diff options
16 files changed, 786 insertions, 18 deletions
diff --git a/packages/order-utils/package.json b/packages/order-utils/package.json index 6c5ad6780..e19827779 100644 --- a/packages/order-utils/package.json +++ b/packages/order-utils/package.json @@ -13,7 +13,7 @@ "pre_build": "run-s update_artifacts generate_contract_wrappers", "transpile": "tsc", "copy_monorepo_scripts": "copyfiles -u 3 './lib/src/monorepo_scripts/**/*' ./scripts", - "generate_contract_wrappers": "abi-gen --abis 'lib/src/artifacts/@(Exchange|IWallet|IValidator).json' --template ../contract_templates/contract.handlebars --partials '../contract_templates/partials/**/*.handlebars' --output src/generated_contract_wrappers --backend ethers", + "generate_contract_wrappers": "abi-gen --abis 'lib/src/artifacts/@(Exchange|IWallet|IValidator|DummyERC20Token|ERC20Proxy).json' --template ../contract_templates/contract.handlebars --partials '../contract_templates/partials/**/*.handlebars' --output src/generated_contract_wrappers --backend ethers", "update_artifacts": "for i in ${npm_package_config_contracts}; do copyfiles -u 4 ../migrations/artifacts/2.0.0/$i.json lib/src/artifacts; done;", "test": "yarn run_mocha", "rebuild_and_test": "run-s build test", @@ -29,7 +29,7 @@ "upload_docs_json": "aws s3 cp generated_docs/index.json $S3_URL --profile 0xproject --grants read=uri=http://acs.amazonaws.com/groups/global/AllUsers --content-type application/json" }, "config": { - "contracts": "IWallet IValidator Exchange", + "contracts": "IWallet IValidator Exchange DummyERC20Token ERC20Proxy", "postpublish": { "docPublishConfigs": { "extraFileIncludes": [ @@ -52,6 +52,7 @@ "homepage": "https://github.com/0xProject/0x-monorepo/packages/order-utils/README.md", "devDependencies": { "@0xproject/dev-utils": "^0.4.2", + "@0xproject/migrations": "^0.0.6", "@0xproject/monorepo-scripts": "^0.1.20", "@0xproject/tslint-config": "^0.4.18", "@types/ethereumjs-abi": "^0.6.0", diff --git a/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts index 857c6167f..b2760d98e 100644 --- a/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts +++ b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts @@ -1,6 +1,6 @@ import { BigNumber } from '@0xproject/utils'; export abstract class AbstractBalanceAndProxyAllowanceFetcher { - public abstract async getBalanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber>; - public abstract async getProxyAllowanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber>; + public abstract async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber>; + public abstract async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber>; } diff --git a/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts new file mode 100644 index 000000000..38e08b7fe --- /dev/null +++ b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts @@ -0,0 +1,11 @@ +import { BigNumber } from '@0xproject/utils'; + +export abstract class AbstractBalanceAndProxyAllowanceLazyStore { + public abstract async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber>; + public abstract async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber>; + public abstract setBalance(assetData: string, userAddress: string, balance: BigNumber): void; + public abstract deleteBalance(assetData: string, userAddress: string): void; + public abstract setProxyAllowance(assetData: string, userAddress: string, proxyAllowance: BigNumber): void; + public abstract deleteProxyAllowance(assetData: string, userAddress: string): void; + public abstract deleteAll(): void; +} diff --git a/packages/order-utils/src/artifacts.ts b/packages/order-utils/src/artifacts.ts index f6fd00472..3d2d1e953 100644 --- a/packages/order-utils/src/artifacts.ts +++ b/packages/order-utils/src/artifacts.ts @@ -1,10 +1,14 @@ -import { Artifact } from '@0xproject/types'; +import { ContractArtifact } from '@0xproject/sol-compiler'; +import * as DummyERC20Token from './artifacts/DummyERC20Token.json'; +import * as ERC20Proxy from './artifacts/ERC20Proxy.json'; import * as Exchange from './artifacts/Exchange.json'; import * as IValidator from './artifacts/IValidator.json'; import * as IWallet from './artifacts/IWallet.json'; export const artifacts = { - Exchange: (Exchange as any) as Artifact, - IWallet: (IWallet as any) as Artifact, - IValidator: (IValidator as any) as Artifact, + ERC20Proxy: (ERC20Proxy as any) as ContractArtifact, + DummyERC20Token: (DummyERC20Token as any) as ContractArtifact, + Exchange: (Exchange as any) as ContractArtifact, + IWallet: (IWallet as any) as ContractArtifact, + IValidator: (IValidator as any) as ContractArtifact, }; diff --git a/packages/order-utils/src/constants.ts b/packages/order-utils/src/constants.ts index ec2fe744a..ed5bd8101 100644 --- a/packages/order-utils/src/constants.ts +++ b/packages/order-utils/src/constants.ts @@ -1,3 +1,8 @@ +import { BigNumber } from '@0xproject/utils'; + export const constants = { NULL_ADDRESS: '0x0000000000000000000000000000000000000000', + // tslint:disable-next-line:custom-no-magic-numbers + UNLIMITED_ALLOWANCE_IN_BASE_UNITS: new BigNumber(2).pow(256).minus(1), + TESTRPC_NETWORK_ID: 50, }; diff --git a/packages/order-utils/src/exchange_transfer_simulator.ts b/packages/order-utils/src/exchange_transfer_simulator.ts new file mode 100644 index 000000000..1cb132aba --- /dev/null +++ b/packages/order-utils/src/exchange_transfer_simulator.ts @@ -0,0 +1,114 @@ +import { ExchangeContractErrs } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import { BlockParamLiteral } from 'ethereum-types'; + +import { AbstractBalanceAndProxyAllowanceLazyStore } from './abstract/abstract_balance_and_proxy_allowance_lazy_store'; +import { constants } from './constants'; +import { TradeSide, TransferType } from './types'; + +enum FailureReason { + Balance = 'balance', + ProxyAllowance = 'proxyAllowance', +} + +const ERR_MSG_MAPPING = { + [FailureReason.Balance]: { + [TradeSide.Maker]: { + [TransferType.Trade]: ExchangeContractErrs.InsufficientMakerBalance, + [TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeBalance, + }, + [TradeSide.Taker]: { + [TransferType.Trade]: ExchangeContractErrs.InsufficientTakerBalance, + [TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeBalance, + }, + }, + [FailureReason.ProxyAllowance]: { + [TradeSide.Maker]: { + [TransferType.Trade]: ExchangeContractErrs.InsufficientMakerAllowance, + [TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeAllowance, + }, + [TradeSide.Taker]: { + [TransferType.Trade]: ExchangeContractErrs.InsufficientTakerAllowance, + [TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeAllowance, + }, + }, +}; + +export class ExchangeTransferSimulator { + private _store: AbstractBalanceAndProxyAllowanceLazyStore; + private static _throwValidationError( + failureReason: FailureReason, + tradeSide: TradeSide, + transferType: TransferType, + ): never { + const errMsg = ERR_MSG_MAPPING[failureReason][tradeSide][transferType]; + throw new Error(errMsg); + } + constructor(store: AbstractBalanceAndProxyAllowanceLazyStore) { + this._store = store; + } + /** + * Simulates transferFrom call performed by a proxy + * @param assetData Data of the asset being transferred. Includes + * it's identifying information and assetType, + * e.g address for ERC20, address & tokenId for ERC721 + * @param from Owner of the transferred tokens + * @param to Recipient of the transferred tokens + * @param amountInBaseUnits The amount of tokens being transferred + * @param tradeSide Is Maker/Taker transferring + * @param transferType Is it a fee payment or a value transfer + */ + public async transferFromAsync( + assetData: string, + from: string, + to: string, + amountInBaseUnits: BigNumber, + tradeSide: TradeSide, + transferType: TransferType, + ): Promise<void> { + // HACK: When simulating an open order (e.g taker is NULL_ADDRESS), we don't want to adjust balances/ + // allowances for the taker. We do however, want to increase the balance of the maker since the maker + // might be relying on those funds to fill subsequent orders or pay the order's fees. + if (from === constants.NULL_ADDRESS && tradeSide === TradeSide.Taker) { + await this._increaseBalanceAsync(assetData, to, amountInBaseUnits); + return; + } + const balance = await this._store.getBalanceAsync(assetData, from); + const proxyAllowance = await this._store.getProxyAllowanceAsync(assetData, from); + if (proxyAllowance.lessThan(amountInBaseUnits)) { + ExchangeTransferSimulator._throwValidationError(FailureReason.ProxyAllowance, tradeSide, transferType); + } + if (balance.lessThan(amountInBaseUnits)) { + ExchangeTransferSimulator._throwValidationError(FailureReason.Balance, tradeSide, transferType); + } + await this._decreaseProxyAllowanceAsync(assetData, from, amountInBaseUnits); + await this._decreaseBalanceAsync(assetData, from, amountInBaseUnits); + await this._increaseBalanceAsync(assetData, to, amountInBaseUnits); + } + private async _decreaseProxyAllowanceAsync( + assetData: string, + userAddress: string, + amountInBaseUnits: BigNumber, + ): Promise<void> { + const proxyAllowance = await this._store.getProxyAllowanceAsync(assetData, userAddress); + if (!proxyAllowance.eq(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) { + this._store.setProxyAllowance(assetData, userAddress, proxyAllowance.minus(amountInBaseUnits)); + } + } + private async _increaseBalanceAsync( + assetData: string, + userAddress: string, + amountInBaseUnits: BigNumber, + ): Promise<void> { + const balance = await this._store.getBalanceAsync(assetData, userAddress); + this._store.setBalance(assetData, userAddress, balance.plus(amountInBaseUnits)); + } + private async _decreaseBalanceAsync( + assetData: string, + userAddress: string, + amountInBaseUnits: BigNumber, + ): Promise<void> { + const balance = await this._store.getBalanceAsync(assetData, userAddress); + this._store.setBalance(assetData, userAddress, balance.minus(amountInBaseUnits)); + } +} diff --git a/packages/order-utils/src/index.ts b/packages/order-utils/src/index.ts index 9e78c6b93..f9b37df82 100644 --- a/packages/order-utils/src/index.ts +++ b/packages/order-utils/src/index.ts @@ -19,3 +19,5 @@ export { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_f export { RemainingFillableCalculator } from './remaining_fillable_calculator'; export { OrderStateUtils } from './order_state_utils'; export { assetProxyUtils } from './asset_proxy_utils'; +export { OrderValidationUtils } from './order_validation_utils'; +export { ExchangeTransferSimulator } from './exchange_transfer_simulator'; diff --git a/packages/order-utils/src/order_validation_utils.ts b/packages/order-utils/src/order_validation_utils.ts new file mode 100644 index 000000000..4280e4d97 --- /dev/null +++ b/packages/order-utils/src/order_validation_utils.ts @@ -0,0 +1,223 @@ +import { ExchangeContractErrs, Order, SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import * as _ from 'lodash'; + +import { OrderError, TradeSide, TransferType } from './types'; + +import { constants } from './constants'; +import { ExchangeTransferSimulator } from './exchange_transfer_simulator'; +import { ExchangeContract } from './generated_contract_wrappers/exchange'; +import { orderHashUtils } from './order_hash'; +import { isValidECSignature, parseECSignature } from './signature_utils'; +import { utils } from './utils'; + +export class OrderValidationUtils { + private _exchangeContract: ExchangeContract; + // TODO: Write some tests for the function + // const numerator = new BigNumber(20); + // const denominator = new BigNumber(999); + // const target = new BigNumber(50); + // rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1% + public static isRoundingError(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean { + // Solidity's mulmod() in JS + // Source: https://solidity.readthedocs.io/en/latest/units-and-global-variables.html#mathematical-and-cryptographic-functions + if (denominator.eq(0)) { + throw new Error('denominator cannot be 0'); + } + const remainder = target.mul(numerator).mod(denominator); + if (remainder.eq(0)) { + return false; // no rounding error + } + + // tslint:disable-next-line:custom-no-magic-numbers + const errPercentageTimes1000000 = remainder.mul(1000000).div(numerator.mul(target)); + // tslint:disable-next-line:custom-no-magic-numbers + const isError = errPercentageTimes1000000.gt(1000); + return isError; + } + public static validateCancelOrderThrowIfInvalid( + order: Order, + cancelTakerTokenAmount: BigNumber, + filledTakerTokenAmount: BigNumber, + ): void { + if (cancelTakerTokenAmount.eq(0)) { + throw new Error(ExchangeContractErrs.OrderCancelAmountZero); + } + if (order.takerAssetAmount.eq(filledTakerTokenAmount)) { + throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled); + } + const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec(); + if (order.expirationTimeSeconds.lessThan(currentUnixTimestampSec)) { + throw new Error(ExchangeContractErrs.OrderCancelExpired); + } + } + public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTradeEmulator: ExchangeTransferSimulator, + signedOrder: SignedOrder, + fillTakerTokenAmount: BigNumber, + senderAddress: string, + zrxTokenAddress: string, + ): Promise<void> { + const fillMakerTokenAmount = OrderValidationUtils._getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerAssetAmount, + signedOrder.makerAssetAmount, + ); + await exchangeTradeEmulator.transferFromAsync( + signedOrder.makerAssetData, + signedOrder.makerAddress, + senderAddress, + fillMakerTokenAmount, + TradeSide.Maker, + TransferType.Trade, + ); + await exchangeTradeEmulator.transferFromAsync( + signedOrder.takerAssetData, + senderAddress, + signedOrder.makerAddress, + fillTakerTokenAmount, + TradeSide.Taker, + TransferType.Trade, + ); + const makerFeeAmount = OrderValidationUtils._getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerAssetAmount, + signedOrder.makerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + zrxTokenAddress, + signedOrder.makerAddress, + signedOrder.feeRecipientAddress, + makerFeeAmount, + TradeSide.Maker, + TransferType.Fee, + ); + const takerFeeAmount = OrderValidationUtils._getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerAssetAmount, + signedOrder.takerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + zrxTokenAddress, + senderAddress, + signedOrder.feeRecipientAddress, + takerFeeAmount, + TradeSide.Taker, + TransferType.Fee, + ); + } + private static _validateRemainingFillAmountNotZeroOrThrow( + takerAssetAmount: BigNumber, + filledTakerTokenAmount: BigNumber, + ): void { + if (takerAssetAmount.eq(filledTakerTokenAmount)) { + throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero); + } + } + private static _validateOrderNotExpiredOrThrow(expirationTimeSeconds: BigNumber): void { + const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec(); + if (expirationTimeSeconds.lessThan(currentUnixTimestampSec)) { + throw new Error(ExchangeContractErrs.OrderFillExpired); + } + } + private static _getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber { + const fillMakerTokenAmount = numerator + .mul(target) + .div(denominator) + .round(0); + return fillMakerTokenAmount; + } + constructor(exchangeContract: ExchangeContract) { + this._exchangeContract = exchangeContract; + } + public async validateOrderFillableOrThrowAsync( + exchangeTradeEmulator: ExchangeTransferSimulator, + signedOrder: SignedOrder, + zrxTokenAddress: string, + expectedFillTakerTokenAmount?: BigNumber, + ): Promise<void> { + const orderHash = orderHashUtils.getOrderHashHex(signedOrder); + const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash); + OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow( + signedOrder.takerAssetAmount, + filledTakerTokenAmount, + ); + OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds); + let fillTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount); + if (!_.isUndefined(expectedFillTakerTokenAmount)) { + fillTakerTokenAmount = expectedFillTakerTokenAmount; + } + await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTradeEmulator, + signedOrder, + fillTakerTokenAmount, + signedOrder.takerAddress, + zrxTokenAddress, + ); + } + 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 = orderHashUtils.getOrderHashHex(signedOrder); + // TODO: Verify all signature types! To do this, we need access to a Provider... + const ecSignature = parseECSignature(signedOrder.signature); + if (!isValidECSignature(orderHash, ecSignature, signedOrder.makerAddress)) { + throw new Error(OrderError.InvalidSignature); + } + const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash); + OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow( + signedOrder.takerAssetAmount, + filledTakerTokenAmount, + ); + if (signedOrder.takerAddress !== constants.NULL_ADDRESS && signedOrder.takerAddress !== takerAddress) { + throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker); + } + OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds); + const remainingTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount); + const desiredFillTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount) + ? remainingTakerTokenAmount + : fillTakerTokenAmount; + await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTradeEmulator, + signedOrder, + desiredFillTakerTokenAmount, + takerAddress, + zrxTokenAddress, + ); + + const wouldRoundingErrorOccur = await OrderValidationUtils.isRoundingError( + filledTakerTokenAmount, + signedOrder.takerAssetAmount, + signedOrder.makerAssetAmount, + ); + 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); + } + } +} diff --git a/packages/order-utils/src/signature_utils.ts b/packages/order-utils/src/signature_utils.ts index c3fa0b6a5..44a7203a0 100644 --- a/packages/order-utils/src/signature_utils.ts +++ b/packages/order-utils/src/signature_utils.ts @@ -90,7 +90,7 @@ export async function isValidPresignedSignatureAsync( data: string, signerAddress: string, ): Promise<boolean> { - const exchangeContract = new ExchangeContract(artifacts.Exchange.abi, signerAddress, provider); + const exchangeContract = new ExchangeContract(artifacts.Exchange.compilerOutput.abi, signerAddress, provider); const isValid = await exchangeContract.preSigned.callAsync(data, signerAddress); return isValid; } @@ -110,7 +110,7 @@ export async function isValidWalletSignatureAsync( ): Promise<boolean> { // tslint:disable-next-line:custom-no-magic-numbers const signatureWithoutType = signature.slice(-2); - const walletContract = new IWalletContract(artifacts.IWallet.abi, signerAddress, provider); + const walletContract = new IWalletContract(artifacts.IWallet.compilerOutput.abi, signerAddress, provider); const isValid = await walletContract.isValidSignature.callAsync(data, signatureWithoutType); return isValid; } @@ -129,7 +129,7 @@ export async function isValidValidatorSignatureAsync( signerAddress: string, ): Promise<boolean> { const validatorSignature = parseValidatorSignature(signature); - const exchangeContract = new ExchangeContract(artifacts.Exchange.abi, signerAddress, provider); + const exchangeContract = new ExchangeContract(artifacts.Exchange.compilerOutput.abi, signerAddress, provider); const isValidatorApproved = await exchangeContract.allowedValidators.callAsync( signerAddress, validatorSignature.validatorAddress, @@ -138,7 +138,7 @@ export async function isValidValidatorSignatureAsync( throw new Error(`Validator ${validatorSignature.validatorAddress} was not pre-approved by ${signerAddress}.`); } - const validatorContract = new IValidatorContract(artifacts.IValidator.abi, signerAddress, provider); + const validatorContract = new IValidatorContract(artifacts.IValidator.compilerOutput.abi, signerAddress, provider); const isValid = await validatorContract.isValidSignature.callAsync( data, signerAddress, @@ -260,12 +260,12 @@ export function addSignedMessagePrefix(message: string, messagePrefixType: Messa } } -function hashTrezorPersonalMessage(message: Buffer): Buffer { - const prefix = ethUtil.toBuffer('\x19Ethereum Signed Message:\n' + String.fromCharCode(message.length)); - return ethUtil.sha3(Buffer.concat([prefix, message])); -} - -function parseECSignature(signature: string): ECSignature { +/** + * Parse a 0x protocol hex-encoded signature string into it's ECSignature components + * @param signature A hex encoded ecSignature 0x Protocol signature + * @return An ECSignature object with r,s,v parameters + */ +export function parseECSignature(signature: string): ECSignature { const ecSignatureTypes = [SignatureType.EthSign, SignatureType.EIP712, SignatureType.Trezor]; assert.isOneOfExpectedSignatureTypes(signature, ecSignatureTypes); @@ -276,6 +276,11 @@ function parseECSignature(signature: string): ECSignature { return ecSignature; } +function hashTrezorPersonalMessage(message: Buffer): Buffer { + const prefix = ethUtil.toBuffer('\x19Ethereum Signed Message:\n' + String.fromCharCode(message.length)); + return ethUtil.sha3(Buffer.concat([prefix, message])); +} + function parseValidatorSignature(signature: string): ValidatorSignature { assert.isOneOfExpectedSignatureTypes(signature, [SignatureType.Validator]); // tslint:disable:custom-no-magic-numbers diff --git a/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts b/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts new file mode 100644 index 000000000..b5bd2801a --- /dev/null +++ b/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts @@ -0,0 +1,82 @@ +import { BigNumber } from '@0xproject/utils'; +import { BlockParamLiteral } from 'ethereum-types'; +import * as _ from 'lodash'; + +import { AbstractBalanceAndProxyAllowanceFetcher } from '../abstract/abstract_balance_and_proxy_allowance_fetcher'; +import { AbstractBalanceAndProxyAllowanceLazyStore } from '../abstract/abstract_balance_and_proxy_allowance_lazy_store'; + +/** + * Copy on read store for balances/proxyAllowances of tokens/accounts + */ +export class BalanceAndProxyAllowanceLazyStore implements AbstractBalanceAndProxyAllowanceLazyStore { + private _balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher; + private _balance: { + [assetData: string]: { + [userAddress: string]: BigNumber; + }; + }; + private _proxyAllowance: { + [assetData: string]: { + [userAddress: string]: BigNumber; + }; + }; + constructor(token: AbstractBalanceAndProxyAllowanceFetcher) { + this._balanceAndProxyAllowanceFetcher = token; + this._balance = {}; + this._proxyAllowance = {}; + } + public async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber> { + if (_.isUndefined(this._balance[assetData]) || _.isUndefined(this._balance[assetData][userAddress])) { + const balance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(assetData, userAddress); + this.setBalance(assetData, userAddress, balance); + } + const cachedBalance = this._balance[assetData][userAddress]; + return cachedBalance; + } + public setBalance(assetData: string, userAddress: string, balance: BigNumber): void { + if (_.isUndefined(this._balance[assetData])) { + this._balance[assetData] = {}; + } + this._balance[assetData][userAddress] = balance; + } + public deleteBalance(assetData: string, userAddress: string): void { + if (!_.isUndefined(this._balance[assetData])) { + delete this._balance[assetData][userAddress]; + if (_.isEmpty(this._balance[assetData])) { + delete this._balance[assetData]; + } + } + } + public async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber> { + if ( + _.isUndefined(this._proxyAllowance[assetData]) || + _.isUndefined(this._proxyAllowance[assetData][userAddress]) + ) { + const proxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync( + assetData, + userAddress, + ); + this.setProxyAllowance(assetData, userAddress, proxyAllowance); + } + const cachedProxyAllowance = this._proxyAllowance[assetData][userAddress]; + return cachedProxyAllowance; + } + public setProxyAllowance(assetData: string, userAddress: string, proxyAllowance: BigNumber): void { + if (_.isUndefined(this._proxyAllowance[assetData])) { + this._proxyAllowance[assetData] = {}; + } + this._proxyAllowance[assetData][userAddress] = proxyAllowance; + } + public deleteProxyAllowance(assetData: string, userAddress: string): void { + if (!_.isUndefined(this._proxyAllowance[assetData])) { + delete this._proxyAllowance[assetData][userAddress]; + if (_.isEmpty(this._proxyAllowance[assetData])) { + delete this._proxyAllowance[assetData]; + } + } + } + public deleteAll(): void { + this._balance = {}; + this._proxyAllowance = {}; + } +} diff --git a/packages/order-utils/src/types.ts b/packages/order-utils/src/types.ts index db0bfb249..3f1fce66d 100644 --- a/packages/order-utils/src/types.ts +++ b/packages/order-utils/src/types.ts @@ -23,3 +23,13 @@ export interface MessagePrefixOpts { prefixType: MessagePrefixType; shouldAddPrefixBeforeCallingEthSign: boolean; } + +export enum TradeSide { + Maker = 'maker', + Taker = 'taker', +} + +export enum TransferType { + Trade = 'trade', + Fee = 'fee', +} diff --git a/packages/order-utils/src/utils.ts b/packages/order-utils/src/utils.ts index 3b465cece..6149316f6 100644 --- a/packages/order-utils/src/utils.ts +++ b/packages/order-utils/src/utils.ts @@ -1,3 +1,5 @@ +import { BigNumber } from '@0xproject/utils'; + export const utils = { getSignatureTypeIndexIfExists(signature: string): number { // tslint:disable-next-line:custom-no-magic-numbers @@ -6,4 +8,8 @@ export const utils = { const signatureTypeInt = parseInt(signatureTypeHex, base); return signatureTypeInt; }, + getCurrentUnixTimestampSec(): BigNumber { + const milisecondsInSecond = 1000; + return new BigNumber(Date.now() / milisecondsInSecond).round(); + }, }; diff --git a/packages/order-utils/test/exchange_transfer_simulator_test.ts b/packages/order-utils/test/exchange_transfer_simulator_test.ts new file mode 100644 index 000000000..3e35f900e --- /dev/null +++ b/packages/order-utils/test/exchange_transfer_simulator_test.ts @@ -0,0 +1,164 @@ +import { BlockchainLifecycle } from '@0xproject/dev-utils'; +import { ExchangeContractErrs, Token } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import * as chai from 'chai'; +import { BlockParamLiteral } from 'ethereum-types'; +import * as _ from 'lodash'; +import 'make-promises-safe'; + +import { artifacts } from '../src/artifacts'; +import { constants } from '../src/constants'; +import { ExchangeTransferSimulator } from '../src/exchange_transfer_simulator'; +import { DummyERC20TokenContract } from '../src/generated_contract_wrappers/dummy_e_r_c20_token'; +import { BalanceAndProxyAllowanceLazyStore } from '../src/store/balance_and_proxy_allowance_lazy_store'; +import { TradeSide, TransferType } from '../src/types'; + +import { chaiSetup } from './utils/chai_setup'; +import { SimpleERC20BalanceAndProxyAllowanceFetcher } from './utils/simple_erc20_balance_and_proxy_allowance_fetcher'; +import { provider, web3Wrapper } from './utils/web3_wrapper'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); + +describe('ExchangeTransferSimulator', async () => { + const transferAmount = new BigNumber(5); + let userAddresses: string[]; + let dummyERC20Token: DummyERC20TokenContract; + let coinbase: string; + let sender: string; + let recipient: string; + let exampleTokenAddress: string; + let exchangeTransferSimulator: ExchangeTransferSimulator; + let txHash: string; + let erc20ProxyAddress: string; + before(async () => { + userAddresses = await web3Wrapper.getAvailableAddressesAsync(); + [coinbase, sender, recipient] = userAddresses; + + erc20ProxyAddress = getAddressFromArtifact(artifacts.ERC20Proxy, constants.TESTRPC_NETWORK_ID); + + const wethArtifact = artifacts.DummyERC20Token; + const wethAddress = getAddressFromArtifact(wethArtifact, constants.TESTRPC_NETWORK_ID); + dummyERC20Token = new DummyERC20TokenContract( + artifacts.DummyERC20Token.compilerOutput.abi, + wethAddress, + provider, + ); + exampleTokenAddress = dummyERC20Token.address; + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('#transferFromAsync', function(): void { + // HACK: For some reason these tests need a slightly longer timeout + const mochaTestTimeoutMs = 3000; + this.timeout(mochaTestTimeoutMs); + + beforeEach(() => { + const simpleERC20BalanceAndProxyAllowanceFetcher = new SimpleERC20BalanceAndProxyAllowanceFetcher( + dummyERC20Token, + erc20ProxyAddress, + ); + const balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore( + simpleERC20BalanceAndProxyAllowanceFetcher, + ); + exchangeTransferSimulator = new ExchangeTransferSimulator(balanceAndProxyAllowanceLazyStore); + }); + it("throws if the user doesn't have enough allowance", async () => { + return expect( + exchangeTransferSimulator.transferFromAsync( + exampleTokenAddress, + sender, + recipient, + transferAmount, + TradeSide.Taker, + TransferType.Trade, + ), + ).to.be.rejectedWith(ExchangeContractErrs.InsufficientTakerAllowance); + }); + it("throws if the user doesn't have enough balance", async () => { + txHash = await dummyERC20Token.approve.sendTransactionAsync(erc20ProxyAddress, transferAmount, { + from: sender, + }); + await web3Wrapper.awaitTransactionSuccessAsync(txHash); + return expect( + exchangeTransferSimulator.transferFromAsync( + exampleTokenAddress, + sender, + recipient, + transferAmount, + TradeSide.Maker, + TransferType.Trade, + ), + ).to.be.rejectedWith(ExchangeContractErrs.InsufficientMakerBalance); + }); + it('updates balances and proxyAllowance after transfer', async function(): Promise<void> { + txHash = await dummyERC20Token.transfer.sendTransactionAsync(sender, transferAmount, { + from: coinbase, + }); + await web3Wrapper.awaitTransactionSuccessAsync(txHash); + + txHash = await dummyERC20Token.approve.sendTransactionAsync(erc20ProxyAddress, transferAmount, { + from: sender, + }); + await web3Wrapper.awaitTransactionSuccessAsync(txHash); + + await exchangeTransferSimulator.transferFromAsync( + exampleTokenAddress, + sender, + recipient, + transferAmount, + TradeSide.Taker, + TransferType.Trade, + ); + const store = (exchangeTransferSimulator as any)._store; + const senderBalance = await store.getBalanceAsync(exampleTokenAddress, sender); + const recipientBalance = await store.getBalanceAsync(exampleTokenAddress, recipient); + const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleTokenAddress, sender); + expect(senderBalance).to.be.bignumber.equal(0); + expect(recipientBalance).to.be.bignumber.equal(transferAmount); + expect(senderProxyAllowance).to.be.bignumber.equal(0); + }); + it("doesn't update proxyAllowance after transfer if unlimited", async () => { + txHash = await dummyERC20Token.transfer.sendTransactionAsync(sender, transferAmount, { + from: coinbase, + }); + await web3Wrapper.awaitTransactionSuccessAsync(txHash); + txHash = await dummyERC20Token.approve.sendTransactionAsync( + erc20ProxyAddress, + constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS, + { + from: sender, + }, + ); + await web3Wrapper.awaitTransactionSuccessAsync(txHash); + await exchangeTransferSimulator.transferFromAsync( + exampleTokenAddress, + sender, + recipient, + transferAmount, + TradeSide.Taker, + TransferType.Trade, + ); + const store = (exchangeTransferSimulator as any)._store; + const senderBalance = await store.getBalanceAsync(exampleTokenAddress, sender); + const recipientBalance = await store.getBalanceAsync(exampleTokenAddress, recipient); + const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleTokenAddress, sender); + expect(senderBalance).to.be.bignumber.equal(0); + expect(recipientBalance).to.be.bignumber.equal(transferAmount); + expect(senderProxyAllowance).to.be.bignumber.equal(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS); + }); + }); +}); + +function getAddressFromArtifact(artifact: any, networkId: number): string { + if (_.isUndefined(artifact.networks[networkId])) { + throw new Error(`Contract ${artifact.contractName} not deployed to network ${networkId}`); + } + const contractAddress = artifact.networks[networkId].address.toLowerCase(); + return contractAddress; +} diff --git a/packages/order-utils/test/global_hooks_test.ts b/packages/order-utils/test/global_hooks_test.ts new file mode 100644 index 000000000..662a2cb0f --- /dev/null +++ b/packages/order-utils/test/global_hooks_test.ts @@ -0,0 +1,45 @@ +import { devConstants } from '@0xproject/dev-utils'; +import { ArtifactWriter } from '@0xproject/migrations'; +import { BigNumber } from '@0xproject/utils'; + +import { artifacts } from '../src/artifacts'; +import { constants } from '../src/constants'; +import { DummyERC20TokenContract } from '../src/generated_contract_wrappers/dummy_e_r_c20_token'; +import { ERC20ProxyContract } from '../src/generated_contract_wrappers/e_r_c20_proxy'; + +import { provider } from './utils/web3_wrapper'; + +before('migrate contracts', async function(): Promise<void> { + // HACK: Since contract migrations take longer then our global mocha timeout limit + // we manually increase it for this before hook. + const mochaTestTimeoutMs = 20000; + this.timeout(mochaTestTimeoutMs); + + const txDefaults = { + gas: devConstants.GAS_LIMIT, + from: devConstants.TESTRPC_FIRST_ADDRESS, + }; + + const networkId = constants.TESTRPC_NETWORK_ID; + const artifactsDir = `lib/src/artifacts`; + const artifactsWriter = new ArtifactWriter(artifactsDir, networkId); + + const erc20proxy = await ERC20ProxyContract.deployFrom0xArtifactAsync(artifacts.ERC20Proxy, provider, txDefaults); + artifactsWriter.saveArtifact(erc20proxy); + + const totalSupply = new BigNumber(100000000000000000000); + const name = 'Test'; + const symbol = 'TST'; + const decimals = new BigNumber(18); + // tslint:disable-next-line:no-unused-variable + const dummyErc20Token = await DummyERC20TokenContract.deployFrom0xArtifactAsync( + artifacts.DummyERC20Token, + provider, + txDefaults, + name, + symbol, + decimals, + totalSupply, + ); + artifactsWriter.saveArtifact(dummyErc20Token); +}); diff --git a/packages/order-utils/test/order_validation_utils_test.ts b/packages/order-utils/test/order_validation_utils_test.ts new file mode 100644 index 000000000..d3ff867d7 --- /dev/null +++ b/packages/order-utils/test/order_validation_utils_test.ts @@ -0,0 +1,70 @@ +import { BigNumber } from '@0xproject/utils'; +import * as chai from 'chai'; +import 'mocha'; + +import { OrderValidationUtils } from '../src/order_validation_utils'; + +import { chaiSetup } from './utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; + +describe('OrderValidationUtils', () => { + describe('#isRoundingError', () => { + it('should return false if there is a rounding error of 0.1%', async () => { + const numerator = new BigNumber(20); + const denominator = new BigNumber(999); + const target = new BigNumber(50); + // rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1% + const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target); + expect(isRoundingError).to.be.false(); + }); + + it('should return false if there is a rounding of 0.09%', async () => { + const numerator = new BigNumber(20); + const denominator = new BigNumber(9991); + const target = new BigNumber(500); + // rounding error = ((20*500/9991) - floor(20*500/9991)) / (20*500/9991) = 0.09% + const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target); + expect(isRoundingError).to.be.false(); + }); + + it('should return true if there is a rounding error of 0.11%', async () => { + const numerator = new BigNumber(20); + const denominator = new BigNumber(9989); + const target = new BigNumber(500); + // rounding error = ((20*500/9989) - floor(20*500/9989)) / (20*500/9989) = 0.011% + const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target); + expect(isRoundingError).to.be.true(); + }); + + it('should return true if there is a rounding error > 0.1%', async () => { + const numerator = new BigNumber(3); + const denominator = new BigNumber(7); + const target = new BigNumber(10); + // rounding error = ((3*10/7) - floor(3*10/7)) / (3*10/7) = 6.67% + const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target); + expect(isRoundingError).to.be.true(); + }); + + it('should return false when there is no rounding error', async () => { + const numerator = new BigNumber(1); + const denominator = new BigNumber(2); + const target = new BigNumber(10); + + const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target); + expect(isRoundingError).to.be.false(); + }); + + it('should return false when there is rounding error <= 0.1%', async () => { + // randomly generated numbers + const numerator = new BigNumber(76564); + const denominator = new BigNumber(676373677); + const target = new BigNumber(105762562); + // rounding error = ((76564*105762562/676373677) - floor(76564*105762562/676373677)) / + // (76564*105762562/676373677) = 0.0007% + const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target); + expect(isRoundingError).to.be.false(); + }); + }); +}); diff --git a/packages/order-utils/test/utils/simple_erc20_balance_and_proxy_allowance_fetcher.ts b/packages/order-utils/test/utils/simple_erc20_balance_and_proxy_allowance_fetcher.ts new file mode 100644 index 000000000..29b9a128b --- /dev/null +++ b/packages/order-utils/test/utils/simple_erc20_balance_and_proxy_allowance_fetcher.ts @@ -0,0 +1,26 @@ +import { BigNumber } from '@0xproject/utils'; + +import { AbstractBalanceAndProxyAllowanceFetcher } from '../../src/abstract/abstract_balance_and_proxy_allowance_fetcher'; + +import { ERC20TokenContract } from '../../src/generated_contract_wrappers/e_r_c20_token'; + +export class SimpleERC20BalanceAndProxyAllowanceFetcher implements AbstractBalanceAndProxyAllowanceFetcher { + private _erc20TokenContract: ERC20TokenContract; + private _erc20ProxyAddress: string; + constructor(erc20TokenWrapper: ERC20TokenContract, erc20ProxyAddress: string) { + this._erc20TokenContract = erc20TokenWrapper; + this._erc20ProxyAddress = erc20ProxyAddress; + } + public async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber> { + // HACK: We cheat and don't pass in the userData since it's always the same token used + // in our tests. + const balance = await this._erc20TokenContract.balanceOf.callAsync(userAddress); + return balance; + } + public async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber> { + // HACK: We cheat and don't pass in the userData since it's always the same token used + // in our tests. + const proxyAllowance = await this._erc20TokenContract.allowance.callAsync(userAddress, this._erc20ProxyAddress); + return proxyAllowance; + } +} |