diff options
| -rw-r--r-- | src/0x.js.ts | 9 | ||||
| -rw-r--r-- | src/contract_wrappers/exchange_wrapper.ts | 131 | ||||
| -rw-r--r-- | src/types.ts | 9 | ||||
| -rw-r--r-- | test/0x.js_test.ts | 2 | ||||
| -rw-r--r-- | test/exchange_wrapper_test.ts | 84 |
5 files changed, 198 insertions, 37 deletions
diff --git a/src/0x.js.ts b/src/0x.js.ts index 7b53b70ea..8f1178b2a 100644 --- a/src/0x.js.ts +++ b/src/0x.js.ts @@ -130,11 +130,12 @@ export class ZeroEx { * Computes the orderHash for a given order and returns it as a hex encoded string. */ public async getOrderHashHexAsync(order: Order|SignedOrder): Promise<string> { - assert.doesConformToSchema( - 'order', SchemaValidator.convertToJSONSchemaCompatibleObject(order as object), orderSchema); + assert.doesConformToSchema('order', SchemaValidator.convertToJSONSchemaCompatibleObject(order as object), + orderSchema); + const exchangeContractAddr = await this.getExchangeAddressAsync(); - const hashHex = utils.getOrderHashHex(order, exchangeContractAddr); - return hashHex; + const orderHashHex = utils.getOrderHashHex(order, exchangeContractAddr); + return orderHashHex; } /** * Signs an orderHash and returns it's elliptic curve signature diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts index dffb9df13..8d95c9fae 100644 --- a/src/contract_wrappers/exchange_wrapper.ts +++ b/src/contract_wrappers/exchange_wrapper.ts @@ -18,7 +18,9 @@ import { CreateContractEvent, ContractEventObj, EventCallback, - ContractResponse, OrderCancellationRequest, OrderFillRequest, + ContractResponse, + OrderCancellationRequest, + OrderFillRequest, } from '../types'; import {assert} from '../utils/assert'; import {utils} from '../utils/utils'; @@ -235,41 +237,121 @@ export class ExchangeWrapper extends ContractWrapper { 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. + */ + public async fillOrKillOrderAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber, + takerAddress: string) { + assert.doesConformToSchema('signedOrder', + SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object), + signedOrderSchema); + assert.isBigNumber('fillTakerAmount', fillTakerAmount); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper); + + const exchangeInstance = await this.getExchangeContractAsync(); + await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress); + + // Check that fillValue available >= fillTakerAmount + const orderHashHex = await this.getOrderHashHexAsync(signedOrder); + const unavailableTakerAmount = await this.getUnavailableTakerAmountAsync(orderHashHex); + const remainingTakerAmount = signedOrder.takerTokenAmount.minus(unavailableTakerAmount); + if (remainingTakerAmount < fillTakerAmount) { + throw new Error(ExchangeContractErrs.INSUFFICIENT_REMAINING_FILL_AMOUNT); + } + + const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder); + + const gas = await exchangeInstance.fillOrKill.estimateGas( + orderAddresses, + orderValues, + fillTakerAmount, + signedOrder.ecSignature.v, + signedOrder.ecSignature.r, + signedOrder.ecSignature.s, + { + from: takerAddress, + }, + ); + const response: ContractResponse = await exchangeInstance.fillOrKill( + orderAddresses, + orderValues, + fillTakerAmount, + signedOrder.ecSignature.v, + signedOrder.ecSignature.r, + signedOrder.ecSignature.s, + { + from: takerAddress, + gas, + }, + ); + this.throwErrorLogsAsErrors(response.logs); + } + /** * Cancel a given fill amount of an order. Cancellations are cumulative. */ public async cancelOrderAsync( order: Order|SignedOrder, takerTokenCancelAmount: BigNumber.BigNumber): Promise<void> { - await this.batchCancelOrderAsync([{ - order, + assert.doesConformToSchema('order', + SchemaValidator.convertToJSONSchemaCompatibleObject(order as object), + orderSchema); + assert.isBigNumber('takerTokenCancelAmount', takerTokenCancelAmount); + await assert.isSenderAddressAvailableAsync(this.web3Wrapper, 'order.maker', order.maker); + + const exchangeInstance = await this.getExchangeContractAsync(); + await this.validateCancelOrderAndThrowIfInvalidAsync(order, takerTokenCancelAmount); + + const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(order); + const gas = await exchangeInstance.cancel.estimateGas( + orderAddresses, + orderValues, + takerTokenCancelAmount, + { + from: order.maker, + }, + ); + const response: ContractResponse = await exchangeInstance.cancel( + orderAddresses, + orderValues, takerTokenCancelAmount, - }]); + { + from: order.maker, + gas, + }, + ); + this.throwErrorLogsAsErrors(response.logs); } /** * Batch version of cancelOrderAsync. Atomically cancels multiple orders in a single transaction. + * All orders must be from the same maker. */ - public async batchCancelOrderAsync(cancellationRequestsBatch: OrderCancellationRequest[]): Promise<void> { - const makers = _.map(cancellationRequestsBatch, cancellationRequest => cancellationRequest.order.maker); - assert.assert(!_.isEmpty(cancellationRequestsBatch), 'Can not cancel an empty batch'); - assert.assert(_.uniq(makers).length === 1, 'Can not cancel orders from multiple makers in a single batch'); + public async batchCancelOrderAsync(orderCancellationRequests: OrderCancellationRequest[]): Promise<void> { + if (_.isEmpty(orderCancellationRequests)) { + return; // no-op + } + 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]; - _.forEach(cancellationRequestsBatch, - async (cancellationRequest: OrderCancellationRequest) => { - assert.doesConformToSchema('order', - SchemaValidator.convertToJSONSchemaCompatibleObject(cancellationRequest.order as object), orderSchema); - assert.isBigNumber('takerTokenCancelAmount', cancellationRequest.takerTokenCancelAmount); - await assert.isSenderAddressAvailableAsync(this.web3Wrapper, 'order.maker', - cancellationRequest.order.maker); + await assert.isSenderAddressAvailableAsync(this.web3Wrapper, 'maker', maker); + _.forEach(orderCancellationRequests, + async (cancellationRequest: OrderCancellationRequest, i: number) => { + assert.doesConformToSchema(`orderCancellationRequests[${i}].order`, + SchemaValidator.convertToJSONSchemaCompatibleObject(cancellationRequest.order as object), orderSchema, + ); + assert.isBigNumber(`orderCancellationRequests[${i}].takerTokenCancelAmount`, + cancellationRequest.takerTokenCancelAmount, + ); await this.validateCancelOrderAndThrowIfInvalidAsync( - cancellationRequest.order, cancellationRequest.takerTokenCancelAmount); + cancellationRequest.order, cancellationRequest.takerTokenCancelAmount, + ); }); const exchangeInstance = await this.getExchangeContractAsync(); - const orderAddressesValuesAndTakerTokenCancelAmounts = _.map(cancellationRequestsBatch, cancellationRequest => { + const orderAddressesValuesAndTakerTokenCancelAmounts = _.map(orderCancellationRequests, cancellationRequest => { return [ ...ExchangeWrapper.getOrderAddressesAndValues(cancellationRequest.order), cancellationRequest.takerTokenCancelAmount, ]; }); - // _.unzip doesn't type check if values have different types :'( + // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'( const [orderAddresses, orderValues, takerTokenCancelAmounts] = _.unzip<any>(orderAddressesValuesAndTakerTokenCancelAmounts); const gas = await exchangeInstance.batchCancel.estimateGas( @@ -317,11 +399,10 @@ export class ExchangeWrapper extends ContractWrapper { logEventObj.watch(callback); this.exchangeLogEventObjs.push(logEventObj); } - private async getOrderHashAsync(order: Order|SignedOrder): Promise<string> { - const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(order); + private async getOrderHashHexAsync(order: Order|SignedOrder): Promise<string> { const exchangeInstance = await this.getExchangeContractAsync(); - const orderHash = utils.getOrderHashHex(order, exchangeInstance.address); - return orderHash; + const orderHashHex = utils.getOrderHashHex(order, exchangeInstance.address); + return orderHashHex; } private async stopWatchingExchangeLogEventsAsync() { const stopWatchingPromises = _.map(this.exchangeLogEventObjs, logEventObj => { @@ -359,7 +440,7 @@ export class ExchangeWrapper extends ContractWrapper { if (takerTokenCancelAmount.eq(0)) { throw new Error(ExchangeContractErrs.ORDER_CANCEL_AMOUNT_ZERO); } - const orderHash = await this.getOrderHashAsync(order); + const orderHash = await this.getOrderHashHexAsync(order); const unavailableAmount = await this.getUnavailableTakerAmountAsync(orderHash); if (order.takerTokenAmount.minus(unavailableAmount).eq(0)) { throw new Error(ExchangeContractErrs.ORDER_ALREADY_CANCELLED_OR_FILLED); @@ -375,8 +456,8 @@ export class ExchangeWrapper extends ContractWrapper { * 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. + * TODO: Throw errors before calling the smart contract for these edge-cases in order to minimize + * the callers gas costs. */ private async validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber, diff --git a/src/types.ts b/src/types.ts index f3cfa440c..90e64bc46 100644 --- a/src/types.ts +++ b/src/types.ts @@ -86,6 +86,12 @@ export interface ExchangeContract extends ContractInstance { estimateGas: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], cancelAmount: BigNumber.BigNumber[], txOpts?: TxOpts) => number; }; + fillOrKill: { + (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber, + v: number, r: string, s: string, txOpts?: TxOpts): ContractResponse; + estimateGas: (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber, + v: number, r: string, s: string, txOpts?: TxOpts) => number; + }; filled: { call: (orderHash: string) => BigNumber.BigNumber; }; @@ -151,7 +157,8 @@ export const ExchangeContractErrs = strEnum([ 'INSUFFICIENT_MAKER_FEE_BALANCE', 'INSUFFICIENT_MAKER_FEE_ALLOWANCE', 'TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER', - + 'MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH', + 'INSUFFICIENT_REMAINING_FILL_AMOUNT', ]); export type ExchangeContractErrs = keyof typeof ExchangeContractErrs; diff --git a/test/0x.js_test.ts b/test/0x.js_test.ts index 5096d5df2..58f259a11 100644 --- a/test/0x.js_test.ts +++ b/test/0x.js_test.ts @@ -151,7 +151,7 @@ describe('ZeroEx library', () => { expect(baseUnitAmount).to.be.bignumber.equal(expectedUnitAmount); }); }); - describe('#getOrderHashAsync', () => { + describe('#getOrderHashHexAsync', () => { const exchangeContractAddress = constants.NULL_ADDRESS; const expectedOrderHash = '0x103a5e97dab5dbeb8f385636f86a7d1e458a7ccbe1bd194727f0b2f85ab116c7'; const order: Order = { diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts index bd2536741..2d7810bcc 100644 --- a/test/exchange_wrapper_test.ts +++ b/test/exchange_wrapper_test.ts @@ -122,6 +122,81 @@ describe('ExchangeWrapper', () => { expect(isValid).to.be.true(); }); }); + describe('#fillOrKillOrderAsync', () => { + let makerTokenAddress: string; + let takerTokenAddress: string; + let coinbase: string; + let makerAddress: string; + let takerAddress: string; + let feeRecipient: string; + const fillTakerAmount = new BigNumber(5); + before(async () => { + [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses; + tokens = await zeroEx.tokenRegistry.getTokensAsync(); + const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens(); + makerTokenAddress = makerToken.address; + takerTokenAddress = takerToken.address; + }); + describe('failed fillOrKill', () => { + it('should throw if remaining fillAmount is less then the desired fillAmount', async () => { + const fillableAmount = new BigNumber(5); + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, + ); + const tooLargeFillAmount = new BigNumber(7); + const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount); + await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference); + await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount); + await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference); + await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount); + + return expect(zeroEx.exchange.fillOrKillOrderAsync( + signedOrder, tooLargeFillAmount, takerAddress, + )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_REMAINING_FILL_AMOUNT); + }); + }); + describe('successful fills', () => { + it('should fill a valid order', async () => { + const fillableAmount = new BigNumber(5); + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, + ); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress)) + .to.be.bignumber.equal(fillableAmount); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress)) + .to.be.bignumber.equal(0); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress)) + .to.be.bignumber.equal(0); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) + .to.be.bignumber.equal(fillableAmount); + await zeroEx.exchange.fillOrKillOrderAsync(signedOrder, fillTakerAmount, takerAddress); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress)) + .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount)); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress)) + .to.be.bignumber.equal(fillTakerAmount); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress)) + .to.be.bignumber.equal(fillTakerAmount); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) + .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount)); + }); + it('should partially fill a valid order', async () => { + const fillableAmount = new BigNumber(5); + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, + ); + const partialFillAmount = new BigNumber(3); + await zeroEx.exchange.fillOrKillOrderAsync(signedOrder, partialFillAmount, takerAddress); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress)) + .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount)); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress)) + .to.be.bignumber.equal(partialFillAmount); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress)) + .to.be.bignumber.equal(partialFillAmount); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) + .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount)); + }); + }); + }); describe('fill order(s)', () => { let makerTokenAddress: string; let takerTokenAddress: string; @@ -134,6 +209,7 @@ describe('ExchangeWrapper', () => { const shouldCheckTransfer = false; before(async () => { [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses; + tokens = await zeroEx.tokenRegistry.getTokensAsync(); const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens(); makerTokenAddress = makerToken.address; takerTokenAddress = takerToken.address; @@ -434,18 +510,14 @@ describe('ExchangeWrapper', () => { ]; }); describe('failed batch cancels', () => { - it('should throw when orders are empty', async () => { - return expect(zeroEx.exchange.batchCancelOrderAsync([])) - .to.be.rejectedWith('Can not cancel an empty batch'); - }); it('should throw when orders have different makers', async () => { - const signedOrderWithADifferentMaker = await fillScenarios.createFillableSignedOrderAsync( + const signedOrderWithDifferentMaker = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, takerAddress, takerAddress, fillableAmount, ); return expect(zeroEx.exchange.batchCancelOrderAsync([ cancelBatch[0], { - order: signedOrderWithADifferentMaker, + order: signedOrderWithDifferentMaker, takerTokenCancelAmount: cancelAmount, }, ])).to.be.rejectedWith('Can not cancel orders from multiple makers in a single batch'); |