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-rw-r--r--README.md1
-rw-r--r--package.json2
-rw-r--r--packages/0x.js/CHANGELOG.md5
-rw-r--r--packages/0x.js/package.json2
-rw-r--r--packages/0x.js/src/contract_wrappers/contract_wrapper.ts14
-rw-r--r--packages/0x.js/src/contract_wrappers/exchange_wrapper.ts17
-rw-r--r--packages/0x.js/src/order_watcher/order_state_watcher.ts16
-rw-r--r--packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts86
-rw-r--r--packages/0x.js/src/stores/balance_proxy_allowance_lazy_store.ts8
-rw-r--r--packages/0x.js/src/types.ts9
-rw-r--r--packages/0x.js/src/utils/exchange_transfer_simulator.ts4
-rw-r--r--packages/0x.js/src/utils/order_state_utils.ts18
-rw-r--r--packages/0x.js/test/exchange_transfer_simulator_test.ts4
-rw-r--r--packages/0x.js/test/exchange_wrapper_test.ts8
-rw-r--r--packages/0x.js/test/order_state_watcher_test.ts133
-rw-r--r--packages/0x.js/test/order_validation_test.ts4
-rw-r--r--packages/0x.js/test/remaining_fillable_calculator_test.ts176
-rw-r--r--packages/0x.js/test/token_wrapper_test.ts14
-rw-r--r--packages/0x.js/test/utils/constants.ts1
-rw-r--r--packages/connect/CHANGELOG.md2
-rw-r--r--packages/connect/package.json4
21 files changed, 450 insertions, 78 deletions
diff --git a/README.md b/README.md
index 35926ce70..cb15f791c 100644
--- a/README.md
+++ b/README.md
@@ -23,5 +23,6 @@ This repository contains all the 0x developer tools written in TypeScript. Our h
|--------|-------|------------|
| [`0x.js`](/packages/0x.js) | [![npm](https://img.shields.io/npm/v/0x.js.svg?maxAge=2592000)](https://www.npmjs.com/package/0x.js) | A Javascript library for interacting with the 0x protocol |
| [`@0xproject/assert`](/packages/assert) | [![npm](https://img.shields.io/npm/v/@0xproject/assert.svg?maxAge=2592000)](https://www.npmjs.com/package/@0xproject/assert) | Standard type and schema assertions |
+| [`@0xproject/connect`](/packages/connect) | [![npm](https://img.shields.io/npm/v/@0xproject/connect.svg?maxAge=2592000)](https://www.npmjs.com/package/@0xproject/connect) | A Javascript library for interacting with the standard relayer api |
| [`@0xproject/json-schemas`](/packages/json-schemas) | [![npm](https://img.shields.io/npm/v/@0xproject/json-schemas.svg?maxAge=2592000)](https://www.npmjs.com/package/@0xproject/json-schemas) | 0x-related json schemas |
| [`@0xproject/tslint-config`](/packages/tslint-config) | [![npm](https://img.shields.io/npm/v/@0xproject/tslint-config.svg?maxAge=2592000)](https://www.npmjs.com/package/@0xproject/tslint-config) | Custom 0x project TSLint rules |
diff --git a/package.json b/package.json
index 265e0459e..091ae1069 100644
--- a/package.json
+++ b/package.json
@@ -7,7 +7,7 @@
"scripts": {
"testrpc": "testrpc -p 8545 --networkId 50 -m \"${npm_package_config_mnemonic}\"",
"lerna:run": "lerna run",
- "lerna:publish": "lerna run clean; lerna run build; lerna publish"
+ "lerna:publish": "lerna run clean; lerna run build; lerna publish --registry=https://registry.npmjs.org/"
},
"config": {
"mnemonic": "concert load couple harbor equip island argue ramp clarify fence smart topic"
diff --git a/packages/0x.js/CHANGELOG.md b/packages/0x.js/CHANGELOG.md
index 235a6eedb..e1f80b00d 100644
--- a/packages/0x.js/CHANGELOG.md
+++ b/packages/0x.js/CHANGELOG.md
@@ -1,5 +1,10 @@
# CHANGELOG
+vx.x.x
+------------------------
+ * Make `DecodedLogEvent<A>` contain `LogWithDecodedArgs<A>` under log key instead of merging it in like web3 does (#234)
+ * Modify order validation methods to validate against the `latest` block, not against the `pending` block (#236)
+
v0.26.0
------------------------
* Add post-formatter for logs converting `blockNumber`, `logIndex`, `transactionIndex` from hexes to numbers (#231)
diff --git a/packages/0x.js/package.json b/packages/0x.js/package.json
index 26f9273db..afca00fe9 100644
--- a/packages/0x.js/package.json
+++ b/packages/0x.js/package.json
@@ -1,6 +1,6 @@
{
"name": "0x.js",
- "version": "0.26.0",
+ "version": "0.26.1",
"description": "A javascript library for interacting with the 0x protocol",
"keywords": [
"0x.js",
diff --git a/packages/0x.js/src/contract_wrappers/contract_wrapper.ts b/packages/0x.js/src/contract_wrappers/contract_wrapper.ts
index 7997b1647..c1c95c6db 100644
--- a/packages/0x.js/src/contract_wrappers/contract_wrapper.ts
+++ b/packages/0x.js/src/contract_wrappers/contract_wrapper.ts
@@ -95,13 +95,13 @@ export class ContractWrapper {
await this._web3Wrapper.getContractInstanceFromArtifactAsync<ContractType>(artifact, addressIfExists);
return contractInstance;
}
- private _onLogStateChanged<ArgsType extends ContractEventArgs>(removed: boolean, log: Web3.LogEntry): void {
+ private _onLogStateChanged<ArgsType extends ContractEventArgs>(isRemoved: boolean, log: Web3.LogEntry): void {
_.forEach(this._filters, (filter: Web3.FilterObject, filterToken: string) => {
if (filterUtils.matchesFilter(log, filter)) {
const decodedLog = this._tryToDecodeLogOrNoop(log) as LogWithDecodedArgs<ArgsType>;
const logEvent = {
- ...decodedLog,
- removed,
+ log: decodedLog,
+ isRemoved,
};
this._filterCallbacks[filterToken](null, logEvent);
}
@@ -117,13 +117,13 @@ export class ContractWrapper {
this._blockAndLogStreamInterval = intervalUtils.setAsyncExcludingInterval(
this._reconcileBlockAsync.bind(this), constants.DEFAULT_BLOCK_POLLING_INTERVAL,
);
- let removed = false;
+ let isRemoved = false;
this._onLogAddedSubscriptionToken = this._blockAndLogStreamer.subscribeToOnLogAdded(
- this._onLogStateChanged.bind(this, removed),
+ this._onLogStateChanged.bind(this, isRemoved),
);
- removed = true;
+ isRemoved = true;
this._onLogRemovedSubscriptionToken = this._blockAndLogStreamer.subscribeToOnLogRemoved(
- this._onLogStateChanged.bind(this, removed),
+ this._onLogStateChanged.bind(this, isRemoved),
);
}
private _stopBlockAndLogStream(): void {
diff --git a/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts b/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts
index 3e631b73e..7c33dc6ec 100644
--- a/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts
+++ b/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts
@@ -29,6 +29,7 @@ import {
EventCallback,
ExchangeContractEventArgs,
DecodedLogArgs,
+ BlockParamLiteral,
} from '../types';
import {assert} from '../utils/assert';
import {utils} from '../utils/utils';
@@ -178,7 +179,7 @@ export class ExchangeWrapper extends ContractWrapper {
orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
- const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress);
}
@@ -250,7 +251,7 @@ export class ExchangeWrapper extends ContractWrapper {
orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
- const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
for (const signedOrder of signedOrders) {
await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress);
@@ -340,7 +341,7 @@ export class ExchangeWrapper extends ContractWrapper {
orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
- const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
for (const orderFillRequest of orderFillRequests) {
await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount,
@@ -420,7 +421,7 @@ export class ExchangeWrapper extends ContractWrapper {
orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
- const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress);
}
@@ -484,7 +485,7 @@ export class ExchangeWrapper extends ContractWrapper {
orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
- const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
for (const orderFillRequest of orderFillRequests) {
await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount,
@@ -721,7 +722,7 @@ export class ExchangeWrapper extends ContractWrapper {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
const expectedFillTakerTokenAmount = !_.isUndefined(opts) ? opts.expectedFillTakerTokenAmount : undefined;
- const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateOrderFillableOrThrowAsync(
exchangeTradeEmulator, signedOrder, zrxTokenAddress, expectedFillTakerTokenAmount,
);
@@ -741,7 +742,7 @@ export class ExchangeWrapper extends ContractWrapper {
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
- const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress);
}
@@ -775,7 +776,7 @@ export class ExchangeWrapper extends ContractWrapper {
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
- const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress);
}
diff --git a/packages/0x.js/src/order_watcher/order_state_watcher.ts b/packages/0x.js/src/order_watcher/order_state_watcher.ts
index fd7496699..d02e31160 100644
--- a/packages/0x.js/src/order_watcher/order_state_watcher.ts
+++ b/packages/0x.js/src/order_watcher/order_state_watcher.ts
@@ -44,6 +44,10 @@ interface OrderByOrderHash {
[orderHash: string]: SignedOrder;
}
+interface OrderStateByOrderHash {
+ [orderHash: string]: OrderState;
+}
+
/**
* This class includes all the functionality related to watching a set of orders
* for potential changes in order validity/fillability. The orderWatcher notifies
@@ -51,6 +55,7 @@ interface OrderByOrderHash {
* the order should be deemed invalid.
*/
export class OrderStateWatcher {
+ private _orderStateByOrderHashCache: OrderStateByOrderHash = {};
private _orderByOrderHash: OrderByOrderHash = {};
private _dependentOrderHashes: DependentOrderHashes = {};
private _callbackIfExists?: OnOrderStateChangeCallback;
@@ -69,7 +74,9 @@ export class OrderStateWatcher {
this._web3Wrapper = web3Wrapper;
const pollingIntervalIfExistsMs = _.isUndefined(config) ? undefined : config.eventPollingIntervalMs;
this._eventWatcher = new EventWatcher(web3Wrapper, pollingIntervalIfExistsMs);
- this._balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(token);
+ this._balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(
+ token, BlockParamLiteral.Pending,
+ );
this._orderFilledCancelledLazyStore = new OrderFilledCancelledLazyStore(exchange);
this._orderStateUtils = new OrderStateUtils(
this._balanceAndProxyAllowanceLazyStore, this._orderFilledCancelledLazyStore,
@@ -109,6 +116,7 @@ export class OrderStateWatcher {
return; // noop
}
delete this._orderByOrderHash[orderHash];
+ delete this._orderStateByOrderHashCache[orderHash];
const exchange = (this._orderFilledCancelledLazyStore as any).exchange as ExchangeWrapper;
const zrxTokenAddress = await exchange.getZRXTokenAddressAsync();
this.removeFromDependentOrderHashes(signedOrder.maker, zrxTokenAddress, orderHash);
@@ -239,6 +247,12 @@ export class OrderStateWatcher {
if (_.isUndefined(this._callbackIfExists)) {
break; // Unsubscribe was called
}
+ if (_.isEqual(orderState, this._orderStateByOrderHashCache[orderHash])) {
+ // Actual order state didn't change
+ continue;
+ } else {
+ this._orderStateByOrderHashCache[orderHash] = orderState;
+ }
this._callbackIfExists(orderState);
}
}
diff --git a/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts
new file mode 100644
index 000000000..c77d4428c
--- /dev/null
+++ b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts
@@ -0,0 +1,86 @@
+import {SignedOrder} from '../types';
+import {BigNumber} from 'bignumber.js';
+
+export class RemainingFillableCalculator {
+ private signedOrder: SignedOrder;
+ private isMakerTokenZRX: boolean;
+ // Transferrable Amount is the minimum of Approval and Balance
+ private transferrableMakerTokenAmount: BigNumber;
+ private transferrableMakerFeeTokenAmount: BigNumber;
+ private remainingMakerTokenAmount: BigNumber;
+ private remainingMakerFeeAmount: BigNumber;
+ constructor(signedOrder: SignedOrder,
+ isMakerTokenZRX: boolean,
+ transferrableMakerTokenAmount: BigNumber,
+ transferrableMakerFeeTokenAmount: BigNumber,
+ remainingMakerTokenAmount: BigNumber) {
+ this.signedOrder = signedOrder;
+ this.isMakerTokenZRX = isMakerTokenZRX;
+ this.transferrableMakerTokenAmount = transferrableMakerTokenAmount;
+ this.transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount;
+ this.remainingMakerTokenAmount = remainingMakerTokenAmount;
+ this.remainingMakerFeeAmount = remainingMakerTokenAmount.times(signedOrder.makerFee)
+ .dividedToIntegerBy(signedOrder.makerTokenAmount);
+ }
+ public computeRemainingMakerFillable(): BigNumber {
+ if (this.hasSufficientFundsForFeeAndTransferAmount()) {
+ return this.remainingMakerTokenAmount;
+ }
+ if (this.signedOrder.makerFee.isZero()) {
+ return BigNumber.min(this.remainingMakerTokenAmount, this.transferrableMakerTokenAmount);
+ }
+ return this.calculatePartiallyFillableMakerTokenAmount();
+ }
+ public computeRemainingTakerFillable(): BigNumber {
+ return this.computeRemainingMakerFillable().times(this.signedOrder.takerTokenAmount)
+ .dividedToIntegerBy(this.signedOrder.makerTokenAmount);
+ }
+ private hasSufficientFundsForFeeAndTransferAmount(): boolean {
+ if (this.isMakerTokenZRX) {
+ const totalZRXTransferAmountRequired = this.remainingMakerTokenAmount.plus(this.remainingMakerFeeAmount);
+ const hasSufficientFunds = this.transferrableMakerTokenAmount.greaterThanOrEqualTo(
+ totalZRXTransferAmountRequired);
+ return hasSufficientFunds;
+ } else {
+ const hasSufficientFundsForTransferAmount = this.transferrableMakerTokenAmount.greaterThanOrEqualTo(
+ this.remainingMakerTokenAmount);
+ const hasSufficientFundsForFeeAmount = this.transferrableMakerFeeTokenAmount.greaterThanOrEqualTo(
+ this.remainingMakerFeeAmount);
+ const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount;
+ return hasSufficientFunds;
+ }
+ }
+ private calculatePartiallyFillableMakerTokenAmount(): BigNumber {
+ // Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1
+ const orderToFeeRatio = this.signedOrder.makerTokenAmount.dividedBy(this.signedOrder.makerFee);
+ // The number of times the maker can fill the order, if each fill only required the transfer of a single
+ // baseUnit of fee tokens.
+ // Given 2 ZRXwei, the maximum amount of times Maker can fill this order, in terms of fees, is 2
+ const fillableTimesInFeeTokenBaseUnits = BigNumber.min(this.transferrableMakerFeeTokenAmount,
+ this.remainingMakerFeeAmount);
+ // The number of times the Maker can fill the order, given the Maker Token Balance
+ // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, maker can fill this order 1 time.
+ let fillableTimesInMakerTokenUnits = this.transferrableMakerTokenAmount.dividedBy(orderToFeeRatio);
+ if (this.isMakerTokenZRX) {
+ // If ZRX is the maker token, the Fee and the Maker amount need to be removed from the same pool;
+ // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei)
+ const totalZRXTokenPooled = this.transferrableMakerTokenAmount;
+ // The purchasing power here is less as the tokens are taken from the same Pool
+ // For every one number of fills, we have to take an extra ZRX out of the pool
+ fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedBy(
+ orderToFeeRatio.plus(new BigNumber(1)));
+
+ }
+ // When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored.
+ // This can result in a RoundingError being thrown by the Exchange Contract.
+ const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits
+ .times(this.signedOrder.makerTokenAmount)
+ .dividedToIntegerBy(this.signedOrder.makerFee);
+ const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits
+ .times(this.signedOrder.makerTokenAmount)
+ .dividedToIntegerBy(this.signedOrder.makerFee);
+ const partiallyFillableAmount = BigNumber.min(partiallyFillableMakerTokenAmount,
+ partiallyFillableFeeTokenAmount);
+ return partiallyFillableAmount;
+ }
+}
diff --git a/packages/0x.js/src/stores/balance_proxy_allowance_lazy_store.ts b/packages/0x.js/src/stores/balance_proxy_allowance_lazy_store.ts
index c83e61606..7c94031c3 100644
--- a/packages/0x.js/src/stores/balance_proxy_allowance_lazy_store.ts
+++ b/packages/0x.js/src/stores/balance_proxy_allowance_lazy_store.ts
@@ -9,6 +9,7 @@ import {BlockParamLiteral} from '../types';
*/
export class BalanceAndProxyAllowanceLazyStore {
private token: TokenWrapper;
+ private defaultBlock: BlockParamLiteral;
private balance: {
[tokenAddress: string]: {
[userAddress: string]: BigNumber,
@@ -19,15 +20,16 @@ export class BalanceAndProxyAllowanceLazyStore {
[userAddress: string]: BigNumber,
},
};
- constructor(token: TokenWrapper) {
+ constructor(token: TokenWrapper, defaultBlock: BlockParamLiteral) {
this.token = token;
+ this.defaultBlock = defaultBlock;
this.balance = {};
this.proxyAllowance = {};
}
public async getBalanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber> {
if (_.isUndefined(this.balance[tokenAddress]) || _.isUndefined(this.balance[tokenAddress][userAddress])) {
const methodOpts = {
- defaultBlock: BlockParamLiteral.Pending,
+ defaultBlock: this.defaultBlock,
};
const balance = await this.token.getBalanceAsync(tokenAddress, userAddress, methodOpts);
this.setBalance(tokenAddress, userAddress, balance);
@@ -53,7 +55,7 @@ export class BalanceAndProxyAllowanceLazyStore {
if (_.isUndefined(this.proxyAllowance[tokenAddress]) ||
_.isUndefined(this.proxyAllowance[tokenAddress][userAddress])) {
const methodOpts = {
- defaultBlock: BlockParamLiteral.Pending,
+ defaultBlock: this.defaultBlock,
};
const proxyAllowance = await this.token.getProxyAllowanceAsync(tokenAddress, userAddress, methodOpts);
this.setProxyAllowance(tokenAddress, userAddress, proxyAllowance);
diff --git a/packages/0x.js/src/types.ts b/packages/0x.js/src/types.ts
index c3aabfd86..143e2b6b2 100644
--- a/packages/0x.js/src/types.ts
+++ b/packages/0x.js/src/types.ts
@@ -40,7 +40,10 @@ export type OrderValues = [BigNumber, BigNumber, BigNumber,
BigNumber, BigNumber, BigNumber];
export type LogEvent = Web3.LogEntryEvent;
-export type DecodedLogEvent<ArgsType> = Web3.DecodedLogEntryEvent<ArgsType>;
+export interface DecodedLogEvent<ArgsType> {
+ isRemoved: boolean;
+ log: LogWithDecodedArgs<ArgsType>;
+}
export type EventCallback<ArgsType> = (err: null|Error, log?: DecodedLogEvent<ArgsType>) => void;
export type EventWatcherCallback = (log: LogEvent) => void;
@@ -348,9 +351,11 @@ export interface IndexedFilterValues {
[index: string]: ContractEventArg;
}
+// Earliest is omitted by design. It is simply an alias for the `0` constant and
+// is thus not very helpful. Moreover, this type is used in places that only accept
+// `latest` or `pending`.
export enum BlockParamLiteral {
Latest = 'latest',
- Earliest = 'earliest',
Pending = 'pending',
}
diff --git a/packages/0x.js/src/utils/exchange_transfer_simulator.ts b/packages/0x.js/src/utils/exchange_transfer_simulator.ts
index 308ef06db..eeb6081cb 100644
--- a/packages/0x.js/src/utils/exchange_transfer_simulator.ts
+++ b/packages/0x.js/src/utils/exchange_transfer_simulator.ts
@@ -35,8 +35,8 @@ const ERR_MSG_MAPPING = {
export class ExchangeTransferSimulator {
private store: BalanceAndProxyAllowanceLazyStore;
private UNLIMITED_ALLOWANCE_IN_BASE_UNITS: BigNumber;
- constructor(token: TokenWrapper) {
- this.store = new BalanceAndProxyAllowanceLazyStore(token);
+ constructor(token: TokenWrapper, defaultBlock: BlockParamLiteral) {
+ this.store = new BalanceAndProxyAllowanceLazyStore(token, defaultBlock);
this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS = token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS;
}
/**
diff --git a/packages/0x.js/src/utils/order_state_utils.ts b/packages/0x.js/src/utils/order_state_utils.ts
index 123584f90..1d8f02a18 100644
--- a/packages/0x.js/src/utils/order_state_utils.ts
+++ b/packages/0x.js/src/utils/order_state_utils.ts
@@ -17,6 +17,7 @@ import {utils} from '../utils/utils';
import {constants} from '../utils/constants';
import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store';
import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store';
+import {RemainingFillableCalculator} from '../order_watcher/remaining_fillable_calculator';
const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
@@ -78,12 +79,17 @@ export class OrderStateUtils {
const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount);
const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount)
.dividedToIntegerBy(totalTakerTokenAmount);
- const fillableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
- const remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount);
- const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount
- .times(totalTakerTokenAmount)
- .dividedToIntegerBy(totalMakerTokenAmount);
- // TODO: Handle edge case where maker token is ZRX with fee
+ const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
+ const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
+
+ const isMakerTokenZRX = signedOrder.makerTokenAddress === zrxTokenAddress;
+ const remainingFillableCalculator = new RemainingFillableCalculator(signedOrder,
+ isMakerTokenZRX,
+ transferrableMakerTokenAmount,
+ transferrableFeeTokenAmount,
+ remainingMakerTokenAmount);
+ const remainingFillableMakerTokenAmount = remainingFillableCalculator.computeRemainingMakerFillable();
+ const remainingFillableTakerTokenAmount = remainingFillableCalculator.computeRemainingTakerFillable();
const orderRelevantState = {
makerBalance,
makerProxyAllowance,
diff --git a/packages/0x.js/test/exchange_transfer_simulator_test.ts b/packages/0x.js/test/exchange_transfer_simulator_test.ts
index 99cb7fb4f..43a6404a1 100644
--- a/packages/0x.js/test/exchange_transfer_simulator_test.ts
+++ b/packages/0x.js/test/exchange_transfer_simulator_test.ts
@@ -3,7 +3,7 @@ import BigNumber from 'bignumber.js';
import {chaiSetup} from './utils/chai_setup';
import {web3Factory} from './utils/web3_factory';
import {ZeroEx, ExchangeContractErrs, Token} from '../src';
-import {TradeSide, TransferType} from '../src/types';
+import {TradeSide, TransferType, BlockParamLiteral} from '../src/types';
import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
import {ExchangeTransferSimulator} from '../src/utils/exchange_transfer_simulator';
@@ -37,7 +37,7 @@ describe('ExchangeTransferSimulator', () => {
});
describe('#transferFromAsync', () => {
beforeEach(() => {
- exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token);
+ exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest);
});
it('throws if the user doesn\'t have enough allowance', async () => {
return expect(exchangeTransferSimulator.transferFromAsync(
diff --git a/packages/0x.js/test/exchange_wrapper_test.ts b/packages/0x.js/test/exchange_wrapper_test.ts
index add89a3b2..13ac4c1d3 100644
--- a/packages/0x.js/test/exchange_wrapper_test.ts
+++ b/packages/0x.js/test/exchange_wrapper_test.ts
@@ -649,7 +649,7 @@ describe('ExchangeWrapper', () => {
(async () => {
const callback = (err: Error, logEvent: DecodedLogEvent<LogFillContractEventArgs>) => {
- expect(logEvent.event).to.be.equal(ExchangeEvents.LogFill);
+ expect(logEvent.log.event).to.be.equal(ExchangeEvents.LogFill);
done();
};
await zeroEx.exchange.subscribeAsync(
@@ -665,7 +665,7 @@ describe('ExchangeWrapper', () => {
(async () => {
const callback = (err: Error, logEvent: DecodedLogEvent<LogCancelContractEventArgs>) => {
- expect(logEvent.event).to.be.equal(ExchangeEvents.LogCancel);
+ expect(logEvent.log.event).to.be.equal(ExchangeEvents.LogCancel);
done();
};
await zeroEx.exchange.subscribeAsync(
@@ -688,7 +688,7 @@ describe('ExchangeWrapper', () => {
await zeroEx.setProviderAsync(newProvider);
const callback = (err: Error, logEvent: DecodedLogEvent<LogFillContractEventArgs>) => {
- expect(logEvent.event).to.be.equal(ExchangeEvents.LogFill);
+ expect(logEvent.log.event).to.be.equal(ExchangeEvents.LogFill);
done();
};
await zeroEx.exchange.subscribeAsync(
@@ -754,7 +754,7 @@ describe('ExchangeWrapper', () => {
const fillableAmount = new BigNumber(5);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
const subscriptionOpts: SubscriptionOpts = {
- fromBlock: BlockParamLiteral.Earliest,
+ fromBlock: 0,
toBlock: BlockParamLiteral.Latest,
};
let txHash: string;
diff --git a/packages/0x.js/test/order_state_watcher_test.ts b/packages/0x.js/test/order_state_watcher_test.ts
index 00b290252..e635071b8 100644
--- a/packages/0x.js/test/order_state_watcher_test.ts
+++ b/packages/0x.js/test/order_state_watcher_test.ts
@@ -3,10 +3,10 @@ import * as chai from 'chai';
import * as _ from 'lodash';
import * as Web3 from 'web3';
import BigNumber from 'bignumber.js';
-import { chaiSetup } from './utils/chai_setup';
-import { web3Factory } from './utils/web3_factory';
-import { Web3Wrapper } from '../src/web3_wrapper';
-import { OrderStateWatcher } from '../src/order_watcher/order_state_watcher';
+import {chaiSetup} from './utils/chai_setup';
+import {web3Factory} from './utils/web3_factory';
+import {Web3Wrapper} from '../src/web3_wrapper';
+import {OrderStateWatcher} from '../src/order_watcher/order_state_watcher';
import {
Token,
ZeroEx,
@@ -20,11 +20,12 @@ import {
OrderStateInvalid,
ExchangeContractErrs,
} from '../src';
-import { TokenUtils } from './utils/token_utils';
-import { FillScenarios } from './utils/fill_scenarios';
-import { DoneCallback } from '../src/types';
+import {TokenUtils} from './utils/token_utils';
+import {FillScenarios} from './utils/fill_scenarios';
+import {DoneCallback} from '../src/types';
import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
import {reportCallbackErrors} from './utils/report_callback_errors';
+import {constants as constants} from './utils/constants';
const TIMEOUT_MS = 150;
@@ -47,7 +48,8 @@ describe('OrderStateWatcher', () => {
let taker: string;
let web3Wrapper: Web3Wrapper;
let signedOrder: SignedOrder;
- const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), 18);
+ const decimals = constants.ZRX_DECIMALS;
+ const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
before(async () => {
web3 = web3Factory.create();
zeroEx = new ZeroEx(web3.currentProvider);
@@ -178,16 +180,12 @@ describe('OrderStateWatcher', () => {
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
- let eventCount = 0;
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
- eventCount++;
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero);
- if (eventCount === 2) {
- done();
- }
+ done();
});
zeroEx.orderStateWatcher.subscribe(callback);
@@ -210,9 +208,7 @@ describe('OrderStateWatcher', () => {
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
- let eventCount = 0;
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
- eventCount++;
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
expect(validOrderState.orderHash).to.be.equal(orderHash);
@@ -224,9 +220,7 @@ describe('OrderStateWatcher', () => {
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
remainingFillable);
expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance);
- if (eventCount === 2) {
- done();
- }
+ done();
});
zeroEx.orderStateWatcher.subscribe(callback);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
@@ -254,31 +248,27 @@ describe('OrderStateWatcher', () => {
describe('remainingFillable(M|T)akerTokenAmount', () => {
it('should calculate correct remaining fillable', (done: DoneCallback) => {
(async () => {
- const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), 18);
- const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), 18);
+ const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), decimals);
+ const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), decimals);
signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
makerToken.address, takerToken.address, maker, taker, makerFillableAmount,
takerFillableAmount,
);
const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker);
- const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18);
+ const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
- let eventCount = 0;
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
- eventCount++;
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
expect(validOrderState.orderHash).to.be.equal(orderHash);
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
- ZeroEx.toBaseUnitAmount(new BigNumber(16), 18));
+ ZeroEx.toBaseUnitAmount(new BigNumber(16), decimals));
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
- ZeroEx.toBaseUnitAmount(new BigNumber(8), 18));
- if (eventCount === 2) {
- done();
- }
+ ZeroEx.toBaseUnitAmount(new BigNumber(8), decimals));
+ done();
});
zeroEx.orderStateWatcher.subscribe(callback);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
@@ -295,7 +285,7 @@ describe('OrderStateWatcher', () => {
const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
- const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), 18);
+ const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
@@ -319,11 +309,12 @@ describe('OrderStateWatcher', () => {
const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
- const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18);
+ const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
const transferAmount = makerBalance.sub(remainingAmount);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+ expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
@@ -337,6 +328,88 @@ describe('OrderStateWatcher', () => {
makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount);
})().catch(done);
});
+ it('should equal remaining amount when partially cancelled and order has fees', (done: DoneCallback) => {
+ (async () => {
+ const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
+ const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
+ const feeRecipient = taker;
+ signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+ makerToken.address, takerToken.address, makerFee, takerFee, maker,
+ taker, fillableAmount, feeRecipient);
+
+ const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+
+ const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals);
+ const transferTokenAmount = makerFee.sub(remainingTokenAmount);
+ await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
+
+ const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+ expect(orderState.isValid).to.be.true();
+ const validOrderState = orderState as OrderStateValid;
+ const orderRelevantState = validOrderState.orderRelevantState;
+ expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+ remainingTokenAmount);
+ done();
+ });
+ zeroEx.orderStateWatcher.subscribe(callback);
+ await zeroEx.exchange.cancelOrderAsync(signedOrder, transferTokenAmount);
+ })().catch(done);
+ });
+ it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => {
+ (async () => {
+ const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
+ const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
+ const feeRecipient = taker;
+ signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+ makerToken.address, takerToken.address, makerFee, takerFee, maker,
+ taker, fillableAmount, feeRecipient);
+
+ const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+
+ const remainingFeeAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals);
+ const transferFeeAmount = makerFee.sub(remainingFeeAmount);
+
+ const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals);
+ const transferTokenAmount = makerFee.sub(remainingTokenAmount);
+ await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
+
+ const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+ const validOrderState = orderState as OrderStateValid;
+ const orderRelevantState = validOrderState.orderRelevantState;
+ expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+ remainingFeeAmount);
+ done();
+ });
+ zeroEx.orderStateWatcher.subscribe(callback);
+ await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingFeeAmount);
+ await zeroEx.token.transferAsync(
+ makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferTokenAmount);
+ })().catch(done);
+ });
+ it('should calculate full amount when all available and non-divisible', (done: DoneCallback) => {
+ (async () => {
+ const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
+ const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+ const feeRecipient = taker;
+ signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+ makerToken.address, takerToken.address, makerFee, takerFee, maker,
+ taker, fillableAmount, feeRecipient);
+
+ const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+ await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
+
+ const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+ const validOrderState = orderState as OrderStateValid;
+ const orderRelevantState = validOrderState.orderRelevantState;
+ expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+ fillableAmount);
+ done();
+ });
+ zeroEx.orderStateWatcher.subscribe(callback);
+ await zeroEx.token.setProxyAllowanceAsync(
+ makerToken.address, maker, ZeroEx.toBaseUnitAmount(new BigNumber(100), decimals));
+ })().catch(done);
+ });
});
it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => {
(async () => {
diff --git a/packages/0x.js/test/order_validation_test.ts b/packages/0x.js/test/order_validation_test.ts
index 4f18742d3..d689ef073 100644
--- a/packages/0x.js/test/order_validation_test.ts
+++ b/packages/0x.js/test/order_validation_test.ts
@@ -5,7 +5,7 @@ import * as Sinon from 'sinon';
import {chaiSetup} from './utils/chai_setup';
import {web3Factory} from './utils/web3_factory';
import {ZeroEx, SignedOrder, Token, ExchangeContractErrs, ZeroExError} from '../src';
-import {TradeSide, TransferType} from '../src/types';
+import {TradeSide, TransferType, BlockParamLiteral} from '../src/types';
import {TokenUtils} from './utils/token_utils';
import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
import {FillScenarios} from './utils/fill_scenarios';
@@ -215,7 +215,7 @@ describe('OrderValidation', () => {
return Sinon.match((value: BigNumber) => value.eq(expected));
};
beforeEach('create exchangeTransferSimulator', async () => {
- exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token);
+ exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest);
transferFromAsync = Sinon.spy();
exchangeTransferSimulator.transferFromAsync = transferFromAsync as any;
});
diff --git a/packages/0x.js/test/remaining_fillable_calculator_test.ts b/packages/0x.js/test/remaining_fillable_calculator_test.ts
new file mode 100644
index 000000000..65b65efd8
--- /dev/null
+++ b/packages/0x.js/test/remaining_fillable_calculator_test.ts
@@ -0,0 +1,176 @@
+import 'mocha';
+import * as chai from 'chai';
+import BigNumber from 'bignumber.js';
+import { chaiSetup } from './utils/chai_setup';
+import { RemainingFillableCalculator } from '../src/order_watcher/remaining_fillable_calculator';
+import { SignedOrder, ECSignature } from '../src/types';
+import { TokenUtils } from './utils/token_utils';
+import { ZeroEx } from '../src/0x';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('RemainingFillableCalculator', () => {
+ let calculator: RemainingFillableCalculator;
+ let signedOrder: SignedOrder;
+ let transferrableMakerTokenAmount: BigNumber;
+ let transferrableMakerFeeTokenAmount: BigNumber;
+ let remainingMakerTokenAmount: BigNumber;
+ let makerAmount: BigNumber;
+ let takerAmount: BigNumber;
+ let makerFeeAmount: BigNumber;
+ let isMakerTokenZRX: boolean;
+ const makerToken: string = '0x1';
+ const takerToken: string = '0x2';
+ const decimals: number = 4;
+ const zero: BigNumber = new BigNumber(0);
+ const zeroAddress = '0x0';
+ const signature: ECSignature = { v: 27, r: '', s: ''};
+ beforeEach(async () => {
+ [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals)];
+ [transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [
+ ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals)];
+ });
+ function buildSignedOrder(): SignedOrder {
+ return { ecSignature: signature,
+ exchangeContractAddress: zeroAddress,
+ feeRecipient: zeroAddress,
+ maker: zeroAddress,
+ taker: zeroAddress,
+ makerFee: makerFeeAmount,
+ takerFee: zero,
+ makerTokenAmount: makerAmount,
+ takerTokenAmount: takerAmount,
+ makerTokenAddress: makerToken,
+ takerTokenAddress: takerToken,
+ salt: zero,
+ expirationUnixTimestampSec: zero };
+ }
+ describe('Maker token is NOT ZRX', () => {
+ before(async () => {
+ isMakerTokenZRX = false;
+ });
+ it('calculates the correct amount when unfilled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+ });
+ it('calculates the correct amount when partially filled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+ });
+ it('calculates the amount to be 0 when all fee funds are transferred', () => {
+ signedOrder = buildSignedOrder();
+ transferrableMakerFeeTokenAmount = zero;
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero);
+ });
+ it('calculates the correct amount when balance is less than remaining fillable', () => {
+ signedOrder = buildSignedOrder();
+ const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
+ transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
+ });
+ describe('Order to Fee Ratio is < 1', () => {
+ beforeEach(async () => {
+ [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals)];
+ });
+ it('calculates the correct amount when funds unavailable', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+ const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+ transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount,
+ remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
+ });
+ });
+ describe('Ratio is not evenly divisble', () => {
+ beforeEach(async () => {
+ [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals)];
+ });
+ it('calculates the correct amount when funds unavailable', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+ const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+ transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount,
+ remainingMakerTokenAmount);
+ const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
+ expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true();
+ expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0));
+ const orderToFeeRatio = signedOrder.makerTokenAmount.dividedBy(signedOrder.makerFee);
+ const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio);
+ expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount);
+ });
+ });
+ });
+ describe('Maker Token is ZRX', () => {
+ before(async () => {
+ isMakerTokenZRX = true;
+ });
+ it('calculates the correct amount when unfilled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount);
+ transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+ });
+ it('calculates the correct amount when partially filled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+ });
+ it('calculates the amount to be 0 when all fee funds are transferred', () => {
+ signedOrder = buildSignedOrder();
+ transferrableMakerTokenAmount = zero;
+ transferrableMakerFeeTokenAmount = zero;
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero);
+ });
+ it('calculates the correct amount when balance is less than remaining fillable', () => {
+ signedOrder = buildSignedOrder();
+ const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
+ transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
+ transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
+
+ const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee);
+ const expectedFillableAmount = new BigNumber(450980);
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
+ const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio);
+ const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio);
+ expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakerTokenAmount);
+ expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakerTokenAmount);
+ expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount);
+ expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0);
+ });
+ });
+});
diff --git a/packages/0x.js/test/token_wrapper_test.ts b/packages/0x.js/test/token_wrapper_test.ts
index 1a7cb9e40..b3c8edcc4 100644
--- a/packages/0x.js/test/token_wrapper_test.ts
+++ b/packages/0x.js/test/token_wrapper_test.ts
@@ -361,10 +361,11 @@ describe('TokenWrapper', () => {
(async () => {
const callback = (err: Error, logEvent: DecodedLogEvent<TransferContractEventArgs>) => {
expect(logEvent).to.not.be.undefined();
- expect(logEvent.logIndex).to.be.equal(0);
- expect(logEvent.transactionIndex).to.be.equal(0);
- expect(logEvent.blockNumber).to.be.a('number');
- const args = logEvent.args;
+ expect(logEvent.isRemoved).to.be.false();
+ expect(logEvent.log.logIndex).to.be.equal(0);
+ expect(logEvent.log.transactionIndex).to.be.equal(0);
+ expect(logEvent.log.blockNumber).to.be.a('number');
+ const args = logEvent.log.args;
expect(args._from).to.be.equal(coinbase);
expect(args._to).to.be.equal(addressWithoutFunds);
expect(args._value).to.be.bignumber.equal(transferAmount);
@@ -379,7 +380,8 @@ describe('TokenWrapper', () => {
(async () => {
const callback = (err: Error, logEvent: DecodedLogEvent<ApprovalContractEventArgs>) => {
expect(logEvent).to.not.be.undefined();
- const args = logEvent.args;
+ expect(logEvent.isRemoved).to.be.false();
+ const args = logEvent.log.args;
expect(args._owner).to.be.equal(coinbase);
expect(args._spender).to.be.equal(addressWithoutFunds);
expect(args._value).to.be.bignumber.equal(allowanceAmount);
@@ -426,7 +428,7 @@ describe('TokenWrapper', () => {
let tokenAddress: string;
let tokenTransferProxyAddress: string;
const subscriptionOpts: SubscriptionOpts = {
- fromBlock: BlockParamLiteral.Earliest,
+ fromBlock: 0,
toBlock: BlockParamLiteral.Latest,
};
let txHash: string;
diff --git a/packages/0x.js/test/utils/constants.ts b/packages/0x.js/test/utils/constants.ts
index c7d3aebca..5992c226e 100644
--- a/packages/0x.js/test/utils/constants.ts
+++ b/packages/0x.js/test/utils/constants.ts
@@ -5,4 +5,5 @@ export const constants = {
TESTRPC_NETWORK_ID: 50,
KOVAN_RPC_URL: 'https://kovan.infura.io',
ROPSTEN_RPC_URL: 'https://ropsten.infura.io',
+ ZRX_DECIMALS: 18,
};
diff --git a/packages/connect/CHANGELOG.md b/packages/connect/CHANGELOG.md
index a6e30ed4a..ec6727a12 100644
--- a/packages/connect/CHANGELOG.md
+++ b/packages/connect/CHANGELOG.md
@@ -1,5 +1,5 @@
# CHANGELOG
-v0.0.2 - _November 22, 2017_
+v0.1.0 - _November 22, 2017_
------------------------
* Provide a HttpClient class for interacting with standard relayer api compliant HTTP urls
diff --git a/packages/connect/package.json b/packages/connect/package.json
index 180a79eea..9131eef14 100644
--- a/packages/connect/package.json
+++ b/packages/connect/package.json
@@ -1,6 +1,6 @@
{
"name": "@0xproject/connect",
- "version": "0.0.1",
+ "version": "0.1.0",
"description": "A javascript library for interacting with the standard relayer api",
"keywords": [
"connect",
@@ -36,7 +36,7 @@
},
"homepage": "https://github.com/0xProject/0x.js/packages/connect/README.md",
"dependencies": {
- "0x.js": "^0.26.0",
+ "0x.js": "^0.26.1",
"@0xproject/assert": "^0.0.5",
"@0xproject/json-schemas": "^0.6.8",
"bignumber.js": "~4.1.0",