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authorLeonid <logvinov.leon@gmail.com>2017-06-08 01:01:17 +0800
committerGitHub <noreply@github.com>2017-06-08 01:01:17 +0800
commit834b28bfbe26e0331820d978b5be659b27423528 (patch)
treeaace4130451f80c01fdc5e7da16260e2d70c96e2
parent28d3528e42563f95255cee3bd7f85cc03141522e (diff)
parentca308354880e81425043cd586da6c781013bea9d (diff)
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Merge pull request #42 from 0xProject/addExchangeMethods
Add FillOrKillAsync method & tests
-rw-r--r--src/0x.js.ts9
-rw-r--r--src/contract_wrappers/exchange_wrapper.ts67
-rw-r--r--src/types.ts8
-rw-r--r--test/0x.js_test.ts2
-rw-r--r--test/exchange_wrapper_test.ts100
5 files changed, 171 insertions, 15 deletions
diff --git a/src/0x.js.ts b/src/0x.js.ts
index 7b53b70ea..8f1178b2a 100644
--- a/src/0x.js.ts
+++ b/src/0x.js.ts
@@ -130,11 +130,12 @@ export class ZeroEx {
* Computes the orderHash for a given order and returns it as a hex encoded string.
*/
public async getOrderHashHexAsync(order: Order|SignedOrder): Promise<string> {
- assert.doesConformToSchema(
- 'order', SchemaValidator.convertToJSONSchemaCompatibleObject(order as object), orderSchema);
+ assert.doesConformToSchema('order', SchemaValidator.convertToJSONSchemaCompatibleObject(order as object),
+ orderSchema);
+
const exchangeContractAddr = await this.getExchangeAddressAsync();
- const hashHex = utils.getOrderHashHex(order, exchangeContractAddr);
- return hashHex;
+ const orderHashHex = utils.getOrderHashHex(order, exchangeContractAddr);
+ return orderHashHex;
}
/**
* Signs an orderHash and returns it's elliptic curve signature
diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index 6f62934dc..4f132656e 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -145,6 +145,7 @@ export class ExchangeWrapper extends ContractWrapper {
await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress);
const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder);
+
const gas = await exchangeInstance.fill.estimateGas(
orderAddresses,
orderValues,
@@ -173,9 +174,60 @@ export class ExchangeWrapper extends ContractWrapper {
this.throwErrorLogsAsErrors(response.logs);
}
/**
+ * Attempts to fill a specific amount of an order. If the entire amount specified cannot be filled,
+ * the fill order is abandoned.
+ */
+ public async fillOrKillOrderAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber,
+ takerAddress: string) {
+ assert.doesConformToSchema('signedOrder',
+ SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object),
+ signedOrderSchema);
+ assert.isBigNumber('fillTakerAmount', fillTakerAmount);
+ await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
+
+ 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);
+ }
+
+ const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder);
+
+ const gas = await exchangeInstance.fillOrKill.estimateGas(
+ orderAddresses,
+ orderValues,
+ fillTakerAmount,
+ signedOrder.ecSignature.v,
+ signedOrder.ecSignature.r,
+ signedOrder.ecSignature.s,
+ {
+ from: takerAddress,
+ },
+ );
+ const response: ContractResponse = await exchangeInstance.fillOrKill(
+ orderAddresses,
+ orderValues,
+ fillTakerAmount,
+ signedOrder.ecSignature.v,
+ signedOrder.ecSignature.r,
+ signedOrder.ecSignature.s,
+ {
+ from: takerAddress,
+ gas,
+ },
+ );
+ this.throwErrorLogsAsErrors(response.logs);
+ }
+ /**
* Cancel a given fill amount of an order. Cancellations are cumulative.
*/
- public async cancelOrderAsync(order: Order|SignedOrder, takerTokenCancelAmount: BigNumber.BigNumber): Promise<void> {
+ public async cancelOrderAsync(order: Order|SignedOrder, takerTokenCancelAmount: BigNumber.BigNumber):
+ Promise<void> {
assert.doesConformToSchema('order',
SchemaValidator.convertToJSONSchemaCompatibleObject(order as object),
orderSchema);
@@ -231,11 +283,10 @@ export class ExchangeWrapper extends ContractWrapper {
logEventObj.watch(callback);
this.exchangeLogEventObjs.push(logEventObj);
}
- private async getOrderHashAsync(order: Order|SignedOrder): Promise<string> {
- const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(order);
+ private async getOrderHashHexAsync(order: Order|SignedOrder): Promise<string> {
const exchangeInstance = await this.getExchangeContractAsync();
- const orderHash = utils.getOrderHashHex(order, exchangeInstance.address);
- return orderHash;
+ const orderHashHex = utils.getOrderHashHex(order, exchangeInstance.address);
+ return orderHashHex;
}
private async stopWatchingExchangeLogEventsAsync() {
const stopWatchingPromises = _.map(this.exchangeLogEventObjs, logEventObj => {
@@ -273,7 +324,7 @@ export class ExchangeWrapper extends ContractWrapper {
if (takerTokenCancelAmount.eq(0)) {
throw new Error(ExchangeContractErrs.ORDER_CANCEL_AMOUNT_ZERO);
}
- const orderHash = await this.getOrderHashAsync(order);
+ const orderHash = await this.getOrderHashHexAsync(order);
const unavailableAmount = await this.getUnavailableTakerAmountAsync(orderHash);
if (order.takerTokenAmount.minus(unavailableAmount).eq(0)) {
throw new Error(ExchangeContractErrs.ORDER_ALREADY_CANCELLED_OR_FILLED);
@@ -289,8 +340,8 @@ export class ExchangeWrapper extends ContractWrapper {
* Handling the edge-cases that arise when this happens would require making sure that the user has sufficient
* funds to pay both the fees and the transfer amount. We decided to punt on this for now as the contracts
* will throw for these edge-cases.
- * TODO: Throw errors before calling the smart contract for these edge-cases
- * TODO: in order to minimize the callers gas costs.
+ * TODO: Throw errors before calling the smart contract for these edge-cases in order to minimize
+ * the callers gas costs.
*/
private async validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder: SignedOrder,
fillTakerAmount: BigNumber.BigNumber,
diff --git a/src/types.ts b/src/types.ts
index 5407b0121..cc145dc2e 100644
--- a/src/types.ts
+++ b/src/types.ts
@@ -74,6 +74,12 @@ export interface ExchangeContract extends ContractInstance {
estimateGas: (orderAddresses: OrderAddresses, orderValues: OrderValues, cancelAmount: BigNumber.BigNumber,
txOpts?: TxOpts) => number;
};
+ fillOrKill: {
+ (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
+ v: number, r: string, s: string, txOpts?: TxOpts): ContractResponse;
+ estimateGas: (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
+ v: number, r: string, s: string, txOpts?: TxOpts) => number;
+ };
filled: {
call: (orderHash: string) => BigNumber.BigNumber;
};
@@ -139,7 +145,7 @@ export const ExchangeContractErrs = strEnum([
'INSUFFICIENT_MAKER_FEE_BALANCE',
'INSUFFICIENT_MAKER_FEE_ALLOWANCE',
'TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER',
-
+ 'INSUFFICIENT_REMAINING_FILL_AMOUNT',
]);
export type ExchangeContractErrs = keyof typeof ExchangeContractErrs;
diff --git a/test/0x.js_test.ts b/test/0x.js_test.ts
index 5096d5df2..58f259a11 100644
--- a/test/0x.js_test.ts
+++ b/test/0x.js_test.ts
@@ -151,7 +151,7 @@ describe('ZeroEx library', () => {
expect(baseUnitAmount).to.be.bignumber.equal(expectedUnitAmount);
});
});
- describe('#getOrderHashAsync', () => {
+ describe('#getOrderHashHexAsync', () => {
const exchangeContractAddress = constants.NULL_ADDRESS;
const expectedOrderHash = '0x103a5e97dab5dbeb8f385636f86a7d1e458a7ccbe1bd194727f0b2f85ab116c7';
const order: Order = {
diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts
index c0068c58a..1186345be 100644
--- a/test/exchange_wrapper_test.ts
+++ b/test/exchange_wrapper_test.ts
@@ -120,6 +120,81 @@ describe('ExchangeWrapper', () => {
expect(isValid).to.be.true();
});
});
+ describe('#fillOrKillOrderAsync', () => {
+ let makerTokenAddress: string;
+ let takerTokenAddress: string;
+ let coinbase: string;
+ let makerAddress: string;
+ let takerAddress: string;
+ let feeRecipient: string;
+ const fillTakerAmount = new BigNumber(5);
+ before(async () => {
+ [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
+ tokens = await zeroEx.tokenRegistry.getTokensAsync();
+ const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens();
+ makerTokenAddress = makerToken.address;
+ takerTokenAddress = takerToken.address;
+ });
+ 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));
+ });
+ });
+ });
describe('#fillOrderAsync', () => {
let makerTokenAddress: string;
let takerTokenAddress: string;
@@ -210,7 +285,7 @@ describe('ExchangeWrapper', () => {
)).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE);
});
});
- it('should throw when there a rounding error would have occurred', async () => {
+ it('should throw when a rounding error would have occurred', async () => {
const makerAmount = new BigNumber(3);
const takerAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
@@ -309,6 +384,29 @@ describe('ExchangeWrapper', () => {
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
.to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
});
+ it('should fill up to remaining amount if desired fillAmount greater than available amount', 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);
+
+ await zeroEx.exchange.fillOrderAsync(signedOrder, tooLargeFillAmount, shouldCheckTransfer,
+ takerAddress);
+ expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
+ .to.be.bignumber.equal(fillAmountDifference);
+ expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
+ .to.be.bignumber.equal(fillableAmount);
+ expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
+ .to.be.bignumber.equal(fillableAmount);
+ expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
+ .to.be.bignumber.equal(fillAmountDifference);
+ });
it('should fill the valid orders with fees', async () => {
const fillableAmount = new BigNumber(5);
const makerFee = new BigNumber(1);