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authorBrandon Millman <brandon@0xproject.com>2018-08-06 05:47:42 +0800
committerGitHub <noreply@github.com>2018-08-06 05:47:42 +0800
commit47fef1f8ff583879fa83a7a44086b14f69c09e21 (patch)
tree333f93d99e32e75739e3f76bbaa8c393249f71ff /packages
parent9f7f61085c1a6989b79df575beb0b5d8f2b3652d (diff)
parent3cb955c136bf47b5f40cdbc44bcc4d19ec6d6453 (diff)
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Merge pull request #936 from 0xProject/feature/contract-wrappers/forwader-optimizations
ForwarderWrapper order optimizations
Diffstat (limited to 'packages')
-rw-r--r--packages/contract-wrappers/CHANGELOG.json6
-rw-r--r--packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts27
-rw-r--r--packages/contract-wrappers/src/utils/calldata_optimization_utils.ts44
-rw-r--r--packages/contract-wrappers/src/utils/constants.ts1
-rw-r--r--packages/contract-wrappers/test/calldata_optimization_utils_test.ts60
-rw-r--r--packages/fill-scenarios/CHANGELOG.json10
-rw-r--r--packages/fill-scenarios/src/fill_scenarios.ts24
-rw-r--r--packages/order-utils/CHANGELOG.json10
-rw-r--r--packages/order-utils/src/constants.ts2
-rw-r--r--packages/order-utils/src/index.ts10
-rw-r--r--packages/order-utils/src/order_factory.ts78
-rw-r--r--packages/order-utils/src/types.ts12
-rw-r--r--packages/sol-resolver/CHANGELOG.md1
13 files changed, 241 insertions, 44 deletions
diff --git a/packages/contract-wrappers/CHANGELOG.json b/packages/contract-wrappers/CHANGELOG.json
index 8fa31052c..02e1acf91 100644
--- a/packages/contract-wrappers/CHANGELOG.json
+++ b/packages/contract-wrappers/CHANGELOG.json
@@ -1,10 +1,14 @@
[
{
- "version": "1.1.0-rc.2",
+ "version": "1.0.1-rc.3",
"changes": [
{
"note": "Add ForwarderWrapper",
"pr": 934
+ },
+ {
+ "note": "Optimize orders in ForwarderWrapper",
+ "pr": 936
}
]
},
diff --git a/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts b/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts
index 90cfbe2af..13ef0fe01 100644
--- a/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts
+++ b/packages/contract-wrappers/src/contract_wrappers/forwarder_wrapper.ts
@@ -10,6 +10,7 @@ import { orderTxOptsSchema } from '../schemas/order_tx_opts_schema';
import { txOptsSchema } from '../schemas/tx_opts_schema';
import { TransactionOpts } from '../types';
import { assert } from '../utils/assert';
+import { calldataOptimizationUtils } from '../utils/calldata_optimization_utils';
import { constants } from '../utils/constants';
import { ContractWrapper } from './contract_wrapper';
@@ -75,14 +76,19 @@ export class ForwarderWrapper extends ContractWrapper {
this.getZRXTokenAddress(),
this.getEtherTokenAddress(),
);
+ // lowercase input addresses
const normalizedTakerAddress = takerAddress.toLowerCase();
const normalizedFeeRecipientAddress = feeRecipientAddress.toLowerCase();
+ // optimize orders
+ const optimizedMarketOrders = calldataOptimizationUtils.optimizeForwarderOrders(signedOrders);
+ const optimizedFeeOrders = calldataOptimizationUtils.optimizeForwarderFeeOrders(signedFeeOrders);
+ // send transaction
const forwarderContractInstance = await this._getForwarderContractAsync();
const txHash = await forwarderContractInstance.marketSellOrdersWithEth.sendTransactionAsync(
- signedOrders,
- _.map(signedOrders, order => order.signature),
- signedFeeOrders,
- _.map(signedFeeOrders, order => order.signature),
+ optimizedMarketOrders,
+ _.map(optimizedMarketOrders, order => order.signature),
+ optimizedFeeOrders,
+ _.map(optimizedFeeOrders, order => order.signature),
feePercentage,
feeRecipientAddress,
{
@@ -138,15 +144,20 @@ export class ForwarderWrapper extends ContractWrapper {
this.getZRXTokenAddress(),
this.getEtherTokenAddress(),
);
+ // lowercase input addresses
const normalizedTakerAddress = takerAddress.toLowerCase();
const normalizedFeeRecipientAddress = feeRecipientAddress.toLowerCase();
+ // optimize orders
+ const optimizedMarketOrders = calldataOptimizationUtils.optimizeForwarderOrders(signedOrders);
+ const optimizedFeeOrders = calldataOptimizationUtils.optimizeForwarderFeeOrders(signedFeeOrders);
+ // send transaction
const forwarderContractInstance = await this._getForwarderContractAsync();
const txHash = await forwarderContractInstance.marketBuyOrdersWithEth.sendTransactionAsync(
- signedOrders,
+ optimizedMarketOrders,
makerAssetFillAmount,
- _.map(signedOrders, order => order.signature),
- signedFeeOrders,
- _.map(signedFeeOrders, order => order.signature),
+ _.map(optimizedMarketOrders, order => order.signature),
+ optimizedFeeOrders,
+ _.map(optimizedFeeOrders, order => order.signature),
feePercentage,
feeRecipientAddress,
{
diff --git a/packages/contract-wrappers/src/utils/calldata_optimization_utils.ts b/packages/contract-wrappers/src/utils/calldata_optimization_utils.ts
new file mode 100644
index 000000000..3172cf531
--- /dev/null
+++ b/packages/contract-wrappers/src/utils/calldata_optimization_utils.ts
@@ -0,0 +1,44 @@
+import { SignedOrder } from '@0xproject/types';
+import * as _ from 'lodash';
+
+import { constants } from './constants';
+
+export const calldataOptimizationUtils = {
+ /**
+ * Takes an array of orders and outputs an array of equivalent orders where all takerAssetData are '0x' and
+ * all makerAssetData are '0x' except for that of the first order, which retains its original value
+ * @param orders An array of SignedOrder objects
+ * @returns optimized orders
+ */
+ optimizeForwarderOrders(orders: SignedOrder[]): SignedOrder[] {
+ const optimizedOrders = _.map(orders, (order, index) =>
+ transformOrder(order, {
+ makerAssetData: index === 0 ? order.makerAssetData : constants.NULL_BYTES,
+ takerAssetData: constants.NULL_BYTES,
+ }),
+ );
+ return optimizedOrders;
+ },
+ /**
+ * Takes an array of orders and outputs an array of equivalent orders where all takerAssetData are '0x' and
+ * all makerAssetData are '0x'
+ * @param orders An array of SignedOrder objects
+ * @returns optimized orders
+ */
+ optimizeForwarderFeeOrders(orders: SignedOrder[]): SignedOrder[] {
+ const optimizedOrders = _.map(orders, (order, index) =>
+ transformOrder(order, {
+ makerAssetData: constants.NULL_BYTES,
+ takerAssetData: constants.NULL_BYTES,
+ }),
+ );
+ return optimizedOrders;
+ },
+};
+
+const transformOrder = (order: SignedOrder, partialOrder: Partial<SignedOrder>) => {
+ return {
+ ...order,
+ ...partialOrder,
+ };
+};
diff --git a/packages/contract-wrappers/src/utils/constants.ts b/packages/contract-wrappers/src/utils/constants.ts
index d436efefc..2df11538c 100644
--- a/packages/contract-wrappers/src/utils/constants.ts
+++ b/packages/contract-wrappers/src/utils/constants.ts
@@ -2,6 +2,7 @@ import { BigNumber } from '@0xproject/utils';
export const constants = {
NULL_ADDRESS: '0x0000000000000000000000000000000000000000',
+ NULL_BYTES: '0x',
TESTRPC_NETWORK_ID: 50,
INVALID_JUMP_PATTERN: 'invalid JUMP at',
REVERT: 'revert',
diff --git a/packages/contract-wrappers/test/calldata_optimization_utils_test.ts b/packages/contract-wrappers/test/calldata_optimization_utils_test.ts
new file mode 100644
index 000000000..a4cea772f
--- /dev/null
+++ b/packages/contract-wrappers/test/calldata_optimization_utils_test.ts
@@ -0,0 +1,60 @@
+import { orderFactory } from '@0xproject/order-utils';
+import * as chai from 'chai';
+import * as _ from 'lodash';
+import 'mocha';
+
+import { assert } from '../src/utils/assert';
+import { calldataOptimizationUtils } from '../src/utils/calldata_optimization_utils';
+import { constants } from '../src/utils/constants';
+
+import { chaiSetup } from './utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+// utility for generating a set of order objects with mostly NULL values
+// except for a specified makerAssetData and takerAssetData
+const FAKE_ORDERS_COUNT = 5;
+const generateFakeOrders = (makerAssetData: string, takerAssetData: string) =>
+ _.map(_.range(FAKE_ORDERS_COUNT), index => {
+ const order = orderFactory.createOrder(
+ constants.NULL_ADDRESS,
+ constants.ZERO_AMOUNT,
+ makerAssetData,
+ constants.ZERO_AMOUNT,
+ takerAssetData,
+ constants.NULL_ADDRESS,
+ );
+ return {
+ ...order,
+ signature: 'dummy signature',
+ };
+ });
+
+describe('calldataOptimizationUtils', () => {
+ const fakeMakerAssetData = 'fakeMakerAssetData';
+ const fakeTakerAssetData = 'fakeTakerAssetData';
+ const orders = generateFakeOrders(fakeMakerAssetData, fakeTakerAssetData);
+ describe('#optimizeForwarderOrders', () => {
+ it('should make makerAssetData `0x` unless first order', () => {
+ const optimizedOrders = calldataOptimizationUtils.optimizeForwarderOrders(orders);
+ expect(optimizedOrders[0].makerAssetData).to.equal(fakeMakerAssetData);
+ const ordersWithoutHead = _.slice(optimizedOrders, 1);
+ _.forEach(ordersWithoutHead, order => expect(order.makerAssetData).to.equal(constants.NULL_BYTES));
+ });
+ it('should make all takerAssetData `0x`', () => {
+ const optimizedOrders = calldataOptimizationUtils.optimizeForwarderOrders(orders);
+ _.forEach(optimizedOrders, order => expect(order.takerAssetData).to.equal(constants.NULL_BYTES));
+ });
+ });
+ describe('#optimizeForwarderFeeOrders', () => {
+ it('should make all makerAssetData `0x`', () => {
+ const optimizedOrders = calldataOptimizationUtils.optimizeForwarderFeeOrders(orders);
+ _.forEach(optimizedOrders, order => expect(order.makerAssetData).to.equal(constants.NULL_BYTES));
+ });
+ it('should make all takerAssetData `0x`', () => {
+ const optimizedOrders = calldataOptimizationUtils.optimizeForwarderFeeOrders(orders);
+ _.forEach(optimizedOrders, order => expect(order.takerAssetData).to.equal(constants.NULL_BYTES));
+ });
+ });
+});
diff --git a/packages/fill-scenarios/CHANGELOG.json b/packages/fill-scenarios/CHANGELOG.json
index 954803462..04e076203 100644
--- a/packages/fill-scenarios/CHANGELOG.json
+++ b/packages/fill-scenarios/CHANGELOG.json
@@ -1,5 +1,15 @@
[
{
+ "version": "1.0.1-rc.3",
+ "changes": [
+ {
+ "note":
+ "Updated to use latest orderFactory interface, fixed `feeRecipient` spelling error in public interface",
+ "pr": 936
+ }
+ ]
+ },
+ {
"version": "1.0.1-rc.2",
"changes": [
{
diff --git a/packages/fill-scenarios/src/fill_scenarios.ts b/packages/fill-scenarios/src/fill_scenarios.ts
index 8f2766e24..1a1adb326 100644
--- a/packages/fill-scenarios/src/fill_scenarios.ts
+++ b/packages/fill-scenarios/src/fill_scenarios.ts
@@ -61,7 +61,7 @@ export class FillScenarios {
makerAddress: string,
takerAddress: string,
fillableAmount: BigNumber,
- feeRecepientAddress: string,
+ feeRecipientAddress: string,
expirationTimeSeconds?: BigNumber,
): Promise<SignedOrder> {
return this._createAsymmetricFillableSignedOrderWithFeesAsync(
@@ -73,7 +73,7 @@ export class FillScenarios {
takerAddress,
fillableAmount,
fillableAmount,
- feeRecepientAddress,
+ feeRecipientAddress,
expirationTimeSeconds,
);
}
@@ -88,7 +88,7 @@ export class FillScenarios {
): Promise<SignedOrder> {
const makerFee = new BigNumber(0);
const takerFee = new BigNumber(0);
- const feeRecepientAddress = constants.NULL_ADDRESS;
+ const feeRecipientAddress = constants.NULL_ADDRESS;
return this._createAsymmetricFillableSignedOrderWithFeesAsync(
makerAssetData,
takerAssetData,
@@ -98,7 +98,7 @@ export class FillScenarios {
takerAddress,
makerFillableAmount,
takerFillableAmount,
- feeRecepientAddress,
+ feeRecipientAddress,
expirationTimeSeconds,
);
}
@@ -148,7 +148,7 @@ export class FillScenarios {
takerAddress: string,
makerFillableAmount: BigNumber,
takerFillableAmount: BigNumber,
- feeRecepientAddress: string,
+ feeRecipientAddress: string,
expirationTimeSeconds?: BigNumber,
): Promise<SignedOrder> {
const decodedMakerAssetData = assetDataUtils.decodeAssetDataOrThrow(makerAssetData);
@@ -194,17 +194,19 @@ export class FillScenarios {
const signedOrder = await orderFactory.createSignedOrderAsync(
this._web3Wrapper.getProvider(),
makerAddress,
- takerAddress,
- senderAddress,
- makerFee,
- takerFee,
makerFillableAmount,
makerAssetData,
takerFillableAmount,
takerAssetData,
this._exchangeAddress,
- feeRecepientAddress,
- expirationTimeSeconds,
+ {
+ takerAddress,
+ senderAddress,
+ makerFee,
+ takerFee,
+ feeRecipientAddress,
+ expirationTimeSeconds,
+ },
);
return signedOrder;
}
diff --git a/packages/order-utils/CHANGELOG.json b/packages/order-utils/CHANGELOG.json
index a399f5ea1..70a75854a 100644
--- a/packages/order-utils/CHANGELOG.json
+++ b/packages/order-utils/CHANGELOG.json
@@ -1,5 +1,15 @@
[
{
+ "version": "1.0.1-rc.3",
+ "changes": [
+ {
+ "note":
+ "Added a synchronous `createOrder` method in `orderFactory`, updated public interfaces to support some optional parameters",
+ "pr": 936
+ }
+ ]
+ },
+ {
"version": "1.0.1-rc.2",
"changes": [
{
diff --git a/packages/order-utils/src/constants.ts b/packages/order-utils/src/constants.ts
index bb7482184..ea3f8b932 100644
--- a/packages/order-utils/src/constants.ts
+++ b/packages/order-utils/src/constants.ts
@@ -10,4 +10,6 @@ export const constants = {
ERC721_ASSET_DATA_MINIMUM_BYTE_LENGTH: 53,
SELECTOR_LENGTH: 4,
BASE_16: 16,
+ INFINITE_TIMESTAMP_SEC: new BigNumber(2524604400), // Close to infinite
+ ZERO_AMOUNT: new BigNumber(0),
};
diff --git a/packages/order-utils/src/index.ts b/packages/order-utils/src/index.ts
index 76be63bb8..129eb0a3d 100644
--- a/packages/order-utils/src/index.ts
+++ b/packages/order-utils/src/index.ts
@@ -13,7 +13,15 @@ export { orderFactory } from './order_factory';
export { constants } from './constants';
export { crypto } from './crypto';
export { generatePseudoRandomSalt } from './salt';
-export { OrderError, MessagePrefixType, MessagePrefixOpts, EIP712Parameter, EIP712Schema, EIP712Types } from './types';
+export {
+ CreateOrderOpts,
+ OrderError,
+ MessagePrefixType,
+ MessagePrefixOpts,
+ EIP712Parameter,
+ EIP712Schema,
+ EIP712Types,
+} from './types';
export { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher';
export { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
export { BalanceAndProxyAllowanceLazyStore } from './store/balance_and_proxy_allowance_lazy_store';
diff --git a/packages/order-utils/src/order_factory.ts b/packages/order-utils/src/order_factory.ts
index 803cb82b1..14727fd97 100644
--- a/packages/order-utils/src/order_factory.ts
+++ b/packages/order-utils/src/order_factory.ts
@@ -1,49 +1,63 @@
-import { ECSignature, SignedOrder } from '@0xproject/types';
+import { ECSignature, Order, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { Provider } from 'ethereum-types';
import * as ethUtil from 'ethereumjs-util';
import * as _ from 'lodash';
+import { constants } from './constants';
import { orderHashUtils } from './order_hash';
import { generatePseudoRandomSalt } from './salt';
import { ecSignOrderHashAsync } from './signature_utils';
-import { MessagePrefixType } from './types';
+import { CreateOrderOpts, MessagePrefixType } from './types';
export const orderFactory = {
- async createSignedOrderAsync(
- provider: Provider,
+ createOrder(
makerAddress: string,
- takerAddress: string,
- senderAddress: string,
- makerFee: BigNumber,
- takerFee: BigNumber,
makerAssetAmount: BigNumber,
makerAssetData: string,
takerAssetAmount: BigNumber,
takerAssetData: string,
exchangeAddress: string,
- feeRecipientAddress: string,
- expirationTimeSecondsIfExists?: BigNumber,
- ): Promise<SignedOrder> {
- const defaultExpirationUnixTimestampSec = new BigNumber(2524604400); // Close to infinite
- const expirationTimeSeconds = _.isUndefined(expirationTimeSecondsIfExists)
- ? defaultExpirationUnixTimestampSec
- : expirationTimeSecondsIfExists;
+ createOrderOpts: CreateOrderOpts = generateDefaultCreateOrderOpts(),
+ ): Order {
+ const defaultCreateOrderOpts = generateDefaultCreateOrderOpts();
const order = {
makerAddress,
- takerAddress,
- senderAddress,
- makerFee,
- takerFee,
makerAssetAmount,
takerAssetAmount,
makerAssetData,
takerAssetData,
- salt: generatePseudoRandomSalt(),
exchangeAddress,
- feeRecipientAddress,
- expirationTimeSeconds,
+ takerAddress: createOrderOpts.takerAddress || defaultCreateOrderOpts.takerAddress,
+ senderAddress: createOrderOpts.senderAddress || defaultCreateOrderOpts.senderAddress,
+ makerFee: createOrderOpts.makerFee || defaultCreateOrderOpts.makerFee,
+ takerFee: createOrderOpts.takerFee || defaultCreateOrderOpts.takerFee,
+ feeRecipientAddress: createOrderOpts.feeRecipientAddress || defaultCreateOrderOpts.feeRecipientAddress,
+ salt: createOrderOpts.salt || defaultCreateOrderOpts.salt,
+ expirationTimeSeconds:
+ createOrderOpts.expirationTimeSeconds || defaultCreateOrderOpts.expirationTimeSeconds,
};
+ return order;
+ },
+ async createSignedOrderAsync(
+ provider: Provider,
+ makerAddress: string,
+ makerAssetAmount: BigNumber,
+ makerAssetData: string,
+ takerAssetAmount: BigNumber,
+ takerAssetData: string,
+ exchangeAddress: string,
+ createOrderOpts?: CreateOrderOpts,
+ ): Promise<SignedOrder> {
+ const order = orderFactory.createOrder(
+ makerAddress,
+ makerAssetAmount,
+ makerAssetData,
+ takerAssetAmount,
+ takerAssetData,
+ exchangeAddress,
+ createOrderOpts,
+ );
const orderHash = orderHashUtils.getOrderHashHex(order);
const messagePrefixOpts = {
prefixType: MessagePrefixType.EthSign,
@@ -56,6 +70,26 @@ export const orderFactory = {
},
};
+function generateDefaultCreateOrderOpts(): {
+ takerAddress: string;
+ senderAddress: string;
+ makerFee: BigNumber;
+ takerFee: BigNumber;
+ feeRecipientAddress: string;
+ salt: BigNumber;
+ expirationTimeSeconds: BigNumber;
+} {
+ return {
+ takerAddress: constants.NULL_ADDRESS,
+ senderAddress: constants.NULL_ADDRESS,
+ makerFee: constants.ZERO_AMOUNT,
+ takerFee: constants.ZERO_AMOUNT,
+ feeRecipientAddress: constants.NULL_ADDRESS,
+ salt: generatePseudoRandomSalt(),
+ expirationTimeSeconds: constants.INFINITE_TIMESTAMP_SEC,
+ };
+}
+
function getVRSHexString(ecSignature: ECSignature): string {
const ETH_SIGN_SIGNATURE_TYPE = '03';
const vrs = `${intToHex(ecSignature.v)}${ethUtil.stripHexPrefix(ecSignature.r)}${ethUtil.stripHexPrefix(
diff --git a/packages/order-utils/src/types.ts b/packages/order-utils/src/types.ts
index b08e74e71..f44e94349 100644
--- a/packages/order-utils/src/types.ts
+++ b/packages/order-utils/src/types.ts
@@ -1,3 +1,5 @@
+import { BigNumber } from '@0xproject/utils';
+
export enum OrderError {
InvalidSignature = 'INVALID_SIGNATURE',
}
@@ -51,3 +53,13 @@ export enum EIP712Types {
String = 'string',
Uint256 = 'uint256',
}
+
+export interface CreateOrderOpts {
+ takerAddress?: string;
+ senderAddress?: string;
+ makerFee?: BigNumber;
+ takerFee?: BigNumber;
+ feeRecipientAddress?: string;
+ salt?: BigNumber;
+ expirationTimeSeconds?: BigNumber;
+}
diff --git a/packages/sol-resolver/CHANGELOG.md b/packages/sol-resolver/CHANGELOG.md
index 8ff6ce6ed..5d2ee154a 100644
--- a/packages/sol-resolver/CHANGELOG.md
+++ b/packages/sol-resolver/CHANGELOG.md
@@ -5,7 +5,6 @@ Edit the package's CHANGELOG.json file only.
CHANGELOG
-
## v1.0.4 - _July 26, 2018_
* Dependencies updated