diff options
author | Fabio Berger <me@fabioberger.com> | 2017-06-03 01:03:53 +0800 |
---|---|---|
committer | Fabio Berger <me@fabioberger.com> | 2017-06-03 01:03:53 +0800 |
commit | 35c9330d6246183509a3543cdf1278b9ced191e2 (patch) | |
tree | 5cef8b37a52ef4ce258a971b1ae52c5c2ad63a63 /src | |
parent | ab5b5a881bc8f8f8d176ae65440de8fcd25ad906 (diff) | |
parent | c83587a16d016d1efafaf31abb9b39eb54128568 (diff) | |
download | dexon-sol-tools-35c9330d6246183509a3543cdf1278b9ced191e2.tar dexon-sol-tools-35c9330d6246183509a3543cdf1278b9ced191e2.tar.gz dexon-sol-tools-35c9330d6246183509a3543cdf1278b9ced191e2.tar.bz2 dexon-sol-tools-35c9330d6246183509a3543cdf1278b9ced191e2.tar.lz dexon-sol-tools-35c9330d6246183509a3543cdf1278b9ced191e2.tar.xz dexon-sol-tools-35c9330d6246183509a3543cdf1278b9ced191e2.tar.zst dexon-sol-tools-35c9330d6246183509a3543cdf1278b9ced191e2.zip |
Merge branch 'master' into unavailableFilledCancelled
# Conflicts:
# src/contract_wrappers/exchange_wrapper.ts
# src/types.ts
# test/exchange_wrapper_test.ts
Diffstat (limited to 'src')
-rw-r--r-- | src/0x.js.ts | 2 | ||||
-rw-r--r-- | src/contract_wrappers/exchange_wrapper.ts | 129 | ||||
-rw-r--r-- | src/types.ts | 49 | ||||
-rw-r--r-- | src/utils/schema_validator.ts | 2 |
4 files changed, 126 insertions, 56 deletions
diff --git a/src/0x.js.ts b/src/0x.js.ts index 967c81ed8..40290467a 100644 --- a/src/0x.js.ts +++ b/src/0x.js.ts @@ -135,7 +135,7 @@ export class ZeroEx { return senderAccountIfExists; } /** - * Computes the orderHash given the order parameters and returns it as a hex encoded string. + * Computes the orderHash for a given order and returns it as a hex encoded string. */ public async getOrderHashHexAsync(order: Order|SignedOrder): Promise<string> { const exchangeContractAddr = await this.getExchangeAddressAsync(); diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts index c1b310bf0..cb869b498 100644 --- a/src/contract_wrappers/exchange_wrapper.ts +++ b/src/contract_wrappers/exchange_wrapper.ts @@ -6,11 +6,11 @@ import { ExchangeContract, ExchangeContractErrCodes, ExchangeContractErrs, - FillOrderValidationErrs, OrderValues, OrderAddresses, SignedOrder, ContractEvent, + ContractResponse, } from '../types'; import {assert} from '../utils/assert'; import {ContractWrapper} from './contract_wrapper'; @@ -18,18 +18,17 @@ 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 {ContractResponse} from '../types'; import {constants} from '../utils/constants'; import {TokenWrapper} from './token_wrapper'; export class ExchangeWrapper extends ContractWrapper { private exchangeContractErrCodesToMsg = { - [ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.ORDER_EXPIRED, - [ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.ORDER_EXPIRED, + [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_ROUNDING_ERROR, - [ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.ORDER_BALANCE_ALLOWANCE_ERROR, + [ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR, + [ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.FILL_BALANCE_ALLOWANCE_ERROR, }; private exchangeContractIfExists?: ExchangeContract; private tokenWrapper: TokenWrapper; @@ -100,22 +99,24 @@ export class ExchangeWrapper extends ContractWrapper { return cancelledAmountInBaseUnits; } /** - * Fills a signed order with a fillAmount denominated in baseUnits of the taker token. The caller can - * decide whether they want the call to throw if the balance/allowance checks fail by setting - * shouldCheckTransfer to false. If set to true, the call will fail without throwing, preserving gas costs. + * 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, fillTakerAmountInBaseUnits: BigNumber.BigNumber, + public async fillOrderAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber, shouldCheckTransfer: boolean): Promise<void> { assert.doesConformToSchema('signedOrder', SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object), signedOrderSchema); - assert.isBigNumber('fillTakerAmountInBaseUnits', fillTakerAmountInBaseUnits); + assert.isBigNumber('fillTakerAmount', fillTakerAmount); assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer); const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync(); - await this.validateFillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, senderAddress); - const exchangeInstance = await this.getExchangeContractAsync(); + await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, senderAddress); const orderAddresses: OrderAddresses = [ signedOrder.maker, @@ -135,7 +136,7 @@ export class ExchangeWrapper extends ContractWrapper { const gas = await exchangeInstance.fill.estimateGas( orderAddresses, orderValues, - fillTakerAmountInBaseUnits, + fillTakerAmount, shouldCheckTransfer, signedOrder.ecSignature.v, signedOrder.ecSignature.r, @@ -147,7 +148,7 @@ export class ExchangeWrapper extends ContractWrapper { const response: ContractResponse = await exchangeInstance.fill( orderAddresses, orderValues, - fillTakerAmountInBaseUnits, + fillTakerAmount, shouldCheckTransfer, signedOrder.ecSignature.v, signedOrder.ecSignature.r, @@ -159,39 +160,89 @@ export class ExchangeWrapper extends ContractWrapper { ); this.throwErrorLogsAsErrors(response.logs); } - private async validateFillOrderAsync(signedOrder: SignedOrder, fillTakerAmountInBaseUnits: BigNumber.BigNumber, - senderAddress: string) { - if (fillTakerAmountInBaseUnits.eq(0)) { - throw new Error(FillOrderValidationErrs.FILL_AMOUNT_IS_ZERO); + 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(FillOrderValidationErrs.NOT_A_TAKER); + 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); } - if (signedOrder.expirationUnixTimestampSec.lessThan(Date.now() / 1000)) { - throw new Error(FillOrderValidationErrs.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); + 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); - // How many taker tokens would you get for 1 maker token; + + // exchangeRate is the price of one maker token denominated in taker tokens const exchangeRate = signedOrder.takerTokenAmount.div(signedOrder.makerTokenAmount); - const fillMakerAmountInBaseUnits = fillTakerAmountInBaseUnits.div(exchangeRate); + const fillMakerAmountInBaseUnits = fillTakerAmount.div(exchangeRate); - if (fillTakerAmountInBaseUnits.greaterThan(takerBalance)) { - throw new Error(FillOrderValidationErrs.NOT_ENOUGH_TAKER_BALANCE); + if (fillTakerAmount.greaterThan(takerBalance)) { + throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE); } - if (fillTakerAmountInBaseUnits.greaterThan(takerAllowance)) { - throw new Error(FillOrderValidationErrs.NOT_ENOUGH_TAKER_ALLOWANCE); + if (fillTakerAmount.greaterThan(takerAllowance)) { + throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE); } if (fillMakerAmountInBaseUnits.greaterThan(makerBalance)) { - throw new Error(FillOrderValidationErrs.NOT_ENOUGH_MAKER_BALANCE); + throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE); } if (fillMakerAmountInBaseUnits.greaterThan(makerAllowance)) { - throw new Error(FillOrderValidationErrs.NOT_ENOUGH_MAKER_ALLOWANCE); + 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 { @@ -202,6 +253,18 @@ export class ExchangeWrapper extends ContractWrapper { 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; @@ -210,4 +273,8 @@ 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(); + } } diff --git a/src/types.ts b/src/types.ts index 29f7e0ee4..46156b155 100644 --- a/src/types.ts +++ b/src/types.ts @@ -10,11 +10,12 @@ function strEnum(values: string[]): {[key: string]: string} { } export const ZeroExError = strEnum([ - 'CONTRACT_DOES_NOT_EXIST', - 'UNHANDLED_ERROR', - 'USER_HAS_NO_ASSOCIATED_ADDRESSES', - 'INVALID_SIGNATURE', - 'CONTRACT_NOT_DEPLOYED_ON_NETWORK', + 'CONTRACT_DOES_NOT_EXIST', + 'UNHANDLED_ERROR', + 'USER_HAS_NO_ASSOCIATED_ADDRESSES', + 'INVALID_SIGNATURE', + 'CONTRACT_NOT_DEPLOYED_ON_NETWORK', + 'ZRX_NOT_IN_TOKEN_REGISTRY', ]); export type ZeroExError = keyof typeof ZeroExError; @@ -37,6 +38,10 @@ export interface ExchangeContract { getUnavailableValueT: { call: (orderHash: string) => BigNumber.BigNumber; }; + isRoundingError: { + call: (takerTokenAmount: BigNumber.BigNumber, fillTakerAmount: BigNumber.BigNumber, + makerTokenAmount: BigNumber.BigNumber, txOpts: TxOpts) => Promise<boolean>; + }; fill: { (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber, shouldCheckTransfer: boolean, v: number, r: string, s: string, txOpts: TxOpts): ContractResponse; @@ -49,6 +54,9 @@ export interface ExchangeContract { cancelled: { call: (orderHash: string) => BigNumber.BigNumber; }; + ZRX: { + call: () => Promise<string>; + }; } export interface TokenContract { @@ -87,23 +95,22 @@ export enum ExchangeContractErrCodes { } export const ExchangeContractErrs = strEnum([ - 'ORDER_EXPIRED', + 'ORDER_FILL_EXPIRED', 'ORDER_REMAINING_FILL_AMOUNT_ZERO', - 'ORDER_ROUNDING_ERROR', - 'ORDER_BALANCE_ALLOWANCE_ERROR', -]); -export type ExchangeContractErrs = keyof typeof ExchangeContractErrs; + 'ORDER_FILL_ROUNDING_ERROR', + 'FILL_BALANCE_ALLOWANCE_ERROR', + 'INSUFFICIENT_TAKER_BALANCE', + 'INSUFFICIENT_TAKER_ALLOWANCE', + 'INSUFFICIENT_MAKER_BALANCE', + 'INSUFFICIENT_MAKER_ALLOWANCE', + 'INSUFFICIENT_TAKER_FEE_BALANCE', + 'INSUFFICIENT_TAKER_FEE_ALLOWANCE', + 'INSUFFICIENT_MAKER_FEE_BALANCE', + 'INSUFFICIENT_MAKER_FEE_ALLOWANCE', + 'TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER', -export const FillOrderValidationErrs = strEnum([ - 'FILL_AMOUNT_IS_ZERO', - 'NOT_A_TAKER', - 'EXPIRED', - 'NOT_ENOUGH_TAKER_BALANCE', - 'NOT_ENOUGH_TAKER_ALLOWANCE', - 'NOT_ENOUGH_MAKER_BALANCE', - 'NOT_ENOUGH_MAKER_ALLOWANCE', ]); -export type FillOrderValidationErrs = keyof typeof FillOrderValidationErrs; +export type ExchangeContractErrs = keyof typeof ExchangeContractErrs; export interface ContractResponse { logs: ContractEvent[]; @@ -147,7 +154,3 @@ export interface TxOpts { from: string; gas?: number; } - -export interface TokenAddressBySymbol { - [symbol: string]: string; -} diff --git a/src/utils/schema_validator.ts b/src/utils/schema_validator.ts index db8a960ba..932ddf62a 100644 --- a/src/utils/schema_validator.ts +++ b/src/utils/schema_validator.ts @@ -6,7 +6,7 @@ import {tokenSchema} from '../schemas/token_schema'; export class SchemaValidator { private validator: Validator; // In order to validate a complex JS object using jsonschema, we must replace any complex - // sub-types (e.g BigNumber) with a simpler string represenation. Since BigNumber and other + // sub-types (e.g BigNumber) with a simpler string representation. Since BigNumber and other // complex types implement the `toString` method, we can stringify the object and // then parse it. The resultant object can then be checked using jsonschema. public static convertToJSONSchemaCompatibleObject(obj: object): object { |