThrow(expirationTimeSeconds: BigNumber): void {
+ const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
+ if (expirationTimeSeconds.lessThan(currentUnixTimestampSec)) {
+ throw new Error(RevertReason.OrderUnfillable);
+ }
+ }
+ constructor(orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher) {
+ this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
+ }
+ public async validateOrderFillableOrThrowAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ signedOrder: SignedOrder,
+ zrxAssetData: string,
+ expectedFillTakerTokenAmount?: BigNumber,
+ ): Promise<void> {
+ const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+ const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
+ OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
+ signedOrder.takerAssetAmount,
+ filledTakerTokenAmount,
+ );
+ OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
+ let fillTakerAssetAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
+ if (!_.isUndefined(expectedFillTakerTokenAmount)) {
+ fillTakerAssetAmount = expectedFillTakerTokenAmount;
+ }
+ await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ signedOrder,
+ fillTakerAssetAmount,
+ signedOrder.takerAddress,
+ zrxAssetData,
+ );
+ }
+ public async validateFillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ provider: Provider,
+ signedOrder: SignedOrder,
+ fillTakerAssetAmount: BigNumber,
+ takerAddress: string,
+ zrxAssetData: string,
+ ): Promise<BigNumber> {
+ if (signedOrder.makerAssetAmount.eq(0) || signedOrder.takerAssetAmount.eq(0)) {
+ throw new Error(RevertReason.OrderUnfillable);
+ }
+ if (fillTakerAssetAmount.eq(0)) {
+ throw new Error(RevertReason.InvalidTakerAmount);
+ }
+ const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+ const isValid = await isValidSignatureAsync(
+ provider,
+ orderHash,
+ signedOrder.signature,
+ signedOrder.makerAddress,
+ );
+ if (!isValid) {
+ throw new Error(OrderError.InvalidSignature);
+ }
+ const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
+ OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
+ signedOrder.takerAssetAmount,
+ filledTakerTokenAmount,
+ );
+ if (signedOrder.takerAddress !== constants.NULL_ADDRESS && signedOrder.takerAddress !== takerAddress) {
+ throw new Error(RevertReason.InvalidTaker);
+ }
+ OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
+ const remainingTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
+ const desiredFillTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerAssetAmount)
+ ? remainingTakerTokenAmount
+ : fillTakerAssetAmount;
+ await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ signedOrder,
+ desiredFillTakerTokenAmount,
+ takerAddress,
+ zrxAssetData,
+ );
+
+ const wouldRoundingErrorOccur = OrderValidationUtils.isRoundingError(
+ desiredFillTakerTokenAmount,
+ signedOrder.takerAssetAmount,
+ signedOrder.makerAssetAmount,
+ );
+ if (wouldRoundingErrorOccur) {
+ throw new Error(RevertReason.RoundingError);
+ }
+ return filledTakerTokenAmount;
+ }
+ public async validateFillOrKillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ provider: Provider,
+ signedOrder: SignedOrder,
+ fillTakerAssetAmount: BigNumber,
+ takerAddress: string,
+ zrxAssetData: string,
+ ): Promise<void> {
+ const filledTakerTokenAmount = await this.validateFillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ provider,
+ signedOrder,
+ fillTakerAssetAmount,
+ takerAddress,
+ zrxAssetData,
+ );
+ if (filledTakerTokenAmount !== fillTakerAssetAmount) {
+ throw new Error(RevertReason.OrderUnfillable);
+ }
+ }
+}
diff --git a/packages/order-utils/src/remaining_fillable_calculator.ts b/packages/order-utils/src/remaining_fillable_calculator.ts
new file mode 100644
index 000000000..7022aa979
--- /dev/null
+++ b/packages/order-utils/src/remaining_fillable_calculator.ts
@@ -0,0 +1,86 @@
+import { BigNumber } from '@0xproject/utils';
+
+export class RemainingFillableCalculator {
+ private readonly _isTraderAssetZRX: boolean;
+ // Transferrable Amount is the minimum of Approval and Balance
+ private readonly _transferrableAssetAmount: BigNumber;
+ private readonly _transferrableFeeAmount: BigNumber;
+ private readonly _remainingOrderAssetAmount: BigNumber;
+ private readonly _remainingOrderFeeAmount: BigNumber;
+ private readonly _orderFee: BigNumber;
+ private readonly _orderAssetAmount: BigNumber;
+ constructor(
+ orderFee: BigNumber,
+ orderAssetAmount: BigNumber,
+ isTraderAssetZRX: boolean,
+ transferrableAssetAmount: BigNumber,
+ transferrableFeeAmount: BigNumber,
+ remainingOrderAssetAmount: BigNumber,
+ ) {
+ this._orderFee = orderFee;
+ this._orderAssetAmount = orderAssetAmount;
+ this._isTraderAssetZRX = isTraderAssetZRX;
+ this._transferrableAssetAmount = transferrableAssetAmount;
+ this._transferrableFeeAmount = transferrableFeeAmount;
+ this._remainingOrderAssetAmount = remainingOrderAssetAmount;
+ this._remainingOrderFeeAmount = orderAssetAmount.eq(0)
+ ? new BigNumber(0)
+ : remainingOrderAssetAmount.times(orderFee).dividedToIntegerBy(orderAssetAmount);
+ }
+ public computeRemainingFillable(): BigNumber {
+ if (this._hasSufficientFundsForFeeAndTransferAmount()) {
+ return this._remainingOrderAssetAmount;
+ }
+ if (this._orderFee.isZero()) {
+ return BigNumber.min(this._remainingOrderAssetAmount, this._transferrableAssetAmount);
+ }
+ return this._calculatePartiallyFillableAssetAmount();
+ }
+ private _hasSufficientFundsForFeeAndTransferAmount(): boolean {
+ if (this._isTraderAssetZRX) {
+ const totalZRXTransferAmountRequired = this._remainingOrderAssetAmount.plus(this._remainingOrderFeeAmount);
+ const hasSufficientFunds = this._transferrableAssetAmount.greaterThanOrEqualTo(
+ totalZRXTransferAmountRequired,
+ );
+ return hasSufficientFunds;
+ } else {
+ const hasSufficientFundsForTransferAmount = this._transferrableAssetAmount.greaterThanOrEqualTo(
+ this._remainingOrderAssetAmount,
+ );
+ const hasSufficientFundsForFeeAmount = this._transferrableFeeAmount.greaterThanOrEqualTo(
+ this._remainingOrderFeeAmount,
+ );
+ const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount;
+ return hasSufficientFunds;
+ }
+ }
+ private _calculatePartiallyFillableAssetAmount(): BigNumber {
+ // Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1
+ const orderToFeeRatio = this._orderAssetAmount.dividedBy(this._orderFee);
+ // The number of times the trader (maker or taker) can fill the order, if each fill only required the transfer of a single
+ // baseUnit of fee tokens.
+ // Given 2 ZRXwei, the maximum amount of times trader can fill this order, in terms of fees, is 2
+ const fillableTimesInFeeBaseUnits = BigNumber.min(this._transferrableFeeAmount, this._remainingOrderFeeAmount);
+ // The number of times the trader can fill the order, given the traders asset Balance
+ // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, trader can fill this order 1 time.
+ let fillableTimesInAssetUnits = this._transferrableAssetAmount.dividedBy(orderToFeeRatio);
+ if (this._isTraderAssetZRX) {
+ // If ZRX is the trader asset, the Fee and the trader fill amount need to be removed from the same pool;
+ // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei)
+ const totalZRXTokenPooled = this._transferrableAssetAmount;
+ // The purchasing power here is less as the tokens are taken from the same Pool
+ // For every one number of fills, we have to take an extra ZRX out of the pool
+ fillableTimesInAssetUnits = totalZRXTokenPooled.dividedBy(orderToFeeRatio.plus(new BigNumber(1)));
+ }
+ // When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored.
+ // This can result in a RoundingError being thrown by the Exchange Contract.
+ const partiallyFillableAssetAmount = fillableTimesInAssetUnits
+ .times(this._orderAssetAmount)
+ .dividedToIntegerBy(this._orderFee);
+ const partiallyFillableFeeAmount = fillableTimesInFeeBaseUnits
+ .times(this._orderAssetAmount)
+ .dividedToIntegerBy(this._orderFee);
+ const partiallyFillableAmount = BigNumber.min(partiallyFillableAssetAmount, partiallyFillableFeeAmount);
+ return partiallyFillableAmount;
+ }
+}
diff --git a/packages/order-utils/src/salt.ts b/packages/order-utils/src/salt.ts
new file mode 100644
index 000000000..90a4197c0
--- /dev/null
+++ b/packages/order-utils/src/salt.ts
@@ -0,0 +1,18 @@
+import { BigNumber } from '@0xproject/utils';
+
+const MAX_DIGITS_IN_UNSIGNED_256_INT = 78;
+
+/**
+ * Generates a pseudo-random 256-bit salt.
+ * The salt can be included in a 0x order, ensuring that the order generates a unique orderHash
+ * and will not collide with other outstanding orders that are identical in all other parameters.
+ * @return A pseudo-random 256-bit number that can be used as a salt.
+ */
+export function generatePseudoRandomSalt(): BigNumber {
+ // BigNumber.random returns a pseudo-random number between 0 & 1 with a passed in number of decimal places.
+ // Source: https://mikemcl.github.io/bignumber.js/#random
+ const randomNumber = BigNumber.random(MAX_DIGITS_IN_UNSIGNED_256_INT);
+ const factor = new BigNumber(10).pow(MAX_DIGITS_IN_UNSIGNED_256_INT - 1);
+ const salt = randomNumber.times(factor).round();
+ return salt;
+}
diff --git a/packages/order-utils/src/signature_utils.ts b/packages/order-utils/src/signature_utils.ts
new file mode 100644
index 000000000..870aef2ed
--- /dev/null
+++ b/packages/order-utils/src/signature_utils.ts
@@ -0,0 +1,388 @@
+import { schemas } from '@0xproject/json-schemas';
+import { ECSignature, SignatureType, SignerType, ValidatorSignature } from '@0xproject/types';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import { Provider } from 'ethereum-types';
+import * as ethUtil from 'ethereumjs-util';
+import * as _ from 'lodash';
+
+import { artifacts } from './artifacts';
+import { assert } from './assert';
+import { ExchangeContract } from './generated_contract_wrappers/exchange';
+import { IValidatorContract } from './generated_contract_wrappers/i_validator';
+import { IWalletContract } from './generated_contract_wrappers/i_wallet';
+import { OrderError } from './types';
+import { utils } from './utils';
+
+/**
+ * Verifies that the provided signature is valid according to the 0x Protocol smart contracts
+ * @param data The hex encoded data signed by the supplied signature.
+ * @param signature A hex encoded 0x Protocol signature made up of: [TypeSpecificData][SignatureType].
+ * E.g [vrs][SignatureType.EIP712]
+ * @param signerAddress The hex encoded address that signed the data, producing the supplied signature.
+ * @return Whether the signature is valid for the supplied signerAddress and data.
+ */
+export async function isValidSignatureAsync(
+ provider: Provider,
+ data: string,
+ signature: string,
+ signerAddress: string,
+): Promise<boolean> {
+ assert.isWeb3Provider('provider', provider);
+ assert.isHexString('data', data);
+ assert.isHexString('signature', signature);
+ assert.isETHAddressHex('signerAddress', signerAddress);
+ const signatureTypeIndexIfExists = utils.getSignatureTypeIndexIfExists(signature);
+ if (_.isUndefined(signatureTypeIndexIfExists)) {
+ throw new Error(`Unrecognized signatureType in signature: ${signature}`);
+ }
+
+ switch (signatureTypeIndexIfExists) {
+ case SignatureType.Illegal:
+ case SignatureType.Invalid:
+ return false;
+
+ case SignatureType.EIP712: {
+ const ecSignature = parseECSignature(signature);
+ return isValidECSignature(data, ecSignature, signerAddress);
+ }
+
+ case SignatureType.EthSign: {
+ const ecSignature = parseECSignature(signature);
+ const prefixedMessageHex = addSignedMessagePrefix(data, SignerType.Default);
+ return isValidECSignature(prefixedMessageHex, ecSignature, signerAddress);
+ }
+
+ case SignatureType.Caller:
+ // HACK: We currently do not "validate" the caller signature type.
+ // It can only be validated during Exchange contract execution.
+ throw new Error('Caller signature type cannot be validated off-chain');
+
+ case SignatureType.Wallet: {
+ const isValid = await isValidWalletSignatureAsync(provider, data, signature, signerAddress);
+ return isValid;
+ }
+
+ case SignatureType.Validator: {
+ const isValid = await isValidValidatorSignatureAsync(provider, data, signature, signerAddress);
+ return isValid;
+ }
+
+ case SignatureType.PreSigned: {
+ return isValidPresignedSignatureAsync(provider, data, signerAddress);
+ }
+
+ case SignatureType.Trezor: {
+ const prefixedMessageHex = addSignedMessagePrefix(data, SignerType.Trezor);
+ const ecSignature = parseECSignature(signature);
+ return isValidECSignature(prefixedMessageHex, ecSignature, signerAddress);
+ }
+
+ default:
+ throw new Error(`Unhandled SignatureType: ${signatureTypeIndexIfExists}`);
+ }
+}
+
+/**
+ * Verifies that the provided presigned signature is valid according to the 0x Protocol smart contracts
+ * @param data The hex encoded data signed by the supplied signature.
+ * @param signature A hex encoded presigned 0x Protocol signature made up of: [SignatureType.Presigned]
+ * @param signerAddress The hex encoded address that signed the data, producing the supplied signature.
+ * @return Whether the data was preSigned by the supplied signerAddress.
+ */
+export async function isValidPresignedSignatureAsync(
+ provider: Provider,
+ data: string,
+ signerAddress: string,
+): Promise<boolean> {
+ assert.isWeb3Provider('provider', provider);
+ assert.isHexString('data', data);
+ assert.isETHAddressHex('signerAddress', signerAddress);
+ const exchangeContract = new ExchangeContract(artifacts.Exchange.compilerOutput.abi, signerAddress, provider);
+ const isValid = await exchangeContract.preSigned.callAsync(data, signerAddress);
+ return isValid;
+}
+
+/**
+ * Verifies that the provided wallet signature is valid according to the 0x Protocol smart contracts
+ * @param data The hex encoded data signed by the supplied signature.
+ * @param signature A hex encoded presigned 0x Protocol signature made up of: [SignatureType.Presigned]
+ * @param signerAddress The hex encoded address that signed the data, producing the supplied signature.
+ * @return Whether the data was preSigned by the supplied signerAddress.
+ */
+export async function isValidWalletSignatureAsync(
+ provider: Provider,
+ data: string,
+ signature: string,
+ signerAddress: string,
+): Promise<boolean> {
+ assert.isWeb3Provider('provider', provider);
+ assert.isHexString('data', data);
+ assert.isHexString('signature', signature);
+ assert.isETHAddressHex('signerAddress', signerAddress);
+ // tslint:disable-next-line:custom-no-magic-numbers
+ const signatureWithoutType = signature.slice(-2);
+ const walletContract = new IWalletContract(artifacts.IWallet.compilerOutput.abi, signerAddress, provider);
+ const isValid = await walletContract.isValidSignature.callAsync(data, signatureWithoutType);
+ return isValid;
+}
+
+/**
+ * Verifies that the provided validator signature is valid according to the 0x Protocol smart contracts
+ * @param data The hex encoded data signed by the supplied signature.
+ * @param signature A hex encoded presigned 0x Protocol signature made up of: [SignatureType.Presigned]
+ * @param signerAddress The hex encoded address that signed the data, producing the supplied signature.
+ * @return Whether the data was preSigned by the supplied signerAddress.
+ */
+export async function isValidValidatorSignatureAsync(
+ provider: Provider,
+ data: string,
+ signature: string,
+ signerAddress: string,
+): Promise<boolean> {
+ assert.isWeb3Provider('provider', provider);
+ assert.isHexString('data', data);
+ assert.isHexString('signature', signature);
+ assert.isETHAddressHex('signerAddress', signerAddress);
+ const validatorSignature = parseValidatorSignature(signature);
+ const exchangeContract = new ExchangeContract(artifacts.Exchange.compilerOutput.abi, signerAddress, provider);
+ const isValidatorApproved = await exchangeContract.allowedValidators.callAsync(
+ signerAddress,
+ validatorSignature.validatorAddress,
+ );
+ if (!isValidatorApproved) {
+ throw new Error(`Validator ${validatorSignature.validatorAddress} was not pre-approved by ${signerAddress}.`);
+ }
+
+ const validatorContract = new IValidatorContract(artifacts.IValidator.compilerOutput.abi, signerAddress, provider);
+ const isValid = await validatorContract.isValidSignature.callAsync(
+ data,
+ signerAddress,
+ validatorSignature.signature,
+ );
+ return isValid;
+}
+
+/**
+ * Checks if the supplied elliptic curve signature corresponds to signing `data` with
+ * the private key corresponding to `signerAddress`
+ * @param data The hex encoded data signed by the supplied signature.
+ * @param signature An object containing the elliptic curve signature parameters.
+ * @param signerAddress The hex encoded address that signed the data, producing the supplied signature.
+ * @return Whether the ECSignature is valid.
+ */
+export function isValidECSignature(data: string, signature: ECSignature, signerAddress: string): boolean {
+ assert.isHexString('data', data);
+ assert.doesConformToSchema('signature', signature, schemas.ecSignatureSchema);
+ assert.isETHAddressHex('signerAddress', signerAddress);
+
+ const msgHashBuff = ethUtil.toBuffer(data);
+ try {
+ const pubKey = ethUtil.ecrecover(
+ msgHashBuff,
+ signature.v,
+ ethUtil.toBuffer(signature.r),
+ ethUtil.toBuffer(signature.s),
+ );
+ const retrievedAddress = ethUtil.bufferToHex(ethUtil.pubToAddress(pubKey));
+ return retrievedAddress === signerAddress;
+ } catch (err) {
+ return false;
+ }
+}
+
+/**
+ * Signs an orderHash and returns it's elliptic curve signature and signature type.
+ * This method currently supports TestRPC, Geth and Parity above and below V1.6.6
+ * @param orderHash Hex encoded orderHash to sign.
+ * @param signerAddress The hex encoded Ethereum address you wish to sign it with. This address
+ * must be available via the Provider supplied to 0x.js.
+ * @param signerType Different signers add/require different prefixes to be prepended to the message being signed.
+ * Since we cannot know ahead of time which signer you are using, you must supply a SignerType.
+ * @return A hex encoded string containing the Elliptic curve signature generated by signing the orderHash and the Signature Type.
+ */
+export async function ecSignOrderHashAsync(
+ provider: Provider,
+ orderHash: string,
+ signerAddress: string,
+ signerType: SignerType,
+): Promise<string> {
+ assert.isWeb3Provider('provider', provider);
+ assert.isHexString('orderHash', orderHash);
+ assert.isETHAddressHex('signerAddress', signerAddress);
+ const web3Wrapper = new Web3Wrapper(provider);
+ await assert.isSenderAddressAsync('signerAddress', signerAddress, web3Wrapper);
+ const normalizedSignerAddress = signerAddress.toLowerCase();
+
+ let msgHashHex = orderHash;
+ const prefixedMsgHashHex = addSignedMessagePrefix(orderHash, signerType);
+ // Metamask incorrectly implements eth_sign and does not prefix the message as per the spec
+ // Source: https://github.com/MetaMask/metamask-extension/commit/a9d36860bec424dcee8db043d3e7da6a5ff5672e
+ if (signerType === SignerType.Metamask) {
+ msgHashHex = prefixedMsgHashHex;
+ }
+ const signature = await web3Wrapper.signMessageAsync(normalizedSignerAddress, msgHashHex);
+
+ // HACK: There is no consensus on whether the signatureHex string should be formatted as
+ // v + r + s OR r + s + v, and different clients (even different versions of the same client)
+ // return the signature params in different orders. In order to support all client implementations,
+ // we parse the signature in both ways, and evaluate if either one is a valid signature.
+ // r + s + v is the most prevalent format from eth_sign, so we attempt this first.
+ // tslint:disable-next-line:custom-no-magic-numbers
+ const validVParamValues = [27, 28];
+ const ecSignatureRSV = parseSignatureHexAsRSV(signature);
+ if (_.includes(validVParamValues, ecSignatureRSV.v)) {
+ const isValidRSVSignature = isValidECSignature(prefixedMsgHashHex, ecSignatureRSV, normalizedSignerAddress);
+ if (isValidRSVSignature) {
+ const convertedSignatureHex = convertECSignatureToSignatureHex(ecSignatureRSV, signerType);
+ return convertedSignatureHex;
+ }
+ }
+ const ecSignatureVRS = parseSignatureHexAsVRS(signature);
+ if (_.includes(validVParamValues, ecSignatureVRS.v)) {
+ const isValidVRSSignature = isValidECSignature(prefixedMsgHashHex, ecSignatureVRS, normalizedSignerAddress);
+ if (isValidVRSSignature) {
+ const convertedSignatureHex = convertECSignatureToSignatureHex(ecSignatureVRS, signerType);
+ return convertedSignatureHex;
+ }
+ }
+
+ throw new Error(OrderError.InvalidSignature);
+}
+/**
+ * Combines ECSignature with V,R,S and the relevant signature type for use in 0x protocol
+ * @param ecSignature The ECSignature of the signed data
+ * @param signerType The SignerType of the signed data
+ * @return Hex encoded string of signature (v,r,s) with Signature Type
+ */
+export function convertECSignatureToSignatureHex(ecSignature: ECSignature, signerType: SignerType): string {
+ const signatureBuffer = Buffer.concat([
+ ethUtil.toBuffer(ecSignature.v),
+ ethUtil.toBuffer(ecSignature.r),
+ ethUtil.toBuffer(ecSignature.s),
+ ]);
+ const signatureHex = `0x${signatureBuffer.toString('hex')}`;
+ let signatureType;
+ switch (signerType) {
+ case SignerType.Metamask:
+ case SignerType.Ledger:
+ case SignerType.Default: {
+ signatureType = SignatureType.EthSign;
+ break;
+ }
+ case SignerType.Trezor: {
+ signatureType = SignatureType.Trezor;
+ break;
+ }
+ default:
+ throw new Error(`Unrecognized SignerType: ${signerType}`);
+ }
+ const signatureWithType = convertToSignatureWithType(signatureHex, signatureType);
+ return signatureWithType;
+}
+/**
+ * Combines the signature proof and the Signature Type.
+ * @param signature The hex encoded signature proof
+ * @param signatureType The signature type, i.e EthSign, Trezor, Wallet etc.
+ * @return Hex encoded string of signature proof with Signature Type
+ */
+export function convertToSignatureWithType(signature: string, signatureType: SignatureType): string {
+ const signatureBuffer = Buffer.concat([ethUtil.toBuffer(signature), ethUtil.toBuffer(signatureType)]);
+ const signatureHex = `0x${signatureBuffer.toString('hex')}`;
+ return signatureHex;
+}
+/**
+ * Adds the relevant prefix to the message being signed.
+ * @param message Message to sign
+ * @param signerType The type of message prefix to add for a given SignerType. Different signers expect
+ * specific message prefixes.
+ * @return Prefixed message
+ */
+export function addSignedMessagePrefix(message: string, signerType: SignerType = SignerType.Default): string {
+ assert.isString('message', message);
+ assert.doesBelongToStringEnum('signerType', signerType, SignerType);
+ switch (signerType) {
+ case SignerType.Metamask:
+ case SignerType.Ledger:
+ case SignerType.Default: {
+ const msgBuff = ethUtil.toBuffer(message);
+ const prefixedMsgBuff = ethUtil.hashPersonalMessage(msgBuff);
+ const prefixedMsgHex = ethUtil.bufferToHex(prefixedMsgBuff);
+ return prefixedMsgHex;
+ }
+ case SignerType.Trezor: {
+ const msgBuff = ethUtil.toBuffer(message);
+ const prefixedMsgBuff = hashTrezorPersonalMessage(msgBuff);
+ const prefixedMsgHex = ethUtil.bufferToHex(prefixedMsgBuff);
+ return prefixedMsgHex;
+ }
+ default:
+ throw new Error(`Unrecognized SignerType: ${signerType}`);
+ }
+}
+
+/**
+ * Parse a 0x protocol hex-encoded signature string into it's ECSignature components
+ * @param signature A hex encoded ecSignature 0x Protocol signature
+ * @return An ECSignature object with r,s,v parameters
+ */
+export function parseECSignature(signature: string): ECSignature {
+ assert.isHexString('signature', signature);
+ const ecSignatureTypes = [SignatureType.EthSign, SignatureType.EIP712, SignatureType.Trezor];
+ assert.isOneOfExpectedSignatureTypes(signature, ecSignatureTypes);
+
+ // tslint:disable-next-line:custom-no-magic-numbers
+ const vrsHex = signature.slice(0, -2);
+ const ecSignature = parseSignatureHexAsVRS(vrsHex);
+
+ return ecSignature;
+}
+
+function hashTrezorPersonalMessage(message: Buffer): Buffer {
+ const prefix = ethUtil.toBuffer('\x19Ethereum Signed Message:\n' + String.fromCharCode(message.byteLength));
+ return ethUtil.sha3(Buffer.concat([prefix, message]));
+}
+
+function parseValidatorSignature(signature: string): ValidatorSignature {
+ assert.isOneOfExpectedSignatureTypes(signature, [SignatureType.Validator]);
+ // tslint:disable:custom-no-magic-numbers
+ const validatorSignature = {
+ validatorAddress: signature.slice(-22, -2),
+ signature: signature.slice(0, -22),
+ };
+ // tslint:enable:custom-no-magic-numbers
+ return validatorSignature;
+}
+
+function parseSignatureHexAsVRS(signatureHex: string): ECSignature {
+ const signatureBuffer = ethUtil.toBuffer(signatureHex);
+ let v = signatureBuffer[0];
+ // HACK: Sometimes v is returned as [0, 1] and sometimes as [27, 28]
+ // If it is returned as [0, 1], add 27 to both so it becomes [27, 28]
+ const lowestValidV = 27;
+ const isProperlyFormattedV = v >= lowestValidV;
+ if (!isProperlyFormattedV) {
+ v += lowestValidV;
+ }
+ // signatureBuffer contains vrs
+ const vEndIndex = 1;
+ const rsIndex = 33;
+ const r = signatureBuffer.slice(vEndIndex, rsIndex);
+ const sEndIndex = 65;
+ const s = signatureBuffer.slice(rsIndex, sEndIndex);
+ const ecSignature: ECSignature = {
+ v,
+ r: ethUtil.bufferToHex(r),
+ s: ethUtil.bufferToHex(s),
+ };
+ return ecSignature;
+}
+
+function parseSignatureHexAsRSV(signatureHex: string): ECSignature {
+ const { v, r, s } = ethUtil.fromRpcSig(signatureHex);
+ const ecSignature: ECSignature = {
+ v,
+ r: ethUtil.bufferToHex(r),
+ s: ethUtil.bufferToHex(s),
+ };
+ return ecSignature;
+}
diff --git a/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts b/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts
new file mode 100644
index 000000000..5a2c1d7ff
--- /dev/null
+++ b/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts
@@ -0,0 +1,97 @@
+import { AssetProxyId } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { AbstractBalanceAndProxyAllowanceFetcher } from '../abstract/abstract_balance_and_proxy_allowance_fetcher';
+import { AbstractBalanceAndProxyAllowanceLazyStore } from '../abstract/abstract_balance_and_proxy_allowance_lazy_store';
+import { assetDataUtils } from '../asset_data_utils';
+
+/**
+ * Copy on read store for balances/proxyAllowances of tokens/accounts
+ */
+export class BalanceAndProxyAllowanceLazyStore implements AbstractBalanceAndProxyAllowanceLazyStore {
+ private readonly _balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher;
+ private _balance: {
+ [assetData: string]: {
+ [userAddress: string]: BigNumber;
+ };
+ };
+ private _proxyAllowance: {
+ [assetData: string]: {
+ [userAddress: string]: BigNumber;
+ };
+ };
+ constructor(balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher) {
+ this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher;
+ this._balance = {};
+ this._proxyAllowance = {};
+ }
+ public async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber> {
+ if (_.isUndefined(this._balance[assetData]) || _.isUndefined(this._balance[assetData][userAddress])) {
+ const balance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(assetData, userAddress);
+ this.setBalance(assetData, userAddress, balance);
+ }
+ const cachedBalance = this._balance[assetData][userAddress];
+ return cachedBalance;
+ }
+ public setBalance(assetData: string, userAddress: string, balance: BigNumber): void {
+ if (_.isUndefined(this._balance[assetData])) {
+ this._balance[assetData] = {};
+ }
+ this._balance[assetData][userAddress] = balance;
+ }
+ public deleteBalance(assetData: string, userAddress: string): void {
+ if (!_.isUndefined(this._balance[assetData])) {
+ delete this._balance[assetData][userAddress];
+ if (_.isEmpty(this._balance[assetData])) {
+ delete this._balance[assetData];
+ }
+ }
+ }
+ public async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber> {
+ if (
+ _.isUndefined(this._proxyAllowance[assetData]) ||
+ _.isUndefined(this._proxyAllowance[assetData][userAddress])
+ ) {
+ const proxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+ assetData,
+ userAddress,
+ );
+ this.setProxyAllowance(assetData, userAddress, proxyAllowance);
+ }
+ const cachedProxyAllowance = this._proxyAllowance[assetData][userAddress];
+ return cachedProxyAllowance;
+ }
+ public setProxyAllowance(assetData: string, userAddress: string, proxyAllowance: BigNumber): void {
+ if (_.isUndefined(this._proxyAllowance[assetData])) {
+ this._proxyAllowance[assetData] = {};
+ }
+ this._proxyAllowance[assetData][userAddress] = proxyAllowance;
+ }
+ public deleteProxyAllowance(assetData: string, userAddress: string): void {
+ if (!_.isUndefined(this._proxyAllowance[assetData])) {
+ delete this._proxyAllowance[assetData][userAddress];
+ if (_.isEmpty(this._proxyAllowance[assetData])) {
+ delete this._proxyAllowance[assetData];
+ }
+ }
+ }
+ public deleteAllERC721ProxyAllowance(tokenAddress: string, userAddress: string): void {
+ for (const assetData in this._proxyAllowance) {
+ if (this._proxyAllowance.hasOwnProperty(assetData)) {
+ const decodedAssetData = assetDataUtils.decodeAssetDataOrThrow(assetData);
+ if (
+ decodedAssetData.assetProxyId === AssetProxyId.ERC721 &&
+ decodedAssetData.tokenAddress === tokenAddress &&
+ !_.isUndefined(this._proxyAllowance[assetData][userAddress])
+ ) {
+ delete this._proxyAllowance[assetData][userAddress];
+ }
+ }
+ }
+ }
+ public deleteAll(): void {
+ this._balance = {};
+ this._proxyAllowance = {};
+ }
+}
diff --git a/packages/order-utils/src/store/order_filled_cancelled_lazy_store.ts b/packages/order-utils/src/store/order_filled_cancelled_lazy_store.ts
new file mode 100644
index 000000000..336c6d0ba
--- /dev/null
+++ b/packages/order-utils/src/store/order_filled_cancelled_lazy_store.ts
@@ -0,0 +1,65 @@
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { AbstractOrderFilledCancelledFetcher } from '../abstract/abstract_order_filled_cancelled_fetcher';
+import { AbstractOrderFilledCancelledLazyStore } from '../abstract/abstract_order_filled_cancelled_lazy_store';
+
+/**
+ * Copy on read store for balances/proxyAllowances of tokens/accounts
+ */
+export class OrderFilledCancelledLazyStore implements AbstractOrderFilledCancelledLazyStore {
+ private readonly _orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher;
+ private _filledTakerAmount: {
+ [orderHash: string]: BigNumber;
+ };
+ private _isCancelled: {
+ [orderHash: string]: boolean;
+ };
+ constructor(orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher) {
+ this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
+ this._filledTakerAmount = {};
+ this._isCancelled = {};
+ }
+ public async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber> {
+ if (_.isUndefined(this._filledTakerAmount[orderHash])) {
+ const filledTakerAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
+ this.setFilledTakerAmount(orderHash, filledTakerAmount);
+ }
+ const cachedFilledTakerAmount = this._filledTakerAmount[orderHash];
+ return cachedFilledTakerAmount;
+ }
+ public setFilledTakerAmount(orderHash: string, filledTakerAmount: BigNumber): void {
+ this._filledTakerAmount[orderHash] = filledTakerAmount;
+ }
+ public deleteFilledTakerAmount(orderHash: string): void {
+ delete this._filledTakerAmount[orderHash];
+ }
+ public async getIsCancelledAsync(orderHash: string): Promise<boolean> {
+ if (_.isUndefined(this._isCancelled[orderHash])) {
+ const isCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash);
+ this.setIsCancelled(orderHash, isCancelled);
+ }
+ const cachedIsCancelled = this._isCancelled[orderHash]; // tslint:disable-line:boolean-naming
+ return cachedIsCancelled;
+ }
+ public setIsCancelled(orderHash: string, isCancelled: boolean): void {
+ this._isCancelled[orderHash] = isCancelled;
+ }
+ public deleteIsCancelled(orderHash: string): void {
+ delete this._isCancelled[orderHash];
+ }
+ public deleteAll(): void {
+ this.deleteAllFilled();
+ this.deleteAllIsCancelled();
+ }
+ public deleteAllIsCancelled(): void {
+ this._isCancelled = {};
+ }
+ public deleteAllFilled(): void {
+ this._filledTakerAmount = {};
+ }
+ public getZRXAssetData(): string {
+ const zrxAssetData = this._orderFilledCancelledFetcher.getZRXAssetData();
+ return zrxAssetData;
+ }
+}
diff --git a/packages/order-utils/src/types.ts b/packages/order-utils/src/types.ts
new file mode 100644
index 000000000..1fbd8cf7b
--- /dev/null
+++ b/packages/order-utils/src/types.ts
@@ -0,0 +1,43 @@
+import { BigNumber } from '@0xproject/utils';
+
+export enum OrderError {
+ InvalidSignature = 'INVALID_SIGNATURE',
+}
+
+export enum TradeSide {
+ Maker = 'maker',
+ Taker = 'taker',
+}
+
+export enum TransferType {
+ Trade = 'trade',
+ Fee = 'fee',
+}
+
+export interface EIP712Parameter {
+ name: string;
+ type: EIP712Types;
+}
+
+export interface EIP712Schema {
+ name: string;
+ parameters: EIP712Parameter[];
+}
+
+export enum EIP712Types {
+ Address = 'address',
+ Bytes = 'bytes',
+ Bytes32 = 'bytes32',
+ String = 'string',
+ Uint256 = 'uint256',
+}
+
+export interface CreateOrderOpts {
+ takerAddress?: string;
+ senderAddress?: string;
+ makerFee?: BigNumber;
+ takerFee?: BigNumber;
+ feeRecipientAddress?: string;
+ salt?: BigNumber;
+ expirationTimeSeconds?: BigNumber;
+}
diff --git a/packages/order-utils/src/utils.ts b/packages/order-utils/src/utils.ts
new file mode 100644
index 000000000..7aaaf0609
--- /dev/null
+++ b/packages/order-utils/src/utils.ts
@@ -0,0 +1,22 @@
+import { BigNumber } from '@0xproject/utils';
+
+export const utils = {
+ getSignatureTypeIndexIfExists(signature: string): number {
+ // tslint:disable-next-line:custom-no-magic-numbers
+ const signatureTypeHex = signature.slice(-2);
+ const base = 16;
+ const signatureTypeInt = parseInt(signatureTypeHex, base);
+ return signatureTypeInt;
+ },
+ getCurrentUnixTimestampSec(): BigNumber {
+ const milisecondsInSecond = 1000;
+ return new BigNumber(Date.now() / milisecondsInSecond).round();
+ },
+ getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
+ const fillMakerTokenAmount = numerator
+ .mul(target)
+ .div(denominator)
+ .round(0);
+ return fillMakerTokenAmount;
+ },
+};