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authorFabio Berger <me@fabioberger.com>2017-06-09 00:09:47 +0800
committerFabio Berger <me@fabioberger.com>2017-06-09 00:09:47 +0800
commit2b08c04d4d7b67592d3f846dc31d01892bdbeaeb (patch)
tree87ca7011419f1f0a9131096d0afbca0cb8ab4e04 /src
parentf25447aa3dbbad0986d6dbd414b51a4591ccbc7c (diff)
parent31cc75bd6d2651466ebf50e9374d5cd19de6dd5e (diff)
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Merge branch 'master' into batchFillOrKill
# Conflicts: # test/exchange_wrapper_test.ts
Diffstat (limited to 'src')
-rw-r--r--src/0x.js.ts16
-rw-r--r--src/contract_wrappers/contract_wrapper.ts2
-rw-r--r--src/contract_wrappers/exchange_wrapper.ts116
-rw-r--r--src/types.ts11
4 files changed, 111 insertions, 34 deletions
diff --git a/src/0x.js.ts b/src/0x.js.ts
index 8f1178b2a..2bf8cad5e 100644
--- a/src/0x.js.ts
+++ b/src/0x.js.ts
@@ -33,7 +33,7 @@ export class ZeroEx {
private web3Wrapper: Web3Wrapper;
/**
* Verifies that the elliptic curve signature `signature` was generated
- * by signing `data` with the private key corresponding to the `signerAddressHex` address.
+ * by signing `dataHex` with the private key corresponding to the `signerAddressHex` address.
*/
public static isValidSignature(dataHex: string, signature: ECSignature, signerAddressHex: string): boolean {
assert.isHexString('dataHex', dataHex);
@@ -83,11 +83,11 @@ export class ZeroEx {
* E.g: If a currency has 18 decimal places, 1e18 or one quintillion of the currency is equivalent
* to 1 unit.
*/
- public static toUnitAmount(amount: BigNumber.BigNumber, decimals: number): BigNumber.BigNumber {
+ public static toUnitAmount(amount: BigNumber.BigNumber, numDecimals: number): BigNumber.BigNumber {
assert.isBigNumber('amount', amount);
- assert.isNumber('decimals', decimals);
+ assert.isNumber('numDecimals', numDecimals);
- const aUnit = new BigNumber(10).pow(decimals);
+ const aUnit = new BigNumber(10).pow(numDecimals);
const unit = amount.div(aUnit);
return unit;
}
@@ -96,11 +96,11 @@ export class ZeroEx {
* is the amount expressed in the smallest denomination.
* E.g: 1 unit of a token with 18 decimal places is expressed in baseUnits as 1000000000000000000
*/
- public static toBaseUnitAmount(amount: BigNumber.BigNumber, decimals: number): BigNumber.BigNumber {
+ public static toBaseUnitAmount(amount: BigNumber.BigNumber, numDecimals: number): BigNumber.BigNumber {
assert.isBigNumber('amount', amount);
- assert.isNumber('decimals', decimals);
+ assert.isNumber('numDecimals', numDecimals);
- const unit = new BigNumber(10).pow(decimals);
+ const unit = new BigNumber(10).pow(numDecimals);
const baseUnitAmount = amount.times(unit);
return baseUnitAmount;
}
@@ -138,7 +138,7 @@ export class ZeroEx {
return orderHashHex;
}
/**
- * Signs an orderHash and returns it's elliptic curve signature
+ * Signs an orderHash and returns it's elliptic curve signature.
* This method currently supports TestRPC, Geth and Parity above and below V1.6.6
*/
public async signOrderHashAsync(orderHashHex: string, signerAddress: string): Promise<ECSignature> {
diff --git a/src/contract_wrappers/contract_wrapper.ts b/src/contract_wrappers/contract_wrapper.ts
index 9f4cd8039..c3067f613 100644
--- a/src/contract_wrappers/contract_wrapper.ts
+++ b/src/contract_wrappers/contract_wrapper.ts
@@ -5,7 +5,7 @@ import {ZeroExError} from '../types';
import {utils} from '../utils/utils';
export class ContractWrapper {
- public web3Wrapper: Web3Wrapper;
+ protected web3Wrapper: Web3Wrapper;
constructor(web3Wrapper: Web3Wrapper) {
this.web3Wrapper = web3Wrapper;
}
diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index 96dbf403a..6ef87b7ed 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -21,6 +21,7 @@ import {
EventCallback,
ContractResponse,
OrderCancellationRequest,
+ OrderFillRequest,
} from '../types';
import {assert} from '../utils/assert';
import {utils} from '../utils/utils';
@@ -71,23 +72,6 @@ export class ExchangeWrapper extends ContractWrapper {
await this.stopWatchingExchangeLogEventsAsync();
delete this.exchangeContractIfExists;
}
- public async isValidSignatureAsync(dataHex: string, ecSignature: ECSignature,
- signerAddressHex: string): Promise<boolean> {
- assert.isHexString('dataHex', dataHex);
- assert.doesConformToSchema('ecSignature', ecSignature, ecSignatureSchema);
- assert.isETHAddressHex('signerAddressHex', signerAddressHex);
-
- const exchangeInstance = await this.getExchangeContractAsync();
-
- const isValidSignature = await exchangeInstance.isValidSignature.call(
- signerAddressHex,
- dataHex,
- ecSignature.v,
- ecSignature.r,
- ecSignature.s,
- );
- return isValidSignature;
- }
/**
* Returns the unavailable takerAmount of an order. Unavailable amount is defined as the total
* amount that has been filled or cancelled. The remaining takerAmount can be calculated by
@@ -127,31 +111,31 @@ export class ExchangeWrapper extends ContractWrapper {
return cancelledAmountInBaseUnits;
}
/**
- * Fills a signed order with a fillAmount denominated in baseUnits of the taker token.
+ * Fills a signed order with an amount 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,
+ public async fillOrderAsync(signedOrder: SignedOrder, takerTokenFillAmount: BigNumber.BigNumber,
shouldCheckTransfer: boolean, takerAddress: string): Promise<void> {
assert.doesConformToSchema('signedOrder',
SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object),
signedOrderSchema);
- assert.isBigNumber('fillTakerAmount', fillTakerAmount);
+ assert.isBigNumber('takerTokenFillAmount', takerTokenFillAmount);
assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
const exchangeInstance = await this.getExchangeContractAsync();
- await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress);
+ await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, takerTokenFillAmount, takerAddress);
const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder);
const gas = await exchangeInstance.fill.estimateGas(
orderAddresses,
orderValues,
- fillTakerAmount,
+ takerTokenFillAmount,
shouldCheckTransfer,
signedOrder.ecSignature.v,
signedOrder.ecSignature.r,
@@ -163,7 +147,7 @@ export class ExchangeWrapper extends ContractWrapper {
const response: ContractResponse = await exchangeInstance.fill(
orderAddresses,
orderValues,
- fillTakerAmount,
+ takerTokenFillAmount,
shouldCheckTransfer,
signedOrder.ecSignature.v,
signedOrder.ecSignature.r,
@@ -176,6 +160,71 @@ export class ExchangeWrapper extends ContractWrapper {
this.throwErrorLogsAsErrors(response.logs);
}
/**
+ * Batch version of fillOrderAsync.
+ * Executes multiple fills atomically in a single transaction.
+ * If shouldCheckTransfer is set to true, it will continue filling subsequent orders even when earlier ones fail.
+ * When shouldCheckTransfer is set to false, if any fill fails, the entire batch fails.
+ */
+ public async batchFillOrderAsync(orderFillRequests: OrderFillRequest[],
+ shouldCheckTransfer: boolean, takerAddress: string): Promise<void> {
+ assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
+ await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
+ _.forEach(orderFillRequests,
+ async (orderFillRequest: OrderFillRequest, i: number) => {
+ assert.doesConformToSchema(`orderFillRequests[${i}].signedOrder`,
+ SchemaValidator.convertToJSONSchemaCompatibleObject(orderFillRequest.signedOrder as object),
+ signedOrderSchema);
+ assert.isBigNumber(`orderFillRequests[${i}].takerTokenFillAmount`, orderFillRequest.takerTokenFillAmount);
+ await this.validateFillOrderAndThrowIfInvalidAsync(
+ orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, takerAddress);
+ });
+ if (_.isEmpty(orderFillRequests)) {
+ return; // no-op
+ }
+
+ const orderAddressesValuesAmountsAndSignatureArray = _.map(orderFillRequests, orderFillRequest => {
+ return [
+ ...ExchangeWrapper.getOrderAddressesAndValues(orderFillRequest.signedOrder),
+ orderFillRequest.takerTokenFillAmount,
+ orderFillRequest.signedOrder.ecSignature.v,
+ orderFillRequest.signedOrder.ecSignature.r,
+ orderFillRequest.signedOrder.ecSignature.s,
+ ];
+ });
+ // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'(
+ const [orderAddressesArray, orderValuesArray, takerTokenFillAmountArray, vArray, rArray, sArray] = _.unzip<any>(
+ orderAddressesValuesAmountsAndSignatureArray,
+ );
+
+ const exchangeInstance = await this.getExchangeContractAsync();
+ const gas = await exchangeInstance.batchFill.estimateGas(
+ orderAddressesArray,
+ orderValuesArray,
+ takerTokenFillAmountArray,
+ shouldCheckTransfer,
+ vArray,
+ rArray,
+ sArray,
+ {
+ from: takerAddress,
+ },
+ );
+ const response: ContractResponse = await exchangeInstance.batchFill(
+ orderAddressesArray,
+ orderValuesArray,
+ takerTokenFillAmountArray,
+ shouldCheckTransfer,
+ vArray,
+ rArray,
+ sArray,
+ {
+ from: takerAddress,
+ gas,
+ },
+ );
+ this.throwErrorLogsAsErrors(response.logs);
+ }
+ /**
* Attempts to fill a specific amount of an order. If the entire amount specified cannot be filled,
* the fill order is abandoned.
*/
@@ -285,7 +334,7 @@ export class ExchangeWrapper extends ContractWrapper {
SchemaValidator.convertToJSONSchemaCompatibleObject(order as object),
orderSchema);
assert.isBigNumber('takerTokenCancelAmount', takerTokenCancelAmount);
- await assert.isSenderAddressAvailableAsync(this.web3Wrapper, 'order.maker', order.maker);
+ await assert.isSenderAddressAsync('order.maker', order.maker, this.web3Wrapper);
const exchangeInstance = await this.getExchangeContractAsync();
await this.validateCancelOrderAndThrowIfInvalidAsync(order, takerTokenCancelAmount);
@@ -321,7 +370,7 @@ export class ExchangeWrapper extends ContractWrapper {
const makers = _.map(orderCancellationRequests, cancellationRequest => cancellationRequest.order.maker);
assert.assert(_.uniq(makers).length === 1, ExchangeContractErrs.MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH);
const maker = makers[0];
- await assert.isSenderAddressAvailableAsync(this.web3Wrapper, 'maker', maker);
+ await assert.isSenderAddressAsync('maker', maker, this.web3Wrapper);
_.forEach(orderCancellationRequests,
async (cancellationRequest: OrderCancellationRequest, i: number) => {
assert.doesConformToSchema(`orderCancellationRequests[${i}].order`,
@@ -389,6 +438,23 @@ export class ExchangeWrapper extends ContractWrapper {
logEventObj.watch(callback);
this.exchangeLogEventObjs.push(logEventObj);
}
+ private async isValidSignatureUsingContractCallAsync(dataHex: string, ecSignature: ECSignature,
+ signerAddressHex: string): Promise<boolean> {
+ assert.isHexString('dataHex', dataHex);
+ assert.doesConformToSchema('ecSignature', ecSignature, ecSignatureSchema);
+ assert.isETHAddressHex('signerAddressHex', signerAddressHex);
+
+ const exchangeInstance = await this.getExchangeContractAsync();
+
+ const isValidSignature = await exchangeInstance.isValidSignature.call(
+ signerAddressHex,
+ dataHex,
+ ecSignature.v,
+ ecSignature.r,
+ ecSignature.s,
+ );
+ return isValidSignature;
+ }
private async getOrderHashHexAsync(order: Order|SignedOrder): Promise<string> {
const exchangeInstance = await this.getExchangeContractAsync();
const orderHashHex = utils.getOrderHashHex(order, exchangeInstance.address);
diff --git a/src/types.ts b/src/types.ts
index 55bab6282..dc5a5e6b3 100644
--- a/src/types.ts
+++ b/src/types.ts
@@ -68,6 +68,12 @@ export interface ExchangeContract extends ContractInstance {
estimateGas: (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
shouldCheckTransfer: boolean, v: number, r: string, s: string, txOpts?: TxOpts) => number;
};
+ batchFill: {
+ (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillAmounts: BigNumber.BigNumber[],
+ shouldCheckTransfer: boolean, v: number[], r: string[], s: string[], txOpts?: TxOpts): ContractResponse;
+ estimateGas: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillAmounts: BigNumber.BigNumber[],
+ shouldCheckTransfer: boolean, v: number[], r: string[], s: string[], txOpts?: TxOpts) => number;
+ };
cancel: {
(orderAddresses: OrderAddresses, orderValues: OrderValues, cancelAmount: BigNumber.BigNumber,
txOpts?: TxOpts): ContractResponse;
@@ -245,3 +251,8 @@ export interface OrderCancellationRequest {
order: Order|SignedOrder;
takerTokenCancelAmount: BigNumber.BigNumber;
}
+
+export interface OrderFillRequest {
+ signedOrder: SignedOrder;
+ takerTokenFillAmount: BigNumber.BigNumber;
+}