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author | fragosti <francesco.agosti93@gmail.com> | 2018-08-17 07:08:02 +0800 |
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committer | fragosti <francesco.agosti93@gmail.com> | 2018-08-17 07:08:02 +0800 |
commit | 89174cd63fb8c178c33d456d3b9d1d645ee07e91 (patch) | |
tree | 1d3b1932bdb4ff435d7a4d44ca443605d78b9bd0 | |
parent | 8cb1d2a0af2df12e0b628a7b016a2b96a4a66860 (diff) | |
parent | d0d6a6a500cf8bbaf5da144490056d0275675eb3 (diff) | |
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Merge branch 'development' of https://github.com/0xProject/0x-monorepo into feature/connect/sra-api-v2
47 files changed, 633 insertions, 214 deletions
diff --git a/packages/0x.js/package.json b/packages/0x.js/package.json index 2daf40b54..bbb902b49 100644 --- a/packages/0x.js/package.json +++ b/packages/0x.js/package.json @@ -81,7 +81,7 @@ "chai": "^4.0.1", "chai-as-promised": "^7.1.0", "chai-bignumber": "^2.0.1", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "json-loader": "^0.5.4", "make-promises-safe": "^1.1.0", diff --git a/packages/abi-gen/package.json b/packages/abi-gen/package.json index 565fe4058..3e3494585 100644 --- a/packages/abi-gen/package.json +++ b/packages/abi-gen/package.json @@ -56,7 +56,7 @@ "@types/tmp": "^0.0.33", "@types/yargs": "^10.0.0", "chai": "^4.1.2", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "make-promises-safe": "^1.1.0", "mocha": "^5.2.0", diff --git a/packages/assert/package.json b/packages/assert/package.json index d249b4cd1..64e60a1e1 100644 --- a/packages/assert/package.json +++ b/packages/assert/package.json @@ -36,7 +36,7 @@ "@types/mocha": "^2.2.42", "@types/valid-url": "^1.0.2", "chai": "^4.0.1", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "make-promises-safe": "^1.1.0", "mocha": "^4.1.0", diff --git a/packages/base-contract/package.json b/packages/base-contract/package.json index c5375ecf6..d31a02dda 100644 --- a/packages/base-contract/package.json +++ b/packages/base-contract/package.json @@ -34,7 +34,7 @@ "@0xproject/tslint-config": "^1.0.5", "@types/lodash": "4.14.104", "chai": "^4.0.1", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "make-promises-safe": "^1.1.0", "mocha": "^4.1.0", "npm-run-all": "^4.1.2", diff --git a/packages/connect/package.json b/packages/connect/package.json index de262a5c2..798f839b5 100644 --- a/packages/connect/package.json +++ b/packages/connect/package.json @@ -64,7 +64,7 @@ "devDependencies": { "@0xproject/monorepo-scripts": "^1.0.5", "@0xproject/tslint-config": "^1.0.5", - "@types/fetch-mock": "^5.12.2", + "@types/fetch-mock": "^6.0.3", "@types/lodash": "4.14.104", "@types/mocha": "^2.2.42", "@types/query-string": "^5.0.1", @@ -73,7 +73,7 @@ "async-child-process": "^1.1.1", "chai": "^4.0.1", "chai-as-promised": "^7.1.0", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "fetch-mock": "^5.13.1", "make-promises-safe": "^1.1.0", diff --git a/packages/contract-wrappers/package.json b/packages/contract-wrappers/package.json index ae2867e6c..098c95ef0 100644 --- a/packages/contract-wrappers/package.json +++ b/packages/contract-wrappers/package.json @@ -57,7 +57,7 @@ "chai": "^4.0.1", "chai-as-promised": "^7.1.0", "chai-bignumber": "^2.0.1", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "make-promises-safe": "^1.1.0", "mocha": "^4.1.0", diff --git a/packages/contracts/package.json b/packages/contracts/package.json index 01858894b..8bd808a27 100644 --- a/packages/contracts/package.json +++ b/packages/contracts/package.json @@ -59,7 +59,7 @@ "chai": "^4.0.1", "chai-as-promised": "^7.1.0", "chai-bignumber": "^2.0.1", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "make-promises-safe": "^1.1.0", "mocha": "^4.1.0", diff --git a/packages/contracts/test/exchange/fill_order.ts b/packages/contracts/test/exchange/fill_order.ts index 1494fe093..e79e2239e 100644 --- a/packages/contracts/test/exchange/fill_order.ts +++ b/packages/contracts/test/exchange/fill_order.ts @@ -104,6 +104,17 @@ describe('FillOrder Tests', () => { }; await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); }); + it('should transfer the correct amounts when makerAssetAmount < takerAssetAmount with zero decimals', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetAmountScenario: OrderAssetAmountScenario.Small, + makerAssetDataScenario: AssetDataScenario.ERC20ZeroDecimals, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); it('should transfer the correct amounts when taker is specified and order is claimed by taker', async () => { const fillScenario = { ...defaultFillScenario, diff --git a/packages/contracts/test/utils/fill_order_combinatorial_utils.ts b/packages/contracts/test/utils/fill_order_combinatorial_utils.ts index 284c4a2db..f18ad0dd3 100644 --- a/packages/contracts/test/utils/fill_order_combinatorial_utils.ts +++ b/packages/contracts/test/utils/fill_order_combinatorial_utils.ts @@ -81,6 +81,12 @@ export async function fillOrderCombinatorialUtilsFactoryAsync( erc20FiveDecimalTokenCount, fiveDecimals, ); + const zeroDecimals = new BigNumber(0); + const erc20ZeroDecimalTokenCount = 2; + const [erc20ZeroDecimalTokenA, erc20ZeroDecimalTokenB] = await erc20Wrapper.deployDummyTokensAsync( + erc20ZeroDecimalTokenCount, + zeroDecimals, + ); const erc20Proxy = await erc20Wrapper.deployProxyAsync(); await erc20Wrapper.setBalancesAndAllowancesAsync(); @@ -119,6 +125,7 @@ export async function fillOrderCombinatorialUtilsFactoryAsync( zrxToken.address, [erc20EighteenDecimalTokenA.address, erc20EighteenDecimalTokenB.address], [erc20FiveDecimalTokenA.address, erc20FiveDecimalTokenB.address], + [erc20ZeroDecimalTokenA.address, erc20ZeroDecimalTokenB.address], erc721Token, erc721Balances, exchangeContract.address, diff --git a/packages/contracts/test/utils/order_factory_from_scenario.ts b/packages/contracts/test/utils/order_factory_from_scenario.ts index a908140b9..8e04db588 100644 --- a/packages/contracts/test/utils/order_factory_from_scenario.ts +++ b/packages/contracts/test/utils/order_factory_from_scenario.ts @@ -21,6 +21,8 @@ const POINT_ONE_UNITS_EIGHTEEN_DECIMALS = new BigNumber(100_000_000_000_000_000) const POINT_ZERO_FIVE_UNITS_EIGHTEEN_DECIMALS = new BigNumber(50_000_000_000_000_000); const TEN_UNITS_FIVE_DECIMALS = new BigNumber(1_000_000); const FIVE_UNITS_FIVE_DECIMALS = new BigNumber(500_000); +const TEN_UNITS_ZERO_DECIMALS = new BigNumber(10); +const ONE_THOUSAND_UNITS_ZERO_DECIMALS = new BigNumber(1000); const ONE_NFT_UNIT = new BigNumber(1); export class OrderFactoryFromScenario { @@ -28,6 +30,7 @@ export class OrderFactoryFromScenario { private readonly _zrxAddress: string; private readonly _nonZrxERC20EighteenDecimalTokenAddresses: string[]; private readonly _erc20FiveDecimalTokenAddresses: string[]; + private readonly _erc20ZeroDecimalTokenAddresses: string[]; private readonly _erc721Token: DummyERC721TokenContract; private readonly _erc721Balances: ERC721TokenIdsByOwner; private readonly _exchangeAddress: string; @@ -36,6 +39,7 @@ export class OrderFactoryFromScenario { zrxAddress: string, nonZrxERC20EighteenDecimalTokenAddresses: string[], erc20FiveDecimalTokenAddresses: string[], + erc20ZeroDecimalTokenAddresses: string[], erc721Token: DummyERC721TokenContract, erc721Balances: ERC721TokenIdsByOwner, exchangeAddress: string, @@ -44,6 +48,7 @@ export class OrderFactoryFromScenario { this._zrxAddress = zrxAddress; this._nonZrxERC20EighteenDecimalTokenAddresses = nonZrxERC20EighteenDecimalTokenAddresses; this._erc20FiveDecimalTokenAddresses = erc20FiveDecimalTokenAddresses; + this._erc20ZeroDecimalTokenAddresses = erc20ZeroDecimalTokenAddresses; this._erc721Token = erc721Token; this._erc721Balances = erc721Balances; this._exchangeAddress = exchangeAddress; @@ -89,6 +94,9 @@ export class OrderFactoryFromScenario { erc721MakerAssetIds[0], ); break; + case AssetDataScenario.ERC20ZeroDecimals: + makerAssetData = assetDataUtils.encodeERC20AssetData(this._erc20ZeroDecimalTokenAddresses[0]); + break; default: throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario); } @@ -109,6 +117,9 @@ export class OrderFactoryFromScenario { erc721TakerAssetIds[0], ); break; + case AssetDataScenario.ERC20ZeroDecimals: + takerAssetData = assetDataUtils.encodeERC20AssetData(this._erc20ZeroDecimalTokenAddresses[1]); + break; default: throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario); } @@ -126,6 +137,9 @@ export class OrderFactoryFromScenario { case AssetDataScenario.ERC721: makerAssetAmount = ONE_NFT_UNIT; break; + case AssetDataScenario.ERC20ZeroDecimals: + makerAssetAmount = ONE_THOUSAND_UNITS_ZERO_DECIMALS; + break; default: throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario); } @@ -142,6 +156,9 @@ export class OrderFactoryFromScenario { case AssetDataScenario.ERC721: makerAssetAmount = ONE_NFT_UNIT; break; + case AssetDataScenario.ERC20ZeroDecimals: + makerAssetAmount = TEN_UNITS_ZERO_DECIMALS; + break; default: throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario); } @@ -166,6 +183,9 @@ export class OrderFactoryFromScenario { case AssetDataScenario.ERC721: takerAssetAmount = ONE_NFT_UNIT; break; + case AssetDataScenario.ERC20ZeroDecimals: + takerAssetAmount = ONE_THOUSAND_UNITS_ZERO_DECIMALS; + break; default: throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario); } @@ -182,6 +202,9 @@ export class OrderFactoryFromScenario { case AssetDataScenario.ERC721: takerAssetAmount = ONE_NFT_UNIT; break; + case AssetDataScenario.ERC20ZeroDecimals: + takerAssetAmount = TEN_UNITS_ZERO_DECIMALS; + break; default: throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario); } diff --git a/packages/contracts/test/utils/types.ts b/packages/contracts/test/utils/types.ts index 67313b647..481ee87d6 100644 --- a/packages/contracts/test/utils/types.ts +++ b/packages/contracts/test/utils/types.ts @@ -177,10 +177,11 @@ export enum ExpirationTimeSecondsScenario { } export enum AssetDataScenario { - ERC721 = 'ERC721', + ERC20ZeroDecimals = 'ERC20_ZERO_DECIMALS', ZRXFeeToken = 'ZRX_FEE_TOKEN', ERC20FiveDecimals = 'ERC20_FIVE_DECIMALS', ERC20NonZRXEighteenDecimals = 'ERC20_NON_ZRX_EIGHTEEN_DECIMALS', + ERC721 = 'ERC721', } export enum TakerAssetFillAmountScenario { diff --git a/packages/dev-utils/package.json b/packages/dev-utils/package.json index 544ff23fa..79e75a06e 100644 --- a/packages/dev-utils/package.json +++ b/packages/dev-utils/package.json @@ -35,7 +35,7 @@ "@types/lodash": "4.14.104", "@types/mocha": "^2.2.42", "chai": "^4.0.1", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "make-promises-safe": "^1.1.0", "mocha": "^4.1.0", "npm-run-all": "^4.1.2", diff --git a/packages/ethereum-types/package.json b/packages/ethereum-types/package.json index c2092a1d3..4fa273c6a 100644 --- a/packages/ethereum-types/package.json +++ b/packages/ethereum-types/package.json @@ -37,7 +37,7 @@ "devDependencies": { "@0xproject/monorepo-scripts": "^1.0.5", "@0xproject/tslint-config": "^1.0.5", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "make-promises-safe": "^1.1.0", "shx": "^0.2.2", "tslint": "5.11.0", diff --git a/packages/fill-scenarios/package.json b/packages/fill-scenarios/package.json index 466e96258..ccc04caf8 100644 --- a/packages/fill-scenarios/package.json +++ b/packages/fill-scenarios/package.json @@ -33,7 +33,7 @@ "@0xproject/sol-compiler": "^1.0.5", "@0xproject/tslint-config": "^1.0.5", "@types/lodash": "4.14.104", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "make-promises-safe": "^1.1.0", "npm-run-all": "^4.1.2", "shx": "^0.2.2", diff --git a/packages/json-schemas/package.json b/packages/json-schemas/package.json index a5941a971..062304585 100644 --- a/packages/json-schemas/package.json +++ b/packages/json-schemas/package.json @@ -60,7 +60,7 @@ "@types/lodash.values": "^4.3.3", "@types/mocha": "^2.2.42", "chai": "^4.0.1", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "lodash.foreach": "^4.5.0", "make-promises-safe": "^1.1.0", diff --git a/packages/migrations/package.json b/packages/migrations/package.json index dc481a972..c1ef61257 100644 --- a/packages/migrations/package.json +++ b/packages/migrations/package.json @@ -44,7 +44,7 @@ "@0xproject/tslint-config": "^1.0.5", "@0xproject/types": "^1.0.1-rc.4", "@types/yargs": "^10.0.0", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "make-promises-safe": "^1.1.0", "npm-run-all": "^4.1.2", "shx": "^0.2.2", diff --git a/packages/order-utils/CHANGELOG.json b/packages/order-utils/CHANGELOG.json index a81eb077d..86f0da65a 100644 --- a/packages/order-utils/CHANGELOG.json +++ b/packages/order-utils/CHANGELOG.json @@ -1,5 +1,23 @@ [ { + "version": "1.0.1-rc.4", + "changes": [ + { + "note": "Remove rounding error being thrown when maker amount is very small", + "pr": 959 + }, + { + "note": "Added rateUtils and sortingUtils", + "pr": 953 + }, + { + "note": + "Update marketUtils api such that all optional parameters are bundled into one optional param and more defaults are provided", + "pr": 954 + } + ] + }, + { "version": "1.0.1-rc.3", "changes": [ { diff --git a/packages/order-utils/package.json b/packages/order-utils/package.json index bedbdc6d2..07d6fa1b6 100644 --- a/packages/order-utils/package.json +++ b/packages/order-utils/package.json @@ -61,7 +61,7 @@ "chai": "^4.0.1", "chai-as-promised": "^7.1.0", "chai-bignumber": "^2.0.1", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "make-promises-safe": "^1.1.0", "mocha": "^4.1.0", diff --git a/packages/order-utils/src/index.ts b/packages/order-utils/src/index.ts index 681fbc904..2b1c92973 100644 --- a/packages/order-utils/src/index.ts +++ b/packages/order-utils/src/index.ts @@ -25,3 +25,5 @@ export { EIP712Utils } from './eip712_utils'; export { OrderValidationUtils } from './order_validation_utils'; export { ExchangeTransferSimulator } from './exchange_transfer_simulator'; export { marketUtils } from './market_utils'; +export { rateUtils } from './rate_utils'; +export { sortingUtils } from './sorting_utils'; diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts index 681059ddf..a0a827546 100644 --- a/packages/order-utils/src/market_utils.ts +++ b/packages/order-utils/src/market_utils.ts @@ -1,46 +1,51 @@ import { schemas } from '@0xproject/json-schemas'; -import { SignedOrder } from '@0xproject/types'; +import { Order } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; import * as _ from 'lodash'; import { assert } from './assert'; import { constants } from './constants'; +import { FindFeeOrdersThatCoverFeesForTargetOrdersOpts, FindOrdersThatCoverMakerAssetFillAmountOpts } from './types'; export const marketUtils = { /** - * Takes an array of orders and returns a subset of those orders that has enough makerAssetAmount (taking into account on-chain balances, - * allowances, and partial fills) in order to fill the input makerAssetFillAmount plus slippageBufferAmount. Iterates from first order to last. + * Takes an array of orders and returns a subset of those orders that has enough makerAssetAmount + * in order to fill the input makerAssetFillAmount plus slippageBufferAmount. Iterates from first order to last order. * Sort the input by ascending rate in order to get the subset of orders that will cost the least ETH. - * @param signedOrders An array of objects that conform to the SignedOrder interface. All orders should specify the same makerAsset. - * All orders should specify WETH as the takerAsset. - * @param remainingFillableMakerAssetAmounts An array of BigNumbers corresponding to the signedOrders parameter. - * You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups - * for these values. - * @param makerAssetFillAmount The amount of makerAsset desired to be filled. - * @param slippageBufferAmount An additional amount of makerAsset to be covered by the result in case of trade collisions or partial fills. + * @param orders An array of objects that extend the Order interface. All orders should specify the same makerAsset. + * All orders should specify WETH as the takerAsset. + * @param makerAssetFillAmount The amount of makerAsset desired to be filled. + * @param opts Optional arguments this function accepts. * @return Resulting orders and remaining fill amount that could not be covered by the input. */ - findOrdersThatCoverMakerAssetFillAmount( - signedOrders: SignedOrder[], - remainingFillableMakerAssetAmounts: BigNumber[], + findOrdersThatCoverMakerAssetFillAmount<T extends Order>( + orders: T[], makerAssetFillAmount: BigNumber, - slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT, - ): { resultOrders: SignedOrder[]; remainingFillAmount: BigNumber } { - assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); + opts?: FindOrdersThatCoverMakerAssetFillAmountOpts, + ): { resultOrders: T[]; remainingFillAmount: BigNumber } { + assert.doesConformToSchema('orders', orders, schemas.ordersSchema); + assert.isValidBaseUnitAmount('makerAssetFillAmount', makerAssetFillAmount); + // try to get remainingFillableMakerAssetAmounts from opts, if it's not there, use makerAssetAmount values from orders + const remainingFillableMakerAssetAmounts = _.get( + opts, + 'remainingFillableMakerAssetAmounts', + _.map(orders, order => order.makerAssetAmount), + ) as BigNumber[]; _.forEach(remainingFillableMakerAssetAmounts, (amount, index) => assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount), ); - assert.isValidBaseUnitAmount('makerAssetFillAmount', makerAssetFillAmount); - assert.isValidBaseUnitAmount('slippageBufferAmount', slippageBufferAmount); assert.assert( - signedOrders.length === remainingFillableMakerAssetAmounts.length, - 'Expected signedOrders.length to equal remainingFillableMakerAssetAmounts.length', + orders.length === remainingFillableMakerAssetAmounts.length, + 'Expected orders.length to equal opts.remainingFillableMakerAssetAmounts.length', ); + // try to get slippageBufferAmount from opts, if it's not there, default to 0 + const slippageBufferAmount = _.get(opts, 'slippageBufferAmount', constants.ZERO_AMOUNT) as BigNumber; + assert.isValidBaseUnitAmount('opts.slippageBufferAmount', slippageBufferAmount); // calculate total amount of makerAsset needed to be filled const totalFillAmount = makerAssetFillAmount.plus(slippageBufferAmount); - // iterate through the signedOrders input from left to right until we have enough makerAsset to fill totalFillAmount + // iterate through the orders input from left to right until we have enough makerAsset to fill totalFillAmount const result = _.reduce( - signedOrders, + orders, ({ resultOrders, remainingFillAmount }, order, index) => { if (remainingFillAmount.lessThanOrEqualTo(constants.ZERO_AMOUNT)) { return { resultOrders, remainingFillAmount: constants.ZERO_AMOUNT }; @@ -59,55 +64,61 @@ export const marketUtils = { }; } }, - { resultOrders: [] as SignedOrder[], remainingFillAmount: totalFillAmount }, + { resultOrders: [] as T[], remainingFillAmount: totalFillAmount }, ); return result; }, /** - * Takes an array of orders and an array of feeOrders. Returns a subset of the feeOrders that has enough ZRX (taking into account - * on-chain balances, allowances, and partial fills) in order to fill the takerFees required by signedOrders plus a - * slippageBufferAmount. Iterates from first feeOrder to last. Sort the feeOrders by ascending rate in order to get the subset of + * Takes an array of orders and an array of feeOrders. Returns a subset of the feeOrders that has enough ZRX + * in order to fill the takerFees required by orders plus a slippageBufferAmount. + * Iterates from first feeOrder to last. Sort the feeOrders by ascending rate in order to get the subset of * feeOrders that will cost the least ETH. - * @param signedOrders An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as - * the makerAsset and WETH as the takerAsset. - * @param remainingFillableMakerAssetAmounts An array of BigNumbers corresponding to the signedOrders parameter. - * You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups - * for these values. - * @param signedFeeOrders An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as - * the makerAsset and WETH as the takerAsset. - * @param remainingFillableFeeAmounts An array of BigNumbers corresponding to the signedFeeOrders parameter. - * You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups - * for these values. - * @param slippageBufferAmount An additional amount of fee to be covered by the result in case of trade collisions or partial fills. + * @param orders An array of objects that extend the Order interface. All orders should specify ZRX as + * the makerAsset and WETH as the takerAsset. + * @param feeOrders An array of objects that extend the Order interface. All orders should specify ZRX as + * the makerAsset and WETH as the takerAsset. + * @param opts Optional arguments this function accepts. * @return Resulting orders and remaining fee amount that could not be covered by the input. */ - findFeeOrdersThatCoverFeesForTargetOrders( - signedOrders: SignedOrder[], - remainingFillableMakerAssetAmounts: BigNumber[], - signedFeeOrders: SignedOrder[], - remainingFillableFeeAmounts: BigNumber[], - slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT, - ): { resultOrders: SignedOrder[]; remainingFeeAmount: BigNumber } { - assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); + findFeeOrdersThatCoverFeesForTargetOrders<T extends Order>( + orders: T[], + feeOrders: T[], + opts?: FindFeeOrdersThatCoverFeesForTargetOrdersOpts, + ): { resultOrders: T[]; remainingFeeAmount: BigNumber } { + assert.doesConformToSchema('orders', orders, schemas.ordersSchema); + assert.doesConformToSchema('feeOrders', feeOrders, schemas.ordersSchema); + // try to get remainingFillableMakerAssetAmounts from opts, if it's not there, use makerAssetAmount values from orders + const remainingFillableMakerAssetAmounts = _.get( + opts, + 'remainingFillableMakerAssetAmounts', + _.map(orders, order => order.makerAssetAmount), + ) as BigNumber[]; _.forEach(remainingFillableMakerAssetAmounts, (amount, index) => assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount), ); - assert.doesConformToSchema('signedFeeOrders', signedFeeOrders, schemas.signedOrdersSchema); + assert.assert( + orders.length === remainingFillableMakerAssetAmounts.length, + 'Expected orders.length to equal opts.remainingFillableMakerAssetAmounts.length', + ); + // try to get remainingFillableFeeAmounts from opts, if it's not there, use makerAssetAmount values from feeOrders + const remainingFillableFeeAmounts = _.get( + opts, + 'remainingFillableFeeAmounts', + _.map(feeOrders, order => order.makerAssetAmount), + ) as BigNumber[]; _.forEach(remainingFillableFeeAmounts, (amount, index) => assert.isValidBaseUnitAmount(`remainingFillableFeeAmounts[${index}]`, amount), ); - assert.isValidBaseUnitAmount('slippageBufferAmount', slippageBufferAmount); assert.assert( - signedOrders.length === remainingFillableMakerAssetAmounts.length, - 'Expected signedOrders.length to equal remainingFillableMakerAssetAmounts.length', + feeOrders.length === remainingFillableFeeAmounts.length, + 'Expected feeOrders.length to equal opts.remainingFillableFeeAmounts.length', ); - assert.assert( - signedOrders.length === remainingFillableMakerAssetAmounts.length, - 'Expected signedFeeOrders.length to equal remainingFillableFeeAmounts.length', - ); - // calculate total amount of ZRX needed to fill signedOrders + // try to get slippageBufferAmount from opts, if it's not there, default to 0 + const slippageBufferAmount = _.get(opts, 'slippageBufferAmount', constants.ZERO_AMOUNT) as BigNumber; + assert.isValidBaseUnitAmount('opts.slippageBufferAmount', slippageBufferAmount); + // calculate total amount of ZRX needed to fill orders const totalFeeAmount = _.reduce( - signedOrders, + orders, (accFees, order, index) => { const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index]; const feeToFillMakerAssetAmountAvailable = makerAssetAmountAvailable @@ -118,10 +129,12 @@ export const marketUtils = { constants.ZERO_AMOUNT, ); const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( - signedFeeOrders, - remainingFillableFeeAmounts, + feeOrders, totalFeeAmount, - slippageBufferAmount, + { + remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts, + slippageBufferAmount, + }, ); return { resultOrders, diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts index 189bf4180..18fc18bf6 100644 --- a/packages/order-utils/src/order_state_utils.ts +++ b/packages/order-utils/src/order_state_utils.ts @@ -11,6 +11,7 @@ import { BigNumber } from '@0xproject/utils'; import { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher'; import { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher'; import { orderHashUtils } from './order_hash'; +import { OrderValidationUtils } from './order_validation_utils'; import { RemainingFillableCalculator } from './remaining_fillable_calculator'; import { utils } from './utils'; @@ -22,9 +23,16 @@ interface SidedOrderRelevantState { traderFeeProxyAllowance: BigNumber; filledTakerAssetAmount: BigNumber; remainingFillableAssetAmount: BigNumber; + isOrderCancelled: boolean; } - -const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001; +interface OrderValidResult { + isValid: true; +} +interface OrderInvalidResult { + isValid: false; + error: ExchangeContractErrs; +} +type OrderValidationResult = OrderValidResult | OrderInvalidResult; export class OrderStateUtils { private readonly _balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher; @@ -32,64 +40,56 @@ export class OrderStateUtils { private static _validateIfOrderIsValid( signedOrder: SignedOrder, sidedOrderRelevantState: SidedOrderRelevantState, - ): void { + ): 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)) { - throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero); + return { isValid: false, error: ExchangeContractErrs.OrderRemainingFillAmountZero }; } if (sidedOrderRelevantState.traderBalance.eq(0)) { - throw new Error( - isMakerSide - ? ExchangeContractErrs.InsufficientMakerBalance - : ExchangeContractErrs.InsufficientTakerBalance, - ); + const error = isMakerSide + ? ExchangeContractErrs.InsufficientMakerBalance + : ExchangeContractErrs.InsufficientTakerBalance; + return { isValid: false, error }; } if (sidedOrderRelevantState.traderProxyAllowance.eq(0)) { - throw new Error( - isMakerSide - ? ExchangeContractErrs.InsufficientMakerAllowance - : ExchangeContractErrs.InsufficientTakerAllowance, - ); + const error = isMakerSide + ? ExchangeContractErrs.InsufficientMakerAllowance + : ExchangeContractErrs.InsufficientTakerAllowance; + return { isValid: false, error }; } if (!signedOrder.makerFee.eq(0)) { if (sidedOrderRelevantState.traderFeeBalance.eq(0)) { - throw new Error( - isMakerSide - ? ExchangeContractErrs.InsufficientMakerFeeBalance - : ExchangeContractErrs.InsufficientTakerFeeBalance, - ); + const error = isMakerSide + ? ExchangeContractErrs.InsufficientMakerFeeBalance + : ExchangeContractErrs.InsufficientTakerFeeBalance; + return { isValid: false, error }; } if (sidedOrderRelevantState.traderFeeProxyAllowance.eq(0)) { - throw new Error( - isMakerSide - ? ExchangeContractErrs.InsufficientMakerFeeAllowance - : ExchangeContractErrs.InsufficientTakerFeeAllowance, - ); + const error = isMakerSide + ? ExchangeContractErrs.InsufficientMakerFeeAllowance + : ExchangeContractErrs.InsufficientTakerFeeAllowance; + return { isValid: false, error }; } } - - let minFillableTakerAssetAmountWithinNoRoundingErrorRange; - if (isMakerSide) { - minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount - .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR) - .dividedBy(signedOrder.makerAssetAmount); - } else { - minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.makerAssetAmount - .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR) - .dividedBy(signedOrder.takerAssetAmount); - } - - if ( - sidedOrderRelevantState.remainingFillableAssetAmount.lessThan( - minFillableTakerAssetAmountWithinNoRoundingErrorRange, - ) - ) { - throw new Error(ExchangeContractErrs.OrderFillRoundingError); + const remainingTakerAssetAmount = signedOrder.takerAssetAmount.minus( + sidedOrderRelevantState.filledTakerAssetAmount, + ); + const isRoundingError = OrderValidationUtils.isRoundingError( + remainingTakerAssetAmount, + signedOrder.takerAssetAmount, + signedOrder.makerAssetAmount, + ); + if (isRoundingError) { + return { isValid: false, error: ExchangeContractErrs.OrderFillRoundingError }; } + return { isValid: true }; } constructor( balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher, @@ -101,6 +101,7 @@ export class OrderStateUtils { public async getOpenOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> { const orderRelevantState = await this.getOpenOrderRelevantStateAsync(signedOrder); const orderHash = orderHashUtils.getOrderHashHex(signedOrder); + const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash); const sidedOrderRelevantState = { isMakerSide: true, traderBalance: orderRelevantState.makerBalance, @@ -109,20 +110,21 @@ export class OrderStateUtils { traderFeeProxyAllowance: orderRelevantState.makerFeeProxyAllowance, filledTakerAssetAmount: orderRelevantState.filledTakerAssetAmount, remainingFillableAssetAmount: orderRelevantState.remainingFillableMakerAssetAmount, + isOrderCancelled, }; - try { - OrderStateUtils._validateIfOrderIsValid(signedOrder, sidedOrderRelevantState); + const orderValidationResult = OrderStateUtils._validateIfOrderIsValid(signedOrder, sidedOrderRelevantState); + if (orderValidationResult.isValid) { const orderState: OrderStateValid = { isValid: true, orderHash, orderRelevantState, }; return orderState; - } catch (err) { + } else { const orderState: OrderStateInvalid = { isValid: false, orderHash, - error: err.message, + error: orderValidationResult.error, }; return orderState; } @@ -278,6 +280,7 @@ export class OrderStateUtils { traderFeeProxyAllowance, filledTakerAssetAmount, remainingFillableAssetAmount, + isOrderCancelled, }; return sidedOrderRelevantState; } diff --git a/packages/order-utils/src/rate_utils.ts b/packages/order-utils/src/rate_utils.ts new file mode 100644 index 000000000..c9ca72c59 --- /dev/null +++ b/packages/order-utils/src/rate_utils.ts @@ -0,0 +1,48 @@ +import { schemas } from '@0xproject/json-schemas'; +import { Order } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; + +import { assert } from './assert'; +import { constants } from './constants'; + +export const rateUtils = { + /** + * Takes an order and calculates the fee adjusted rate (takerAsset/makerAsset) by calculating how much takerAsset + * is required to cover the fees (feeRate * takerFee), adding the takerAssetAmount and dividing by makerAssetAmount + * @param order An object that conforms to the order interface + * @param feeRate The market rate of ZRX denominated in takerAssetAmount + * (ex. feeRate is 0.1 takerAsset/ZRX if it takes 1 unit of takerAsset to buy 10 ZRX) + * Defaults to 0 + * @return The rate (takerAsset/makerAsset) of the order adjusted for fees + */ + getFeeAdjustedRateOfOrder(order: Order, feeRate: BigNumber = constants.ZERO_AMOUNT): BigNumber { + assert.doesConformToSchema('order', order, schemas.orderSchema); + assert.isBigNumber('feeRate', feeRate); + assert.assert( + feeRate.gte(constants.ZERO_AMOUNT), + `Expected feeRate: ${feeRate} to be greater than or equal to 0`, + ); + const takerAssetAmountNeededToPayForFees = order.takerFee.mul(feeRate); + const totalTakerAssetAmount = takerAssetAmountNeededToPayForFees.plus(order.takerAssetAmount); + const rate = totalTakerAssetAmount.div(order.makerAssetAmount); + return rate; + }, + /** + * Takes a fee order (makerAssetData corresponds to ZRX and takerAssetData corresponds to WETH) and calculates + * the fee adjusted rate (WETH/ZRX) by dividing the takerAssetAmount by the makerAmount minus the takerFee + * @param feeOrder An object that conforms to the order interface + * @return The rate (WETH/ZRX) of the fee order adjusted for fees + */ + getFeeAdjustedRateOfFeeOrder(feeOrder: Order): BigNumber { + assert.doesConformToSchema('feeOrder', feeOrder, schemas.orderSchema); + const zrxAmountAfterFees = feeOrder.makerAssetAmount.sub(feeOrder.takerFee); + assert.assert( + zrxAmountAfterFees.greaterThan(constants.ZERO_AMOUNT), + `Expected takerFee: ${JSON.stringify(feeOrder.takerFee)} to be less than makerAssetAmount: ${JSON.stringify( + feeOrder.makerAssetAmount, + )}`, + ); + const rate = feeOrder.takerAssetAmount.div(zrxAmountAfterFees); + return rate; + }, +}; diff --git a/packages/order-utils/src/sorting_utils.ts b/packages/order-utils/src/sorting_utils.ts new file mode 100644 index 000000000..8811bcaf8 --- /dev/null +++ b/packages/order-utils/src/sorting_utils.ts @@ -0,0 +1,54 @@ +import { schemas } from '@0xproject/json-schemas'; +import { Order } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import * as _ from 'lodash'; + +import { assert } from './assert'; +import { constants } from './constants'; +import { rateUtils } from './rate_utils'; + +export const sortingUtils = { + /** + * Takes an array of orders and sorts them by takerAsset/makerAsset rate in ascending order (best rate first). + * Adjusts the rate of each order according to the feeRate and takerFee for that order. + * @param orders An array of objects that extend the Order interface. All orders should specify ZRX as + * the makerAsset and WETH as the takerAsset. + * @param feeRate The market rate of ZRX denominated in takerAssetAmount + * (ex. feeRate is 0.1 takerAsset/ZRX if it takes 1 unit of takerAsset to buy 10 ZRX) + * Defaults to 0 + * @return The input orders sorted by rate in ascending order + */ + sortOrdersByFeeAdjustedRate<T extends Order>(orders: T[], feeRate: BigNumber = constants.ZERO_AMOUNT): T[] { + assert.doesConformToSchema('orders', orders, schemas.ordersSchema); + assert.isBigNumber('feeRate', feeRate); + const rateCalculator = (order: Order) => rateUtils.getFeeAdjustedRateOfOrder(order, feeRate); + const sortedOrders = sortOrders(orders, rateCalculator); + return sortedOrders; + }, + /** + * Takes an array of fee orders (makerAssetData corresponds to ZRX and takerAssetData corresponds to WETH) + * and sorts them by rate in ascending order (best rate first). Adjusts the rate according to the takerFee. + * @param feeOrders An array of objects that extend the Order interface. All orders should specify ZRX as + * the makerAsset and WETH as the takerAsset. + * @return The input orders sorted by rate in ascending order + */ + sortFeeOrdersByFeeAdjustedRate(feeOrders: Order[]): Order[] { + assert.doesConformToSchema('feeOrders', feeOrders, schemas.ordersSchema); + const rateCalculator = rateUtils.getFeeAdjustedRateOfFeeOrder.bind(rateUtils); + const sortedOrders = sortOrders(feeOrders, rateCalculator); + return sortedOrders; + }, +}; + +type RateCalculator = (order: Order) => BigNumber; + +// takes an array of orders, copies them, and sorts the copy based on the rate definition provided by rateCalculator +function sortOrders<T extends Order>(orders: T[], rateCalculator: RateCalculator): T[] { + const copiedOrders = _.cloneDeep(orders); + copiedOrders.sort((firstOrder, secondOrder) => { + const firstOrderRate = rateCalculator(firstOrder); + const secondOrderRate = rateCalculator(secondOrder); + return firstOrderRate.comparedTo(secondOrderRate); + }); + return copiedOrders; +} diff --git a/packages/order-utils/src/types.ts b/packages/order-utils/src/types.ts index 1fbd8cf7b..2e9c79d80 100644 --- a/packages/order-utils/src/types.ts +++ b/packages/order-utils/src/types.ts @@ -41,3 +41,31 @@ export interface CreateOrderOpts { salt?: BigNumber; expirationTimeSeconds?: BigNumber; } + +/** + * remainingFillableMakerAssetAmount: An array of BigNumbers corresponding to the `orders` parameter. + * You can use `OrderStateUtils` `@0xproject/order-utils` to perform blockchain lookups for these values. + * Defaults to `makerAssetAmount` values from the orders param. + * slippageBufferAmount: An additional amount of makerAsset to be covered by the result in case of trade collisions or partial fills. + * Defaults to 0 + */ +export interface FindOrdersThatCoverMakerAssetFillAmountOpts { + remainingFillableMakerAssetAmounts?: BigNumber[]; + slippageBufferAmount?: BigNumber; +} + +/** + * remainingFillableMakerAssetAmount: An array of BigNumbers corresponding to the `orders` parameter. + * You can use `OrderStateUtils` `@0xproject/order-utils` to perform blockchain lookups for these values. + * Defaults to `makerAssetAmount` values from the orders param. + * remainingFillableFeeAmounts: An array of BigNumbers corresponding to the feeOrders parameter. + * You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups for these values. + * Defaults to `makerAssetAmount` values from the feeOrders param. + * slippageBufferAmount: An additional amount of fee to be covered by the result in case of trade collisions or partial fills. + * Defaults to 0 + */ +export interface FindFeeOrdersThatCoverFeesForTargetOrdersOpts { + remainingFillableMakerAssetAmounts?: BigNumber[]; + remainingFillableFeeAmounts?: BigNumber[]; + slippageBufferAmount?: BigNumber; +} diff --git a/packages/order-utils/test/market_utils_test.ts b/packages/order-utils/test/market_utils_test.ts index 21c0a4802..109420a02 100644 --- a/packages/order-utils/test/market_utils_test.ts +++ b/packages/order-utils/test/market_utils_test.ts @@ -18,7 +18,6 @@ describe('marketUtils', () => { const fillAmount = new BigNumber(10); const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( [], - [], fillAmount, ); expect(resultOrders).to.be.empty; @@ -34,8 +33,6 @@ describe('marketUtils', () => { }, 3, ); - // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount - const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount]; it('returns input orders and zero remainingFillAmount when input exactly matches requested fill amount', async () => { // try to fill 20 units of makerAsset // include 10 units of slippageBufferAmount @@ -43,9 +40,10 @@ describe('marketUtils', () => { const slippageBufferAmount = new BigNumber(10); const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( inputOrders, - remainingFillableMakerAssetAmounts, fillAmount, - slippageBufferAmount, + { + slippageBufferAmount, + }, ); expect(resultOrders).to.be.deep.equal(inputOrders); expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); @@ -57,9 +55,10 @@ describe('marketUtils', () => { const slippageBufferAmount = new BigNumber(10); const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( inputOrders, - remainingFillableMakerAssetAmounts, fillAmount, - slippageBufferAmount, + { + slippageBufferAmount, + }, ); expect(resultOrders).to.be.deep.equal(inputOrders); expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); @@ -71,9 +70,10 @@ describe('marketUtils', () => { const slippageBufferAmount = new BigNumber(5); const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( inputOrders, - remainingFillableMakerAssetAmounts, fillAmount, - slippageBufferAmount, + { + slippageBufferAmount, + }, ); expect(resultOrders).to.be.deep.equal(inputOrders); expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(5)); @@ -83,7 +83,6 @@ describe('marketUtils', () => { const fillAmount = new BigNumber(10); const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( inputOrders, - remainingFillableMakerAssetAmounts, fillAmount, ); expect(resultOrders).to.be.deep.equal([inputOrders[0]]); @@ -94,7 +93,6 @@ describe('marketUtils', () => { const fillAmount = new BigNumber(15); const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( inputOrders, - remainingFillableMakerAssetAmounts, fillAmount, ); expect(resultOrders).to.be.deep.equal([inputOrders[0], inputOrders[1]]); @@ -120,8 +118,10 @@ describe('marketUtils', () => { const fillAmount = new BigNumber(30); const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( inputOrders, - remainingFillableMakerAssetAmounts, fillAmount, + { + remainingFillableMakerAssetAmounts, + }, ); expect(resultOrders).to.be.deep.equal([inputOrders[1], inputOrders[2]]); expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(15)); @@ -137,15 +137,11 @@ describe('marketUtils', () => { }, 3, ); - // generate remainingFillableFeeAmounts that equal the zrxAmount - const remainingFillableFeeAmounts = [zrxAmount, zrxAmount, zrxAmount]; describe('no target orders', () => { it('returns empty and zero remainingFeeAmount', async () => { const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( [], - [], inputFeeOrders, - remainingFillableFeeAmounts, ); expect(resultOrders).to.be.empty; expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); @@ -168,9 +164,10 @@ describe('marketUtils', () => { it('returns empty and non-zero remainingFeeAmount', async () => { const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( inputOrders, - remainingFillableMakerAssetAmounts, - [], [], + { + remainingFillableMakerAssetAmounts, + }, ); expect(resultOrders).to.be.empty; expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30)); @@ -185,14 +182,10 @@ describe('marketUtils', () => { }, 3, ); - // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount - const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount]; it('returns empty and zero remainingFeeAmount', async () => { const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( inputOrders, - remainingFillableMakerAssetAmounts, inputFeeOrders, - remainingFillableFeeAmounts, ); expect(resultOrders).to.be.empty; expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); @@ -210,14 +203,10 @@ describe('marketUtils', () => { }, 3, ); - // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount - const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount]; it('returns input fee orders and zero remainingFeeAmount', async () => { const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( inputOrders, - remainingFillableMakerAssetAmounts, inputFeeOrders, - remainingFillableFeeAmounts, ); expect(resultOrders).to.be.deep.equal(inputFeeOrders); expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); @@ -243,9 +232,10 @@ describe('marketUtils', () => { it('returns first two input fee orders and zero remainingFeeAmount', async () => { const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( inputOrders, - remainingFillableMakerAssetAmounts, inputFeeOrders, - remainingFillableFeeAmounts, + { + remainingFillableMakerAssetAmounts, + }, ); expect(resultOrders).to.be.deep.equal([inputFeeOrders[0], inputFeeOrders[1]]); expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); @@ -263,14 +253,10 @@ describe('marketUtils', () => { }, 3, ); - // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount - const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount]; it('returns input fee orders and non-zero remainingFeeAmount', async () => { const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( inputOrders, - remainingFillableMakerAssetAmounts, inputFeeOrders, - remainingFillableFeeAmounts, ); expect(resultOrders).to.be.deep.equal(inputFeeOrders); expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30)); diff --git a/packages/order-utils/test/order_state_utils_test.ts b/packages/order-utils/test/order_state_utils_test.ts new file mode 100644 index 000000000..91ef23b69 --- /dev/null +++ b/packages/order-utils/test/order_state_utils_test.ts @@ -0,0 +1,124 @@ +import { BigNumber } from '@0xproject/utils'; +import * as chai from 'chai'; +import 'mocha'; + +import { AbstractBalanceAndProxyAllowanceFetcher } from '../src/abstract/abstract_balance_and_proxy_allowance_fetcher'; +import { AbstractOrderFilledCancelledFetcher } from '../src/abstract/abstract_order_filled_cancelled_fetcher'; +import { OrderStateUtils } from '../src/order_state_utils'; + +import { chaiSetup } from './utils/chai_setup'; +import { testOrderFactory } from './utils/test_order_factory'; + +chaiSetup.configure(); +const expect = chai.expect; + +describe('OrderStateUtils', () => { + describe('#getOpenOrderStateAsync', () => { + const buildMockBalanceFetcher = (takerBalance: BigNumber): AbstractBalanceAndProxyAllowanceFetcher => { + const balanceFetcher = { + async getBalanceAsync(_assetData: string, _userAddress: string): Promise<BigNumber> { + return takerBalance; + }, + async getProxyAllowanceAsync(_assetData: string, _userAddress: string): Promise<BigNumber> { + return takerBalance; + }, + }; + return balanceFetcher; + }; + const buildMockOrderFilledFetcher = ( + filledAmount: BigNumber = new BigNumber(0), + cancelled: boolean = false, + ): AbstractOrderFilledCancelledFetcher => { + const orderFetcher = { + async getFilledTakerAmountAsync(_orderHash: string): Promise<BigNumber> { + return filledAmount; + }, + async isOrderCancelledAsync(_orderHash: string): Promise<boolean> { + return cancelled; + }, + getZRXAssetData(): string { + return ''; + }, + }; + return orderFetcher; + }; + it('should have valid order state if order can be fully filled with small maker amount', async () => { + const makerAssetAmount = new BigNumber(10); + const takerAssetAmount = new BigNumber(10000000000000000); + const takerBalance = takerAssetAmount; + const orderFilledAmount = new BigNumber(0); + const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance); + const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount); + const [signedOrder] = testOrderFactory.generateTestSignedOrders( + { + makerAssetAmount, + takerAssetAmount, + }, + 1, + ); + + const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher); + const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder); + expect(orderState.isValid).to.eq(true); + }); + it('should be invalid when an order is partially filled where only a rounding error remains', async () => { + const makerAssetAmount = new BigNumber(1001); + const takerAssetAmount = new BigNumber(3); + const takerBalance = takerAssetAmount; + const orderFilledAmount = new BigNumber(2); + const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance); + const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount); + const [signedOrder] = testOrderFactory.generateTestSignedOrders( + { + makerAssetAmount, + takerAssetAmount, + }, + 1, + ); + + const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher); + const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder); + expect(orderState.isValid).to.eq(false); + }); + it('should be invalid when an order is cancelled', async () => { + const makerAssetAmount = new BigNumber(1000); + const takerAssetAmount = new BigNumber(2); + const takerBalance = takerAssetAmount; + const orderFilledAmount = new BigNumber(0); + const isCancelled = true; + const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance); + const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount, isCancelled); + const [signedOrder] = testOrderFactory.generateTestSignedOrders( + { + makerAssetAmount, + takerAssetAmount, + }, + 1, + ); + + const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher); + const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder); + expect(orderState.isValid).to.eq(false); + }); + it('should be invalid when an order is fully filled', async () => { + const makerAssetAmount = new BigNumber(1000); + const takerAssetAmount = new BigNumber(2); + const takerBalance = takerAssetAmount; + const orderFilledAmount = takerAssetAmount; + const isCancelled = false; + const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance); + const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount, isCancelled); + const [signedOrder] = testOrderFactory.generateTestSignedOrders( + { + makerAssetAmount, + takerAssetAmount, + }, + 1, + ); + + const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher); + const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder); + expect(orderState.isValid).to.eq(false); + }); + }); +}); diff --git a/packages/order-utils/test/rate_utils_test.ts b/packages/order-utils/test/rate_utils_test.ts new file mode 100644 index 000000000..2e299c209 --- /dev/null +++ b/packages/order-utils/test/rate_utils_test.ts @@ -0,0 +1,55 @@ +import { BigNumber } from '@0xproject/utils'; +import * as chai from 'chai'; +import 'mocha'; + +import { rateUtils } from '../src'; + +import { chaiSetup } from './utils/chai_setup'; +import { testOrderFactory } from './utils/test_order_factory'; + +chaiSetup.configure(); +const expect = chai.expect; + +describe('rateUtils', () => { + const testOrder = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(100), + takerFee: new BigNumber(20), + }); + describe('#getFeeAdjustedRateOfOrder', () => { + it('throws when feeRate is less than zero', async () => { + const feeRate = new BigNumber(-1); + expect(() => rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate)).to.throw( + 'Expected feeRate: -1 to be greater than or equal to 0', + ); + }); + it('correctly calculates fee adjusted rate when feeRate is provided', async () => { + const feeRate = new BigNumber(2); // ZRX costs 2 units of takerAsset per 1 unit of ZRX + const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate); + // the order actually takes 100 + (2 * 20) takerAsset units to fill 100 units of makerAsset + expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1.4)); + }); + it('correctly calculates fee adjusted rate when no feeRate is provided', async () => { + const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfOrder(testOrder); + // because no feeRate was provided we just assume 0 fees + // the order actually takes 100 takerAsset units to fill 100 units of makerAsset + expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1)); + }); + }); + describe('#getFeeAdjustedRateOfFeeOrder', () => { + it('throws when takerFee exceeds makerAssetAmount', async () => { + const badOrder = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerFee: new BigNumber(101), + }); + expect(() => rateUtils.getFeeAdjustedRateOfFeeOrder(badOrder)).to.throw( + 'Expected takerFee: "101" to be less than makerAssetAmount: "100"', + ); + }); + it('correctly calculates fee adjusted rate', async () => { + const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfFeeOrder(testOrder); + // the order actually takes 100 takerAsset units to fill (100 - 20) units of makerAsset + expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1.25)); + }); + }); +}); diff --git a/packages/order-utils/test/sorting_utils_test.ts b/packages/order-utils/test/sorting_utils_test.ts new file mode 100644 index 000000000..016432505 --- /dev/null +++ b/packages/order-utils/test/sorting_utils_test.ts @@ -0,0 +1,67 @@ +import { BigNumber } from '@0xproject/utils'; +import * as chai from 'chai'; +import 'mocha'; + +import { sortingUtils } from '../src'; + +import { chaiSetup } from './utils/chai_setup'; +import { testOrderFactory } from './utils/test_order_factory'; + +chaiSetup.configure(); +const expect = chai.expect; + +describe('sortingUtils', () => { + describe('#sortOrdersByFeeAdjustedRate', () => { + const feeRate = new BigNumber(1); // ZRX costs 1 unit of takerAsset per 1 unit of ZRX + // rate: 2 takerAsset / makerAsset + const testOrder1 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(200), + }); + // rate: 1 takerAsset / makerAsset + const testOrder2 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(100), + }); + // rate: 2.5 takerAsset / makerAsset + const testOrder3 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(200), + takerFee: new BigNumber(50), + }); + it('correctly sorts by fee adjusted rate when feeRate is Provided', async () => { + const orders = [testOrder1, testOrder2, testOrder3]; + const sortedOrders = sortingUtils.sortOrdersByFeeAdjustedRate(orders, feeRate); + expect(sortedOrders).to.deep.equal([testOrder2, testOrder1, testOrder3]); + }); + it('correctly sorts by fee adjusted rate when no feeRate is Provided', async () => { + const orders = [testOrder1, testOrder2, testOrder3]; + const sortedOrders = sortingUtils.sortOrdersByFeeAdjustedRate(orders); + expect(sortedOrders).to.deep.equal([testOrder2, testOrder1, testOrder3]); + }); + }); + describe('#sortFeeOrdersByFeeAdjustedRate', () => { + // rate: 200 takerAsset / makerAsset + const testOrder1 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(200), + takerFee: new BigNumber(99), + }); + // rate: 1 takerAsset / makerAsset + const testOrder2 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(100), + }); + // rate: 4 takerAsset / makerAsset + const testOrder3 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(200), + takerFee: new BigNumber(50), + }); + it('correctly sorts by fee adjusted rate', async () => { + const orders = [testOrder1, testOrder2, testOrder3]; + const sortedOrders = sortingUtils.sortFeeOrdersByFeeAdjustedRate(orders); + expect(sortedOrders).to.deep.equal([testOrder2, testOrder3, testOrder1]); + }); + }); +}); diff --git a/packages/order-watcher/package.json b/packages/order-watcher/package.json index 5ce1805e7..59d80fd08 100644 --- a/packages/order-watcher/package.json +++ b/packages/order-watcher/package.json @@ -55,7 +55,7 @@ "chai": "^4.0.1", "chai-as-promised": "^7.1.0", "chai-bignumber": "^2.0.1", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "json-loader": "^0.5.4", "make-promises-safe": "^1.1.0", diff --git a/packages/order-watcher/test/order_watcher_test.ts b/packages/order-watcher/test/order_watcher_test.ts index 00962bed0..38bfde7ef 100644 --- a/packages/order-watcher/test/order_watcher_test.ts +++ b/packages/order-watcher/test/order_watcher_test.ts @@ -501,25 +501,27 @@ describe('OrderWatcher', () => { expect(orderState.isValid).to.be.false(); const invalidOrderState = orderState as OrderStateInvalid; expect(invalidOrderState.orderHash).to.be.equal(orderHash); - expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderFillRoundingError); + expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderCancelled); }); orderWatcher.subscribe(callback); await contractWrappers.exchange.cancelOrderAsync(signedOrder); })().catch(done); }); - it('should emit orderStateInvalid when within rounding error range', (done: DoneCallback) => { + it('should emit orderStateInvalid when within rounding error range after a partial fill', (done: DoneCallback) => { (async () => { - const remainingFillableAmountInBaseUnits = new BigNumber(100); - signedOrder = await fillScenarios.createFillableSignedOrderAsync( + const fillAmountInBaseUnits = new BigNumber(2); + const makerAssetAmount = new BigNumber(1001); + const takerAssetAmount = new BigNumber(3); + signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( makerAssetData, takerAssetData, makerAddress, takerAddress, - fillableAmount, + makerAssetAmount, + takerAssetAmount, ); const orderHash = orderHashUtils.getOrderHashHex(signedOrder); await orderWatcher.addOrderAsync(signedOrder); - const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { expect(orderState.isValid).to.be.false(); const invalidOrderState = orderState as OrderStateInvalid; @@ -527,11 +529,7 @@ describe('OrderWatcher', () => { expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderFillRoundingError); }); orderWatcher.subscribe(callback); - await contractWrappers.exchange.fillOrderAsync( - signedOrder, - fillableAmount.minus(remainingFillableAmountInBaseUnits), - takerAddress, - ); + await contractWrappers.exchange.fillOrderAsync(signedOrder, fillAmountInBaseUnits, takerAddress); })().catch(done); }); describe('erc721', () => { diff --git a/packages/react-docs-example/package.json b/packages/react-docs-example/package.json index 001b354d7..8efe35089 100644 --- a/packages/react-docs-example/package.json +++ b/packages/react-docs-example/package.json @@ -34,7 +34,7 @@ "@types/react-dom": "^16.0.3", "@types/react-tap-event-plugin": "0.0.30", "awesome-typescript-loader": "^3.1.3", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "css-loader": "^0.28.9", "json-loader": "^0.5.4", "less": "^2.7.2", diff --git a/packages/react-docs/package.json b/packages/react-docs/package.json index a530e526d..f09bb64a0 100644 --- a/packages/react-docs/package.json +++ b/packages/react-docs/package.json @@ -29,7 +29,7 @@ "@0xproject/monorepo-scripts": "^1.0.5", "@0xproject/tslint-config": "^1.0.5", "@types/compare-versions": "^3.0.0", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "make-promises-safe": "^1.1.0", "shx": "^0.2.2", "tslint": "^5.9.1", diff --git a/packages/react-shared/package.json b/packages/react-shared/package.json index 6eaac9d07..83b4cc5c9 100644 --- a/packages/react-shared/package.json +++ b/packages/react-shared/package.json @@ -28,7 +28,7 @@ "@0xproject/dev-utils": "^1.0.4", "@0xproject/monorepo-scripts": "^1.0.5", "@0xproject/tslint-config": "^1.0.5", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "make-promises-safe": "^1.1.0", "shx": "^0.2.2", "tslint": "^5.9.1", diff --git a/packages/sol-compiler/package.json b/packages/sol-compiler/package.json index 29b8f9f3a..6543b782b 100644 --- a/packages/sol-compiler/package.json +++ b/packages/sol-compiler/package.json @@ -61,7 +61,7 @@ "@types/semver": "^5.5.0", "chai": "^4.0.1", "chai-as-promised": "^7.1.0", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "make-promises-safe": "^1.1.0", "mocha": "^4.1.0", diff --git a/packages/sol-cov/package.json b/packages/sol-cov/package.json index 1d98faf8b..bc24fd1dc 100644 --- a/packages/sol-cov/package.json +++ b/packages/sol-cov/package.json @@ -79,7 +79,7 @@ "@types/rimraf": "^2.0.2", "@types/solidity-parser-antlr": "^0.2.1", "chai": "^4.0.1", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "make-promises-safe": "^1.1.0", "mocha": "^4.1.0", diff --git a/packages/sol-resolver/package.json b/packages/sol-resolver/package.json index 46ad8f784..85d11e9e7 100644 --- a/packages/sol-resolver/package.json +++ b/packages/sol-resolver/package.json @@ -26,7 +26,7 @@ "devDependencies": { "@0xproject/monorepo-scripts": "^1.0.5", "@0xproject/tslint-config": "^1.0.5", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "make-promises-safe": "^1.1.0", "shx": "^0.2.2", "tslint": "5.11.0", diff --git a/packages/sra-report/package.json b/packages/sra-report/package.json index 175a4ca1b..8c213ee26 100644 --- a/packages/sra-report/package.json +++ b/packages/sra-report/package.json @@ -57,7 +57,7 @@ "@types/yargs": "^10.0.0", "chai": "^4.0.1", "chai-as-promised": "^7.1.0", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "make-promises-safe": "^1.1.0", "mocha": "^4.1.0", diff --git a/packages/subproviders/package.json b/packages/subproviders/package.json index ab3ae1a5a..57b0a13b3 100644 --- a/packages/subproviders/package.json +++ b/packages/subproviders/package.json @@ -74,7 +74,7 @@ "@types/sinon": "^2.2.2", "chai": "^4.0.1", "chai-as-promised": "^7.1.0", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "make-promises-safe": "^1.1.0", "mocha": "^4.1.0", diff --git a/packages/tslint-config/package.json b/packages/tslint-config/package.json index 6956a9105..c0a1977f9 100644 --- a/packages/tslint-config/package.json +++ b/packages/tslint-config/package.json @@ -36,7 +36,7 @@ "devDependencies": { "@0xproject/monorepo-scripts": "^1.0.5", "@types/lodash": "4.14.104", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "make-promises-safe": "^1.1.0", "shx": "^0.2.2", "typescript": "3.0.1" diff --git a/packages/types/package.json b/packages/types/package.json index 6a36b897b..a41f78aac 100644 --- a/packages/types/package.json +++ b/packages/types/package.json @@ -26,7 +26,7 @@ "devDependencies": { "@0xproject/monorepo-scripts": "^1.0.5", "@0xproject/tslint-config": "^1.0.5", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "make-promises-safe": "^1.1.0", "shx": "^0.2.2", "tslint": "5.11.0", diff --git a/packages/types/src/index.ts b/packages/types/src/index.ts index fa634420d..04480d093 100644 --- a/packages/types/src/index.ts +++ b/packages/types/src/index.ts @@ -62,8 +62,7 @@ export interface ValidatorSignature { export enum ExchangeContractErrs { OrderFillExpired = 'ORDER_FILL_EXPIRED', OrderCancelExpired = 'ORDER_CANCEL_EXPIRED', - OrderCancelAmountZero = 'ORDER_CANCEL_AMOUNT_ZERO', - OrderAlreadyCancelledOrFilled = 'ORDER_ALREADY_CANCELLED_OR_FILLED', + OrderCancelled = 'ORDER_CANCELLED', OrderFillAmountZero = 'ORDER_FILL_AMOUNT_ZERO', OrderRemainingFillAmountZero = 'ORDER_REMAINING_FILL_AMOUNT_ZERO', OrderFillRoundingError = 'ORDER_FILL_ROUNDING_ERROR', diff --git a/packages/typescript-typings/package.json b/packages/typescript-typings/package.json index 01a1d8adc..5d9768cb0 100644 --- a/packages/typescript-typings/package.json +++ b/packages/typescript-typings/package.json @@ -33,7 +33,7 @@ }, "devDependencies": { "@0xproject/monorepo-scripts": "^1.0.5", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "shx": "^0.2.2" }, "publishConfig": { diff --git a/packages/utils/package.json b/packages/utils/package.json index c596f0620..28a967a35 100644 --- a/packages/utils/package.json +++ b/packages/utils/package.json @@ -34,7 +34,7 @@ "@types/lodash": "4.14.104", "@types/mocha": "^2.2.42", "chai": "^4.0.1", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "make-promises-safe": "^1.1.0", "mocha": "^4.1.0", "npm-run-all": "^4.1.2", diff --git a/packages/web3-wrapper/package.json b/packages/web3-wrapper/package.json index 437a1c6b5..d672db7e4 100644 --- a/packages/web3-wrapper/package.json +++ b/packages/web3-wrapper/package.json @@ -51,7 +51,7 @@ "chai": "^4.0.1", "chai-as-promised": "^7.1.0", "chai-bignumber": "^2.0.1", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "dirty-chai": "^2.0.1", "ganache-core": "0xProject/ganache-core#monorepo-dep", "make-promises-safe": "^1.1.0", diff --git a/packages/website/package.json b/packages/website/package.json index 0fcf9c9b9..3b4055856 100644 --- a/packages/website/package.json +++ b/packages/website/package.json @@ -84,7 +84,7 @@ "@types/redux": "^3.6.0", "awesome-typescript-loader": "^3.1.3", "copy-webpack-plugin": "^4.0.1", - "copyfiles": "^1.2.0", + "copyfiles": "^2.0.0", "css-loader": "0.23.x", "exports-loader": "0.6.x", "imports-loader": "0.6.x", diff --git a/packages/website/ts/utils/utils.ts b/packages/website/ts/utils/utils.ts index 39bbd404c..32b07473c 100644 --- a/packages/website/ts/utils/utils.ts +++ b/packages/website/ts/utils/utils.ts @@ -247,12 +247,9 @@ export const utils = { } = { [ExchangeContractErrs.OrderFillExpired]: 'This order has expired', [ExchangeContractErrs.OrderCancelExpired]: 'This order has expired', - [ExchangeContractErrs.OrderCancelAmountZero]: "Order cancel amount can't be 0", - [ExchangeContractErrs.OrderAlreadyCancelledOrFilled]: - 'This order has already been completely filled or cancelled', + [ExchangeContractErrs.OrderCancelled]: 'This order has been cancelled', [ExchangeContractErrs.OrderFillAmountZero]: "Order fill amount can't be 0", - [ExchangeContractErrs.OrderRemainingFillAmountZero]: - 'This order has already been completely filled or cancelled', + [ExchangeContractErrs.OrderRemainingFillAmountZero]: 'This order has already been completely filled', [ExchangeContractErrs.OrderFillRoundingError]: 'Rounding error will occur when filling this order. Please try filling a different amount.', [ExchangeContractErrs.InsufficientTakerBalance]: @@ -944,9 +944,9 @@ "@types/express-serve-static-core" "*" "@types/serve-static" "*" -"@types/fetch-mock@^5.12.2": - version "5.12.2" - resolved "https://registry.yarnpkg.com/@types/fetch-mock/-/fetch-mock-5.12.2.tgz#8c96517ff74303031c65c5da2d99858e34c844d2" +"@types/fetch-mock@^6.0.3": + version "6.0.3" + resolved "https://registry.yarnpkg.com/@types/fetch-mock/-/fetch-mock-6.0.3.tgz#54ba90776293e728089bf53ba53e3c69f1c80655" "@types/find-versions@^2.0.0": version "2.0.0" @@ -1371,7 +1371,7 @@ aes-js@3.0.0: aes-js@^3.1.1: version "3.1.1" - resolved "https://registry.npmjs.org/aes-js/-/aes-js-3.1.1.tgz#89fd1f94ae51b4c72d62466adc1a7323ff52f072" + resolved "https://registry.yarnpkg.com/aes-js/-/aes-js-3.1.1.tgz#89fd1f94ae51b4c72d62466adc1a7323ff52f072" ajv-keywords@^2.1.0: version "2.1.1" @@ -2844,7 +2844,7 @@ bs58@^2.0.1: bs58check@^2.1.2: version "2.1.2" - resolved "https://registry.npmjs.org/bs58check/-/bs58check-2.1.2.tgz#53b018291228d82a5aa08e7d796fdafda54aebfc" + resolved "https://registry.yarnpkg.com/bs58check/-/bs58check-2.1.2.tgz#53b018291228d82a5aa08e7d796fdafda54aebfc" dependencies: bs58 "^4.0.0" create-hash "^1.1.0" @@ -3745,8 +3745,8 @@ copy-to-clipboard@^3: toggle-selection "^1.0.3" copy-webpack-plugin@^4.0.1: - version "4.5.1" - resolved "https://registry.yarnpkg.com/copy-webpack-plugin/-/copy-webpack-plugin-4.5.1.tgz#fc4f68f4add837cc5e13d111b20715793225d29c" + version "4.5.2" + resolved "https://registry.npmjs.org/copy-webpack-plugin/-/copy-webpack-plugin-4.5.2.tgz#d53444a8fea2912d806e78937390ddd7e632ee5c" dependencies: cacache "^10.0.4" find-cache-dir "^1.0.0" @@ -3757,17 +3757,6 @@ copy-webpack-plugin@^4.0.1: p-limit "^1.0.0" serialize-javascript "^1.4.0" -copyfiles@^1.2.0: - version "1.2.0" - resolved "https://registry.yarnpkg.com/copyfiles/-/copyfiles-1.2.0.tgz#a8da3ac41aa2220ae29bd3c58b6984294f2c593c" - dependencies: - glob "^7.0.5" - ltcdr "^2.2.1" - minimatch "^3.0.3" - mkdirp "^0.5.1" - noms "0.0.0" - through2 "^2.0.1" - copyfiles@^2.0.0: version "2.0.0" resolved "https://registry.yarnpkg.com/copyfiles/-/copyfiles-2.0.0.tgz#bbd78bb78e8fd6db5c67adf54249317b24560f2a" @@ -5256,7 +5245,7 @@ ethereumjs-vm@^2.0.2, ethereumjs-vm@^2.1.0, ethereumjs-vm@^2.3.4: ethereumjs-wallet@~0.6.0: version "0.6.2" - resolved "https://registry.npmjs.org/ethereumjs-wallet/-/ethereumjs-wallet-0.6.2.tgz#67244b6af3e8113b53d709124b25477b64aeccda" + resolved "https://registry.yarnpkg.com/ethereumjs-wallet/-/ethereumjs-wallet-0.6.2.tgz#67244b6af3e8113b53d709124b25477b64aeccda" dependencies: aes-js "^3.1.1" bs58check "^2.1.2" @@ -5267,9 +5256,9 @@ ethereumjs-wallet@~0.6.0: utf8 "^3.0.0" uuid "^3.3.2" -ethers@3.0.22: - version "3.0.22" - resolved "https://registry.npmjs.org/ethers/-/ethers-3.0.22.tgz#7fab1ea16521705837aa43c15831877b2716b436" +ethers@0xproject/ethers.js#eip-838-reasons, ethers@3.0.22: + version "3.0.18" + resolved "https://codeload.github.com/0xproject/ethers.js/tar.gz/b91342bd200d142af0165d6befddf783c8ae8447" dependencies: aes-js "3.0.0" bn.js "^4.4.0" @@ -6693,8 +6682,8 @@ hdkey@^0.7.1: secp256k1 "^3.0.1" hdkey@^1.0.0: - version "1.1.0" - resolved "https://registry.npmjs.org/hdkey/-/hdkey-1.1.0.tgz#e74e7b01d2c47f797fa65d1d839adb7a44639f29" + version "1.0.0" + resolved "https://registry.yarnpkg.com/hdkey/-/hdkey-1.0.0.tgz#1d658dfe966aaa542c1d499586200b325e5c0cf4" dependencies: coinstring "^2.0.0" safe-buffer "^5.1.1" @@ -8559,10 +8548,6 @@ lru-cache@~2.2.1: version "2.2.4" resolved "https://registry.yarnpkg.com/lru-cache/-/lru-cache-2.2.4.tgz#6c658619becf14031d0d0b594b16042ce4dc063d" -ltcdr@^2.2.1: - version "2.2.1" - resolved "https://registry.yarnpkg.com/ltcdr/-/ltcdr-2.2.1.tgz#5ab87ad1d4c1dab8e8c08bbf037ee0c1902287cf" - ltgt@^2.1.2, ltgt@~2.2.0: version "2.2.1" resolved "https://registry.yarnpkg.com/ltgt/-/ltgt-2.2.1.tgz#f35ca91c493f7b73da0e07495304f17b31f87ee5" @@ -14038,7 +14023,7 @@ utf8@^2.1.1: utf8@^3.0.0: version "3.0.0" - resolved "https://registry.npmjs.org/utf8/-/utf8-3.0.0.tgz#f052eed1364d696e769ef058b183df88c87f69d1" + resolved "https://registry.yarnpkg.com/utf8/-/utf8-3.0.0.tgz#f052eed1364d696e769ef058b183df88c87f69d1" util-deprecate@~1.0.1: version "1.0.2" @@ -14087,7 +14072,7 @@ uuid@^2.0.1: uuid@^3.3.2: version "3.3.2" - resolved "https://registry.npmjs.org/uuid/-/uuid-3.3.2.tgz#1b4af4955eb3077c501c23872fc6513811587131" + resolved "https://registry.yarnpkg.com/uuid/-/uuid-3.3.2.tgz#1b4af4955eb3077c501c23872fc6513811587131" uvm@1.7.0: version "1.7.0" |