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author | Fabio Berger <me@fabioberger.com> | 2017-11-13 11:17:18 +0800 |
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committer | Fabio Berger <me@fabioberger.com> | 2017-11-13 11:17:18 +0800 |
commit | c4ee2d73865a1444c079b9e2836b7630a0adf03e (patch) | |
tree | b9c7794e7022fb189675d914f5fe58dcabd67dec /packages/0x.js/src/utils | |
parent | a74ec0effa818a86233fe64cb0dad2c61bbb4bb6 (diff) | |
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Switch over to Lerna + Yarn Workspaces setup for a mono-repo approach
Diffstat (limited to 'packages/0x.js/src/utils')
-rw-r--r-- | packages/0x.js/src/utils/abi_decoder.ts | 68 | ||||
-rw-r--r-- | packages/0x.js/src/utils/assert.ts | 101 | ||||
-rw-r--r-- | packages/0x.js/src/utils/constants.ts | 11 | ||||
-rw-r--r-- | packages/0x.js/src/utils/decorators.ts | 35 | ||||
-rw-r--r-- | packages/0x.js/src/utils/exchange_transfer_simulator.ts | 88 | ||||
-rw-r--r-- | packages/0x.js/src/utils/filter_utils.ts | 82 | ||||
-rw-r--r-- | packages/0x.js/src/utils/interval_utils.ts | 20 | ||||
-rw-r--r-- | packages/0x.js/src/utils/order_state_utils.ts | 119 | ||||
-rw-r--r-- | packages/0x.js/src/utils/order_validation_utils.ts | 166 | ||||
-rw-r--r-- | packages/0x.js/src/utils/signature_utils.ts | 44 | ||||
-rw-r--r-- | packages/0x.js/src/utils/utils.ts | 55 |
11 files changed, 789 insertions, 0 deletions
diff --git a/packages/0x.js/src/utils/abi_decoder.ts b/packages/0x.js/src/utils/abi_decoder.ts new file mode 100644 index 000000000..840ad9be0 --- /dev/null +++ b/packages/0x.js/src/utils/abi_decoder.ts @@ -0,0 +1,68 @@ +import * as Web3 from 'web3'; +import * as _ from 'lodash'; +import BigNumber from 'bignumber.js'; +import {AbiType, DecodedLogArgs, LogWithDecodedArgs, RawLog, SolidityTypes, ContractEventArgs} from '../types'; +import * as SolidityCoder from 'web3/lib/solidity/coder'; + +export class AbiDecoder { + private savedABIs: Web3.AbiDefinition[] = []; + private methodIds: {[signatureHash: string]: Web3.EventAbi} = {}; + constructor(abiArrays: Web3.AbiDefinition[][]) { + _.map(abiArrays, this.addABI.bind(this)); + } + // This method can only decode logs from the 0x & ERC20 smart contracts + public tryToDecodeLogOrNoop<ArgsType extends ContractEventArgs>( + log: Web3.LogEntry): LogWithDecodedArgs<ArgsType>|RawLog { + const methodId = log.topics[0]; + const event = this.methodIds[methodId]; + if (_.isUndefined(event)) { + return log; + } + const logData = log.data; + const decodedParams: DecodedLogArgs = {}; + let dataIndex = 0; + let topicsIndex = 1; + + const nonIndexedInputs = _.filter(event.inputs, input => !input.indexed); + const dataTypes = _.map(nonIndexedInputs, input => input.type); + const decodedData = SolidityCoder.decodeParams(dataTypes, logData.slice('0x'.length)); + + _.map(event.inputs, (param: Web3.EventParameter) => { + // Indexed parameters are stored in topics. Non-indexed ones in decodedData + let value = param.indexed ? log.topics[topicsIndex++] : decodedData[dataIndex++]; + if (param.type === SolidityTypes.Address) { + value = this.padZeros(new BigNumber(value).toString(16)); + } else if (param.type === SolidityTypes.Uint256 || + param.type === SolidityTypes.Uint8 || + param.type === SolidityTypes.Uint ) { + value = new BigNumber(value); + } + decodedParams[param.name] = value; + }); + + return { + ...log, + event: event.name, + args: decodedParams, + }; + } + private addABI(abiArray: Web3.AbiDefinition[]): void { + _.map(abiArray, (abi: Web3.AbiDefinition) => { + if (abi.type === AbiType.Event) { + const signature = `${abi.name}(${_.map(abi.inputs, input => input.type).join(',')})`; + const signatureHash = new Web3().sha3(signature); + this.methodIds[signatureHash] = abi; + } + }); + this.savedABIs = this.savedABIs.concat(abiArray); + } + private padZeros(address: string) { + let formatted = address; + if (_.startsWith(formatted, '0x')) { + formatted = formatted.slice(2); + } + + formatted = _.padStart(formatted, 40, '0'); + return `0x${formatted}`; + } +} diff --git a/packages/0x.js/src/utils/assert.ts b/packages/0x.js/src/utils/assert.ts new file mode 100644 index 000000000..e5c9439f3 --- /dev/null +++ b/packages/0x.js/src/utils/assert.ts @@ -0,0 +1,101 @@ +import * as _ from 'lodash'; +import * as Web3 from 'web3'; +import BigNumber from 'bignumber.js'; +import {SchemaValidator, Schema} from '0x-json-schemas'; +import {Web3Wrapper} from '../web3_wrapper'; +import {signatureUtils} from '../utils/signature_utils'; +import {ECSignature} from '../types'; + +const HEX_REGEX = /^0x[0-9A-F]*$/i; + +export const assert = { + isBigNumber(variableName: string, value: BigNumber): void { + const isBigNumber = _.isObject(value) && (value as any).isBigNumber; + this.assert(isBigNumber, this.typeAssertionMessage(variableName, 'BigNumber', value)); + }, + isValidBaseUnitAmount(variableName: string, value: BigNumber) { + assert.isBigNumber(variableName, value); + const hasDecimals = value.decimalPlaces() !== 0; + this.assert( + !hasDecimals, `${variableName} should be in baseUnits (no decimals), found value: ${value.toNumber()}`, + ); + }, + isValidSignature(orderHash: string, ecSignature: ECSignature, signerAddress: string) { + const isValidSignature = signatureUtils.isValidSignature(orderHash, ecSignature, signerAddress); + this.assert(isValidSignature, `Expected order with hash '${orderHash}' to have a valid signature`); + }, + isUndefined(value: any, variableName?: string): void { + this.assert(_.isUndefined(value), this.typeAssertionMessage(variableName, 'undefined', value)); + }, + isString(variableName: string, value: string): void { + this.assert(_.isString(value), this.typeAssertionMessage(variableName, 'string', value)); + }, + isFunction(variableName: string, value: any): void { + this.assert(_.isFunction(value), this.typeAssertionMessage(variableName, 'function', value)); + }, + isHexString(variableName: string, value: string): void { + this.assert(_.isString(value) && HEX_REGEX.test(value), + this.typeAssertionMessage(variableName, 'HexString', value)); + }, + isETHAddressHex(variableName: string, value: string): void { + const web3 = new Web3(); + this.assert(web3.isAddress(value), this.typeAssertionMessage(variableName, 'ETHAddressHex', value)); + this.assert( + web3.isAddress(value) && value.toLowerCase() === value, + `Checksummed addresses are not supported. Convert ${variableName} to lower case before passing`, + ); + }, + doesBelongToStringEnum(variableName: string, value: string, + stringEnum: any /* There is no base type for every string enum */): void { + const doesBelongToStringEnum = !_.isUndefined(stringEnum[value]); + const enumValues = _.keys(stringEnum); + const enumValuesAsStrings = _.map(enumValues, enumValue => `'${enumValue}'`); + const enumValuesAsString = enumValuesAsStrings.join(', '); + assert.assert( + doesBelongToStringEnum, + `Expected ${variableName} to be one of: ${enumValuesAsString}, encountered: ${value}`, + ); + }, + async isSenderAddressAsync(variableName: string, senderAddressHex: string, + web3Wrapper: Web3Wrapper): Promise<void> { + assert.isETHAddressHex(variableName, senderAddressHex); + const isSenderAddressAvailable = await web3Wrapper.isSenderAddressAvailableAsync(senderAddressHex); + assert.assert(isSenderAddressAvailable, + `Specified ${variableName} ${senderAddressHex} isn't available through the supplied web3 provider`, + ); + }, + async isUserAddressAvailableAsync(web3Wrapper: Web3Wrapper): Promise<void> { + const availableAddresses = await web3Wrapper.getAvailableAddressesAsync(); + this.assert(!_.isEmpty(availableAddresses), 'No addresses were available on the provided web3 provider'); + }, + hasAtMostOneUniqueValue(value: any[], errMsg: string): void { + this.assert(_.uniq(value).length <= 1, errMsg); + }, + isNumber(variableName: string, value: number): void { + this.assert(_.isFinite(value), this.typeAssertionMessage(variableName, 'number', value)); + }, + isBoolean(variableName: string, value: boolean): void { + this.assert(_.isBoolean(value), this.typeAssertionMessage(variableName, 'boolean', value)); + }, + isWeb3Provider(variableName: string, value: Web3.Provider): void { + const isWeb3Provider = _.isFunction((value as any).send) || _.isFunction((value as any).sendAsync); + this.assert(isWeb3Provider, this.typeAssertionMessage(variableName, 'Web3.Provider', value)); + }, + doesConformToSchema(variableName: string, value: any, schema: Schema): void { + const schemaValidator = new SchemaValidator(); + const validationResult = schemaValidator.validate(value, schema); + const hasValidationErrors = validationResult.errors.length > 0; + const msg = `Expected ${variableName} to conform to schema ${schema.id} +Encountered: ${JSON.stringify(value, null, '\t')} +Validation errors: ${validationResult.errors.join(', ')}`; + this.assert(!hasValidationErrors, msg); + }, + assert(condition: boolean, message: string): void { + if (!condition) { + throw new Error(message); + } + }, + typeAssertionMessage(variableName: string, type: string, value: any): string { + return `Expected ${variableName} to be of type ${type}, encountered: ${value}`; + }, +}; diff --git a/packages/0x.js/src/utils/constants.ts b/packages/0x.js/src/utils/constants.ts new file mode 100644 index 000000000..3de3f5bc1 --- /dev/null +++ b/packages/0x.js/src/utils/constants.ts @@ -0,0 +1,11 @@ +import BigNumber from 'bignumber.js'; + +export const constants = { + NULL_ADDRESS: '0x0000000000000000000000000000000000000000', + TESTRPC_NETWORK_ID: 50, + MAX_DIGITS_IN_UNSIGNED_256_INT: 78, + INVALID_JUMP_PATTERN: 'invalid JUMP at', + OUT_OF_GAS_PATTERN: 'out of gas', + UNLIMITED_ALLOWANCE_IN_BASE_UNITS: new BigNumber(2).pow(256).minus(1), + DEFAULT_BLOCK_POLLING_INTERVAL: 1000, +}; diff --git a/packages/0x.js/src/utils/decorators.ts b/packages/0x.js/src/utils/decorators.ts new file mode 100644 index 000000000..ec750b891 --- /dev/null +++ b/packages/0x.js/src/utils/decorators.ts @@ -0,0 +1,35 @@ +import * as _ from 'lodash'; +import {constants} from './constants'; +import {AsyncMethod, ZeroExError} from '../types'; + +export const decorators = { + /** + * Source: https://stackoverflow.com/a/29837695/3546986 + */ + contractCallErrorHandler(target: object, + key: string|symbol, + descriptor: TypedPropertyDescriptor<AsyncMethod>, + ): TypedPropertyDescriptor<AsyncMethod> { + const originalMethod = (descriptor.value as AsyncMethod); + + // Do not use arrow syntax here. Use a function expression in + // order to use the correct value of `this` in this method + // tslint:disable-next-line:only-arrow-functions + descriptor.value = async function(...args: any[]) { + try { + const result = await originalMethod.apply(this, args); + return result; + } catch (error) { + if (_.includes(error.message, constants.INVALID_JUMP_PATTERN)) { + throw new Error(ZeroExError.InvalidJump); + } + if (_.includes(error.message, constants.OUT_OF_GAS_PATTERN)) { + throw new Error(ZeroExError.OutOfGas); + } + throw error; + } + }; + + return descriptor; + }, +}; diff --git a/packages/0x.js/src/utils/exchange_transfer_simulator.ts b/packages/0x.js/src/utils/exchange_transfer_simulator.ts new file mode 100644 index 000000000..308ef06db --- /dev/null +++ b/packages/0x.js/src/utils/exchange_transfer_simulator.ts @@ -0,0 +1,88 @@ +import * as _ from 'lodash'; +import BigNumber from 'bignumber.js'; +import {ExchangeContractErrs, TradeSide, TransferType, BlockParamLiteral} from '../types'; +import {TokenWrapper} from '../contract_wrappers/token_wrapper'; +import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store'; + +enum FailureReason { + Balance = 'balance', + ProxyAllowance = 'proxyAllowance', +} + +const ERR_MSG_MAPPING = { + [FailureReason.Balance]: { + [TradeSide.Maker]: { + [TransferType.Trade]: ExchangeContractErrs.InsufficientMakerBalance, + [TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeBalance, + }, + [TradeSide.Taker]: { + [TransferType.Trade]: ExchangeContractErrs.InsufficientTakerBalance, + [TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeBalance, + }, + }, + [FailureReason.ProxyAllowance]: { + [TradeSide.Maker]: { + [TransferType.Trade]: ExchangeContractErrs.InsufficientMakerAllowance, + [TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeAllowance, + }, + [TradeSide.Taker]: { + [TransferType.Trade]: ExchangeContractErrs.InsufficientTakerAllowance, + [TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeAllowance, + }, + }, +}; + +export class ExchangeTransferSimulator { + private store: BalanceAndProxyAllowanceLazyStore; + private UNLIMITED_ALLOWANCE_IN_BASE_UNITS: BigNumber; + constructor(token: TokenWrapper) { + this.store = new BalanceAndProxyAllowanceLazyStore(token); + this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS = token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS; + } + /** + * Simulates transferFrom call performed by a proxy + * @param tokenAddress Address of the token to be transferred + * @param from Owner of the transferred tokens + * @param to Recipient of the transferred tokens + * @param amountInBaseUnits The amount of tokens being transferred + * @param tradeSide Is Maker/Taker transferring + * @param transferType Is it a fee payment or a value transfer + */ + public async transferFromAsync(tokenAddress: string, from: string, to: string, + amountInBaseUnits: BigNumber, tradeSide: TradeSide, + transferType: TransferType): Promise<void> { + const balance = await this.store.getBalanceAsync(tokenAddress, from); + const proxyAllowance = await this.store.getProxyAllowanceAsync(tokenAddress, from); + if (proxyAllowance.lessThan(amountInBaseUnits)) { + this.throwValidationError(FailureReason.ProxyAllowance, tradeSide, transferType); + } + if (balance.lessThan(amountInBaseUnits)) { + this.throwValidationError(FailureReason.Balance, tradeSide, transferType); + } + await this.decreaseProxyAllowanceAsync(tokenAddress, from, amountInBaseUnits); + await this.decreaseBalanceAsync(tokenAddress, from, amountInBaseUnits); + await this.increaseBalanceAsync(tokenAddress, to, amountInBaseUnits); + } + private async decreaseProxyAllowanceAsync(tokenAddress: string, userAddress: string, + amountInBaseUnits: BigNumber): Promise<void> { + const proxyAllowance = await this.store.getProxyAllowanceAsync(tokenAddress, userAddress); + if (!proxyAllowance.eq(this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) { + this.store.setProxyAllowance(tokenAddress, userAddress, proxyAllowance.minus(amountInBaseUnits)); + } + } + private async increaseBalanceAsync(tokenAddress: string, userAddress: string, + amountInBaseUnits: BigNumber): Promise<void> { + const balance = await this.store.getBalanceAsync(tokenAddress, userAddress); + this.store.setBalance(tokenAddress, userAddress, balance.plus(amountInBaseUnits)); + } + private async decreaseBalanceAsync(tokenAddress: string, userAddress: string, + amountInBaseUnits: BigNumber): Promise<void> { + const balance = await this.store.getBalanceAsync(tokenAddress, userAddress); + this.store.setBalance(tokenAddress, userAddress, balance.minus(amountInBaseUnits)); + } + private throwValidationError(failureReason: FailureReason, tradeSide: TradeSide, + transferType: TransferType): Promise<never> { + const errMsg = ERR_MSG_MAPPING[failureReason][tradeSide][transferType]; + throw new Error(errMsg); + } +} diff --git a/packages/0x.js/src/utils/filter_utils.ts b/packages/0x.js/src/utils/filter_utils.ts new file mode 100644 index 000000000..e09a95a6e --- /dev/null +++ b/packages/0x.js/src/utils/filter_utils.ts @@ -0,0 +1,82 @@ +import * as _ from 'lodash'; +import * as Web3 from 'web3'; +import * as uuid from 'uuid/v4'; +import * as ethUtil from 'ethereumjs-util'; +import * as jsSHA3 from 'js-sha3'; +import {ContractEvents, IndexedFilterValues, SubscriptionOpts} from '../types'; + +const TOPIC_LENGTH = 32; + +export const filterUtils = { + generateUUID(): string { + return uuid(); + }, + getFilter(address: string, eventName: ContractEvents, + indexFilterValues: IndexedFilterValues, abi: Web3.ContractAbi, + subscriptionOpts?: SubscriptionOpts): Web3.FilterObject { + const eventAbi = _.find(abi, {name: eventName}) as Web3.EventAbi; + const eventSignature = filterUtils.getEventSignatureFromAbiByName(eventAbi, eventName); + const topicForEventSignature = ethUtil.addHexPrefix(jsSHA3.keccak256(eventSignature)); + const topicsForIndexedArgs = filterUtils.getTopicsForIndexedArgs(eventAbi, indexFilterValues); + const topics = [topicForEventSignature, ...topicsForIndexedArgs]; + let filter: Web3.FilterObject = { + address, + topics, + }; + if (!_.isUndefined(subscriptionOpts)) { + filter = { + ...subscriptionOpts, + ...filter, + }; + } + return filter; + }, + getEventSignatureFromAbiByName(eventAbi: Web3.EventAbi, eventName: ContractEvents): string { + const types = _.map(eventAbi.inputs, 'type'); + const signature = `${eventAbi.name}(${types.join(',')})`; + return signature; + }, + getTopicsForIndexedArgs(abi: Web3.EventAbi, indexFilterValues: IndexedFilterValues): Array<string|null> { + const topics: Array<string|null> = []; + for (const eventInput of abi.inputs) { + if (!eventInput.indexed) { + continue; + } + if (_.isUndefined(indexFilterValues[eventInput.name])) { + // Null is a wildcard topic in a JSON-RPC call + topics.push(null); + } else { + const value = indexFilterValues[eventInput.name] as string; + const buffer = ethUtil.toBuffer(value); + const paddedBuffer = ethUtil.setLengthLeft(buffer, TOPIC_LENGTH); + const topic = ethUtil.bufferToHex(paddedBuffer); + topics.push(topic); + } + } + return topics; + }, + matchesFilter(log: Web3.LogEntry, filter: Web3.FilterObject): boolean { + if (!_.isUndefined(filter.address) && log.address !== filter.address) { + return false; + } + if (!_.isUndefined(filter.topics)) { + return filterUtils.matchesTopics(log.topics, filter.topics); + } + return true; + }, + matchesTopics(logTopics: string[], filterTopics: Array<string[]|string|null>): boolean { + const matchesTopic = _.zipWith(logTopics, filterTopics, filterUtils.matchesTopic.bind(filterUtils)); + const matchesTopics = _.every(matchesTopic); + return matchesTopics; + }, + matchesTopic(logTopic: string, filterTopic: string[]|string|null): boolean { + if (_.isArray(filterTopic)) { + return _.includes(filterTopic, logTopic); + } + if (_.isString(filterTopic)) { + return filterTopic === logTopic; + } + // null topic is a wildcard + return true; + }, +}; diff --git a/packages/0x.js/src/utils/interval_utils.ts b/packages/0x.js/src/utils/interval_utils.ts new file mode 100644 index 000000000..62b79f2f5 --- /dev/null +++ b/packages/0x.js/src/utils/interval_utils.ts @@ -0,0 +1,20 @@ +import * as _ from 'lodash'; + +export const intervalUtils = { + setAsyncExcludingInterval(fn: () => Promise<void>, intervalMs: number) { + let locked = false; + const intervalId = setInterval(async () => { + if (locked) { + return; + } else { + locked = true; + await fn(); + locked = false; + } + }, intervalMs); + return intervalId; + }, + clearAsyncExcludingInterval(intervalId: NodeJS.Timer): void { + clearInterval(intervalId); + }, +}; diff --git a/packages/0x.js/src/utils/order_state_utils.ts b/packages/0x.js/src/utils/order_state_utils.ts new file mode 100644 index 000000000..f82601cae --- /dev/null +++ b/packages/0x.js/src/utils/order_state_utils.ts @@ -0,0 +1,119 @@ +import * as _ from 'lodash'; +import * as Web3 from 'web3'; +import BigNumber from 'bignumber.js'; +import { + ExchangeContractErrs, + SignedOrder, + OrderRelevantState, + MethodOpts, + OrderState, + OrderStateValid, + OrderStateInvalid, +} from '../types'; +import {ZeroEx} from '../0x'; +import {TokenWrapper} from '../contract_wrappers/token_wrapper'; +import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper'; +import {utils} from '../utils/utils'; +import {constants} from '../utils/constants'; +import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store'; +import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store'; + +export class OrderStateUtils { + private balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore; + private orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore; + constructor(balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore, + orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore) { + this.balanceAndProxyAllowanceLazyStore = balanceAndProxyAllowanceLazyStore; + this.orderFilledCancelledLazyStore = orderFilledCancelledLazyStore; + } + public async getOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> { + const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder); + const orderHash = ZeroEx.getOrderHashHex(signedOrder); + try { + this.validateIfOrderIsValid(signedOrder, orderRelevantState); + const orderState: OrderStateValid = { + isValid: true, + orderHash, + orderRelevantState, + }; + return orderState; + } catch (err) { + const orderState: OrderStateInvalid = { + isValid: false, + orderHash, + error: err.message, + }; + return orderState; + } + } + public async getOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> { + // HACK: We access the private property here but otherwise the interface will be less nice. + // If we pass it from the instantiator - there is no opportunity to get it there + // because JS doesn't support async constructors. + // Moreover - it's cached under the hood so it's equivalent to an async constructor. + const exchange = (this.orderFilledCancelledLazyStore as any).exchange as ExchangeWrapper; + const zrxTokenAddress = await exchange.getZRXTokenAddressAsync(); + const orderHash = ZeroEx.getOrderHashHex(signedOrder); + const makerBalance = await this.balanceAndProxyAllowanceLazyStore.getBalanceAsync( + signedOrder.makerTokenAddress, signedOrder.maker, + ); + const makerProxyAllowance = await this.balanceAndProxyAllowanceLazyStore.getProxyAllowanceAsync( + signedOrder.makerTokenAddress, signedOrder.maker, + ); + const makerFeeBalance = await this.balanceAndProxyAllowanceLazyStore.getBalanceAsync( + zrxTokenAddress, signedOrder.maker, + ); + const makerFeeProxyAllowance = await this.balanceAndProxyAllowanceLazyStore.getProxyAllowanceAsync( + zrxTokenAddress, signedOrder.maker, + ); + const filledTakerTokenAmount = await this.orderFilledCancelledLazyStore.getFilledTakerAmountAsync(orderHash); + const canceledTakerTokenAmount = await this.orderFilledCancelledLazyStore.getCancelledTakerAmountAsync( + orderHash, + ); + const unavailableTakerTokenAmount = await exchange.getUnavailableTakerAmountAsync(orderHash); + const totalMakerTokenAmount = signedOrder.makerTokenAmount; + const totalTakerTokenAmount = signedOrder.takerTokenAmount; + const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount); + const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount) + .dividedToIntegerBy(totalTakerTokenAmount); + const fillableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]); + const remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount); + // TODO: Handle edge case where maker token is ZRX with fee + const orderRelevantState = { + makerBalance, + makerProxyAllowance, + makerFeeBalance, + makerFeeProxyAllowance, + filledTakerTokenAmount, + canceledTakerTokenAmount, + remainingFillableMakerTokenAmount, + }; + return orderRelevantState; + } + private validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void { + const unavailableTakerTokenAmount = orderRelevantState.canceledTakerTokenAmount.add( + orderRelevantState.filledTakerTokenAmount, + ); + const availableTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount); + if (availableTakerTokenAmount.eq(0)) { + throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero); + } + + if (orderRelevantState.makerBalance.eq(0)) { + throw new Error(ExchangeContractErrs.InsufficientMakerBalance); + } + if (orderRelevantState.makerProxyAllowance.eq(0)) { + throw new Error(ExchangeContractErrs.InsufficientMakerAllowance); + } + if (!signedOrder.makerFee.eq(0)) { + if (orderRelevantState.makerFeeBalance.eq(0)) { + throw new Error(ExchangeContractErrs.InsufficientMakerFeeBalance); + } + if (orderRelevantState.makerFeeProxyAllowance.eq(0)) { + throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance); + } + } + // TODO Add linear function solver when maker token is ZRX #badass + // Return the max amount that's fillable + } +} diff --git a/packages/0x.js/src/utils/order_validation_utils.ts b/packages/0x.js/src/utils/order_validation_utils.ts new file mode 100644 index 000000000..f03703c4e --- /dev/null +++ b/packages/0x.js/src/utils/order_validation_utils.ts @@ -0,0 +1,166 @@ +import * as _ from 'lodash'; +import BigNumber from 'bignumber.js'; +import {ExchangeContractErrs, SignedOrder, Order, ZeroExError, TradeSide, TransferType} from '../types'; +import {ZeroEx} from '../0x'; +import {TokenWrapper} from '../contract_wrappers/token_wrapper'; +import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper'; +import {utils} from '../utils/utils'; +import {constants} from '../utils/constants'; +import {ExchangeTransferSimulator} from './exchange_transfer_simulator'; + +export class OrderValidationUtils { + private tokenWrapper: TokenWrapper; + private exchangeWrapper: ExchangeWrapper; + constructor(tokenWrapper: TokenWrapper, exchangeWrapper: ExchangeWrapper) { + this.tokenWrapper = tokenWrapper; + this.exchangeWrapper = exchangeWrapper; + } + public async validateOrderFillableOrThrowAsync( + exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder, zrxTokenAddress: string, + expectedFillTakerTokenAmount?: BigNumber): Promise<void> { + const orderHash = utils.getOrderHashHex(signedOrder); + const unavailableTakerTokenAmount = await this.exchangeWrapper.getUnavailableTakerAmountAsync(orderHash); + this.validateRemainingFillAmountNotZeroOrThrow( + signedOrder.takerTokenAmount, unavailableTakerTokenAmount, + ); + this.validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec); + let fillTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount); + if (!_.isUndefined(expectedFillTakerTokenAmount)) { + fillTakerTokenAmount = expectedFillTakerTokenAmount; + } + const fillMakerTokenAmount = this.getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerTokenAmount, + signedOrder.makerTokenAmount, + ); + await exchangeTradeEmulator.transferFromAsync( + signedOrder.makerTokenAddress, signedOrder.maker, signedOrder.taker, fillMakerTokenAmount, + TradeSide.Maker, TransferType.Trade, + ); + const makerFeeAmount = this.getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerTokenAmount, + signedOrder.makerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, makerFeeAmount, + TradeSide.Maker, TransferType.Fee, + ); + } + public async validateFillOrderThrowIfInvalidAsync( + exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder, + fillTakerTokenAmount: BigNumber, takerAddress: string, + zrxTokenAddress: string): Promise<BigNumber> { + if (fillTakerTokenAmount.eq(0)) { + throw new Error(ExchangeContractErrs.OrderFillAmountZero); + } + const orderHash = utils.getOrderHashHex(signedOrder); + if (!ZeroEx.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker)) { + throw new Error(ZeroExError.InvalidSignature); + } + const unavailableTakerTokenAmount = await this.exchangeWrapper.getUnavailableTakerAmountAsync(orderHash); + this.validateRemainingFillAmountNotZeroOrThrow( + signedOrder.takerTokenAmount, unavailableTakerTokenAmount, + ); + if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== takerAddress) { + throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker); + } + this.validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec); + const remainingTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount); + const filledTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount) ? + remainingTakerTokenAmount : + fillTakerTokenAmount; + await this.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTradeEmulator, signedOrder, filledTakerTokenAmount, takerAddress, zrxTokenAddress, + ); + + const wouldRoundingErrorOccur = await this.exchangeWrapper.isRoundingErrorAsync( + filledTakerTokenAmount, signedOrder.takerTokenAmount, signedOrder.makerTokenAmount, + ); + if (wouldRoundingErrorOccur) { + throw new Error(ExchangeContractErrs.OrderFillRoundingError); + } + return filledTakerTokenAmount; + } + public async validateFillOrKillOrderThrowIfInvalidAsync( + exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder, + fillTakerTokenAmount: BigNumber, takerAddress: string, zrxTokenAddress: string): Promise<void> { + const filledTakerTokenAmount = await this.validateFillOrderThrowIfInvalidAsync( + exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress, + ); + if (filledTakerTokenAmount !== fillTakerTokenAmount) { + throw new Error(ExchangeContractErrs.InsufficientRemainingFillAmount); + } + } + public async validateCancelOrderThrowIfInvalidAsync(order: Order, + cancelTakerTokenAmount: BigNumber, + unavailableTakerTokenAmount: BigNumber, + ): Promise<void> { + if (cancelTakerTokenAmount.eq(0)) { + throw new Error(ExchangeContractErrs.OrderCancelAmountZero); + } + if (order.takerTokenAmount.eq(unavailableTakerTokenAmount)) { + throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled); + } + const currentUnixTimestampSec = utils.getCurrentUnixTimestamp(); + if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) { + throw new Error(ExchangeContractErrs.OrderCancelExpired); + } + } + public async validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder, + fillTakerTokenAmount: BigNumber, senderAddress: string, zrxTokenAddress: string): Promise<void> { + const fillMakerTokenAmount = this.getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerTokenAmount, + signedOrder.makerTokenAmount, + ); + await exchangeTradeEmulator.transferFromAsync( + signedOrder.makerTokenAddress, signedOrder.maker, senderAddress, fillMakerTokenAmount, + TradeSide.Maker, TransferType.Trade, + ); + await exchangeTradeEmulator.transferFromAsync( + signedOrder.takerTokenAddress, senderAddress, signedOrder.maker, fillTakerTokenAmount, + TradeSide.Taker, TransferType.Trade, + ); + const makerFeeAmount = this.getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerTokenAmount, + signedOrder.makerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, makerFeeAmount, TradeSide.Maker, + TransferType.Fee, + ); + const takerFeeAmount = this.getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerTokenAmount, + signedOrder.takerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + zrxTokenAddress, senderAddress, signedOrder.feeRecipient, takerFeeAmount, TradeSide.Taker, + TransferType.Fee, + ); + } + private validateRemainingFillAmountNotZeroOrThrow( + takerTokenAmount: BigNumber, unavailableTakerTokenAmount: BigNumber, + ) { + if (takerTokenAmount.eq(unavailableTakerTokenAmount)) { + throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero); + } + } + private validateOrderNotExpiredOrThrow(expirationUnixTimestampSec: BigNumber) { + const currentUnixTimestampSec = utils.getCurrentUnixTimestamp(); + if (expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) { + throw new Error(ExchangeContractErrs.OrderFillExpired); + } + } + private getPartialAmount(numerator: BigNumber, denominator: BigNumber, + target: BigNumber): BigNumber { + const fillMakerTokenAmount = numerator + .mul(target) + .div(denominator) + .round(0); + return fillMakerTokenAmount; + } +} diff --git a/packages/0x.js/src/utils/signature_utils.ts b/packages/0x.js/src/utils/signature_utils.ts new file mode 100644 index 000000000..d066f8bf0 --- /dev/null +++ b/packages/0x.js/src/utils/signature_utils.ts @@ -0,0 +1,44 @@ +import * as ethUtil from 'ethereumjs-util'; +import {ECSignature} from '../types'; + +export const signatureUtils = { + isValidSignature(data: string, signature: ECSignature, signerAddress: string): boolean { + const dataBuff = ethUtil.toBuffer(data); + const msgHashBuff = ethUtil.hashPersonalMessage(dataBuff); + try { + const pubKey = ethUtil.ecrecover( + msgHashBuff, + signature.v, + ethUtil.toBuffer(signature.r), + ethUtil.toBuffer(signature.s)); + const retrievedAddress = ethUtil.bufferToHex(ethUtil.pubToAddress(pubKey)); + return retrievedAddress === signerAddress; + } catch (err) { + return false; + } + }, + parseSignatureHexAsVRS(signatureHex: string): ECSignature { + const signatureBuffer = ethUtil.toBuffer(signatureHex); + let v = signatureBuffer[0]; + if (v < 27) { + v += 27; + } + const r = signatureBuffer.slice(1, 33); + const s = signatureBuffer.slice(33, 65); + const ecSignature: ECSignature = { + v, + r: ethUtil.bufferToHex(r), + s: ethUtil.bufferToHex(s), + }; + return ecSignature; + }, + parseSignatureHexAsRSV(signatureHex: string): ECSignature { + const {v, r, s} = ethUtil.fromRpcSig(signatureHex); + const ecSignature: ECSignature = { + v, + r: ethUtil.bufferToHex(r), + s: ethUtil.bufferToHex(s), + }; + return ecSignature; + }, +}; diff --git a/packages/0x.js/src/utils/utils.ts b/packages/0x.js/src/utils/utils.ts new file mode 100644 index 000000000..280f3e979 --- /dev/null +++ b/packages/0x.js/src/utils/utils.ts @@ -0,0 +1,55 @@ +import * as _ from 'lodash'; +import * as ethABI from 'ethereumjs-abi'; +import * as ethUtil from 'ethereumjs-util'; +import {Order, SignedOrder, SolidityTypes} from '../types'; +import BigNumber from 'bignumber.js'; +import BN = require('bn.js'); + +export const utils = { + /** + * Converts BigNumber instance to BN + * The only reason we convert to BN is to remain compatible with `ethABI. soliditySHA3` that + * expects values of Solidity type `uint` to be passed as type `BN`. + * We do not use BN anywhere else in the codebase. + */ + bigNumberToBN(value: BigNumber) { + return new BN(value.toString(), 10); + }, + consoleLog(message: string): void { + // tslint:disable-next-line: no-console + console.log(message); + }, + isParityNode(nodeVersion: string): boolean { + return _.includes(nodeVersion, 'Parity'); + }, + isTestRpc(nodeVersion: string): boolean { + return _.includes(nodeVersion, 'TestRPC'); + }, + spawnSwitchErr(name: string, value: any): Error { + return new Error(`Unexpected switch value: ${value} encountered for ${name}`); + }, + getOrderHashHex(order: Order|SignedOrder): string { + const orderParts = [ + {value: order.exchangeContractAddress, type: SolidityTypes.Address}, + {value: order.maker, type: SolidityTypes.Address}, + {value: order.taker, type: SolidityTypes.Address}, + {value: order.makerTokenAddress, type: SolidityTypes.Address}, + {value: order.takerTokenAddress, type: SolidityTypes.Address}, + {value: order.feeRecipient, type: SolidityTypes.Address}, + {value: utils.bigNumberToBN(order.makerTokenAmount), type: SolidityTypes.Uint256}, + {value: utils.bigNumberToBN(order.takerTokenAmount), type: SolidityTypes.Uint256}, + {value: utils.bigNumberToBN(order.makerFee), type: SolidityTypes.Uint256}, + {value: utils.bigNumberToBN(order.takerFee), type: SolidityTypes.Uint256}, + {value: utils.bigNumberToBN(order.expirationUnixTimestampSec), type: SolidityTypes.Uint256}, + {value: utils.bigNumberToBN(order.salt), type: SolidityTypes.Uint256}, + ]; + const types = _.map(orderParts, o => o.type); + const values = _.map(orderParts, o => o.value); + const hashBuff = ethABI.soliditySHA3(types, values); + const hashHex = ethUtil.bufferToHex(hashBuff); + return hashHex; + }, + getCurrentUnixTimestamp(): BigNumber { + return new BigNumber(Date.now() / 1000); + }, +}; |