diff options
| -rw-r--r-- | src/0x.js.ts | 10 | ||||
| -rw-r--r-- | src/contract_wrappers/exchange_wrapper.ts | 68 | ||||
| -rw-r--r-- | src/types.ts | 9 | ||||
| -rw-r--r-- | src/utils/constants.ts | 1 | ||||
| -rw-r--r-- | test/exchange_wrapper_test.ts | 103 |
5 files changed, 182 insertions, 9 deletions
diff --git a/src/0x.js.ts b/src/0x.js.ts index 7b53b70ea..7be6922fc 100644 --- a/src/0x.js.ts +++ b/src/0x.js.ts @@ -130,11 +130,13 @@ 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 orderHash = utils.getOrderHashHex(order, exchangeContractAddr); + return orderHash; } /** * 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 6f62934dc..c24a518a4 100644 --- a/src/contract_wrappers/exchange_wrapper.ts +++ b/src/contract_wrappers/exchange_wrapper.ts @@ -145,6 +145,7 @@ export class ExchangeWrapper extends ContractWrapper { await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress); const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder); + const gas = await exchangeInstance.fill.estimateGas( orderAddresses, orderValues, @@ -173,9 +174,70 @@ 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, + shouldCheckTransfer: boolean, takerAddress: string) { + assert.doesConformToSchema('signedOrder', + SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object), + signedOrderSchema); + assert.isBigNumber('fillTakerAmount', fillTakerAmount); + assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer); + 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 = utils.getOrderHashHex(signedOrder, exchangeInstance.address); + 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, + }, + ); + try { + 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); + } catch (err) { + // There is a potential race condition where when the cancellation is broadcasted, a sufficient + // fillAmount is available, but by the time the transaction gets mined, it no longer is. Instead of + // throwing an invalid jump exception, we would rather give the user a more helpful error message. + if (_.includes(err, constants.INVALID_JUMP_IDENTIFIER)) { + throw new Error(ExchangeContractErrs.INSUFFICIENT_REMAINING_FILL_AMOUNT); + } + } + } + /** * Cancel a given fill amount of an order. Cancellations are cumulative. */ - public async cancelOrderAsync(order: Order|SignedOrder, takerTokenCancelAmount: BigNumber.BigNumber): Promise<void> { + public async cancelOrderAsync(order: Order|SignedOrder, takerTokenCancelAmount: BigNumber.BigNumber): + Promise<void> { assert.doesConformToSchema('order', SchemaValidator.convertToJSONSchemaCompatibleObject(order as object), orderSchema); @@ -289,8 +351,8 @@ 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 5407b0121..1ee8a5bd6 100644 --- a/src/types.ts +++ b/src/types.ts @@ -44,6 +44,7 @@ export interface ContractEventObj { } export type CreateContractEvent = (indexFilterValues: IndexFilterValues, subscriptionOpts: SubscriptionOpts) => ContractEventObj; + export interface ExchangeContract extends ContractInstance { isValidSignature: { call: (signerAddressHex: string, dataHex: string, v: number, r: string, s: string, @@ -74,6 +75,12 @@ 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; }; @@ -139,7 +146,7 @@ export const ExchangeContractErrs = strEnum([ 'INSUFFICIENT_MAKER_FEE_BALANCE', 'INSUFFICIENT_MAKER_FEE_ALLOWANCE', 'TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER', - + 'INSUFFICIENT_REMAINING_FILL_AMOUNT', ]); export type ExchangeContractErrs = keyof typeof ExchangeContractErrs; diff --git a/src/utils/constants.ts b/src/utils/constants.ts index 5a5ba0e0a..ebc8586f3 100644 --- a/src/utils/constants.ts +++ b/src/utils/constants.ts @@ -1,4 +1,5 @@ export const constants = { NULL_ADDRESS: '0x0000000000000000000000000000000000000000', TESTRPC_NETWORK_ID: 50, + INVALID_JUMP_IDENTIFIER: 'invalid JUMP at', }; diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts index c0068c58a..ff2121de1 100644 --- a/test/exchange_wrapper_test.ts +++ b/test/exchange_wrapper_test.ts @@ -120,6 +120,84 @@ 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); + 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; + }); + 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, shouldCheckTransfer, 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, + shouldCheckTransfer, 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.fillOrderAsync(signedOrder, partialFillAmount, + shouldCheckTransfer, 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('#fillOrderAsync', () => { let makerTokenAddress: string; let takerTokenAddress: string; @@ -210,7 +288,7 @@ describe('ExchangeWrapper', () => { )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE); }); }); - it('should throw when there a rounding error would have occurred', async () => { + it('should throw when a rounding error would have occurred', async () => { const makerAmount = new BigNumber(3); const takerAmount = new BigNumber(5); const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( @@ -309,6 +387,29 @@ describe('ExchangeWrapper', () => { expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount)); }); + it('should fill up to remaining amount if desired fillAmount greater than available amount', 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); + + await zeroEx.exchange.fillOrderAsync(signedOrder, tooLargeFillAmount, shouldCheckTransfer, + takerAddress); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress)) + .to.be.bignumber.equal(fillAmountDifference); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress)) + .to.be.bignumber.equal(fillableAmount); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress)) + .to.be.bignumber.equal(fillableAmount); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) + .to.be.bignumber.equal(fillAmountDifference); + }); it('should fill the valid orders with fees', async () => { const fillableAmount = new BigNumber(5); const makerFee = new BigNumber(1); |