Merge branch 'master' into batchFillOrKill

# Conflicts:
#	src/types.ts

2 files changed, 68 insertions, 2 deletions

diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index 901ea4749..74928def0 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -20,6 +20,7 @@ import {
     ContractEventObj,
     EventCallback,
     ContractResponse,
+    OrderCancellationRequest,
 } from '../types';
 import {assert} from '../utils/assert';
 import {utils} from '../utils/utils';
@@ -278,8 +279,8 @@ export class ExchangeWrapper extends ContractWrapper {
     /**
      * Cancel a given fill amount of an order. Cancellations are cumulative.
      */
-    public async cancelOrderAsync(order: Order|SignedOrder, takerTokenCancelAmount: BigNumber.BigNumber):
-        Promise<void> {
+    public async cancelOrderAsync(
+        order: Order|SignedOrder, takerTokenCancelAmount: BigNumber.BigNumber): Promise<void> {
         assert.doesConformToSchema('order',
             SchemaValidator.convertToJSONSchemaCompatibleObject(order as object),
             orderSchema);
@@ -310,6 +311,59 @@ export class ExchangeWrapper extends ContractWrapper {
         this.throwErrorLogsAsErrors(response.logs);
     }
     /**
+     * Batch version of cancelOrderAsync. Atomically cancels multiple orders in a single transaction.
+     * All orders must be from the same maker.
+     */
+    public async batchCancelOrderAsync(orderCancellationRequests: OrderCancellationRequest[]): Promise<void> {
+        if (_.isEmpty(orderCancellationRequests)) {
+            return; // no-op
+        }
+        const makers = _.map(orderCancellationRequests, cancellationRequest => cancellationRequest.order.maker);
+        assert.assert(_.uniq(makers).length === 1, ExchangeContractErrs.MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH);
+        const maker = makers[0];
+        await assert.isSenderAddressAvailableAsync(this.web3Wrapper, 'maker', maker);
+        _.forEach(orderCancellationRequests,
+            async (cancellationRequest: OrderCancellationRequest, i: number) => {
+            assert.doesConformToSchema(`orderCancellationRequests[${i}].order`,
+                SchemaValidator.convertToJSONSchemaCompatibleObject(cancellationRequest.order as object), orderSchema,
+            );
+            assert.isBigNumber(`orderCancellationRequests[${i}].takerTokenCancelAmount`,
+                cancellationRequest.takerTokenCancelAmount,
+            );
+            await this.validateCancelOrderAndThrowIfInvalidAsync(
+                cancellationRequest.order, cancellationRequest.takerTokenCancelAmount,
+            );
+        });
+        const exchangeInstance = await this.getExchangeContractAsync();
+        const orderAddressesValuesAndTakerTokenCancelAmounts = _.map(orderCancellationRequests, cancellationRequest => {
+            return [
+                ...ExchangeWrapper.getOrderAddressesAndValues(cancellationRequest.order),
+                cancellationRequest.takerTokenCancelAmount,
+            ];
+        });
+        // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'(
+        const [orderAddresses, orderValues, takerTokenCancelAmounts] =
+            _.unzip<any>(orderAddressesValuesAndTakerTokenCancelAmounts);
+        const gas = await exchangeInstance.batchCancel.estimateGas(
+            orderAddresses,
+            orderValues,
+            takerTokenCancelAmounts,
+            {
+                from: maker,
+            },
+        );
+        const response: ContractResponse = await exchangeInstance.batchCancel(
+            orderAddresses,
+            orderValues,
+            takerTokenCancelAmounts,
+            {
+                from: maker,
+                gas,
+            },
+        );
+        this.throwErrorLogsAsErrors(response.logs);
+    }
+    /**
      * Subscribe to an event type emitted by the Exchange smart contract
      */
     public async subscribeAsync(eventName: ExchangeEvents, subscriptionOpts: SubscriptionOpts,
diff --git a/src/types.ts b/src/types.ts
index d19fb2d43..55bab6282 100644
--- a/src/types.ts
+++ b/src/types.ts
@@ -74,6 +74,12 @@ export interface ExchangeContract extends ContractInstance {
         estimateGas: (orderAddresses: OrderAddresses, orderValues: OrderValues, cancelAmount: BigNumber.BigNumber,
                       txOpts?: TxOpts) => number;
     };
+    batchCancel: {
+        (orderAddresses: OrderAddresses[], orderValues: OrderValues[], cancelAmount: BigNumber.BigNumber[],
+         txOpts?: TxOpts): ContractResponse;
+        estimateGas: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], cancelAmount: BigNumber.BigNumber[],
+                      txOpts?: TxOpts) => number;
+    };
     fillOrKill: {
         (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
          v: number, r: string, s: string, txOpts?: TxOpts): ContractResponse;
@@ -151,6 +157,7 @@ export const ExchangeContractErrs = strEnum([
     'INSUFFICIENT_MAKER_FEE_BALANCE',
     'INSUFFICIENT_MAKER_FEE_ALLOWANCE',
     'TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER',
+    'MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH',
     'INSUFFICIENT_REMAINING_FILL_AMOUNT',
 ]);
 export type ExchangeContractErrs = keyof typeof ExchangeContractErrs;
@@ -233,3 +240,8 @@ export interface OrderFillOrKillRequest {
     signedOrder: SignedOrder;
     fillTakerAmount: BigNumber.BigNumber;
 }
+
+export interface OrderCancellationRequest {
+    order: Order|SignedOrder;
+    takerTokenCancelAmount: BigNumber.BigNumber;
+}