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Diffstat (limited to 'packages/contract-wrappers/src/contract_wrappers/exchange_wrapper.ts')
| -rw-r--r-- | packages/contract-wrappers/src/contract_wrappers/exchange_wrapper.ts | 1363 |
1 files changed, 668 insertions, 695 deletions
diff --git a/packages/contract-wrappers/src/contract_wrappers/exchange_wrapper.ts b/packages/contract-wrappers/src/contract_wrappers/exchange_wrapper.ts index 8548a06b6..0e8664cc9 100644 --- a/packages/contract-wrappers/src/contract_wrappers/exchange_wrapper.ts +++ b/packages/contract-wrappers/src/contract_wrappers/exchange_wrapper.ts @@ -1,209 +1,162 @@ import { schemas } from '@0xproject/json-schemas'; -import { formatters, getOrderHashHex, OrderStateUtils } from '@0xproject/order-utils'; -import { - BlockParamLiteral, - ContractAbi, - DecodedLogArgs, - ECSignature, - ExchangeContractErrs, - LogEntry, - LogWithDecodedArgs, - Order, - OrderState, - SignedOrder, -} from '@0xproject/types'; +import { Order, SignedOrder } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; import { Web3Wrapper } from '@0xproject/web3-wrapper'; +import { ContractAbi, LogWithDecodedArgs } from 'ethereum-types'; import * as _ from 'lodash'; import { artifacts } from '../artifacts'; -import { SimpleBalanceAndProxyAllowanceFetcher } from '../fetchers/simple_balance_and_proxy_allowance_fetcher'; -import { SimpleOrderFilledCancelledFetcher } from '../fetchers/simple_order_filled_cancelled_fetcher'; -import { BalanceAndProxyAllowanceLazyStore } from '../stores/balance_proxy_allowance_lazy_store'; -import { - BlockRange, - EventCallback, - ExchangeContractErrCodes, - IndexedFilterValues, - MethodOpts, - OrderCancellationRequest, - OrderFillRequest, - OrderTransactionOpts, - ValidateOrderFillableOpts, -} from '../types'; +import { methodOptsSchema } from '../schemas/method_opts_schema'; +import { orderTxOptsSchema } from '../schemas/order_tx_opts_schema'; +import { txOptsSchema } from '../schemas/tx_opts_schema'; +import { BlockRange, EventCallback, IndexedFilterValues, MethodOpts, OrderInfo, OrderTransactionOpts } from '../types'; import { assert } from '../utils/assert'; import { decorators } from '../utils/decorators'; -import { ExchangeTransferSimulator } from '../utils/exchange_transfer_simulator'; -import { OrderValidationUtils } from '../utils/order_validation_utils'; import { ContractWrapper } from './contract_wrapper'; -import { - ExchangeContract, - ExchangeContractEventArgs, - ExchangeEvents, - LogErrorContractEventArgs, -} from './generated/exchange'; -import { TokenWrapper } from './token_wrapper'; -const SHOULD_VALIDATE_BY_DEFAULT = true; - -interface ExchangeContractErrCodesToMsgs { - [exchangeContractErrCodes: number]: string; -} +import { ExchangeContract, ExchangeEventArgs, ExchangeEvents } from './generated/exchange'; /** - * This class includes all the functionality related to calling methods and subscribing to - * events of the 0x Exchange smart contract. + * This class includes all the functionality related to calling methods, sending transactions and subscribing to + * events of the 0x V2 Exchange smart contract. */ export class ExchangeWrapper extends ContractWrapper { - public abi: ContractAbi = artifacts.Exchange.abi; + public abi: ContractAbi = artifacts.Exchange.compilerOutput.abi; private _exchangeContractIfExists?: ExchangeContract; - private _orderValidationUtilsIfExists?: OrderValidationUtils; - private _tokenWrapper: TokenWrapper; - private _exchangeContractErrCodesToMsg: ExchangeContractErrCodesToMsgs = { - [ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.OrderFillExpired, - [ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.OrderFillExpired, - [ExchangeContractErrCodes.ERROR_FILL_NO_VALUE]: ExchangeContractErrs.OrderRemainingFillAmountZero, - [ExchangeContractErrCodes.ERROR_CANCEL_NO_VALUE]: ExchangeContractErrs.OrderRemainingFillAmountZero, - [ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.OrderFillRoundingError, - [ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.FillBalanceAllowanceError, - }; private _contractAddressIfExists?: string; private _zrxContractAddressIfExists?: string; constructor( web3Wrapper: Web3Wrapper, networkId: number, - tokenWrapper: TokenWrapper, contractAddressIfExists?: string, zrxContractAddressIfExists?: string, + blockPollingIntervalMs?: number, ) { - super(web3Wrapper, networkId); - this._tokenWrapper = tokenWrapper; + super(web3Wrapper, networkId, blockPollingIntervalMs); this._contractAddressIfExists = contractAddressIfExists; this._zrxContractAddressIfExists = zrxContractAddressIfExists; } /** - * Returns the unavailable takerAmount of an order. Unavailable amount is defined as the total - * amount that has been filled or cancelled. The remaining takerAmount can be calculated by - * subtracting the unavailable amount from the total order takerAmount. - * @param orderHash The hex encoded orderHash for which you would like to retrieve the - * unavailable takerAmount. - * @param methodOpts Optional arguments this method accepts. - * @return The amount of the order (in taker tokens) that has either been filled or cancelled. + * Retrieve the address of an asset proxy by signature. + * @param proxySignature The 4 bytes signature of an asset proxy + * @param methodOpts Optional arguments this method accepts. + * @return The address of an asset proxy for a given signature */ - public async getUnavailableTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise<BigNumber> { - assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema); + public async getAssetProxyBySignatureAsync(proxySignature: string, methodOpts: MethodOpts = {}): Promise<string> { + assert.isHexString('proxySignature', proxySignature); + assert.doesConformToSchema('methodOpts', methodOpts, methodOptsSchema); + const exchangeContract = await this._getExchangeContractAsync(); + const txData = {}; + const assetProxy = await exchangeContract.getAssetProxy.callAsync( + proxySignature, + txData, + methodOpts.defaultBlock, + ); + return assetProxy; + } + /** + * Retrieve the takerAssetAmount of an order that has already been filled. + * @param orderHash The hex encoded orderHash for which you would like to retrieve the filled takerAssetAmount. + * @param methodOpts Optional arguments this method accepts. + * @return The amount of the order (in taker asset base units) that has already been filled. + */ + public async getFilledTakerAssetAmountAsync(orderHash: string, methodOpts: MethodOpts = {}): Promise<BigNumber> { + assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema); + assert.doesConformToSchema('methodOpts', methodOpts, methodOptsSchema); const exchangeContract = await this._getExchangeContractAsync(); - const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock; + const txData = {}; - let unavailableTakerTokenAmount = await exchangeContract.getUnavailableTakerTokenAmount.callAsync( + const filledTakerAssetAmountInBaseUnits = await exchangeContract.filled.callAsync( orderHash, txData, - defaultBlock, + methodOpts.defaultBlock, ); - // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber - unavailableTakerTokenAmount = new BigNumber(unavailableTakerTokenAmount); - return unavailableTakerTokenAmount; + return filledTakerAssetAmountInBaseUnits; } /** - * Retrieve the takerAmount of an order that has already been filled. - * @param orderHash The hex encoded orderHash for which you would like to retrieve the filled takerAmount. + * Retrieve the exchange contract version * @param methodOpts Optional arguments this method accepts. - * @return The amount of the order (in taker tokens) that has already been filled. + * @return Version */ - public async getFilledTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise<BigNumber> { - assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema); + public async getVersionAsync(methodOpts: MethodOpts = {}): Promise<string> { + assert.doesConformToSchema('methodOpts', methodOpts, methodOptsSchema); + const exchangeContract = await this._getExchangeContractAsync(); + const txData = {}; + const version = await exchangeContract.VERSION.callAsync(txData, methodOpts.defaultBlock); + return version; + } + /** + * Retrieve the set order epoch for a given makerAddress & senderAddress pair. + * Orders can be bulk cancelled by setting the order epoch to a value lower then the salt value of orders one wishes to cancel. + * @param makerAddress Maker address + * @param senderAddress Sender address + * @param methodOpts Optional arguments this method accepts. + * @return Order epoch. Defaults to 0. + */ + public async getOrderEpochAsync( + makerAddress: string, + senderAddress: string, + methodOpts: MethodOpts = {}, + ): Promise<BigNumber> { + assert.isETHAddressHex('makerAddress', makerAddress); + assert.isETHAddressHex('senderAddress', senderAddress); + assert.doesConformToSchema('methodOpts', methodOpts, methodOptsSchema); const exchangeContract = await this._getExchangeContractAsync(); - const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock; + const txData = {}; - let fillAmountInBaseUnits = await exchangeContract.filled.callAsync(orderHash, txData, defaultBlock); - // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber - fillAmountInBaseUnits = new BigNumber(fillAmountInBaseUnits); - return fillAmountInBaseUnits; + const orderEpoch = await exchangeContract.orderEpoch.callAsync( + makerAddress, + senderAddress, + txData, + methodOpts.defaultBlock, + ); + return orderEpoch; } /** - * Retrieve the takerAmount of an order that has been cancelled. - * @param orderHash The hex encoded orderHash for which you would like to retrieve the - * cancelled takerAmount. + * Check if an order has been cancelled. Order cancellations are binary + * @param orderHash The hex encoded orderHash for which you would like to retrieve the cancelled takerAmount. * @param methodOpts Optional arguments this method accepts. - * @return The amount of the order (in taker tokens) that has been cancelled. + * @return Whether the order has been cancelled. */ - public async getCancelledTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise<BigNumber> { + public async isCancelledAsync(orderHash: string, methodOpts: MethodOpts = {}): Promise<boolean> { assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema); - + assert.doesConformToSchema('methodOpts', methodOpts, methodOptsSchema); const exchangeContract = await this._getExchangeContractAsync(); - const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock; + const txData = {}; - let cancelledAmountInBaseUnits = await exchangeContract.cancelled.callAsync(orderHash, txData, defaultBlock); - // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber - cancelledAmountInBaseUnits = new BigNumber(cancelledAmountInBaseUnits); - return cancelledAmountInBaseUnits; - } - /** - * Fills a signed order with an amount denominated in baseUnits of the taker token. - * Since the order in which transactions are included in the next block is indeterminate, race-conditions - * could arise where a users balance or allowance changes before the fillOrder executes. Because of this, - * we allow you to specify `shouldThrowOnInsufficientBalanceOrAllowance`. - * If false, the smart contract will not throw if the parties - * do not have sufficient balances/allowances, preserving gas costs. Setting it to true forgoes this check - * and causes the smart contract to throw (using all the gas supplied) instead. - * @param signedOrder An object that conforms to the SignedOrder interface. - * @param fillTakerTokenAmount The amount of the order (in taker tokens baseUnits) that - * you wish to fill. - * @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw - * if upon execution the tokens cannot be transferred. - * @param takerAddress The user Ethereum address who would like to fill this order. - * Must be available via the supplied Provider - * passed to 0x.js. - * @param orderTransactionOpts Optional arguments this method accepts. + const isCancelled = await exchangeContract.cancelled.callAsync(orderHash, txData, methodOpts.defaultBlock); + return isCancelled; + } + /** + * Fills a signed order with an amount denominated in baseUnits of the taker asset. + * @param signedOrder An object that conforms to the SignedOrder interface. + * @param takerAssetFillAmount The amount of the order (in taker asset baseUnits) that you wish to fill. + * @param takerAddress The user Ethereum address who would like to fill this order. Must be available via the supplied + * Provider provided at instantiation. + * @param orderTransactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler public async fillOrderAsync( signedOrder: SignedOrder, - fillTakerTokenAmount: BigNumber, - shouldThrowOnInsufficientBalanceOrAllowance: boolean, + takerAssetFillAmount: BigNumber, takerAddress: string, orderTransactionOpts: OrderTransactionOpts = {}, ): Promise<string> { assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); - assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); - assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance); + assert.isValidBaseUnitAmount('takerAssetFillAmount', takerAssetFillAmount); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); const normalizedTakerAddress = takerAddress.toLowerCase(); const exchangeInstance = await this._getExchangeContractAsync(); - const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) - ? SHOULD_VALIDATE_BY_DEFAULT - : orderTransactionOpts.shouldValidate; - if (shouldValidate) { - const zrxTokenAddress = this.getZRXTokenAddress(); - const balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore( - this._tokenWrapper, - BlockParamLiteral.Latest, - ); - const exchangeTradeEmulator = new ExchangeTransferSimulator(balanceAndProxyAllowanceLazyStore); - const orderValidationUtils = await this._getOrderValidationUtilsAsync(); - await orderValidationUtils.validateFillOrderThrowIfInvalidAsync( - exchangeTradeEmulator, - signedOrder, - fillTakerTokenAmount, - normalizedTakerAddress, - zrxTokenAddress, - ); - } - const [orderAddresses, orderValues] = formatters.getOrderAddressesAndValues(signedOrder); - - const txHash: string = await exchangeInstance.fillOrder.sendTransactionAsync( - orderAddresses, - orderValues, - fillTakerTokenAmount, - shouldThrowOnInsufficientBalanceOrAllowance, - signedOrder.ecSignature.v, - signedOrder.ecSignature.r, - signedOrder.ecSignature.s, + const txHash = await exchangeInstance.fillOrder.sendTransactionAsync( + signedOrder, + takerAssetFillAmount, + signedOrder.signature, { from: normalizedTakerAddress, gas: orderTransactionOpts.gasLimit, @@ -213,99 +166,70 @@ export class ExchangeWrapper extends ContractWrapper { return txHash; } /** - * Sequentially and atomically fills signedOrders up to the specified takerTokenFillAmount. - * If the fill amount is reached - it succeeds and does not fill the rest of the orders. - * If fill amount is not reached - it fills as much of the fill amount as possible and succeeds. - * @param signedOrders The array of signedOrders that you would like to fill until - * takerTokenFillAmount is reached. - * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill. - * @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw if - * upon execution any of the tokens cannot be transferred. - * If set to false, the call will continue to fill subsequent - * signedOrders even when some cannot be filled. - * @param takerAddress The user Ethereum address who would like to fill these - * orders. Must be available via the supplied Provider - * passed to 0x.js. - * @param orderTransactionOpts Optional arguments this method accepts. + * No-throw version of fillOrderAsync. This version will not throw if the fill fails. This allows the caller to save gas at the expense of not knowing the reason the fill failed. + * @param signedOrder An object that conforms to the SignedOrder interface. + * @param takerAssetFillAmount The amount of the order (in taker asset baseUnits) that you wish to fill. + * @param takerAddress The user Ethereum address who would like to fill this order. + * Must be available via the supplied Provider provided at instantiation. + * @param orderTransactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler - public async fillOrdersUpToAsync( - signedOrders: SignedOrder[], - fillTakerTokenAmount: BigNumber, - shouldThrowOnInsufficientBalanceOrAllowance: boolean, + public async fillOrderNoThrowAsync( + signedOrder: SignedOrder, + takerAssetFillAmount: BigNumber, takerAddress: string, orderTransactionOpts: OrderTransactionOpts = {}, ): Promise<string> { - assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); - const takerTokenAddresses = _.map(signedOrders, signedOrder => signedOrder.takerTokenAddress); - assert.hasAtMostOneUniqueValue( - takerTokenAddresses, - ExchangeContractErrs.MultipleTakerTokensInFillUpToDisallowed, - ); - const exchangeContractAddresses = _.map(signedOrders, signedOrder => signedOrder.exchangeContractAddress); - assert.hasAtMostOneUniqueValue( - exchangeContractAddresses, - ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress, - ); - assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); - assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance); + assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); + assert.isValidBaseUnitAmount('takerAssetFillAmount', takerAssetFillAmount); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); const normalizedTakerAddress = takerAddress.toLowerCase(); - const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) - ? SHOULD_VALIDATE_BY_DEFAULT - : orderTransactionOpts.shouldValidate; - if (shouldValidate) { - let filledTakerTokenAmount = new BigNumber(0); - const zrxTokenAddress = this.getZRXTokenAddress(); - const balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore( - this._tokenWrapper, - BlockParamLiteral.Latest, - ); - const exchangeTradeEmulator = new ExchangeTransferSimulator(balanceAndProxyAllowanceLazyStore); - const orderValidationUtils = await this._getOrderValidationUtilsAsync(); - for (const signedOrder of signedOrders) { - const singleFilledTakerTokenAmount = await orderValidationUtils.validateFillOrderThrowIfInvalidAsync( - exchangeTradeEmulator, - signedOrder, - fillTakerTokenAmount.minus(filledTakerTokenAmount), - normalizedTakerAddress, - zrxTokenAddress, - ); - filledTakerTokenAmount = filledTakerTokenAmount.plus(singleFilledTakerTokenAmount); - if (filledTakerTokenAmount.eq(fillTakerTokenAmount)) { - break; - } - } - } - - if (_.isEmpty(signedOrders)) { - throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem); - } + const exchangeInstance = await this._getExchangeContractAsync(); - const orderAddressesValuesAndSignatureArray = _.map(signedOrders, signedOrder => { - return [ - ...formatters.getOrderAddressesAndValues(signedOrder), - signedOrder.ecSignature.v, - signedOrder.ecSignature.r, - signedOrder.ecSignature.s, - ]; - }); - // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'( - const [orderAddressesArray, orderValuesArray, vArray, rArray, sArray] = _.unzip<any>( - orderAddressesValuesAndSignatureArray, + const txHash = await exchangeInstance.fillOrderNoThrow.sendTransactionAsync( + signedOrder, + takerAssetFillAmount, + signedOrder.signature, + { + from: normalizedTakerAddress, + gas: orderTransactionOpts.gasLimit, + gasPrice: orderTransactionOpts.gasPrice, + }, ); + return txHash; + } + /** + * Attempts to fill a specific amount of an order. If the entire amount specified cannot be filled, + * the fill order is abandoned. + * @param signedOrder An object that conforms to the SignedOrder interface. + * @param takerAssetFillAmount The amount of the order (in taker asset baseUnits) that you wish to fill. + * @param takerAddress The user Ethereum address who would like to fill this order. Must be available via the supplied + * Provider provided at instantiation. + * @param orderTransactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.asyncZeroExErrorHandler + public async fillOrKillOrderAsync( + signedOrder: SignedOrder, + takerAssetFillAmount: BigNumber, + takerAddress: string, + orderTransactionOpts: OrderTransactionOpts = {}, + ): Promise<string> { + assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); + assert.isValidBaseUnitAmount('takerAssetFillAmount', takerAssetFillAmount); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); + const normalizedTakerAddress = takerAddress.toLowerCase(); const exchangeInstance = await this._getExchangeContractAsync(); - const txHash = await exchangeInstance.fillOrdersUpTo.sendTransactionAsync( - orderAddressesArray, - orderValuesArray, - fillTakerTokenAmount, - shouldThrowOnInsufficientBalanceOrAllowance, - vArray, - rArray, - sArray, + + const txHash = await exchangeInstance.fillOrKillOrder.sendTransactionAsync( + signedOrder, + takerAssetFillAmount, + signedOrder.signature, { from: normalizedTakerAddress, gas: orderTransactionOpts.gasLimit, @@ -315,91 +239,79 @@ export class ExchangeWrapper extends ContractWrapper { return txHash; } /** - * Batch version of fillOrderAsync. - * Executes multiple fills atomically in a single transaction. - * If shouldThrowOnInsufficientBalanceOrAllowance is set to false, it will continue filling subsequent orders even - * when earlier ones fail. - * When shouldThrowOnInsufficientBalanceOrAllowance is set to true, if any fill fails, the entire batch fails. - * @param orderFillRequests An array of objects that conform to the - * OrderFillRequest interface. - * @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw - * if upon execution any of the tokens cannot be - * transferred. If set to false, the call will continue to - * fill subsequent signedOrders even when some - * cannot be filled. - * @param takerAddress The user Ethereum address who would like to fill - * these orders. Must be available via the supplied - * Provider passed to 0x.js. - * @param orderTransactionOpts Optional arguments this method accepts. + * Executes a 0x transaction. Transaction messages exist for the purpose of calling methods on the Exchange contract + * in the context of another address (see [ZEIP18](https://github.com/0xProject/ZEIPs/issues/18)). + * This is especially useful for implementing filter contracts. + * @param salt Salt + * @param signerAddress Signer address + * @param data Transaction data + * @param signature Signature + * @param senderAddress Sender address + * @param orderTransactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.asyncZeroExErrorHandler + public async executeTransactionAsync( + salt: BigNumber, + signerAddress: string, + data: string, + signature: string, + senderAddress: string, + orderTransactionOpts: OrderTransactionOpts = {}, + ): Promise<string> { + assert.isBigNumber('salt', salt); + assert.isETHAddressHex('signerAddress', signerAddress); + assert.isHexString('data', data); + assert.isHexString('signature', signature); + await assert.isSenderAddressAsync('senderAddress', senderAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); + const normalizedSenderAddress = senderAddress.toLowerCase(); + + const exchangeInstance = await this._getExchangeContractAsync(); + + const txHash = await exchangeInstance.executeTransaction.sendTransactionAsync( + salt, + signerAddress, + data, + signature, + { + from: normalizedSenderAddress, + gas: orderTransactionOpts.gasLimit, + gasPrice: orderTransactionOpts.gasPrice, + }, + ); + return txHash; + } + /** + * Batch version of fillOrderAsync. Executes multiple fills atomically in a single transaction. + * @param signedOrders An array of signed orders to fill. + * @param takerAssetFillAmounts The amounts of the orders (in taker asset baseUnits) that you wish to fill. + * @param takerAddress The user Ethereum address who would like to fill these orders. Must be available via the supplied + * Provider provided at instantiation. + * @param orderTransactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler public async batchFillOrdersAsync( - orderFillRequests: OrderFillRequest[], - shouldThrowOnInsufficientBalanceOrAllowance: boolean, + signedOrders: SignedOrder[], + takerAssetFillAmounts: BigNumber[], takerAddress: string, orderTransactionOpts: OrderTransactionOpts = {}, ): Promise<string> { - assert.doesConformToSchema('orderFillRequests', orderFillRequests, schemas.orderFillRequestsSchema); - const exchangeContractAddresses = _.map( - orderFillRequests, - orderFillRequest => orderFillRequest.signedOrder.exchangeContractAddress, - ); - assert.hasAtMostOneUniqueValue( - exchangeContractAddresses, - ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress, + assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); + _.forEach(takerAssetFillAmounts, takerAssetFillAmount => + assert.isBigNumber('takerAssetFillAmount', takerAssetFillAmount), ); - assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); const normalizedTakerAddress = takerAddress.toLowerCase(); - const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) - ? SHOULD_VALIDATE_BY_DEFAULT - : orderTransactionOpts.shouldValidate; - if (shouldValidate) { - const zrxTokenAddress = this.getZRXTokenAddress(); - const balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore( - this._tokenWrapper, - BlockParamLiteral.Latest, - ); - const exchangeTradeEmulator = new ExchangeTransferSimulator(balanceAndProxyAllowanceLazyStore); - const orderValidationUtils = await this._getOrderValidationUtilsAsync(); - for (const orderFillRequest of orderFillRequests) { - await orderValidationUtils.validateFillOrderThrowIfInvalidAsync( - exchangeTradeEmulator, - orderFillRequest.signedOrder, - orderFillRequest.takerTokenFillAmount, - normalizedTakerAddress, - zrxTokenAddress, - ); - } - } - if (_.isEmpty(orderFillRequests)) { - throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem); - } - - const orderAddressesValuesAmountsAndSignatureArray = _.map(orderFillRequests, orderFillRequest => { - return [ - ...formatters.getOrderAddressesAndValues(orderFillRequest.signedOrder), - orderFillRequest.takerTokenFillAmount, - orderFillRequest.signedOrder.ecSignature.v, - orderFillRequest.signedOrder.ecSignature.r, - orderFillRequest.signedOrder.ecSignature.s, - ]; - }); - // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'( - const [orderAddressesArray, orderValuesArray, fillTakerTokenAmounts, vArray, rArray, sArray] = _.unzip<any>( - orderAddressesValuesAmountsAndSignatureArray, - ); const exchangeInstance = await this._getExchangeContractAsync(); + const signatures = _.map(signedOrders, signedOrder => signedOrder.signature); const txHash = await exchangeInstance.batchFillOrders.sendTransactionAsync( - orderAddressesArray, - orderValuesArray, - fillTakerTokenAmounts, - shouldThrowOnInsufficientBalanceOrAllowance, - vArray, - rArray, - sArray, + signedOrders, + takerAssetFillAmounts, + signatures, { from: normalizedTakerAddress, gas: orderTransactionOpts.gasLimit, @@ -409,58 +321,105 @@ export class ExchangeWrapper extends ContractWrapper { return txHash; } /** - * Attempts to fill a specific amount of an order. If the entire amount specified cannot be filled, - * the fill order is abandoned. - * @param signedOrder An object that conforms to the SignedOrder interface. The - * signedOrder you wish to fill. - * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill. - * @param takerAddress The user Ethereum address who would like to fill this order. - * Must be available via the supplied Provider passed to 0x.js. - * @param orderTransactionOpts Optional arguments this method accepts. + * Synchronously executes multiple calls to fillOrder until total amount of makerAsset is bought by taker. + * @param signedOrders An array of signed orders to fill. + * @param makerAssetFillAmount Maker asset fill amount. + * @param takerAddress The user Ethereum address who would like to fill these orders. Must be available via the supplied + * Provider provided at instantiation. + * @param orderTransactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler - public async fillOrKillOrderAsync( - signedOrder: SignedOrder, - fillTakerTokenAmount: BigNumber, + public async marketBuyOrdersAsync( + signedOrders: SignedOrder[], + makerAssetFillAmount: BigNumber, takerAddress: string, orderTransactionOpts: OrderTransactionOpts = {}, ): Promise<string> { - assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); - assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); + assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); + assert.isBigNumber('makerAssetFillAmount', makerAssetFillAmount); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); const normalizedTakerAddress = takerAddress.toLowerCase(); const exchangeInstance = await this._getExchangeContractAsync(); + const signatures = _.map(signedOrders, signedOrder => signedOrder.signature); + const txHash = await exchangeInstance.marketBuyOrders.sendTransactionAsync( + signedOrders, + makerAssetFillAmount, + signatures, + { + from: normalizedTakerAddress, + gas: orderTransactionOpts.gasLimit, + gasPrice: orderTransactionOpts.gasPrice, + }, + ); + return txHash; + } + /** + * Synchronously executes multiple calls to fillOrder until total amount of makerAsset is bought by taker. + * @param signedOrders An array of signed orders to fill. + * @param takerAssetFillAmount Taker asset fill amount. + * @param takerAddress The user Ethereum address who would like to fill these orders. Must be available via the supplied + * Provider provided at instantiation. + * @param orderTransactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.asyncZeroExErrorHandler + public async marketSellOrdersAsync( + signedOrders: SignedOrder[], + takerAssetFillAmount: BigNumber, + takerAddress: string, + orderTransactionOpts: OrderTransactionOpts = {}, + ): Promise<string> { + assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); + assert.isBigNumber('takerAssetFillAmount', takerAssetFillAmount); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); + const normalizedTakerAddress = takerAddress.toLowerCase(); - const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) - ? SHOULD_VALIDATE_BY_DEFAULT - : orderTransactionOpts.shouldValidate; - if (shouldValidate) { - const zrxTokenAddress = this.getZRXTokenAddress(); - const balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore( - this._tokenWrapper, - BlockParamLiteral.Latest, - ); - const exchangeTradeEmulator = new ExchangeTransferSimulator(balanceAndProxyAllowanceLazyStore); - const orderValidationUtils = await this._getOrderValidationUtilsAsync(); - await orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync( - exchangeTradeEmulator, - signedOrder, - fillTakerTokenAmount, - normalizedTakerAddress, - zrxTokenAddress, - ); - } + const exchangeInstance = await this._getExchangeContractAsync(); + const signatures = _.map(signedOrders, signedOrder => signedOrder.signature); + const txHash = await exchangeInstance.marketSellOrders.sendTransactionAsync( + signedOrders, + takerAssetFillAmount, + signatures, + { + from: normalizedTakerAddress, + gas: orderTransactionOpts.gasLimit, + gasPrice: orderTransactionOpts.gasPrice, + }, + ); + return txHash; + } + /** + * No throw version of marketBuyOrdersAsync + * @param signedOrders An array of signed orders to fill. + * @param makerAssetFillAmount Maker asset fill amount. + * @param takerAddress The user Ethereum address who would like to fill these orders. Must be available via the supplied + * Provider provided at instantiation. + * @param orderTransactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.asyncZeroExErrorHandler + public async marketBuyOrdersNoThrowAsync( + signedOrders: SignedOrder[], + makerAssetFillAmount: BigNumber, + takerAddress: string, + orderTransactionOpts: OrderTransactionOpts = {}, + ): Promise<string> { + assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); + assert.isBigNumber('makerAssetFillAmount', makerAssetFillAmount); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); + const normalizedTakerAddress = takerAddress.toLowerCase(); - const [orderAddresses, orderValues] = formatters.getOrderAddressesAndValues(signedOrder); - const txHash = await exchangeInstance.fillOrKillOrder.sendTransactionAsync( - orderAddresses, - orderValues, - fillTakerTokenAmount, - signedOrder.ecSignature.v, - signedOrder.ecSignature.r, - signedOrder.ecSignature.s, + const exchangeInstance = await this._getExchangeContractAsync(); + const signatures = _.map(signedOrders, signedOrder => signedOrder.signature); + const txHash = await exchangeInstance.marketBuyOrdersNoThrow.sendTransactionAsync( + signedOrders, + makerAssetFillAmount, + signatures, { from: normalizedTakerAddress, gas: orderTransactionOpts.gasLimit, @@ -470,79 +429,71 @@ export class ExchangeWrapper extends ContractWrapper { return txHash; } /** - * Batch version of fillOrKill. Allows a taker to specify a batch of orders that will either be atomically - * filled (each to the specified fillAmount) or aborted. - * @param orderFillRequests An array of objects that conform to the OrderFillRequest interface. - * @param takerAddress The user Ethereum address who would like to fill there orders. - * Must be available via the supplied Provider passed to 0x.js. - * @param orderTransactionOpts Optional arguments this method accepts. + * No throw version of marketSellOrdersAsync + * @param signedOrders An array of signed orders to fill. + * @param takerAssetFillAmount Taker asset fill amount. + * @param takerAddress The user Ethereum address who would like to fill these orders. Must be available via the supplied + * Provider provided at instantiation. + * @param orderTransactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler - public async batchFillOrKillAsync( - orderFillRequests: OrderFillRequest[], + public async marketSellOrdersNoThrowAsync( + signedOrders: SignedOrder[], + takerAssetFillAmount: BigNumber, takerAddress: string, orderTransactionOpts: OrderTransactionOpts = {}, ): Promise<string> { - assert.doesConformToSchema('orderFillRequests', orderFillRequests, schemas.orderFillRequestsSchema); - const exchangeContractAddresses = _.map( - orderFillRequests, - orderFillRequest => orderFillRequest.signedOrder.exchangeContractAddress, + assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); + assert.isBigNumber('takerAssetFillAmount', takerAssetFillAmount); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); + const normalizedTakerAddress = takerAddress.toLowerCase(); + + const exchangeInstance = await this._getExchangeContractAsync(); + const signatures = _.map(signedOrders, signedOrder => signedOrder.signature); + const txHash = await exchangeInstance.marketSellOrdersNoThrow.sendTransactionAsync( + signedOrders, + takerAssetFillAmount, + signatures, + { + from: normalizedTakerAddress, + gas: orderTransactionOpts.gasLimit, + gasPrice: orderTransactionOpts.gasPrice, + }, ); - assert.hasAtMostOneUniqueValue( - exchangeContractAddresses, - ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress, + return txHash; + } + /** + * No throw version of batchFillOrdersAsync + * @param signedOrders An array of signed orders to fill. + * @param takerAssetFillAmounts The amounts of the orders (in taker asset baseUnits) that you wish to fill. + * @param takerAddress The user Ethereum address who would like to fill these orders. Must be available via the supplied + * Provider provided at instantiation. + * @param orderTransactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.asyncZeroExErrorHandler + public async batchFillOrdersNoThrowAsync( + signedOrders: SignedOrder[], + takerAssetFillAmounts: BigNumber[], + takerAddress: string, + orderTransactionOpts: OrderTransactionOpts = {}, + ): Promise<string> { + assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); + _.forEach(takerAssetFillAmounts, takerAssetFillAmount => + assert.isBigNumber('takerAssetFillAmount', takerAssetFillAmount), ); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); const normalizedTakerAddress = takerAddress.toLowerCase(); - if (_.isEmpty(orderFillRequests)) { - throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem); - } - const exchangeInstance = await this._getExchangeContractAsync(); - const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) - ? SHOULD_VALIDATE_BY_DEFAULT - : orderTransactionOpts.shouldValidate; - if (shouldValidate) { - const zrxTokenAddress = this.getZRXTokenAddress(); - const balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore( - this._tokenWrapper, - BlockParamLiteral.Latest, - ); - const exchangeTradeEmulator = new ExchangeTransferSimulator(balanceAndProxyAllowanceLazyStore); - const orderValidationUtils = await this._getOrderValidationUtilsAsync(); - for (const orderFillRequest of orderFillRequests) { - await orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync( - exchangeTradeEmulator, - orderFillRequest.signedOrder, - orderFillRequest.takerTokenFillAmount, - normalizedTakerAddress, - zrxTokenAddress, - ); - } - } - - const orderAddressesValuesAndTakerTokenFillAmounts = _.map(orderFillRequests, request => { - return [ - ...formatters.getOrderAddressesAndValues(request.signedOrder), - request.takerTokenFillAmount, - request.signedOrder.ecSignature.v, - request.signedOrder.ecSignature.r, - request.signedOrder.ecSignature.s, - ]; - }); - - // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'( - const [orderAddresses, orderValues, fillTakerTokenAmounts, vParams, rParams, sParams] = _.unzip<any>( - orderAddressesValuesAndTakerTokenFillAmounts, - ); - const txHash = await exchangeInstance.batchFillOrKillOrders.sendTransactionAsync( - orderAddresses, - orderValues, - fillTakerTokenAmounts, - vParams, - rParams, - sParams, + const exchangeInstance = await this._getExchangeContractAsync(); + const signatures = _.map(signedOrders, signedOrder => signedOrder.signature); + const txHash = await exchangeInstance.batchFillOrdersNoThrow.sendTransactionAsync( + signedOrders, + takerAssetFillAmounts, + signatures, { from: normalizedTakerAddress, gas: orderTransactionOpts.gasLimit, @@ -552,46 +503,37 @@ export class ExchangeWrapper extends ContractWrapper { return txHash; } /** - * Cancel a given fill amount of an order. Cancellations are cumulative. - * @param order An object that conforms to the Order or SignedOrder interface. - * The order you would like to cancel. - * @param cancelTakerTokenAmount The amount (specified in taker tokens) that you would like to cancel. - * @param transactionOpts Optional arguments this method accepts. + * Batch version of fillOrKillOrderAsync. Executes multiple fills atomically in a single transaction. + * @param signedOrders An array of signed orders to fill. + * @param takerAssetFillAmounts The amounts of the orders (in taker asset baseUnits) that you wish to fill. + * @param takerAddress The user Ethereum address who would like to fill these orders. Must be available via the supplied + * Provider provided at instantiation. + * @param orderTransactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler - public async cancelOrderAsync( - order: Order | SignedOrder, - cancelTakerTokenAmount: BigNumber, + public async batchFillOrKillOrdersAsync( + signedOrders: SignedOrder[], + takerAssetFillAmounts: BigNumber[], + takerAddress: string, orderTransactionOpts: OrderTransactionOpts = {}, ): Promise<string> { - assert.doesConformToSchema('order', order, schemas.orderSchema); - assert.isValidBaseUnitAmount('takerTokenCancelAmount', cancelTakerTokenAmount); - await assert.isSenderAddressAsync('order.maker', order.maker, this._web3Wrapper); - const normalizedMakerAddress = order.maker.toLowerCase(); + assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); + _.forEach(takerAssetFillAmounts, takerAssetFillAmount => + assert.isBigNumber('takerAssetFillAmount', takerAssetFillAmount), + ); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); + const normalizedTakerAddress = takerAddress.toLowerCase(); const exchangeInstance = await this._getExchangeContractAsync(); - - const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) - ? SHOULD_VALIDATE_BY_DEFAULT - : orderTransactionOpts.shouldValidate; - if (shouldValidate) { - const orderHash = getOrderHashHex(order); - const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash); - OrderValidationUtils.validateCancelOrderThrowIfInvalid( - order, - cancelTakerTokenAmount, - unavailableTakerTokenAmount, - ); - } - - const [orderAddresses, orderValues] = formatters.getOrderAddressesAndValues(order); - const txHash = await exchangeInstance.cancelOrder.sendTransactionAsync( - orderAddresses, - orderValues, - cancelTakerTokenAmount, + const signatures = _.map(signedOrders, signedOrder => signedOrder.signature); + const txHash = await exchangeInstance.batchFillOrKillOrders.sendTransactionAsync( + signedOrders, + takerAssetFillAmounts, + signatures, { - from: normalizedMakerAddress, + from: normalizedTakerAddress, gas: orderTransactionOpts.gasLimit, gasPrice: orderTransactionOpts.gasPrice, }, @@ -599,71 +541,276 @@ export class ExchangeWrapper extends ContractWrapper { return txHash; } /** - * Batch version of cancelOrderAsync. Atomically cancels multiple orders in a single transaction. - * All orders must be from the same maker. - * @param orderCancellationRequests An array of objects that conform to the OrderCancellationRequest - * interface. - * @param transactionOpts Optional arguments this method accepts. + * Batch version of cancelOrderAsync. Executes multiple cancels atomically in a single transaction. + * @param orders An array of orders to cancel. + * @param orderTransactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler public async batchCancelOrdersAsync( - orderCancellationRequests: OrderCancellationRequest[], + orders: Array<Order | SignedOrder>, orderTransactionOpts: OrderTransactionOpts = {}, ): Promise<string> { - assert.doesConformToSchema( - 'orderCancellationRequests', - orderCancellationRequests, - schemas.orderCancellationRequestsSchema, + assert.doesConformToSchema('orders', orders, schemas.ordersSchema); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); + const makerAddresses = _.map(orders, order => order.makerAddress); + const makerAddress = makerAddresses[0]; + await assert.isSenderAddressAsync('makerAddress', makerAddress, this._web3Wrapper); + const normalizedMakerAddress = makerAddress.toLowerCase(); + + const exchangeInstance = await this._getExchangeContractAsync(); + const txHash = await exchangeInstance.batchCancelOrders.sendTransactionAsync(orders, { + from: normalizedMakerAddress, + gas: orderTransactionOpts.gasLimit, + gasPrice: orderTransactionOpts.gasPrice, + }); + return txHash; + } + /** + * Match two complementary orders that have a profitable spread. + * Each order is filled at their respective price point. However, the calculations are carried out as though + * the orders are both being filled at the right order's price point. + * The profit made by the left order goes to the taker (whoever matched the two orders). + * @param leftSignedOrder First order to match. + * @param rightSignedOrder Second order to match. + * @param takerAddress The address that sends the transaction and gets the spread. + * @return Transaction hash. + */ + @decorators.asyncZeroExErrorHandler + public async matchOrdersAsync( + leftSignedOrder: SignedOrder, + rightSignedOrder: SignedOrder, + takerAddress: string, + orderTransactionOpts: OrderTransactionOpts = {}, + ): Promise<string> { + assert.doesConformToSchema('leftSignedOrder', leftSignedOrder, schemas.signedOrderSchema); + assert.doesConformToSchema('rightSignedOrder', rightSignedOrder, schemas.signedOrderSchema); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); + const normalizedTakerAddress = takerAddress.toLowerCase(); + // TODO(logvinov): Check that: + // rightOrder.makerAssetData === leftOrder.takerAssetData; + // rightOrder.takerAssetData === leftOrder.makerAssetData; + const exchangeInstance = await this._getExchangeContractAsync(); + const txHash = await exchangeInstance.matchOrders.sendTransactionAsync( + leftSignedOrder, + rightSignedOrder, + leftSignedOrder.signature, + rightSignedOrder.signature, + { + from: normalizedTakerAddress, + gas: orderTransactionOpts.gasLimit, + gasPrice: orderTransactionOpts.gasPrice, + }, ); - const exchangeContractAddresses = _.map( - orderCancellationRequests, - orderCancellationRequest => orderCancellationRequest.order.exchangeContractAddress, + return txHash; + } + /** + * Approves a hash on-chain using any valid signature type. + * After presigning a hash, the preSign signature type will become valid for that hash and signer. + * @param hash Hash to pre-sign + * @param signerAddress Address that should have signed the given hash. + * @param signature Proof that the hash has been signed by signer. + * @param senderAddress Address that should send the transaction. + * @returns Transaction hash. + */ + @decorators.asyncZeroExErrorHandler + public async preSignAsync( + hash: string, + signerAddress: string, + signature: string, + senderAddress: string, + orderTransactionOpts: OrderTransactionOpts = {}, + ): Promise<string> { + assert.isHexString('hash', hash); + assert.isETHAddressHex('signerAddress', signerAddress); + assert.isHexString('signature', signature); + await assert.isSenderAddressAsync('senderAddress', senderAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); + const normalizedTakerAddress = senderAddress.toLowerCase(); + const exchangeInstance = await this._getExchangeContractAsync(); + const txHash = await exchangeInstance.preSign.sendTransactionAsync(hash, signerAddress, signature, { + from: normalizedTakerAddress, + gas: orderTransactionOpts.gasLimit, + gasPrice: orderTransactionOpts.gasPrice, + }); + return txHash; + } + /** + * Checks if the signature is valid. + * @param hash Hash to pre-sign + * @param signerAddress Address that should have signed the given hash. + * @param signature Proof that the hash has been signed by signer. + * @param methodOpts Optional arguments this method accepts. + * @returns If the signature is valid + */ + @decorators.asyncZeroExErrorHandler + public async isValidSignatureAsync( + hash: string, + signerAddress: string, + signature: string, + methodOpts: MethodOpts = {}, + ): Promise<boolean> { + assert.isHexString('hash', hash); + assert.isETHAddressHex('signerAddress', signerAddress); + assert.isHexString('signature', signature); + assert.doesConformToSchema('methodOpts', methodOpts, methodOptsSchema); + const exchangeInstance = await this._getExchangeContractAsync(); + const txData = {}; + const isValidSignature = await exchangeInstance.isValidSignature.callAsync( + hash, + signerAddress, + signature, + txData, + methodOpts.defaultBlock, ); - assert.hasAtMostOneUniqueValue( - exchangeContractAddresses, - ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress, + return isValidSignature; + } + /** + * Checks if the validator is allowed by the signer. + * @param validatorAddress Address of a validator + * @param signerAddress Address of a signer + * @param methodOpts Optional arguments this method accepts. + * @returns If the validator is allowed + */ + @decorators.asyncZeroExErrorHandler + public async isAllowedValidatorAsync( + signerAddress: string, + validatorAddress: string, + methodOpts: MethodOpts = {}, + ): Promise<boolean> { + assert.isETHAddressHex('signerAddress', signerAddress); + assert.isETHAddressHex('validatorAddress', validatorAddress); + if (!_.isUndefined(methodOpts)) { + assert.doesConformToSchema('methodOpts', methodOpts, methodOptsSchema); + } + const normalizedSignerAddress = signerAddress.toLowerCase(); + const normalizedValidatorAddress = validatorAddress.toLowerCase(); + const exchangeInstance = await this._getExchangeContractAsync(); + const txData = {}; + const isValidSignature = await exchangeInstance.allowedValidators.callAsync( + normalizedSignerAddress, + normalizedValidatorAddress, + txData, + methodOpts.defaultBlock, ); - const makers = _.map(orderCancellationRequests, cancellationRequest => cancellationRequest.order.maker); - assert.hasAtMostOneUniqueValue(makers, ExchangeContractErrs.MultipleMakersInSingleCancelBatchDisallowed); - const maker = makers[0]; - await assert.isSenderAddressAsync('maker', maker, this._web3Wrapper); - const normalizedMakerAddress = maker.toLowerCase(); + return isValidSignature; + } + /** + * Check whether the hash is pre-signed on-chain. + * @param hash Hash to check if pre-signed + * @param signerAddress Address that should have signed the given hash. + * @param methodOpts Optional arguments this method accepts. + * @returns Whether the hash is pre-signed. + */ + @decorators.asyncZeroExErrorHandler + public async isPreSignedAsync(hash: string, signerAddress: string, methodOpts: MethodOpts = {}): Promise<boolean> { + assert.isHexString('hash', hash); + assert.isETHAddressHex('signerAddress', signerAddress); + if (!_.isUndefined(methodOpts)) { + assert.doesConformToSchema('methodOpts', methodOpts, methodOptsSchema); + } + const exchangeInstance = await this._getExchangeContractAsync(); - const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) - ? SHOULD_VALIDATE_BY_DEFAULT - : orderTransactionOpts.shouldValidate; - if (shouldValidate) { - for (const orderCancellationRequest of orderCancellationRequests) { - const orderHash = getOrderHashHex(orderCancellationRequest.order); - const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash); - OrderValidationUtils.validateCancelOrderThrowIfInvalid( - orderCancellationRequest.order, - orderCancellationRequest.takerTokenCancelAmount, - unavailableTakerTokenAmount, - ); - } + const txData = {}; + const isPreSigned = await exchangeInstance.preSigned.callAsync( + hash, + signerAddress, + txData, + methodOpts.defaultBlock, + ); + return isPreSigned; + } + /** + * Checks if transaction is already executed. + * @param transactionHash Transaction hash to check + * @param signerAddress Address that should have signed the given hash. + * @param methodOpts Optional arguments this method accepts. + * @returns If transaction is already executed. + */ + @decorators.asyncZeroExErrorHandler + public async isTransactionExecutedAsync(transactionHash: string, methodOpts: MethodOpts = {}): Promise<boolean> { + assert.isHexString('transactionHash', transactionHash); + if (!_.isUndefined(methodOpts)) { + assert.doesConformToSchema('methodOpts', methodOpts, methodOptsSchema); } - if (_.isEmpty(orderCancellationRequests)) { - throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem); + const exchangeInstance = await this._getExchangeContractAsync(); + const txData = {}; + const isExecuted = await exchangeInstance.transactions.callAsync( + transactionHash, + txData, + methodOpts.defaultBlock, + ); + return isExecuted; + } + /** + * Get order info + * @param order Order + * @param methodOpts Optional arguments this method accepts. + * @returns Order info + */ + @decorators.asyncZeroExErrorHandler + public async getOrderInfoAsync(order: Order | SignedOrder, methodOpts: MethodOpts = {}): Promise<OrderInfo> { + if (!_.isUndefined(methodOpts)) { + assert.doesConformToSchema('methodOpts', methodOpts, methodOptsSchema); } const exchangeInstance = await this._getExchangeContractAsync(); - const orderAddressesValuesAndTakerTokenCancelAmounts = _.map(orderCancellationRequests, cancellationRequest => { - return [ - ...formatters.getOrderAddressesAndValues(cancellationRequest.order), - cancellationRequest.takerTokenCancelAmount, - ]; + + const txData = {}; + const orderInfo = await exchangeInstance.getOrderInfo.callAsync(order, txData, methodOpts.defaultBlock); + return orderInfo; + } + /** + * Cancel a given order. + * @param order An object that conforms to the Order or SignedOrder interface. The order you would like to cancel. + * @param transactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.asyncZeroExErrorHandler + public async cancelOrderAsync( + order: Order | SignedOrder, + orderTransactionOpts: OrderTransactionOpts = {}, + ): Promise<string> { + assert.doesConformToSchema('order', order, schemas.orderSchema); + await assert.isSenderAddressAsync('order.maker', order.makerAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); + const normalizedMakerAddress = order.makerAddress.toLowerCase(); + + const exchangeInstance = await this._getExchangeContractAsync(); + const txHash = await exchangeInstance.cancelOrder.sendTransactionAsync(order, { + from: normalizedMakerAddress, + gas: orderTransactionOpts.gasLimit, + gasPrice: orderTransactionOpts.gasPrice, }); - // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'( - const [orderAddresses, orderValues, cancelTakerTokenAmounts] = _.unzip<any>( - orderAddressesValuesAndTakerTokenCancelAmounts, - ); - const txHash = await exchangeInstance.batchCancelOrders.sendTransactionAsync( - orderAddresses, - orderValues, - cancelTakerTokenAmounts, + return txHash; + } + /** + * Sets the signature validator approval + * @param validatorAddress Validator contract address. + * @param isApproved Boolean value to set approval to. + * @param senderAddress Sender address. + * @param orderTransactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.asyncZeroExErrorHandler + public async setSignatureValidatorApprovalAsync( + validatorAddress: string, + isApproved: boolean, + senderAddress: string, + orderTransactionOpts: OrderTransactionOpts = {}, + ): Promise<string> { + assert.isETHAddressHex('validatorAddress', validatorAddress); + assert.isBoolean('isApproved', isApproved); + await assert.isSenderAddressAsync('senderAddress', senderAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); + const normalizedSenderAddress = senderAddress.toLowerCase(); + + const exchangeInstance = await this._getExchangeContractAsync(); + const txHash = await exchangeInstance.setSignatureValidatorApproval.sendTransactionAsync( + validatorAddress, + isApproved, { - from: normalizedMakerAddress, + from: normalizedSenderAddress, gas: orderTransactionOpts.gasLimit, gasPrice: orderTransactionOpts.gasPrice, }, @@ -671,6 +818,33 @@ export class ExchangeWrapper extends ContractWrapper { return txHash; } /** + * Cancels all orders created by makerAddress with a salt less than or equal to the targetOrderEpoch + * and senderAddress equal to msg.sender (or null address if msg.sender == makerAddress). + * @param targetOrderEpoch Target order epoch. + * @param senderAddress Address that should send the transaction. + * @param orderTransactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.asyncZeroExErrorHandler + public async cancelOrdersUpToAsync( + targetOrderEpoch: BigNumber, + senderAddress: string, + orderTransactionOpts: OrderTransactionOpts = {}, + ): Promise<string> { + assert.isBigNumber('targetOrderEpoch', targetOrderEpoch); + await assert.isSenderAddressAsync('senderAddress', senderAddress, this._web3Wrapper); + assert.doesConformToSchema('orderTransactionOpts', orderTransactionOpts, orderTxOptsSchema, [txOptsSchema]); + const normalizedSenderAddress = senderAddress.toLowerCase(); + + const exchangeInstance = await this._getExchangeContractAsync(); + const txHash = await exchangeInstance.cancelOrdersUpTo.sendTransactionAsync(targetOrderEpoch, { + from: normalizedSenderAddress, + gas: orderTransactionOpts.gasLimit, + gasPrice: orderTransactionOpts.gasPrice, + }); + return txHash; + } + /** * Subscribe to an event type emitted by the Exchange contract. * @param eventName The exchange contract event you would like to subscribe to. * @param indexFilterValues An object where the keys are indexed args returned by the event and @@ -678,7 +852,7 @@ export class ExchangeWrapper extends ContractWrapper { * @param callback Callback that gets called when a log is added/removed * @return Subscription token used later to unsubscribe */ - public subscribe<ArgsType extends ExchangeContractEventArgs>( + public subscribe<ArgsType extends ExchangeEventArgs>( eventName: ExchangeEvents, indexFilterValues: IndexedFilterValues, callback: EventCallback<ArgsType>, @@ -691,7 +865,7 @@ export class ExchangeWrapper extends ContractWrapper { exchangeContractAddress, eventName, indexFilterValues, - artifacts.Exchange.abi, + artifacts.Exchange.compilerOutput.abi, callback, ); return subscriptionToken; @@ -717,7 +891,7 @@ export class ExchangeWrapper extends ContractWrapper { * the value is the value you are interested in. E.g `{_from: aUserAddressHex}` * @return Array of logs that match the parameters */ - public async getLogsAsync<ArgsType extends ExchangeContractEventArgs>( + public async getLogsAsync<ArgsType extends ExchangeEventArgs>( eventName: ExchangeEvents, blockRange: BlockRange, indexFilterValues: IndexedFilterValues, @@ -731,7 +905,7 @@ export class ExchangeWrapper extends ContractWrapper { eventName, blockRange, indexFilterValues, - artifacts.Exchange.abi, + artifacts.Exchange.compilerOutput.abi, ); return logs; } @@ -745,228 +919,27 @@ export class ExchangeWrapper extends ContractWrapper { return contractAddress; } /** - * Checks if order is still fillable and throws an error otherwise. Useful for orderbook - * pruning where you want to remove stale orders without knowing who the taker will be. - * @param signedOrder An object that conforms to the SignedOrder interface. The - * signedOrder you wish to validate. - * @param opts An object that conforms to the ValidateOrderFillableOpts - * interface. Allows specifying a specific fillTakerTokenAmount - * to validate for. - */ - public async validateOrderFillableOrThrowAsync( - signedOrder: SignedOrder, - opts?: ValidateOrderFillableOpts, - ): Promise<void> { - assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); - const zrxTokenAddress = this.getZRXTokenAddress(); - const expectedFillTakerTokenAmount = !_.isUndefined(opts) ? opts.expectedFillTakerTokenAmount : undefined; - const balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore( - this._tokenWrapper, - BlockParamLiteral.Latest, - ); - const exchangeTradeEmulator = new ExchangeTransferSimulator(balanceAndProxyAllowanceLazyStore); - const orderValidationUtils = await this._getOrderValidationUtilsAsync(); - await orderValidationUtils.validateOrderFillableOrThrowAsync( - exchangeTradeEmulator, - signedOrder, - zrxTokenAddress, - expectedFillTakerTokenAmount, - ); - } - /** - * Checks if order fill will succeed and throws an error otherwise. - * @param signedOrder An object that conforms to the SignedOrder interface. The - * signedOrder you wish to fill. - * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill. - * @param takerAddress The user Ethereum address who would like to fill this order. - * Must be available via the supplied Provider passed to 0x.js. - */ - public async validateFillOrderThrowIfInvalidAsync( - signedOrder: SignedOrder, - fillTakerTokenAmount: BigNumber, - takerAddress: string, - ): Promise<void> { - assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); - assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); - await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); - const normalizedTakerAddress = takerAddress.toLowerCase(); - const zrxTokenAddress = this.getZRXTokenAddress(); - const balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore( - this._tokenWrapper, - BlockParamLiteral.Latest, - ); - const exchangeTradeEmulator = new ExchangeTransferSimulator(balanceAndProxyAllowanceLazyStore); - const orderValidationUtils = await this._getOrderValidationUtilsAsync(); - await orderValidationUtils.validateFillOrderThrowIfInvalidAsync( - exchangeTradeEmulator, - signedOrder, - fillTakerTokenAmount, - normalizedTakerAddress, - zrxTokenAddress, - ); - } - /** - * Checks if cancelling a given order will succeed and throws an informative error if it won't. - * @param order An object that conforms to the Order or SignedOrder interface. - * The order you would like to cancel. - * @param cancelTakerTokenAmount The amount (specified in taker tokens) that you would like to cancel. - */ - public async validateCancelOrderThrowIfInvalidAsync( - order: Order, - cancelTakerTokenAmount: BigNumber, - ): Promise<void> { - assert.doesConformToSchema('order', order, schemas.orderSchema); - assert.isValidBaseUnitAmount('cancelTakerTokenAmount', cancelTakerTokenAmount); - const orderHash = getOrderHashHex(order); - const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash); - OrderValidationUtils.validateCancelOrderThrowIfInvalid( - order, - cancelTakerTokenAmount, - unavailableTakerTokenAmount, - ); - } - /** - * Checks if calling fillOrKill on a given order will succeed and throws an informative error if it won't. - * @param signedOrder An object that conforms to the SignedOrder interface. The - * signedOrder you wish to fill. - * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill. - * @param takerAddress The user Ethereum address who would like to fill this order. - * Must be available via the supplied Provider passed to 0x.js. - */ - public async validateFillOrKillOrderThrowIfInvalidAsync( - signedOrder: SignedOrder, - fillTakerTokenAmount: BigNumber, - takerAddress: string, - ): Promise<void> { - assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); - assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); - await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); - const normalizedTakerAddress = takerAddress.toLowerCase(); - const zrxTokenAddress = this.getZRXTokenAddress(); - const balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore( - this._tokenWrapper, - BlockParamLiteral.Latest, - ); - const exchangeTradeEmulator = new ExchangeTransferSimulator(balanceAndProxyAllowanceLazyStore); - const orderValidationUtils = await this._getOrderValidationUtilsAsync(); - await orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync( - exchangeTradeEmulator, - signedOrder, - fillTakerTokenAmount, - normalizedTakerAddress, - zrxTokenAddress, - ); - } - /** - * Checks if rounding error will be > 0.1% when computing makerTokenAmount by doing: - * `(fillTakerTokenAmount * makerTokenAmount) / takerTokenAmount`. - * 0x Protocol does not accept any trades that result in large rounding errors. This means that tokens with few or - * no decimals can only be filled in quantities and ratios that avoid large rounding errors. - * @param fillTakerTokenAmount The amount of the order (in taker tokens baseUnits) that you wish to fill. - * @param takerTokenAmount The order size on the taker side - * @param makerTokenAmount The order size on the maker side - */ - public async isRoundingErrorAsync( - fillTakerTokenAmount: BigNumber, - takerTokenAmount: BigNumber, - makerTokenAmount: BigNumber, - ): Promise<boolean> { - assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); - assert.isValidBaseUnitAmount('takerTokenAmount', takerTokenAmount); - assert.isValidBaseUnitAmount('makerTokenAmount', makerTokenAmount); - const exchangeInstance = await this._getExchangeContractAsync(); - const isRoundingError = await exchangeInstance.isRoundingError.callAsync( - fillTakerTokenAmount, - takerTokenAmount, - makerTokenAmount, - ); - return isRoundingError; - } - /** - * Checks if logs contain LogError, which is emitted by Exchange contract on transaction failure. - * @param logs Transaction logs as returned by `zeroEx.awaitTransactionMinedAsync` - */ - public throwLogErrorsAsErrors(logs: Array<LogWithDecodedArgs<DecodedLogArgs> | LogEntry>): void { - const errLog = _.find(logs, { - event: ExchangeEvents.LogError, - }); - if (!_.isUndefined(errLog)) { - const logArgs = (errLog as LogWithDecodedArgs<LogErrorContractEventArgs>).args; - const errCode = logArgs.errorId; - const errMessage = this._exchangeContractErrCodesToMsg[errCode]; - throw new Error(errMessage); - } - } - /** - * Gets the latest OrderState of a signedOrder - * @param signedOrder The signedOrder - * @param stateLayer Optional, desired blockchain state layer (defaults to latest). - * @return OrderState of the signedOrder - */ - public async getOrderStateAsync( - signedOrder: SignedOrder, - stateLayer: BlockParamLiteral = BlockParamLiteral.Latest, - ): Promise<OrderState> { - const simpleBalanceAndProxyAllowanceFetcher = new SimpleBalanceAndProxyAllowanceFetcher( - this._tokenWrapper, - stateLayer, - ); - const simpleOrderFilledCancelledFetcher = new SimpleOrderFilledCancelledFetcher(this, stateLayer); - const orderStateUtils = new OrderStateUtils( - simpleBalanceAndProxyAllowanceFetcher, - simpleOrderFilledCancelledFetcher, - ); - const orderState = orderStateUtils.getOrderStateAsync(signedOrder); - return orderState; - } - /** * Returns the ZRX token address used by the exchange contract. * @return Address of ZRX token */ public getZRXTokenAddress(): string { - const contractAddress = this._getContractAddress(artifacts.ZRX, this._zrxContractAddressIfExists); + const contractAddress = this._getContractAddress(artifacts.ZRXToken, this._zrxContractAddressIfExists); return contractAddress; } + /** + * Returns the ZRX asset data used by the exchange contract. + * @return ZRX asset data + */ + public async getZRXAssetDataAsync(): Promise<string> { + const exchangeInstance = await this._getExchangeContractAsync(); + const zrxAssetData = exchangeInstance.ZRX_ASSET_DATA.callAsync(); + return zrxAssetData; + } // tslint:disable:no-unused-variable private _invalidateContractInstances(): void { this.unsubscribeAll(); delete this._exchangeContractIfExists; } - private async _isValidSignatureUsingContractCallAsync( - dataHex: string, - ecSignature: ECSignature, - signerAddressHex: string, - ): Promise<boolean> { - assert.isHexString('dataHex', dataHex); - assert.doesConformToSchema('ecSignature', ecSignature, schemas.ecSignatureSchema); - assert.isETHAddressHex('signerAddressHex', signerAddressHex); - const normalizedSignerAddress = signerAddressHex.toLowerCase(); - - const exchangeInstance = await this._getExchangeContractAsync(); - - const isValidSignature = await exchangeInstance.isValidSignature.callAsync( - normalizedSignerAddress, - dataHex, - ecSignature.v, - ecSignature.r, - ecSignature.s, - ); - return isValidSignature; - } - private async _getOrderHashHexUsingContractCallAsync(order: Order | SignedOrder): Promise<string> { - const exchangeInstance = await this._getExchangeContractAsync(); - const [orderAddresses, orderValues] = formatters.getOrderAddressesAndValues(order); - const orderHashHex = await exchangeInstance.getOrderHash.callAsync(orderAddresses, orderValues); - return orderHashHex; - } - private async _getOrderValidationUtilsAsync(): Promise<OrderValidationUtils> { - if (!_.isUndefined(this._orderValidationUtilsIfExists)) { - return this._orderValidationUtilsIfExists; - } - const exchangeContract = await this._getExchangeContractAsync(); - this._orderValidationUtilsIfExists = new OrderValidationUtils(exchangeContract); - return this._orderValidationUtilsIfExists; - } // tslint:enable:no-unused-variable private async _getExchangeContractAsync(): Promise<ExchangeContract> { if (!_.isUndefined(this._exchangeContractIfExists)) { |