Merge pull request #30 from 0xProject/fillOrderAsync

fillOrderAsync

1 files changed, 201 insertions, 8 deletions

diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index 3f6eb0dab..4aa532bdd 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -1,15 +1,39 @@
 import * as _ from 'lodash';
 import {Web3Wrapper} from '../web3_wrapper';
-import {ECSignature, ZeroExError, ExchangeContract} from '../types';
+import {
+    ECSignature,
+    ExchangeContract,
+    ExchangeContractErrCodes,
+    ExchangeContractErrs,
+    OrderValues,
+    OrderAddresses,
+    SignedOrder,
+    ContractEvent,
+    ContractResponse,
+} from '../types';
 import {assert} from '../utils/assert';
 import {ContractWrapper} from './contract_wrapper';
 import * as ExchangeArtifacts from '../artifacts/Exchange.json';
 import {ecSignatureSchema} from '../schemas/ec_signature_schema';
+import {signedOrderSchema} from '../schemas/order_schemas';
+import {SchemaValidator} from '../utils/schema_validator';
+import {constants} from '../utils/constants';
+import {TokenWrapper} from './token_wrapper';
 
 export class ExchangeWrapper extends ContractWrapper {
+    private exchangeContractErrCodesToMsg = {
+        [ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED,
+        [ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED,
+        [ExchangeContractErrCodes.ERROR_FILL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO,
+        [ExchangeContractErrCodes.ERROR_CANCEL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO,
+        [ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR,
+        [ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.FILL_BALANCE_ALLOWANCE_ERROR,
+    };
     private exchangeContractIfExists?: ExchangeContract;
-    constructor(web3Wrapper: Web3Wrapper) {
+    private tokenWrapper: TokenWrapper;
+    constructor(web3Wrapper: Web3Wrapper, tokenWrapper: TokenWrapper) {
         super(web3Wrapper);
+        this.tokenWrapper = tokenWrapper;
     }
     public invalidateContractInstance(): void {
         delete this.exchangeContractIfExists;
@@ -20,23 +44,188 @@ export class ExchangeWrapper extends ContractWrapper {
         assert.doesConformToSchema('ecSignature', ecSignature, ecSignatureSchema);
         assert.isETHAddressHex('signerAddressHex', signerAddressHex);
 
-        const senderAddressIfExists = await this.web3Wrapper.getSenderAddressIfExistsAsync();
-        assert.assert(!_.isUndefined(senderAddressIfExists), ZeroExError.USER_HAS_NO_ASSOCIATED_ADDRESSES);
+        const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync();
+        const exchangeInstance = await this.getExchangeContractAsync();
 
-        const exchangeContract = await this.getExchangeContractAsync();
-
-        const isValidSignature = await exchangeContract.isValidSignature.call(
+        const isValidSignature = await exchangeInstance.isValidSignature.call(
             signerAddressHex,
             dataHex,
             ecSignature.v,
             ecSignature.r,
             ecSignature.s,
             {
-                from: senderAddressIfExists,
+                from: senderAddress,
             },
         );
         return isValidSignature;
     }
+    /**
+     * Fills a signed order with a fillAmount denominated in baseUnits of the taker token.
+     * Since the order in which transactions are included in the next block is indeterminate, race-conditions
+     * could arise where a users balance or allowance changes before the fillOrder executes. Because of this,
+     * we allow you to specify `shouldCheckTransfer`. If true, the smart contract will not throw if while
+     * executing, the parties do not have sufficient balances/allowances, preserving gas costs. Setting it to
+     * false forgoes this check and causes the smart contract to throw instead.
+     */
+    public async fillOrderAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber,
+                                shouldCheckTransfer: boolean): Promise<void> {
+        assert.doesConformToSchema('signedOrder',
+                                   SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object),
+                                   signedOrderSchema);
+        assert.isBigNumber('fillTakerAmount', fillTakerAmount);
+        assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
+
+        const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync();
+        const exchangeInstance = await this.getExchangeContractAsync();
+        await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, senderAddress);
+
+        const orderAddresses: OrderAddresses = [
+            signedOrder.maker,
+            signedOrder.taker,
+            signedOrder.makerTokenAddress,
+            signedOrder.takerTokenAddress,
+            signedOrder.feeRecipient,
+        ];
+        const orderValues: OrderValues = [
+            signedOrder.makerTokenAmount,
+            signedOrder.takerTokenAmount,
+            signedOrder.makerFee,
+            signedOrder.takerFee,
+            signedOrder.expirationUnixTimestampSec,
+            signedOrder.salt,
+        ];
+        const gas = await exchangeInstance.fill.estimateGas(
+            orderAddresses,
+            orderValues,
+            fillTakerAmount,
+            shouldCheckTransfer,
+            signedOrder.ecSignature.v,
+            signedOrder.ecSignature.r,
+            signedOrder.ecSignature.s,
+            {
+                from: senderAddress,
+            },
+        );
+        const response: ContractResponse = await exchangeInstance.fill(
+            orderAddresses,
+            orderValues,
+            fillTakerAmount,
+            shouldCheckTransfer,
+            signedOrder.ecSignature.v,
+            signedOrder.ecSignature.r,
+            signedOrder.ecSignature.s,
+            {
+                from: senderAddress,
+                gas,
+            },
+        );
+        this.throwErrorLogsAsErrors(response.logs);
+    }
+    private async validateFillOrderAndThrowIfInvalidAsync(signedOrder: SignedOrder,
+                                                          fillTakerAmount: BigNumber.BigNumber,
+                                                          senderAddress: string): Promise<void> {
+        if (fillTakerAmount.eq(0)) {
+            throw new Error(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO);
+        }
+        if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== senderAddress) {
+            throw new Error(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER);
+        }
+        const currentUnixTimestampSec = Date.now() / 1000;
+        if (signedOrder.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
+            throw new Error(ExchangeContractErrs.ORDER_FILL_EXPIRED);
+        }
+        const zrxTokenAddress = await this.getZRXTokenAddressAsync();
+        await this.validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder, fillTakerAmount,
+                                                               senderAddress, zrxTokenAddress);
+
+        const wouldRoundingErrorOccur = await this.isRoundingErrorAsync(
+            signedOrder.takerTokenAmount, fillTakerAmount, signedOrder.makerTokenAmount,
+        );
+        if (wouldRoundingErrorOccur) {
+            throw new Error(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR);
+        }
+    }
+
+    /**
+     * This method does not currently validate the edge-case where the makerToken or takerToken is also the token used
+     * to pay fees  (ZRX). It is possible for them to have enough for fees and the transfer but not both.
+     * 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.
+     */
+    private async validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder: SignedOrder,
+                                                                               fillTakerAmount: BigNumber.BigNumber,
+                                                                               senderAddress: string,
+                                                                               zrxTokenAddress: string): Promise<void> {
+
+        const makerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.makerTokenAddress,
+                                                                     signedOrder.maker);
+        const takerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.takerTokenAddress, senderAddress);
+        const makerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.makerTokenAddress,
+                                                                              signedOrder.maker);
+        const takerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.takerTokenAddress,
+                                                                              senderAddress);
+
+        // exchangeRate is the price of one maker token denominated in taker tokens
+        const exchangeRate = signedOrder.takerTokenAmount.div(signedOrder.makerTokenAmount);
+        const fillMakerAmountInBaseUnits = fillTakerAmount.div(exchangeRate);
+
+        if (fillTakerAmount.greaterThan(takerBalance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE);
+        }
+        if (fillTakerAmount.greaterThan(takerAllowance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE);
+        }
+        if (fillMakerAmountInBaseUnits.greaterThan(makerBalance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE);
+        }
+        if (fillMakerAmountInBaseUnits.greaterThan(makerAllowance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE);
+        }
+
+        const makerFeeBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress,
+                                                                        signedOrder.maker);
+        const takerFeeBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, senderAddress);
+        const makerFeeAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress,
+                                                                                 signedOrder.maker);
+        const takerFeeAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress,
+                                                                                 senderAddress);
+
+        if (signedOrder.takerFee.greaterThan(takerFeeBalance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_BALANCE);
+        }
+        if (signedOrder.takerFee.greaterThan(takerFeeAllowance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE);
+        }
+        if (signedOrder.makerFee.greaterThan(makerFeeBalance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_BALANCE);
+        }
+        if (signedOrder.makerFee.greaterThan(makerFeeAllowance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_ALLOWANCE);
+        }
+    }
+    private throwErrorLogsAsErrors(logs: ContractEvent[]): void {
+        const errEvent = _.find(logs, {event: 'LogError'});
+        if (!_.isUndefined(errEvent)) {
+            const errCode = errEvent.args.errorId.toNumber();
+            const errMessage = this.exchangeContractErrCodesToMsg[errCode];
+            throw new Error(errMessage);
+        }
+    }
+    private async isRoundingErrorAsync(takerTokenAmount: BigNumber.BigNumber,
+                                       fillTakerAmount: BigNumber.BigNumber,
+                                       makerTokenAmount: BigNumber.BigNumber): Promise<boolean> {
+        const exchangeInstance = await this.getExchangeContractAsync();
+        const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync();
+        const isRoundingError = await exchangeInstance.isRoundingError.call(
+            takerTokenAmount, fillTakerAmount, makerTokenAmount, {
+                from: senderAddress,
+            },
+        );
+        return isRoundingError;
+    }
     private async getExchangeContractAsync(): Promise<ExchangeContract> {
         if (!_.isUndefined(this.exchangeContractIfExists)) {
             return this.exchangeContractIfExists;
@@ -45,4 +234,8 @@ export class ExchangeWrapper extends ContractWrapper {
         this.exchangeContractIfExists = contractInstance as ExchangeContract;
         return this.exchangeContractIfExists;
     }
+    private async getZRXTokenAddressAsync(): Promise<string> {
+        const exchangeInstance = await this.getExchangeContractAsync();
+        return exchangeInstance.ZRX.call();
+    }
 }