Merge pull request #44 from 0xProject/batchFillOrKill

Implement BatchFillOrKill and tests

8 files changed, 205 insertions, 90 deletions

diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index 72ae0d07e..73ec0886c 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -10,6 +10,7 @@ import {
     OrderValues,
     OrderAddresses,
     Order,
+    OrderFillOrKillRequest,
     SignedOrder,
     ContractEvent,
     ExchangeEvents,
@@ -27,6 +28,7 @@ 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 {orderFillOrKillRequestsSchema} from '../schemas/order_fill_or_kill_requests_schema';
 import {signedOrderSchema, orderSchema} from '../schemas/order_schemas';
 import {SchemaValidator} from '../utils/schema_validator';
 import {constants} from '../utils/constants';
@@ -71,23 +73,6 @@ export class ExchangeWrapper extends ContractWrapper {
         await this.stopWatchingExchangeLogEventsAsync();
         delete this.exchangeContractIfExists;
     }
-    private async isValidSignatureUsingContractCallAsync(dataHex: string, ecSignature: ECSignature,
-                                                         signerAddressHex: string): Promise<boolean> {
-        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
@@ -255,13 +240,8 @@ export class ExchangeWrapper extends ContractWrapper {
         const exchangeInstance = await this.getExchangeContractAsync();
         await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress);
 
-        // Check that fillValue available >= fillTakerAmount
-        const orderHashHex = await this.getOrderHashHexAsync(signedOrder);
-        const unavailableTakerAmount = await this.getUnavailableTakerAmountAsync(orderHashHex);
-        const remainingTakerAmount = signedOrder.takerTokenAmount.minus(unavailableTakerAmount);
-        if (remainingTakerAmount < fillTakerAmount) {
-            throw new Error(ExchangeContractErrs.INSUFFICIENT_REMAINING_FILL_AMOUNT);
-        }
+        await this.validateFillOrKillOrderAndThrowIfInvalidAsync(signedOrder, exchangeInstance.address,
+                                                                 fillTakerAmount);
 
         const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder);
 
@@ -291,6 +271,63 @@ export class ExchangeWrapper extends ContractWrapper {
         this.throwErrorLogsAsErrors(response.logs);
     }
     /**
+     * Batch version of fillOrKill. Allows a taker to specify a batch of orders that will either be atomically
+     * filled (each to the specified fillAmount) or aborted.
+     */
+    public async batchFillOrKillAsync(orderFillOrKillRequests: OrderFillOrKillRequest[],
+                                      takerAddress: string) {
+        await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
+        assert.doesConformToSchema('orderFillOrKillRequests',
+            SchemaValidator.convertToJSONSchemaCompatibleObject(orderFillOrKillRequests),
+            orderFillOrKillRequestsSchema,
+        );
+        const exchangeInstance = await this.getExchangeContractAsync();
+        _.each(orderFillOrKillRequests, request => {
+            this.validateFillOrKillOrderAndThrowIfInvalidAsync(request.signedOrder,
+                                                               exchangeInstance.address,
+                                                               request.fillTakerAmount);
+        });
+
+        const orderAddressesValuesAndTakerTokenFillAmounts = _.map(orderFillOrKillRequests, request => {
+            return [
+                ...ExchangeWrapper.getOrderAddressesAndValues(request.signedOrder),
+                request.fillTakerAmount,
+                request.signedOrder.ecSignature.v,
+                request.signedOrder.ecSignature.r,
+                request.signedOrder.ecSignature.s,
+            ];
+        });
+
+        // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'(
+        const [orderAddresses, orderValues, fillTakerAmounts, vParams, rParams, sParams] =
+              _.unzip<any>(orderAddressesValuesAndTakerTokenFillAmounts);
+
+        const gas = await exchangeInstance.batchFillOrKill.estimateGas(
+            orderAddresses,
+            orderValues,
+            fillTakerAmounts,
+            vParams,
+            rParams,
+            sParams,
+            {
+                from: takerAddress,
+            },
+        );
+        const response: ContractResponse = await exchangeInstance.batchFillOrKill(
+            orderAddresses,
+            orderValues,
+            fillTakerAmounts,
+            vParams,
+            rParams,
+            sParams,
+            {
+                from: takerAddress,
+                gas,
+            },
+        );
+        this.throwErrorLogsAsErrors(response.logs);
+    }
+    /**
      * Cancel a given fill amount of an order. Cancellations are cumulative.
      */
     public async cancelOrderAsync(
@@ -403,6 +440,23 @@ export class ExchangeWrapper extends ContractWrapper {
         logEventObj.watch(callback);
         this.exchangeLogEventObjs.push(logEventObj);
     }
+    private async isValidSignatureUsingContractCallAsync(dataHex: string, ecSignature: ECSignature,
+                                                         signerAddressHex: string): Promise<boolean> {
+        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;
+    }
     private async getOrderHashHexAsync(order: Order|SignedOrder): Promise<string> {
         const exchangeInstance = await this.getExchangeContractAsync();
         const orderHashHex = utils.getOrderHashHex(order, exchangeInstance.address);
@@ -460,6 +514,17 @@ export class ExchangeWrapper extends ContractWrapper {
             throw new Error(ExchangeContractErrs.ORDER_CANCEL_EXPIRED);
         }
     }
+    private async validateFillOrKillOrderAndThrowIfInvalidAsync(signedOrder: SignedOrder,
+                                                                exchangeAddress: string,
+                                                                fillTakerAmount: BigNumber.BigNumber) {
+        // Check that fillValue available >= fillTakerAmount
+        const orderHashHex = utils.getOrderHashHex(signedOrder, exchangeAddress);
+        const unavailableTakerAmount = await this.getUnavailableTakerAmountAsync(orderHashHex);
+        const remainingTakerAmount = signedOrder.takerTokenAmount.minus(unavailableTakerAmount);
+        if (remainingTakerAmount < fillTakerAmount) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_REMAINING_FILL_AMOUNT);
+        }
+    }
     /**
      * 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.
diff --git a/src/schemas/basic_type_schemas.ts b/src/schemas/basic_type_schemas.ts
new file mode 100644
index 000000000..c3b81185d
--- /dev/null
+++ b/src/schemas/basic_type_schemas.ts
@@ -0,0 +1,11 @@
+export const addressSchema = {
+    id: '/addressSchema',
+    type: 'string',
+    pattern: '^0[xX][0-9A-Fa-f]{40}$',
+};
+
+export const numberSchema = {
+    id: '/numberSchema',
+    type: 'string',
+    pattern: '^\\d+(\\.\\d+)?$',
+};
diff --git a/src/schemas/order_fill_or_kill_requests_schema.ts b/src/schemas/order_fill_or_kill_requests_schema.ts
new file mode 100644
index 000000000..4db7113de
--- /dev/null
+++ b/src/schemas/order_fill_or_kill_requests_schema.ts
@@ -0,0 +1,12 @@
+export const orderFillOrKillRequestsSchema = {
+    id: '/OrderFillOrKillRequests',
+    type: 'array',
+    items: {
+        properties: {
+            signedOrder: {$ref: '/signedOrderSchema'},
+            fillTakerAmount: {type: '/numberSchema'},
+        },
+        required: ['signedOrder', 'fillTakerAmount'],
+        type: 'object',
+    },
+};
diff --git a/src/schemas/order_schemas.ts b/src/schemas/order_schemas.ts
index 4999f3e9d..133736b3d 100644
--- a/src/schemas/order_schemas.ts
+++ b/src/schemas/order_schemas.ts
@@ -1,15 +1,3 @@
-export const addressSchema = {
-    id: '/addressSchema',
-    type: 'string',
-    pattern: '^0[xX][0-9A-Fa-f]{40}$',
-};
-
-export const numberSchema = {
-    id: '/numberSchema',
-    type: 'string',
-    pattern: '^\\d+(\\.\\d+)?$',
-};
-
 export const orderSchema = {
     id: '/orderSchema',
     properties: {
diff --git a/src/types.ts b/src/types.ts
index edd7f2d33..dc5a5e6b3 100644
--- a/src/types.ts
+++ b/src/types.ts
@@ -92,6 +92,12 @@ export interface ExchangeContract extends ContractInstance {
         estimateGas: (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
                       v: number, r: string, s: string, txOpts?: TxOpts) => number;
     };
+    batchFillOrKill: {
+        (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillValuesT: BigNumber.BigNumber[],
+         v: number[], r: string[], s: string[], txOpts: TxOpts): ContractResponse;
+        estimateGas: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillValuesT: BigNumber.BigNumber[],
+                      v: number[], r: string[], s: string[], txOpts?: TxOpts) => number;
+    };
     filled: {
         call: (orderHash: string) => BigNumber.BigNumber;
     };
@@ -236,6 +242,11 @@ export interface SubscriptionOpts {
 
 export type DoneCallback = (err?: Error) => void;
 
+export interface OrderFillOrKillRequest {
+    signedOrder: SignedOrder;
+    fillTakerAmount: BigNumber.BigNumber;
+}
+
 export interface OrderCancellationRequest {
     order: Order|SignedOrder;
     takerTokenCancelAmount: BigNumber.BigNumber;
diff --git a/src/utils/schema_validator.ts b/src/utils/schema_validator.ts
index 932ddf62a..72f6afffa 100644
--- a/src/utils/schema_validator.ts
+++ b/src/utils/schema_validator.ts
@@ -1,7 +1,9 @@
 import {Validator, ValidatorResult} from 'jsonschema';
 import {ecSignatureSchema, ecSignatureParameter} from '../schemas/ec_signature_schema';
-import {addressSchema, numberSchema, orderSchema, signedOrderSchema} from '../schemas/order_schemas';
+import {orderSchema, signedOrderSchema} from '../schemas/order_schemas';
+import {addressSchema, numberSchema} from '../schemas/basic_type_schemas';
 import {tokenSchema} from '../schemas/token_schema';
+import {orderFillOrKillRequestsSchema} from '../schemas/order_fill_or_kill_requests_schema';
 
 export class SchemaValidator {
     private validator: Validator;
@@ -9,7 +11,7 @@ export class SchemaValidator {
     // sub-types (e.g BigNumber) with a simpler string representation. Since BigNumber and other
     // complex types implement the `toString` method, we can stringify the object and
     // then parse it. The resultant object can then be checked using jsonschema.
-    public static convertToJSONSchemaCompatibleObject(obj: object): object {
+    public static convertToJSONSchemaCompatibleObject(obj: any): any {
         return JSON.parse(JSON.stringify(obj));
     }
     constructor() {
@@ -21,6 +23,7 @@ export class SchemaValidator {
         this.validator.addSchema(ecSignatureSchema, ecSignatureSchema.id);
         this.validator.addSchema(signedOrderSchema, signedOrderSchema.id);
         this.validator.addSchema(ecSignatureParameter, ecSignatureParameter.id);
+        this.validator.addSchema(orderFillOrKillRequestsSchema, orderFillOrKillRequestsSchema.id);
     }
     public validate(instance: object, schema: Schema): ValidatorResult {
         return this.validator.validate(instance, schema);
diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts
index e3d8be1c0..2cd8af7f0 100644
--- a/test/exchange_wrapper_test.ts
+++ b/test/exchange_wrapper_test.ts
@@ -52,7 +52,7 @@ describe('ExchangeWrapper', () => {
     afterEach(async () => {
         await blockchainLifecycle.revertAsync();
     });
-    describe('#fillOrKillOrderAsync', () => {
+    describe('fillOrKill order(s)', () => {
         let makerTokenAddress: string;
         let takerTokenAddress: string;
         let coinbase: string;
@@ -67,63 +67,88 @@ describe('ExchangeWrapper', () => {
             makerTokenAddress = makerToken.address;
             takerTokenAddress = takerToken.address;
         });
-        describe('failed fillOrKill', () => {
-            it('should throw if remaining fillAmount is less then the desired fillAmount', async () => {
+        describe('#batchFillOrKillAsync', () => {
+            it('successfuly batch fillOrKill', async () => {
                 const fillableAmount = new BigNumber(5);
+                const partialFillTakerAmount = new BigNumber(2);
                 const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
                     makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                 );
-                const tooLargeFillAmount = new BigNumber(7);
-                const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount);
-                await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference);
-                await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount);
-                await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference);
-                await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount);
-
-                return expect(zeroEx.exchange.fillOrKillOrderAsync(
-                    signedOrder, tooLargeFillAmount, takerAddress,
-                )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_REMAINING_FILL_AMOUNT);
-            });
-        });
-        describe('successful fills', () => {
-            it('should fill a valid order', async () => {
-                const fillableAmount = new BigNumber(5);
-                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                const anotherSignedOrder = await fillScenarios.createFillableSignedOrderAsync(
                     makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                 );
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillableAmount);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(0);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(0);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillableAmount);
-                await zeroEx.exchange.fillOrKillOrderAsync(signedOrder, fillTakerAmount, takerAddress);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillTakerAmount);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillTakerAmount);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
+                const orderFillOrKillRequests = [
+                    {
+                        signedOrder,
+                        fillTakerAmount: partialFillTakerAmount,
+                    },
+                    {
+                        signedOrder: anotherSignedOrder,
+                        fillTakerAmount: partialFillTakerAmount,
+                    },
+                ];
+                await zeroEx.exchange.batchFillOrKillAsync(orderFillOrKillRequests, takerAddress);
             });
-            it('should partially fill a valid order', async () => {
-                const fillableAmount = new BigNumber(5);
-                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
-                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
-                );
-                const partialFillAmount = new BigNumber(3);
-                await zeroEx.exchange.fillOrKillOrderAsync(signedOrder, partialFillAmount, takerAddress);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(partialFillAmount);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(partialFillAmount);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
+        });
+        describe('#fillOrKillOrderAsync', () => {
+            describe('failed fillOrKill', () => {
+                it('should throw if remaining fillAmount is less then the desired fillAmount', async () => {
+                    const fillableAmount = new BigNumber(5);
+                    const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+                    );
+                    const tooLargeFillAmount = new BigNumber(7);
+                    const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount);
+                    await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference);
+                    await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount);
+                    await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference);
+                    await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount);
+
+                    return expect(zeroEx.exchange.fillOrKillOrderAsync(
+                        signedOrder, tooLargeFillAmount, takerAddress,
+                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_REMAINING_FILL_AMOUNT);
+                });
+            });
+            describe('successful fills', () => {
+                it('should fill a valid order', async () => {
+                    const fillableAmount = new BigNumber(5);
+                    const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+                    );
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(fillableAmount);
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(0);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(0);
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(fillableAmount);
+                    await zeroEx.exchange.fillOrKillOrderAsync(signedOrder, fillTakerAmount, takerAddress);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(fillTakerAmount);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(fillTakerAmount);
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
+                });
+                it('should partially fill a valid order', async () => {
+                    const fillableAmount = new BigNumber(5);
+                    const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+                    );
+                    const partialFillAmount = new BigNumber(3);
+                    await zeroEx.exchange.fillOrKillOrderAsync(signedOrder, partialFillAmount, takerAddress);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(partialFillAmount);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(partialFillAmount);
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
+                });
             });
         });
     });
diff --git a/test/schema_test.ts b/test/schema_test.ts
index 1c4216496..d35ed4516 100644
--- a/test/schema_test.ts
+++ b/test/schema_test.ts
@@ -3,7 +3,7 @@ import * as _ from 'lodash';
 import * as chai from 'chai';
 import * as BigNumber from 'bignumber.js';
 import promisify = require('es6-promisify');
-import {numberSchema} from '../src/schemas/order_schemas';
+import {numberSchema} from '../src/schemas/basic_type_schemas';
 import {SchemaValidator} from '../src/utils/schema_validator';
 
 chai.config.includeStack = true;