import {
ExchangeContractErrs,
ObjectMap,
OrderRelevantState,
OrderState,
OrderStateInvalid,
OrderStateValid,
SignedOrder,
} from '@0x/types';
import { BigNumber } from '@0x/utils';
import * as _ from 'lodash';
import { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher';
import { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
import { assetDataUtils } from './asset_data_utils';
import { orderHashUtils } from './order_hash';
import { OrderValidationUtils } from './order_validation_utils';
import { RemainingFillableCalculator } from './remaining_fillable_calculator';
import { utils } from './utils';
interface SidedOrderRelevantState {
isMakerSide: boolean;
traderBalance: BigNumber;
traderIndividualBalances: ObjectMap<BigNumber>;
traderProxyAllowance: BigNumber;
traderIndividualProxyAllowances: ObjectMap<BigNumber>;
traderFeeBalance: BigNumber;
traderFeeProxyAllowance: BigNumber;
filledTakerAssetAmount: BigNumber;
remainingFillableAssetAmount: BigNumber;
isOrderCancelled: boolean;
}
interface OrderValidResult {
isValid: true;
}
interface OrderInvalidResult {
isValid: false;
error: ExchangeContractErrs;
}
type OrderValidationResult = OrderValidResult | OrderInvalidResult;
export class OrderStateUtils {
private readonly _balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher;
private readonly _orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher;
private static _validateIfOrderIsValid(
signedOrder: SignedOrder,
sidedOrderRelevantState: SidedOrderRelevantState,
): OrderValidationResult {
const isMakerSide = sidedOrderRelevantState.isMakerSide;
if (sidedOrderRelevantState.isOrderCancelled) {
return { isValid: false, error: ExchangeContractErrs.OrderCancelled };
}
const availableTakerAssetAmount = signedOrder.takerAssetAmount.minus(
sidedOrderRelevantState.filledTakerAssetAmount,
);
if (availableTakerAssetAmount.eq(0)) {
return { isValid: false, error: ExchangeContractErrs.OrderRemainingFillAmountZero };
}
if (sidedOrderRelevantState.traderBalance.eq(0)) {
const error = isMakerSide
? ExchangeContractErrs.InsufficientMakerBalance
: ExchangeContractErrs.InsufficientTakerBalance;
return { isValid: false, error };
}
if (sidedOrderRelevantState.traderProxyAllowance.eq(0)) {
const error = isMakerSide
? ExchangeContractErrs.InsufficientMakerAllowance
: ExchangeContractErrs.InsufficientTakerAllowance;
return { isValid: false, error };
}
if (!signedOrder.makerFee.eq(0)) {
if (sidedOrderRelevantState.traderFeeBalance.eq(0)) {
const error = isMakerSide
? ExchangeContractErrs.InsufficientMakerFeeBalance
: ExchangeContractErrs.InsufficientTakerFeeBalance;
return { isValid: false, error };
}
if (sidedOrderRelevantState.traderFeeProxyAllowance.eq(0)) {
const error = isMakerSide
? ExchangeContractErrs.InsufficientMakerFeeAllowance
: ExchangeContractErrs.InsufficientTakerFeeAllowance;
return { isValid: false, error };
}
}
const remainingTakerAssetAmount = signedOrder.takerAssetAmount.minus(
sidedOrderRelevantState.filledTakerAssetAmount,
);
const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(
remainingTakerAssetAmount,
signedOrder.takerAssetAmount,
signedOrder.makerAssetAmount,
);
if (isRoundingError) {
return { isValid: false, error: ExchangeContractErrs.OrderFillRoundingError };
}
return { isValid: true };
}
/**
* Instantiate OrderStateUtils
* @param balanceAndProxyAllowanceFetcher A class that is capable of fetching balances
* and proxyAllowances for Ethereum addresses. It must implement AbstractBalanceAndProxyAllowanceFetcher
* @param orderFilledCancelledFetcher A class that is capable of fetching whether an order
* is cancelled and how much of it has been filled. It must implement AbstractOrderFilledCancelledFetcher
* @return Instance of OrderStateUtils
*/
constructor(
balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher,
orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher,
) {
this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher;
this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
}
/**
* Get the orderState for an "open" order (i.e where takerAddress=NULL_ADDRESS)
* This method will only check the maker's balance/allowance to calculate the
* OrderState.
* @param signedOrder The order of interest
* @return State relevant to the signedOrder, as well as whether the signedOrder is "valid".
* Validity is defined as a non-zero amount of the order can still be filled.
*/
public async getOpenOrderStateAsync(signedOrder: SignedOrder, transactionHash?: string): Promise<OrderState> {
const orderRelevantState = await this.getOpenOrderRelevantStateAsync(signedOrder);
const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(signedOrder);
const sidedOrderRelevantState = {
isMakerSide: true,
traderBalance: orderRelevantState.makerBalance,
traderIndividualBalances: orderRelevantState.makerIndividualBalances,
traderProxyAllowance: orderRelevantState.makerProxyAllowance,
traderIndividualProxyAllowances: orderRelevantState.makerIndividualProxyAllowances,
traderFeeBalance: orderRelevantState.makerFeeBalance,
traderFeeProxyAllowance: orderRelevantState.makerFeeProxyAllowance,
filledTakerAssetAmount: orderRelevantState.filledTakerAssetAmount,
remainingFillableAssetAmount: orderRelevantState.remainingFillableMakerAssetAmount,
isOrderCancelled,
};
const orderValidationResult = OrderStateUtils._validateIfOrderIsValid(signedOrder, sidedOrderRelevantState);
if (orderValidationResult.isValid) {
const orderState: OrderStateValid = {
isValid: true,
orderHash,
orderRelevantState,
transactionHash,
};
return orderState;
} else {
const orderState: OrderStateInvalid = {
isValid: false,
orderHash,
error: orderValidationResult.error,
transactionHash,
};
return orderState;
}
}
/**
* Get state relevant to an order (i.e makerBalance, makerAllowance, filledTakerAssetAmount, etc...
* @param signedOrder Order of interest
* @return An instance of OrderRelevantState
*/
public async getOpenOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> {
const isMaker = true;
const sidedOrderRelevantState = await this._getSidedOrderRelevantStateAsync(
isMaker,
signedOrder,
signedOrder.takerAddress,
);
const remainingFillableTakerAssetAmount = sidedOrderRelevantState.remainingFillableAssetAmount
.times(signedOrder.takerAssetAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
const orderRelevantState = {
makerBalance: sidedOrderRelevantState.traderBalance,
makerIndividualBalances: sidedOrderRelevantState.traderIndividualBalances,
makerProxyAllowance: sidedOrderRelevantState.traderProxyAllowance,
makerIndividualProxyAllowances: sidedOrderRelevantState.traderIndividualProxyAllowances,
makerFeeBalance: sidedOrderRelevantState.traderFeeBalance,
makerFeeProxyAllowance: sidedOrderRelevantState.traderFeeProxyAllowance,
filledTakerAssetAmount: sidedOrderRelevantState.filledTakerAssetAmount,
remainingFillableMakerAssetAmount: sidedOrderRelevantState.remainingFillableAssetAmount,
remainingFillableTakerAssetAmount,
};
return orderRelevantState;
}
/**
* Get the max amount of the supplied order's takerAmount that could still be filled
* @param signedOrder Order of interest
* @param takerAddress Hypothetical taker of the order
* @return fillableTakerAssetAmount
*/
public async getMaxFillableTakerAssetAmountAsync(
signedOrder: SignedOrder,
takerAddress: string,
): Promise<BigNumber> {
// Get max fillable amount for an order, considering the makers ability to fill
let isMaker = true;
const orderRelevantMakerState = await this._getSidedOrderRelevantStateAsync(
isMaker,
signedOrder,
signedOrder.takerAddress,
);
const remainingFillableTakerAssetAmountGivenMakersStatus = signedOrder.makerAssetAmount.eq(0)
? new BigNumber(0)
: utils.getPartialAmountFloor(
orderRelevantMakerState.remainingFillableAssetAmount,
signedOrder.makerAssetAmount,
signedOrder.takerAssetAmount,
);
// Get max fillable amount for an order, considering the takers ability to fill
isMaker = false;
const orderRelevantTakerState = await this._getSidedOrderRelevantStateAsync(isMaker, signedOrder, takerAddress);
const remainingFillableTakerAssetAmountGivenTakersStatus = orderRelevantTakerState.remainingFillableAssetAmount;
// The min of these two in the actualy max fillable by either party
const fillableTakerAssetAmount = BigNumber.min(
remainingFillableTakerAssetAmountGivenMakersStatus,
remainingFillableTakerAssetAmountGivenTakersStatus,
);
return fillableTakerAssetAmount;
}
private async _getSidedOrderRelevantStateAsync(
isMakerSide: boolean,
signedOrder: SignedOrder,
takerAddress: string,
): Promise<SidedOrderRelevantState> {
let traderAddress;
let assetData;
let assetAmount;
let feeAmount;
if (isMakerSide) {
traderAddress = signedOrder.makerAddress;
assetData = signedOrder.makerAssetData;
assetAmount = signedOrder.makerAssetAmount;
feeAmount = signedOrder.makerFee;
} else {
traderAddress = takerAddress;
assetData = signedOrder.takerAssetData;
assetAmount = signedOrder.takerAssetAmount;
feeAmount = signedOrder.takerFee;
}
const zrxAssetData = this._orderFilledCancelledFetcher.getZRXAssetData();
const isAssetZRX = assetData === zrxAssetData;
const traderBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(assetData, traderAddress);
const traderIndividualBalances = await this._getAssetBalancesAsync(assetData, traderAddress);
const traderProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
assetData,
traderAddress,
);
const traderIndividualProxyAllowances = await this._getAssetProxyAllowancesAsync(assetData, traderAddress);
const traderFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
zrxAssetData,
traderAddress,
);
const traderFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
zrxAssetData,
traderAddress,
);
const transferrableTraderAssetAmount = BigNumber.min(traderProxyAllowance, traderBalance);
const transferrableFeeAssetAmount = BigNumber.min(traderFeeProxyAllowance, traderFeeBalance);
const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
const filledTakerAssetAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
const totalMakerAssetAmount = signedOrder.makerAssetAmount;
const totalTakerAssetAmount = signedOrder.takerAssetAmount;
const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(signedOrder);
const remainingTakerAssetAmount = isOrderCancelled
? new BigNumber(0)
: totalTakerAssetAmount.minus(filledTakerAssetAmount);
const remainingMakerAssetAmount = remainingTakerAssetAmount.eq(0)
? new BigNumber(0)
: remainingTakerAssetAmount.times(totalMakerAssetAmount).dividedToIntegerBy(totalTakerAssetAmount);
const remainingAssetAmount = isMakerSide ? remainingMakerAssetAmount : remainingTakerAssetAmount;
const remainingFillableCalculator = new RemainingFillableCalculator(
feeAmount,
assetAmount,
isAssetZRX,
transferrableTraderAssetAmount,
transferrableFeeAssetAmount,
remainingAssetAmount,
);
const remainingFillableAssetAmount = remainingFillableCalculator.computeRemainingFillable();
const sidedOrderRelevantState = {
isMakerSide,
traderBalance,
traderIndividualBalances,
traderProxyAllowance,
traderIndividualProxyAllowances,
traderFeeBalance,
traderFeeProxyAllowance,
filledTakerAssetAmount,
remainingFillableAssetAmount,
isOrderCancelled,
};
return sidedOrderRelevantState;
}
private async _getAssetBalancesAsync(
assetData: string,
traderAddress: string,
initialBalances: ObjectMap<BigNumber> = {},
): Promise<ObjectMap<BigNumber>> {
const decodedAssetData = assetDataUtils.decodeAssetDataOrThrow(assetData);
let balances: ObjectMap<BigNumber> = { ...initialBalances };
if (assetDataUtils.isERC20AssetData(decodedAssetData) || assetDataUtils.isERC721AssetData(decodedAssetData)) {
const balance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(assetData, traderAddress);
const tokenAddress = decodedAssetData.tokenAddress;
balances[tokenAddress] = _.isUndefined(initialBalances[tokenAddress])
? balance
: balances[tokenAddress].plus(balance);
} else if (assetDataUtils.isMultiAssetData(decodedAssetData)) {
for (const assetDataElement of decodedAssetData.nestedAssetData) {
balances = await this._getAssetBalancesAsync(assetDataElement, traderAddress, balances);
}
}
return balances;
}
private async _getAssetProxyAllowancesAsync(
assetData: string,
traderAddress: string,
initialAllowances: ObjectMap<BigNumber> = {},
): Promise<ObjectMap<BigNumber>> {
const decodedAssetData = assetDataUtils.decodeAssetDataOrThrow(assetData);
let allowances: ObjectMap<BigNumber> = { ...initialAllowances };
if (assetDataUtils.isERC20AssetData(decodedAssetData) || assetDataUtils.isERC721AssetData(decodedAssetData)) {
const allowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
assetData,
traderAddress,
);
const tokenAddress = decodedAssetData.tokenAddress;
allowances[tokenAddress] = _.isUndefined(initialAllowances[tokenAddress])
? allowance
: allowances[tokenAddress].plus(allowance);
} else if (assetDataUtils.isMultiAssetData(decodedAssetData)) {
for (const assetDataElement of decodedAssetData.nestedAssetData) {
allowances = await this._getAssetBalancesAsync(assetDataElement, traderAddress, allowances);
}
}
return allowances;
}
}
