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author | Fabio Berger <me@fabioberger.com> | 2018-05-12 01:11:27 +0800 |
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committer | GitHub <noreply@github.com> | 2018-05-12 01:11:27 +0800 |
commit | 6aed4fb1ae27dabed027c855f2cbdc0bfb4f3b6b (patch) | |
tree | 8d374bf8f4f70a40d75c8bf4b35fe9a169250909 /packages/contract-wrappers/src/utils | |
parent | f42f608f3f97a5244f09f17ae5ee184c0f775de3 (diff) | |
parent | ad8e12eeaebd40fdafac7cbef96121d4454909df (diff) | |
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Merge pull request #579 from 0xProject/breakUp0xjs
Split 0x.js into: contract-wrappers & order-watcher
Diffstat (limited to 'packages/contract-wrappers/src/utils')
7 files changed, 554 insertions, 0 deletions
diff --git a/packages/contract-wrappers/src/utils/assert.ts b/packages/contract-wrappers/src/utils/assert.ts new file mode 100644 index 000000000..2588a4d09 --- /dev/null +++ b/packages/contract-wrappers/src/utils/assert.ts @@ -0,0 +1,31 @@ +import { assert as sharedAssert } from '@0xproject/assert'; +// We need those two unused imports because they're actually used by sharedAssert which gets injected here +// tslint:disable-next-line:no-unused-variable +import { Schema } from '@0xproject/json-schemas'; +// tslint:disable-next-line:no-unused-variable +import { ECSignature } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import { Web3Wrapper } from '@0xproject/web3-wrapper'; +import * as _ from 'lodash'; + +import { isValidSignature } from '@0xproject/order-utils'; + +export const assert = { + ...sharedAssert, + isValidSignature(orderHash: string, ecSignature: ECSignature, signerAddress: string) { + const isValid = isValidSignature(orderHash, ecSignature, signerAddress); + this.assert(isValid, `Expected order with hash '${orderHash}' to have a valid signature`); + }, + async isSenderAddressAsync( + variableName: string, + senderAddressHex: string, + web3Wrapper: Web3Wrapper, + ): Promise<void> { + sharedAssert.isETHAddressHex(variableName, senderAddressHex); + const isSenderAddressAvailable = await web3Wrapper.isSenderAddressAvailableAsync(senderAddressHex); + sharedAssert.assert( + isSenderAddressAvailable, + `Specified ${variableName} ${senderAddressHex} isn't available through the supplied web3 provider`, + ); + }, +}; diff --git a/packages/contract-wrappers/src/utils/constants.ts b/packages/contract-wrappers/src/utils/constants.ts new file mode 100644 index 000000000..07da6745d --- /dev/null +++ b/packages/contract-wrappers/src/utils/constants.ts @@ -0,0 +1,11 @@ +import { BigNumber } from '@0xproject/utils'; + +export const constants = { + NULL_ADDRESS: '0x0000000000000000000000000000000000000000', + TESTRPC_NETWORK_ID: 50, + INVALID_JUMP_PATTERN: 'invalid JUMP at', + OUT_OF_GAS_PATTERN: 'out of gas', + INVALID_TAKER_FORMAT: 'instance.taker is not of a type(s) string', + UNLIMITED_ALLOWANCE_IN_BASE_UNITS: new BigNumber(2).pow(256).minus(1), + DEFAULT_BLOCK_POLLING_INTERVAL: 1000, +}; diff --git a/packages/contract-wrappers/src/utils/decorators.ts b/packages/contract-wrappers/src/utils/decorators.ts new file mode 100644 index 000000000..64123143c --- /dev/null +++ b/packages/contract-wrappers/src/utils/decorators.ts @@ -0,0 +1,91 @@ +import * as _ from 'lodash'; + +import { AsyncMethod, ContractWrappersError, SyncMethod } from '../types'; + +import { constants } from './constants'; + +type ErrorTransformer = (err: Error) => Error; + +const contractCallErrorTransformer = (error: Error) => { + if (_.includes(error.message, constants.INVALID_JUMP_PATTERN)) { + return new Error(ContractWrappersError.InvalidJump); + } + if (_.includes(error.message, constants.OUT_OF_GAS_PATTERN)) { + return new Error(ContractWrappersError.OutOfGas); + } + return error; +}; + +const schemaErrorTransformer = (error: Error) => { + if (_.includes(error.message, constants.INVALID_TAKER_FORMAT)) { + const errMsg = + 'Order taker must be of type string. If you want anyone to be able to fill an order - pass ZeroEx.NULL_ADDRESS'; + return new Error(errMsg); + } + return error; +}; + +/** + * Source: https://stackoverflow.com/a/29837695/3546986 + */ +const asyncErrorHandlerFactory = (errorTransformer: ErrorTransformer) => { + const asyncErrorHandlingDecorator = ( + target: object, + key: string | symbol, + descriptor: 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) { + const transformedError = errorTransformer(error); + throw transformedError; + } + }; + + return descriptor; + }; + + return asyncErrorHandlingDecorator; +}; + +const syncErrorHandlerFactory = (errorTransformer: ErrorTransformer) => { + const syncErrorHandlingDecorator = ( + target: object, + key: string | symbol, + descriptor: TypedPropertyDescriptor<SyncMethod>, + ) => { + const originalMethod = descriptor.value as SyncMethod; + + // 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 = function(...args: any[]) { + try { + const result = originalMethod.apply(this, args); + return result; + } catch (error) { + const transformedError = errorTransformer(error); + throw transformedError; + } + }; + + return descriptor; + }; + + return syncErrorHandlingDecorator; +}; + +// _.flow(f, g) = f ∘ g +const zeroExErrorTransformer = _.flow(schemaErrorTransformer, contractCallErrorTransformer); + +export const decorators = { + asyncZeroExErrorHandler: asyncErrorHandlerFactory(zeroExErrorTransformer), + syncZeroExErrorHandler: syncErrorHandlerFactory(zeroExErrorTransformer), +}; diff --git a/packages/contract-wrappers/src/utils/exchange_transfer_simulator.ts b/packages/contract-wrappers/src/utils/exchange_transfer_simulator.ts new file mode 100644 index 000000000..b575285a1 --- /dev/null +++ b/packages/contract-wrappers/src/utils/exchange_transfer_simulator.ts @@ -0,0 +1,115 @@ +import { BlockParamLiteral, ExchangeContractErrs } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import * as _ from 'lodash'; + +import { TokenWrapper } from '../contract_wrappers/token_wrapper'; +import { BalanceAndProxyAllowanceLazyStore } from '../stores/balance_proxy_allowance_lazy_store'; +import { TradeSide, TransferType } from '../types'; +import { constants } from '../utils/constants'; + +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; + private static _throwValidationError( + failureReason: FailureReason, + tradeSide: TradeSide, + transferType: TransferType, + ): never { + const errMsg = ERR_MSG_MAPPING[failureReason][tradeSide][transferType]; + throw new Error(errMsg); + } + constructor(token: TokenWrapper, defaultBlock: BlockParamLiteral) { + this._store = new BalanceAndProxyAllowanceLazyStore(token, defaultBlock); + 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> { + // HACK: When simulating an open order (e.g taker is NULL_ADDRESS), we don't want to adjust balances/ + // allowances for the taker. We do however, want to increase the balance of the maker since the maker + // might be relying on those funds to fill subsequent orders or pay the order's fees. + if (from === constants.NULL_ADDRESS && tradeSide === TradeSide.Taker) { + await this._increaseBalanceAsync(tokenAddress, to, amountInBaseUnits); + return; + } + const balance = await this._store.getBalanceAsync(tokenAddress, from); + const proxyAllowance = await this._store.getProxyAllowanceAsync(tokenAddress, from); + if (proxyAllowance.lessThan(amountInBaseUnits)) { + ExchangeTransferSimulator._throwValidationError(FailureReason.ProxyAllowance, tradeSide, transferType); + } + if (balance.lessThan(amountInBaseUnits)) { + ExchangeTransferSimulator._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)); + } +} diff --git a/packages/contract-wrappers/src/utils/filter_utils.ts b/packages/contract-wrappers/src/utils/filter_utils.ts new file mode 100644 index 000000000..c5df7321e --- /dev/null +++ b/packages/contract-wrappers/src/utils/filter_utils.ts @@ -0,0 +1,95 @@ +import { + ConstructorAbi, + ContractAbi, + EventAbi, + FallbackAbi, + FilterObject, + LogEntry, + MethodAbi, +} from '@0xproject/types'; +import * as ethUtil from 'ethereumjs-util'; +import * as jsSHA3 from 'js-sha3'; +import * as _ from 'lodash'; +import * as uuid from 'uuid/v4'; + +import { BlockRange, ContractEvents, IndexedFilterValues } from '../types'; + +const TOPIC_LENGTH = 32; + +export const filterUtils = { + generateUUID(): string { + return uuid(); + }, + getFilter( + address: string, + eventName: ContractEvents, + indexFilterValues: IndexedFilterValues, + abi: ContractAbi, + blockRange?: BlockRange, + ): FilterObject { + const eventAbi = _.find(abi, { name: eventName }) as 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: FilterObject = { + address, + topics, + }; + if (!_.isUndefined(blockRange)) { + filter = { + ...blockRange, + ...filter, + }; + } + return filter; + }, + getEventSignatureFromAbiByName(eventAbi: EventAbi, eventName: ContractEvents): string { + const types = _.map(eventAbi.inputs, 'type'); + const signature = `${eventAbi.name}(${types.join(',')})`; + return signature; + }, + getTopicsForIndexedArgs(abi: 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: LogEntry, filter: 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/contract-wrappers/src/utils/order_validation_utils.ts b/packages/contract-wrappers/src/utils/order_validation_utils.ts new file mode 100644 index 000000000..36dfbd800 --- /dev/null +++ b/packages/contract-wrappers/src/utils/order_validation_utils.ts @@ -0,0 +1,198 @@ +import { getOrderHashHex, isValidSignature, OrderError } from '@0xproject/order-utils'; +import { ExchangeContractErrs, Order, SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import * as _ from 'lodash'; + +import { ExchangeWrapper } from '../contract_wrappers/exchange_wrapper'; +import { ContractWrappersError, TradeSide, TransferType } from '../types'; +import { constants } from '../utils/constants'; +import { utils } from '../utils/utils'; + +import { ExchangeTransferSimulator } from './exchange_transfer_simulator'; + +export class OrderValidationUtils { + private _exchangeWrapper: ExchangeWrapper; + public static validateCancelOrderThrowIfInvalid( + order: Order, + cancelTakerTokenAmount: BigNumber, + unavailableTakerTokenAmount: BigNumber, + ): void { + if (cancelTakerTokenAmount.eq(0)) { + throw new Error(ExchangeContractErrs.OrderCancelAmountZero); + } + if (order.takerTokenAmount.eq(unavailableTakerTokenAmount)) { + throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled); + } + const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec(); + if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) { + throw new Error(ExchangeContractErrs.OrderCancelExpired); + } + } + public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTradeEmulator: ExchangeTransferSimulator, + signedOrder: SignedOrder, + fillTakerTokenAmount: BigNumber, + senderAddress: string, + zrxTokenAddress: string, + ): Promise<void> { + const fillMakerTokenAmount = OrderValidationUtils._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 = OrderValidationUtils._getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerTokenAmount, + signedOrder.makerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + zrxTokenAddress, + signedOrder.maker, + signedOrder.feeRecipient, + makerFeeAmount, + TradeSide.Maker, + TransferType.Fee, + ); + const takerFeeAmount = OrderValidationUtils._getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerTokenAmount, + signedOrder.takerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + zrxTokenAddress, + senderAddress, + signedOrder.feeRecipient, + takerFeeAmount, + TradeSide.Taker, + TransferType.Fee, + ); + } + private static _validateRemainingFillAmountNotZeroOrThrow( + takerTokenAmount: BigNumber, + unavailableTakerTokenAmount: BigNumber, + ) { + if (takerTokenAmount.eq(unavailableTakerTokenAmount)) { + throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero); + } + } + private static _validateOrderNotExpiredOrThrow(expirationUnixTimestampSec: BigNumber) { + const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec(); + if (expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) { + throw new Error(ExchangeContractErrs.OrderFillExpired); + } + } + private static _getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber { + const fillMakerTokenAmount = numerator + .mul(target) + .div(denominator) + .round(0); + return fillMakerTokenAmount; + } + constructor(exchangeWrapper: ExchangeWrapper) { + this._exchangeWrapper = exchangeWrapper; + } + public async validateOrderFillableOrThrowAsync( + exchangeTradeEmulator: ExchangeTransferSimulator, + signedOrder: SignedOrder, + zrxTokenAddress: string, + expectedFillTakerTokenAmount?: BigNumber, + ): Promise<void> { + const orderHash = getOrderHashHex(signedOrder); + const unavailableTakerTokenAmount = await this._exchangeWrapper.getUnavailableTakerAmountAsync(orderHash); + OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow( + signedOrder.takerTokenAmount, + unavailableTakerTokenAmount, + ); + OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec); + let fillTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount); + if (!_.isUndefined(expectedFillTakerTokenAmount)) { + fillTakerTokenAmount = expectedFillTakerTokenAmount; + } + await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTradeEmulator, + signedOrder, + fillTakerTokenAmount, + signedOrder.taker, + zrxTokenAddress, + ); + } + 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 = getOrderHashHex(signedOrder); + if (!isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker)) { + throw new Error(OrderError.InvalidSignature); + } + const unavailableTakerTokenAmount = await this._exchangeWrapper.getUnavailableTakerAmountAsync(orderHash); + OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow( + signedOrder.takerTokenAmount, + unavailableTakerTokenAmount, + ); + if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== takerAddress) { + throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker); + } + OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec); + const remainingTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount); + const filledTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount) + ? remainingTakerTokenAmount + : fillTakerTokenAmount; + await OrderValidationUtils.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); + } + } +} diff --git a/packages/contract-wrappers/src/utils/utils.ts b/packages/contract-wrappers/src/utils/utils.ts new file mode 100644 index 000000000..af1125632 --- /dev/null +++ b/packages/contract-wrappers/src/utils/utils.ts @@ -0,0 +1,13 @@ +import { BigNumber } from '@0xproject/utils'; + +export const utils = { + spawnSwitchErr(name: string, value: any): Error { + return new Error(`Unexpected switch value: ${value} encountered for ${name}`); + }, + getCurrentUnixTimestampSec(): BigNumber { + return new BigNumber(Date.now() / 1000).round(); + }, + getCurrentUnixTimestampMs(): BigNumber { + return new BigNumber(Date.now()); + }, +}; |