import * as _ from 'lodash'; import * as BigNumber from 'bignumber.js'; import promisify = require('es6-promisify'); import {Web3Wrapper} from '../web3_wrapper'; import { ECSignature, ExchangeContract, ExchangeContractErrCodes, ExchangeContractErrs, OrderValues, OrderAddresses, Order, SignedOrder, ContractEvent, ExchangeEvents, SubscriptionOpts, IndexFilterValues, CreateContractEvent, ContractEventObj, EventCallback, ContractResponse, OrderCancellationRequest, OrderFillRequest, } from '../types'; import {assert} from '../utils/assert'; import {utils} from '../utils/utils'; import {ContractWrapper} from './contract_wrapper'; import * as ExchangeArtifacts from '../artifacts/Exchange.json'; import {ecSignatureSchema} from '../schemas/ec_signature_schema'; import {signedOrderSchema, orderSchema} from '../schemas/order_schemas'; import {SchemaValidator} from '../utils/schema_validator'; import {constants} from '../utils/constants'; import {TokenWrapper} from './token_wrapper'; export class ExchangeWrapper extends ContractWrapper { private exchangeContractErrCodesToMsg = { [ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED, [ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED, [ExchangeContractErrCodes.ERROR_FILL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO, [ExchangeContractErrCodes.ERROR_CANCEL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO, [ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR, [ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.FILL_BALANCE_ALLOWANCE_ERROR, }; private exchangeContractIfExists?: ExchangeContract; private exchangeLogEventObjs: ContractEventObj[]; private tokenWrapper: TokenWrapper; private static getOrderAddressesAndValues(order: Order): [OrderAddresses, OrderValues] { const orderAddresses: OrderAddresses = [ order.maker, order.taker, order.makerTokenAddress, order.takerTokenAddress, order.feeRecipient, ]; const orderValues: OrderValues = [ order.makerTokenAmount, order.takerTokenAmount, order.makerFee, order.takerFee, order.expirationUnixTimestampSec, order.salt, ]; return [orderAddresses, orderValues]; } constructor(web3Wrapper: Web3Wrapper, tokenWrapper: TokenWrapper) { super(web3Wrapper); this.tokenWrapper = tokenWrapper; this.exchangeLogEventObjs = []; } public async invalidateContractInstanceAsync(): Promise { await this.stopWatchingExchangeLogEventsAsync(); delete this.exchangeContractIfExists; } public async isValidSignatureAsync(dataHex: string, ecSignature: ECSignature, signerAddressHex: string): Promise { assert.isHexString('dataHex', dataHex); assert.doesConformToSchema('ecSignature', ecSignature, ecSignatureSchema); assert.isETHAddressHex('signerAddressHex', signerAddressHex); const exchangeInstance = await this.getExchangeContractAsync(); const isValidSignature = await exchangeInstance.isValidSignature.call( signerAddressHex, dataHex, ecSignature.v, ecSignature.r, ecSignature.s, ); return isValidSignature; } /** * 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. */ public async getUnavailableTakerAmountAsync(orderHashHex: string): Promise { assert.isValidOrderHash('orderHashHex', orderHashHex); const exchangeContract = await this.getExchangeContractAsync(); let unavailableAmountInBaseUnits = await exchangeContract.getUnavailableValueT.call(orderHashHex); // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber unavailableAmountInBaseUnits = new BigNumber(unavailableAmountInBaseUnits); return unavailableAmountInBaseUnits; } /** * Retrieve the takerAmount of an order that has already been filled. */ public async getFilledTakerAmountAsync(orderHashHex: string): Promise { assert.isValidOrderHash('orderHashHex', orderHashHex); const exchangeContract = await this.getExchangeContractAsync(); let fillAmountInBaseUnits = await exchangeContract.filled.call(orderHashHex); // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber fillAmountInBaseUnits = new BigNumber(fillAmountInBaseUnits); return fillAmountInBaseUnits; } /** * Retrieve the takerAmount of an order that has been cancelled. */ public async getCanceledTakerAmountAsync(orderHashHex: string): Promise { assert.isValidOrderHash('orderHashHex', orderHashHex); const exchangeContract = await this.getExchangeContractAsync(); let cancelledAmountInBaseUnits = await exchangeContract.cancelled.call(orderHashHex); // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber cancelledAmountInBaseUnits = new BigNumber(cancelledAmountInBaseUnits); return cancelledAmountInBaseUnits; } /** * Fills a signed order with a takerTokenFillAmount 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 `shouldCheckTransfer`. If true, the smart contract will not throw if while * executing, the parties do not have sufficient balances/allowances, preserving gas costs. Setting it to * false forgoes this check and causes the smart contract to throw instead. */ public async fillOrderAsync(signedOrder: SignedOrder, takerTokenFillAmount: BigNumber.BigNumber, shouldCheckTransfer: boolean, takerAddress: string): Promise { await this.batchFillOrderAsync([{ signedOrder, takerTokenFillAmount, }], shouldCheckTransfer, takerAddress); } /** * Batched version of fillOrderAsync. Executes fills atomically in a single transaction. */ public async batchFillOrderAsync(orderFillRequests: OrderFillRequest[], shouldCheckTransfer: boolean, takerAddress: string): Promise { if (_.isEmpty(orderFillRequests)) { return; } assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer); await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper); _.forEach(orderFillRequests, async (orderFillRequest: OrderFillRequest) => { assert.doesConformToSchema('signedOrder', SchemaValidator.convertToJSONSchemaCompatibleObject(orderFillRequest.signedOrder as object), signedOrderSchema); assert.isBigNumber('takerTokenFillAmount', orderFillRequest.takerTokenFillAmount); await this.validateFillOrderAndThrowIfInvalidAsync( orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, takerAddress); }); const exchangeInstance = await this.getExchangeContractAsync(); const orderAddressesValuesAmountsAndSignatureArray = _.map(orderFillRequests, orderFillRequest => { return [ ...ExchangeWrapper.getOrderAddressesAndValues(orderFillRequest.signedOrder), orderFillRequest.takerTokenFillAmount, orderFillRequest.signedOrder.ecSignature.v, orderFillRequest.signedOrder.ecSignature.r, orderFillRequest.signedOrder.ecSignature.s, ]; }); // _.unzip doesn't type check if values have different types :'( const [orderAddressesArray, orderValuesArray, takerTokenFillAmountArray, vArray, rArray, sArray] = _.unzip( orderAddressesValuesAmountsAndSignatureArray, ); const gas = await exchangeInstance.batchFill.estimateGas( orderAddressesArray, orderValuesArray, takerTokenFillAmountArray, shouldCheckTransfer, vArray, rArray, sArray, { from: takerAddress, }, ); const response: ContractResponse = await exchangeInstance.batchFill( orderAddressesArray, orderValuesArray, takerTokenFillAmountArray, shouldCheckTransfer, vArray, rArray, sArray, { from: takerAddress, gas, }, ); this.throwErrorLogsAsErrors(response.logs); } /** * Cancel a given fill amount of an order. Cancellations are cumulative. */ public async cancelOrderAsync( order: Order|SignedOrder, takerTokenCancelAmount: BigNumber.BigNumber): Promise { await this.batchCancelOrderAsync([{ order, takerTokenCancelAmount, }]); } /** * Batch version of cancelOrderAsync. Atomically cancels multiple orders in a single transaction. */ public async batchCancelOrderAsync(cancellationRequestsBatch: OrderCancellationRequest[]): Promise { const makers = _.map(cancellationRequestsBatch, cancellationRequest => cancellationRequest.order.maker); assert.assert(!_.isEmpty(cancellationRequestsBatch), 'Can not cancel an empty batch'); assert.assert(_.uniq(makers).length === 1, 'Can not cancel orders from multiple makers in a single batch'); const maker = makers[0]; _.forEach(cancellationRequestsBatch, async (cancellationRequest: OrderCancellationRequest) => { assert.doesConformToSchema('order', SchemaValidator.convertToJSONSchemaCompatibleObject(cancellationRequest.order as object), orderSchema); assert.isBigNumber('takerTokenCancelAmount', cancellationRequest.takerTokenCancelAmount); await assert.isSenderAddressAvailableAsync(this.web3Wrapper, 'order.maker', cancellationRequest.order.maker); await this.validateCancelOrderAndThrowIfInvalidAsync( cancellationRequest.order, cancellationRequest.takerTokenCancelAmount); }); const exchangeInstance = await this.getExchangeContractAsync(); const orderAddressesValuesAndTakerTokenCancelAmounts = _.map(cancellationRequestsBatch, cancellationRequest => { return [ ...ExchangeWrapper.getOrderAddressesAndValues(cancellationRequest.order), cancellationRequest.takerTokenCancelAmount, ]; }); // _.unzip doesn't type check if values have different types :'( const [orderAddresses, orderValues, takerTokenCancelAmounts] = _.unzip(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, indexFilterValues: IndexFilterValues, callback: EventCallback) { const exchangeContract = await this.getExchangeContractAsync(); let createLogEvent: CreateContractEvent; switch (eventName) { case ExchangeEvents.LogFill: createLogEvent = exchangeContract.LogFill; break; case ExchangeEvents.LogError: createLogEvent = exchangeContract.LogError; break; case ExchangeEvents.LogCancel: createLogEvent = exchangeContract.LogCancel; break; default: utils.spawnSwitchErr('ExchangeEvents', eventName); return; } const logEventObj: ContractEventObj = createLogEvent(indexFilterValues, subscriptionOpts); logEventObj.watch(callback); this.exchangeLogEventObjs.push(logEventObj); } private async getOrderHashAsync(order: Order|SignedOrder): Promise { const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(order); const exchangeInstance = await this.getExchangeContractAsync(); const orderHash = utils.getOrderHashHex(order, exchangeInstance.address); return orderHash; } private async stopWatchingExchangeLogEventsAsync() { const stopWatchingPromises = _.map(this.exchangeLogEventObjs, logEventObj => { return promisify(logEventObj.stopWatching, logEventObj)(); }); await Promise.all(stopWatchingPromises); this.exchangeLogEventObjs = []; } private async validateFillOrderAndThrowIfInvalidAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber, senderAddress: string): Promise { if (fillTakerAmount.eq(0)) { throw new Error(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO); } if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== senderAddress) { throw new Error(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER); } const currentUnixTimestampSec = utils.getCurrentUnixTimestamp(); if (signedOrder.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) { throw new Error(ExchangeContractErrs.ORDER_FILL_EXPIRED); } const zrxTokenAddress = await this.getZRXTokenAddressAsync(); await this.validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, senderAddress, zrxTokenAddress); const wouldRoundingErrorOccur = await this.isRoundingErrorAsync( signedOrder.takerTokenAmount, fillTakerAmount, signedOrder.makerTokenAmount, ); if (wouldRoundingErrorOccur) { throw new Error(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR); } } private async validateCancelOrderAndThrowIfInvalidAsync( order: Order, takerTokenCancelAmount: BigNumber.BigNumber): Promise { if (takerTokenCancelAmount.eq(0)) { throw new Error(ExchangeContractErrs.ORDER_CANCEL_AMOUNT_ZERO); } const orderHash = await this.getOrderHashAsync(order); const unavailableAmount = await this.getUnavailableTakerAmountAsync(orderHash); if (order.takerTokenAmount.minus(unavailableAmount).eq(0)) { throw new Error(ExchangeContractErrs.ORDER_ALREADY_CANCELLED_OR_FILLED); } const currentUnixTimestampSec = utils.getCurrentUnixTimestamp(); if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) { throw new Error(ExchangeContractErrs.ORDER_CANCEL_EXPIRED); } } /** * This method does not currently validate the edge-case where the makerToken or takerToken is also the token used * to pay fees (ZRX). It is possible for them to have enough for fees and the transfer but not both. * Handling the edge-cases that arise when this happens would require making sure that the user has sufficient * funds to pay both the fees and the transfer amount. We decided to punt on this for now as the contracts * will throw for these edge-cases. * TODO: Throw errors before calling the smart contract for these edge-cases * TODO: in order to minimize the callers gas costs. */ private async validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber, senderAddress: string, zrxTokenAddress: string): Promise { const makerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.makerTokenAddress, signedOrder.maker); const takerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.takerTokenAddress, senderAddress); const makerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.makerTokenAddress, signedOrder.maker); const takerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.takerTokenAddress, senderAddress); // exchangeRate is the price of one maker token denominated in taker tokens const exchangeRate = signedOrder.takerTokenAmount.div(signedOrder.makerTokenAmount); const fillMakerAmountInBaseUnits = fillTakerAmount.div(exchangeRate); if (fillTakerAmount.greaterThan(takerBalance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE); } if (fillTakerAmount.greaterThan(takerAllowance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE); } if (fillMakerAmountInBaseUnits.greaterThan(makerBalance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE); } if (fillMakerAmountInBaseUnits.greaterThan(makerAllowance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE); } const makerFeeBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, signedOrder.maker); const takerFeeBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, senderAddress); const makerFeeAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress, signedOrder.maker); const takerFeeAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress, senderAddress); if (signedOrder.takerFee.greaterThan(takerFeeBalance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_BALANCE); } if (signedOrder.takerFee.greaterThan(takerFeeAllowance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE); } if (signedOrder.makerFee.greaterThan(makerFeeBalance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_BALANCE); } if (signedOrder.makerFee.greaterThan(makerFeeAllowance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_ALLOWANCE); } } private throwErrorLogsAsErrors(logs: ContractEvent[]): void { const errEvent = _.find(logs, {event: 'LogError'}); if (!_.isUndefined(errEvent)) { const errCode = errEvent.args.errorId.toNumber(); const errMessage = this.exchangeContractErrCodesToMsg[errCode]; throw new Error(errMessage); } } private async isRoundingErrorAsync(takerTokenAmount: BigNumber.BigNumber, fillTakerAmount: BigNumber.BigNumber, makerTokenAmount: BigNumber.BigNumber): Promise { await assert.isUserAddressAvailableAsync(this.web3Wrapper); const exchangeInstance = await this.getExchangeContractAsync(); const isRoundingError = await exchangeInstance.isRoundingError.call( takerTokenAmount, fillTakerAmount, makerTokenAmount, ); return isRoundingError; } private async getExchangeContractAsync(): Promise { if (!_.isUndefined(this.exchangeContractIfExists)) { return this.exchangeContractIfExists; } const contractInstance = await this.instantiateContractIfExistsAsync((ExchangeArtifacts as any)); this.exchangeContractIfExists = contractInstance as ExchangeContract; return this.exchangeContractIfExists; } private async getZRXTokenAddressAsync(): Promise { const exchangeInstance = await this.getExchangeContractAsync(); return exchangeInstance.ZRX.call(); } }