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import { RevertReason, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { Provider } from 'ethereum-types';
import * as _ from 'lodash';
import { OrderError, TradeSide, TransferType } from './types';
import { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
import { constants } from './constants';
import { ExchangeTransferSimulator } from './exchange_transfer_simulator';
import { orderHashUtils } from './order_hash';
import { signatureUtils } from './signature_utils';
import { utils } from './utils';
export class OrderValidationUtils {
private readonly _orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher;
public static isRoundingError(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean {
// Solidity's mulmod() in JS
// Source: https://solidity.readthedocs.io/en/latest/units-and-global-variables.html#mathematical-and-cryptographic-functions
if (denominator.eq(0)) {
throw new Error('denominator cannot be 0');
}
const remainder = target.mul(numerator).mod(denominator);
if (remainder.eq(0)) {
return false; // no rounding error
}
// tslint:disable-next-line:custom-no-magic-numbers
const errPercentageTimes1000000 = remainder.mul(1000000).div(numerator.mul(target));
// tslint:disable-next-line:custom-no-magic-numbers
const isError = errPercentageTimes1000000.gt(1000);
return isError;
}
public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTradeEmulator: ExchangeTransferSimulator,
signedOrder: SignedOrder,
fillTakerAssetAmount: BigNumber,
senderAddress: string,
zrxAssetData: string,
): Promise<void> {
try {
const fillMakerTokenAmount = utils.getPartialAmount(
fillTakerAssetAmount,
signedOrder.takerAssetAmount,
signedOrder.makerAssetAmount,
);
await exchangeTradeEmulator.transferFromAsync(
signedOrder.makerAssetData,
signedOrder.makerAddress,
senderAddress,
fillMakerTokenAmount,
TradeSide.Maker,
TransferType.Trade,
);
await exchangeTradeEmulator.transferFromAsync(
signedOrder.takerAssetData,
senderAddress,
signedOrder.makerAddress,
fillTakerAssetAmount,
TradeSide.Taker,
TransferType.Trade,
);
const makerFeeAmount = utils.getPartialAmount(
fillTakerAssetAmount,
signedOrder.takerAssetAmount,
signedOrder.makerFee,
);
await exchangeTradeEmulator.transferFromAsync(
zrxAssetData,
signedOrder.makerAddress,
signedOrder.feeRecipientAddress,
makerFeeAmount,
TradeSide.Maker,
TransferType.Fee,
);
const takerFeeAmount = utils.getPartialAmount(
fillTakerAssetAmount,
signedOrder.takerAssetAmount,
signedOrder.takerFee,
);
await exchangeTradeEmulator.transferFromAsync(
zrxAssetData,
senderAddress,
signedOrder.feeRecipientAddress,
takerFeeAmount,
TradeSide.Taker,
TransferType.Fee,
);
} catch (err) {
throw new Error(RevertReason.TransferFailed);
}
}
private static _validateRemainingFillAmountNotZeroOrThrow(
takerAssetAmount: BigNumber,
filledTakerTokenAmount: BigNumber,
): void {
if (takerAssetAmount.eq(filledTakerTokenAmount)) {
throw new Error(RevertReason.OrderUnfillable);
}
}
private static _validateOrderNotExpiredOrThrow(expirationTimeSeconds: BigNumber): void {
const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
if (expirationTimeSeconds.lessThan(currentUnixTimestampSec)) {
throw new Error(RevertReason.OrderUnfillable);
}
}
constructor(orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher) {
this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
}
public async validateOrderFillableOrThrowAsync(
exchangeTradeEmulator: ExchangeTransferSimulator,
signedOrder: SignedOrder,
zrxAssetData: string,
expectedFillTakerTokenAmount?: BigNumber,
): Promise<void> {
const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
signedOrder.takerAssetAmount,
filledTakerTokenAmount,
);
OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
let fillTakerAssetAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
if (!_.isUndefined(expectedFillTakerTokenAmount)) {
fillTakerAssetAmount = expectedFillTakerTokenAmount;
}
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTradeEmulator,
signedOrder,
fillTakerAssetAmount,
signedOrder.takerAddress,
zrxAssetData,
);
}
public async validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator: ExchangeTransferSimulator,
provider: Provider,
signedOrder: SignedOrder,
fillTakerAssetAmount: BigNumber,
takerAddress: string,
zrxAssetData: string,
): Promise<BigNumber> {
if (signedOrder.makerAssetAmount.eq(0) || signedOrder.takerAssetAmount.eq(0)) {
throw new Error(RevertReason.OrderUnfillable);
}
if (fillTakerAssetAmount.eq(0)) {
throw new Error(RevertReason.InvalidTakerAmount);
}
const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
const isValid = await signatureUtils.isValidSignatureAsync(
provider,
orderHash,
signedOrder.signature,
signedOrder.makerAddress,
);
if (!isValid) {
throw new Error(OrderError.InvalidSignature);
}
const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
signedOrder.takerAssetAmount,
filledTakerTokenAmount,
);
if (signedOrder.takerAddress !== constants.NULL_ADDRESS && signedOrder.takerAddress !== takerAddress) {
throw new Error(RevertReason.InvalidTaker);
}
OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
const remainingTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
const desiredFillTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerAssetAmount)
? remainingTakerTokenAmount
: fillTakerAssetAmount;
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTradeEmulator,
signedOrder,
desiredFillTakerTokenAmount,
takerAddress,
zrxAssetData,
);
const wouldRoundingErrorOccur = OrderValidationUtils.isRoundingError(
desiredFillTakerTokenAmount,
signedOrder.takerAssetAmount,
signedOrder.makerAssetAmount,
);
if (wouldRoundingErrorOccur) {
throw new Error(RevertReason.RoundingError);
}
return filledTakerTokenAmount;
}
public async validateFillOrKillOrderThrowIfInvalidAsync(
exchangeTradeEmulator: ExchangeTransferSimulator,
provider: Provider,
signedOrder: SignedOrder,
fillTakerAssetAmount: BigNumber,
takerAddress: string,
zrxAssetData: string,
): Promise<void> {
const filledTakerTokenAmount = await this.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator,
provider,
signedOrder,
fillTakerAssetAmount,
takerAddress,
zrxAssetData,
);
if (filledTakerTokenAmount !== fillTakerAssetAmount) {
throw new Error(RevertReason.OrderUnfillable);
}
}
}
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