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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 /src/utils/order_validation_utils.ts | |
parent | a74ec0effa818a86233fe64cb0dad2c61bbb4bb6 (diff) | |
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Switch over to Lerna + Yarn Workspaces setup for a mono-repo approach
Diffstat (limited to 'src/utils/order_validation_utils.ts')
-rw-r--r-- | src/utils/order_validation_utils.ts | 166 |
1 files changed, 0 insertions, 166 deletions
diff --git a/src/utils/order_validation_utils.ts b/src/utils/order_validation_utils.ts deleted file mode 100644 index f03703c4e..000000000 --- a/src/utils/order_validation_utils.ts +++ /dev/null @@ -1,166 +0,0 @@ -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; - } -} |