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authorFabio Berger <me@fabioberger.com>2017-11-13 10:12:37 +0800
committerFabio Berger <me@fabioberger.com>2017-11-13 10:12:37 +0800
commite33027c6244b99a1fb181404668bd2a259d923e2 (patch)
tree24438eda01318a80b5cbc7f1939d1640764a9859 /src/utils
parent5d2b6585c66fc17a36bb9841a3b3fb009e23024c (diff)
parentb0be323e899ea7be42b6c695b4fd6d526070b213 (diff)
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Merge branch 'development' into feature/receipt-status
* development: (164 commits) Remove old tests Remove unused code Fix tests Remove redundant spaces Don't store empty objects Fix a typo Remove duplicate operations Remove redundant instance variables Fix tests Remove blockStore and default to numConfirmations === 0 Add a comment Store number of confirmations in a blockStore Remove tautology check Pass blockStore to eventWatcher Fix last merge conflicts Clear cache on unsubscribe Clear store cache on events Add more configs for order watcher Make subscribe function async and make blockStore operational Adjust tests to new interface ... # Conflicts: # package.json # src/types.ts # yarn.lock
Diffstat (limited to 'src/utils')
-rw-r--r--src/utils/abi_decoder.ts2
-rw-r--r--src/utils/assert.ts17
-rw-r--r--src/utils/exchange_transfer_simulator.ts76
-rw-r--r--src/utils/order_state_utils.ts119
-rw-r--r--src/utils/signature_utils.ts15
5 files changed, 166 insertions, 63 deletions
diff --git a/src/utils/abi_decoder.ts b/src/utils/abi_decoder.ts
index 247ba0e5b..840ad9be0 100644
--- a/src/utils/abi_decoder.ts
+++ b/src/utils/abi_decoder.ts
@@ -10,7 +10,7 @@ export class AbiDecoder {
constructor(abiArrays: Web3.AbiDefinition[][]) {
_.map(abiArrays, this.addABI.bind(this));
}
- // This method can only decode logs from the 0x smart contracts
+ // 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];
diff --git a/src/utils/assert.ts b/src/utils/assert.ts
index 286105345..e5c9439f3 100644
--- a/src/utils/assert.ts
+++ b/src/utils/assert.ts
@@ -1,8 +1,10 @@
import * as _ from 'lodash';
-import BigNumber from 'bignumber.js';
import * as Web3 from 'web3';
-import {Web3Wrapper} from '../web3_wrapper';
+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]*$/i;
@@ -11,6 +13,17 @@ export const assert = {
const isBigNumber = _.isObject(value) && (value as any).isBigNumber;
this.assert(isBigNumber, this.typeAssertionMessage(variableName, 'BigNumber', value));
},
+ isValidBaseUnitAmount(variableName: string, value: BigNumber) {
+ assert.isBigNumber(variableName, value);
+ const hasDecimals = value.decimalPlaces() !== 0;
+ this.assert(
+ !hasDecimals, `${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));
},
diff --git a/src/utils/exchange_transfer_simulator.ts b/src/utils/exchange_transfer_simulator.ts
index 89b23c8ab..308ef06db 100644
--- a/src/utils/exchange_transfer_simulator.ts
+++ b/src/utils/exchange_transfer_simulator.ts
@@ -1,7 +1,8 @@
import * as _ from 'lodash';
import BigNumber from 'bignumber.js';
-import {ExchangeContractErrs, TradeSide, TransferType} from '../types';
+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',
@@ -31,58 +32,13 @@ const ERR_MSG_MAPPING = {
},
};
-/**
- * Copy on read store for balances/proxyAllowances of tokens/accounts touched in trades
- */
-export class BalanceAndProxyAllowanceLazyStore {
- protected _token: TokenWrapper;
- private _balance: {
- [tokenAddress: string]: {
- [userAddress: string]: BigNumber,
- },
- };
- private _proxyAllowance: {
- [tokenAddress: string]: {
- [userAddress: string]: BigNumber,
- },
- };
+export class ExchangeTransferSimulator {
+ private store: BalanceAndProxyAllowanceLazyStore;
+ private UNLIMITED_ALLOWANCE_IN_BASE_UNITS: BigNumber;
constructor(token: TokenWrapper) {
- this._token = token;
- this._balance = {};
- this._proxyAllowance = {};
- }
- protected async getBalanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber> {
- if (_.isUndefined(this._balance[tokenAddress]) || _.isUndefined(this._balance[tokenAddress][userAddress])) {
- const balance = await this._token.getBalanceAsync(tokenAddress, userAddress);
- this.setBalance(tokenAddress, userAddress, balance);
- }
- const cachedBalance = this._balance[tokenAddress][userAddress];
- return cachedBalance;
- }
- protected setBalance(tokenAddress: string, userAddress: string, balance: BigNumber): void {
- if (_.isUndefined(this._balance[tokenAddress])) {
- this._balance[tokenAddress] = {};
- }
- this._balance[tokenAddress][userAddress] = balance;
+ this.store = new BalanceAndProxyAllowanceLazyStore(token);
+ this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS = token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS;
}
- protected async getProxyAllowanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber> {
- if (_.isUndefined(this._proxyAllowance[tokenAddress]) ||
- _.isUndefined(this._proxyAllowance[tokenAddress][userAddress])) {
- const proxyAllowance = await this._token.getProxyAllowanceAsync(tokenAddress, userAddress);
- this.setProxyAllowance(tokenAddress, userAddress, proxyAllowance);
- }
- const cachedProxyAllowance = this._proxyAllowance[tokenAddress][userAddress];
- return cachedProxyAllowance;
- }
- protected setProxyAllowance(tokenAddress: string, userAddress: string, proxyAllowance: BigNumber): void {
- if (_.isUndefined(this._proxyAllowance[tokenAddress])) {
- this._proxyAllowance[tokenAddress] = {};
- }
- this._proxyAllowance[tokenAddress][userAddress] = proxyAllowance;
- }
-}
-
-export class ExchangeTransferSimulator extends BalanceAndProxyAllowanceLazyStore {
/**
* Simulates transferFrom call performed by a proxy
* @param tokenAddress Address of the token to be transferred
@@ -95,8 +51,8 @@ export class ExchangeTransferSimulator extends BalanceAndProxyAllowanceLazyStore
public async transferFromAsync(tokenAddress: string, from: string, to: string,
amountInBaseUnits: BigNumber, tradeSide: TradeSide,
transferType: TransferType): Promise<void> {
- const balance = await this.getBalanceAsync(tokenAddress, from);
- const proxyAllowance = await this.getProxyAllowanceAsync(tokenAddress, from);
+ 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);
}
@@ -109,20 +65,20 @@ export class ExchangeTransferSimulator extends BalanceAndProxyAllowanceLazyStore
}
private async decreaseProxyAllowanceAsync(tokenAddress: string, userAddress: string,
amountInBaseUnits: BigNumber): Promise<void> {
- const proxyAllowance = await this.getProxyAllowanceAsync(tokenAddress, userAddress);
- if (!proxyAllowance.eq(this._token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) {
- this.setProxyAllowance(tokenAddress, userAddress, proxyAllowance.minus(amountInBaseUnits));
+ 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.getBalanceAsync(tokenAddress, userAddress);
- this.setBalance(tokenAddress, userAddress, balance.plus(amountInBaseUnits));
+ 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.getBalanceAsync(tokenAddress, userAddress);
- this.setBalance(tokenAddress, userAddress, balance.minus(amountInBaseUnits));
+ 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> {
diff --git a/src/utils/order_state_utils.ts b/src/utils/order_state_utils.ts
new file mode 100644
index 000000000..f82601cae
--- /dev/null
+++ b/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/src/utils/signature_utils.ts b/src/utils/signature_utils.ts
index b312b5554..d066f8bf0 100644
--- a/src/utils/signature_utils.ts
+++ b/src/utils/signature_utils.ts
@@ -2,6 +2,21 @@ 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];