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Diffstat (limited to 'packages/0x.js/src/contract_wrappers/exchange_wrapper.ts')
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1 files changed, 866 insertions, 0 deletions
diff --git a/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts b/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts new file mode 100644 index 000000000..fe0c5bc00 --- /dev/null +++ b/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts @@ -0,0 +1,866 @@ +import * as _ from 'lodash'; +import * as Web3 from 'web3'; +import BigNumber from 'bignumber.js'; +import {schemas} from '0x-json-schemas'; +import {Web3Wrapper} from '../web3_wrapper'; +import { + ECSignature, + ExchangeContract, + ExchangeContractErrCodes, + ExchangeContractErrs, + ZeroExError, + OrderValues, + OrderAddresses, + Order, + SignedOrder, + ExchangeEvents, + SubscriptionOpts, + IndexedFilterValues, + OrderCancellationRequest, + OrderFillRequest, + LogErrorContractEventArgs, + LogFillContractEventArgs, + LogCancelContractEventArgs, + LogWithDecodedArgs, + MethodOpts, + ValidateOrderFillableOpts, + OrderTransactionOpts, + RawLog, + EventCallback, + ExchangeContractEventArgs, + DecodedLogArgs, +} from '../types'; +import {assert} from '../utils/assert'; +import {utils} from '../utils/utils'; +import {OrderValidationUtils} from '../utils/order_validation_utils'; +import {ContractWrapper} from './contract_wrapper'; +import {TokenWrapper} from './token_wrapper'; +import {decorators} from '../utils/decorators'; +import {AbiDecoder} from '../utils/abi_decoder'; +import {ExchangeTransferSimulator} from '../utils/exchange_transfer_simulator'; +import {artifacts} from '../artifacts'; + +const SHOULD_VALIDATE_BY_DEFAULT = true; + +/** + * This class includes all the functionality related to calling methods and subscribing to + * events of the 0x Exchange smart contract. + */ +export class ExchangeWrapper extends ContractWrapper { + private _exchangeContractIfExists?: ExchangeContract; + private _orderValidationUtils: OrderValidationUtils; + private _tokenWrapper: TokenWrapper; + private _exchangeContractErrCodesToMsg = { + [ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.OrderFillExpired, + [ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.OrderFillExpired, + [ExchangeContractErrCodes.ERROR_FILL_NO_VALUE]: ExchangeContractErrs.OrderRemainingFillAmountZero, + [ExchangeContractErrCodes.ERROR_CANCEL_NO_VALUE]: ExchangeContractErrs.OrderRemainingFillAmountZero, + [ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.OrderFillRoundingError, + [ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.FillBalanceAllowanceError, + }; + private _contractAddressIfExists?: string; + private static _getOrderAddressesAndValues(order: Order): [OrderAddresses, OrderValues] { + const orderAddresses: OrderAddresses = [ + order.maker, + order.taker, + order.makerTokenAddress, + order.takerTokenAddress, + order.feeRecipient, + ]; + const orderValues: OrderValues = [ + order.makerTokenAmount, + order.takerTokenAmount, + order.makerFee, + order.takerFee, + order.expirationUnixTimestampSec, + order.salt, + ]; + return [orderAddresses, orderValues]; + } + constructor(web3Wrapper: Web3Wrapper, abiDecoder: AbiDecoder, + tokenWrapper: TokenWrapper, contractAddressIfExists?: string) { + super(web3Wrapper, abiDecoder); + this._tokenWrapper = tokenWrapper; + this._orderValidationUtils = new OrderValidationUtils(tokenWrapper, this); + this._contractAddressIfExists = contractAddressIfExists; + } + /** + * Returns the unavailable takerAmount of an order. Unavailable amount is defined as the total + * amount that has been filled or cancelled. The remaining takerAmount can be calculated by + * subtracting the unavailable amount from the total order takerAmount. + * @param orderHash The hex encoded orderHash for which you would like to retrieve the + * unavailable takerAmount. + * @param methodOpts Optional arguments this method accepts. + * @return The amount of the order (in taker tokens) that has either been filled or canceled. + */ + public async getUnavailableTakerAmountAsync(orderHash: string, + methodOpts?: MethodOpts): Promise<BigNumber> { + assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema); + + const exchangeContract = await this._getExchangeContractAsync(); + const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock; + let unavailableTakerTokenAmount = await exchangeContract.getUnavailableTakerTokenAmount.callAsync( + orderHash, defaultBlock, + ); + // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber + unavailableTakerTokenAmount = new BigNumber(unavailableTakerTokenAmount); + return unavailableTakerTokenAmount; + } + /** + * Retrieve the takerAmount of an order that has already been filled. + * @param orderHash The hex encoded orderHash for which you would like to retrieve the filled takerAmount. + * @param methodOpts Optional arguments this method accepts. + * @return The amount of the order (in taker tokens) that has already been filled. + */ + public async getFilledTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise<BigNumber> { + assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema); + + const exchangeContract = await this._getExchangeContractAsync(); + const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock; + let fillAmountInBaseUnits = await exchangeContract.filled.callAsync(orderHash, defaultBlock); + // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber + fillAmountInBaseUnits = new BigNumber(fillAmountInBaseUnits); + return fillAmountInBaseUnits; + } + /** + * Retrieve the takerAmount of an order that has been cancelled. + * @param orderHash The hex encoded orderHash for which you would like to retrieve the + * cancelled takerAmount. + * @param methodOpts Optional arguments this method accepts. + * @return The amount of the order (in taker tokens) that has been cancelled. + */ + public async getCanceledTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise<BigNumber> { + assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema); + + const exchangeContract = await this._getExchangeContractAsync(); + const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock; + let cancelledAmountInBaseUnits = await exchangeContract.cancelled.callAsync(orderHash, defaultBlock); + // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber + cancelledAmountInBaseUnits = new BigNumber(cancelledAmountInBaseUnits); + return cancelledAmountInBaseUnits; + } + /** + * Fills a signed order with an amount denominated in baseUnits of the taker token. + * Since the order in which transactions are included in the next block is indeterminate, race-conditions + * could arise where a users balance or allowance changes before the fillOrder executes. Because of this, + * we allow you to specify `shouldThrowOnInsufficientBalanceOrAllowance`. + * If false, the smart contract will not throw if the parties + * do not have sufficient balances/allowances, preserving gas costs. Setting it to true forgoes this check + * and causes the smart contract to throw (using all the gas supplied) instead. + * @param signedOrder An object that conforms to the SignedOrder interface. + * @param fillTakerTokenAmount The amount of the order (in taker tokens baseUnits) that + * you wish to fill. + * @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw + * if upon execution the tokens cannot be transferred. + * @param takerAddress The user Ethereum address who would like to fill this order. + * Must be available via the supplied Web3.Provider + * passed to 0x.js. + * @param orderTransactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.contractCallErrorHandler + public async fillOrderAsync(signedOrder: SignedOrder, fillTakerTokenAmount: BigNumber, + shouldThrowOnInsufficientBalanceOrAllowance: boolean, + takerAddress: string, + orderTransactionOpts?: OrderTransactionOpts): Promise<string> { + assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); + assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); + assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + + const exchangeInstance = await this._getExchangeContractAsync(); + const shouldValidate = _.isUndefined(orderTransactionOpts) ? + SHOULD_VALIDATE_BY_DEFAULT : + orderTransactionOpts.shouldValidate; + if (shouldValidate) { + const zrxTokenAddress = await this.getZRXTokenAddressAsync(); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync( + exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress); + } + + const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(signedOrder); + + const gas = await exchangeInstance.fillOrder.estimateGasAsync( + orderAddresses, + orderValues, + fillTakerTokenAmount, + shouldThrowOnInsufficientBalanceOrAllowance, + signedOrder.ecSignature.v, + signedOrder.ecSignature.r, + signedOrder.ecSignature.s, + { + from: takerAddress, + }, + ); + const txHash: string = await exchangeInstance.fillOrder.sendTransactionAsync( + orderAddresses, + orderValues, + fillTakerTokenAmount, + shouldThrowOnInsufficientBalanceOrAllowance, + signedOrder.ecSignature.v, + signedOrder.ecSignature.r, + signedOrder.ecSignature.s, + { + from: takerAddress, + gas, + }, + ); + return txHash; + } + /** + * Sequentially and atomically fills signedOrders up to the specified takerTokenFillAmount. + * If the fill amount is reached - it succeeds and does not fill the rest of the orders. + * If fill amount is not reached - it fills as much of the fill amount as possible and succeeds. + * @param signedOrders The array of signedOrders that you would like to fill until + * takerTokenFillAmount is reached. + * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill. + * @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw if + * upon execution any of the tokens cannot be transferred. + * If set to false, the call will continue to fill subsequent + * signedOrders even when some cannot be filled. + * @param takerAddress The user Ethereum address who would like to fill these + * orders. Must be available via the supplied Web3.Provider + * passed to 0x.js. + * @param orderTransactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.contractCallErrorHandler + public async fillOrdersUpToAsync(signedOrders: SignedOrder[], fillTakerTokenAmount: BigNumber, + shouldThrowOnInsufficientBalanceOrAllowance: boolean, + takerAddress: string, + orderTransactionOpts?: OrderTransactionOpts): Promise<string> { + assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); + const takerTokenAddresses = _.map(signedOrders, signedOrder => signedOrder.takerTokenAddress); + assert.hasAtMostOneUniqueValue(takerTokenAddresses, + ExchangeContractErrs.MultipleTakerTokensInFillUpToDisallowed); + const exchangeContractAddresses = _.map(signedOrders, signedOrder => signedOrder.exchangeContractAddress); + assert.hasAtMostOneUniqueValue(exchangeContractAddresses, + ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress); + assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); + assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + + const shouldValidate = _.isUndefined(orderTransactionOpts) ? + SHOULD_VALIDATE_BY_DEFAULT : + orderTransactionOpts.shouldValidate; + if (shouldValidate) { + const zrxTokenAddress = await this.getZRXTokenAddressAsync(); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + for (const signedOrder of signedOrders) { + await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync( + exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress); + } + } + + if (_.isEmpty(signedOrders)) { + throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem); + } + + const orderAddressesValuesAndSignatureArray = _.map(signedOrders, signedOrder => { + return [ + ...ExchangeWrapper._getOrderAddressesAndValues(signedOrder), + signedOrder.ecSignature.v, + signedOrder.ecSignature.r, + signedOrder.ecSignature.s, + ]; + }); + // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'( + const [orderAddressesArray, orderValuesArray, vArray, rArray, sArray] = _.unzip<any>( + orderAddressesValuesAndSignatureArray, + ); + + const exchangeInstance = await this._getExchangeContractAsync(); + const gas = await exchangeInstance.fillOrdersUpTo.estimateGasAsync( + orderAddressesArray, + orderValuesArray, + fillTakerTokenAmount, + shouldThrowOnInsufficientBalanceOrAllowance, + vArray, + rArray, + sArray, + { + from: takerAddress, + }, + ); + const txHash = await exchangeInstance.fillOrdersUpTo.sendTransactionAsync( + orderAddressesArray, + orderValuesArray, + fillTakerTokenAmount, + shouldThrowOnInsufficientBalanceOrAllowance, + vArray, + rArray, + sArray, + { + from: takerAddress, + gas, + }, + ); + return txHash; + } + /** + * Batch version of fillOrderAsync. + * Executes multiple fills atomically in a single transaction. + * If shouldThrowOnInsufficientBalanceOrAllowance is set to false, it will continue filling subsequent orders even + * when earlier ones fail. + * When shouldThrowOnInsufficientBalanceOrAllowance is set to true, if any fill fails, the entire batch fails. + * @param orderFillRequests An array of objects that conform to the + * OrderFillRequest interface. + * @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw + * if upon execution any of the tokens cannot be + * transferred. If set to false, the call will continue to + * fill subsequent signedOrders even when some + * cannot be filled. + * @param takerAddress The user Ethereum address who would like to fill + * these orders. Must be available via the supplied + * Web3.Provider passed to 0x.js. + * @param orderTransactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.contractCallErrorHandler + public async batchFillOrdersAsync(orderFillRequests: OrderFillRequest[], + shouldThrowOnInsufficientBalanceOrAllowance: boolean, + takerAddress: string, + orderTransactionOpts?: OrderTransactionOpts): Promise<string> { + assert.doesConformToSchema('orderFillRequests', orderFillRequests, schemas.orderFillRequestsSchema); + const exchangeContractAddresses = _.map( + orderFillRequests, + orderFillRequest => orderFillRequest.signedOrder.exchangeContractAddress, + ); + assert.hasAtMostOneUniqueValue(exchangeContractAddresses, + ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress); + assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + const shouldValidate = _.isUndefined(orderTransactionOpts) ? + SHOULD_VALIDATE_BY_DEFAULT : + orderTransactionOpts.shouldValidate; + if (shouldValidate) { + const zrxTokenAddress = await this.getZRXTokenAddressAsync(); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + for (const orderFillRequest of orderFillRequests) { + await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync( + exchangeTradeEmulator, orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, + takerAddress, zrxTokenAddress, + ); + } + } + if (_.isEmpty(orderFillRequests)) { + throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem); + } + + const orderAddressesValuesAmountsAndSignatureArray = _.map(orderFillRequests, orderFillRequest => { + return [ + ...ExchangeWrapper._getOrderAddressesAndValues(orderFillRequest.signedOrder), + orderFillRequest.takerTokenFillAmount, + orderFillRequest.signedOrder.ecSignature.v, + orderFillRequest.signedOrder.ecSignature.r, + orderFillRequest.signedOrder.ecSignature.s, + ]; + }); + // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'( + const [orderAddressesArray, orderValuesArray, fillTakerTokenAmounts, vArray, rArray, sArray] = _.unzip<any>( + orderAddressesValuesAmountsAndSignatureArray, + ); + + const exchangeInstance = await this._getExchangeContractAsync(); + const gas = await exchangeInstance.batchFillOrders.estimateGasAsync( + orderAddressesArray, + orderValuesArray, + fillTakerTokenAmounts, + shouldThrowOnInsufficientBalanceOrAllowance, + vArray, + rArray, + sArray, + { + from: takerAddress, + }, + ); + const txHash = await exchangeInstance.batchFillOrders.sendTransactionAsync( + orderAddressesArray, + orderValuesArray, + fillTakerTokenAmounts, + shouldThrowOnInsufficientBalanceOrAllowance, + vArray, + rArray, + sArray, + { + from: takerAddress, + gas, + }, + ); + return txHash; + } + /** + * Attempts to fill a specific amount of an order. If the entire amount specified cannot be filled, + * the fill order is abandoned. + * @param signedOrder An object that conforms to the SignedOrder interface. The + * signedOrder you wish to fill. + * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill. + * @param takerAddress The user Ethereum address who would like to fill this order. + * Must be available via the supplied Web3.Provider passed to 0x.js. + * @param orderTransactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.contractCallErrorHandler + public async fillOrKillOrderAsync(signedOrder: SignedOrder, fillTakerTokenAmount: BigNumber, + takerAddress: string, + orderTransactionOpts?: OrderTransactionOpts): Promise<string> { + assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); + assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + + const exchangeInstance = await this._getExchangeContractAsync(); + + const shouldValidate = _.isUndefined(orderTransactionOpts) ? + SHOULD_VALIDATE_BY_DEFAULT : + orderTransactionOpts.shouldValidate; + if (shouldValidate) { + const zrxTokenAddress = await this.getZRXTokenAddressAsync(); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync( + exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress); + } + + const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(signedOrder); + + const gas = await exchangeInstance.fillOrKillOrder.estimateGasAsync( + orderAddresses, + orderValues, + fillTakerTokenAmount, + signedOrder.ecSignature.v, + signedOrder.ecSignature.r, + signedOrder.ecSignature.s, + { + from: takerAddress, + }, + ); + const txHash = await exchangeInstance.fillOrKillOrder.sendTransactionAsync( + orderAddresses, + orderValues, + fillTakerTokenAmount, + signedOrder.ecSignature.v, + signedOrder.ecSignature.r, + signedOrder.ecSignature.s, + { + from: takerAddress, + gas, + }, + ); + return txHash; + } + /** + * Batch version of fillOrKill. Allows a taker to specify a batch of orders that will either be atomically + * filled (each to the specified fillAmount) or aborted. + * @param orderFillRequests An array of objects that conform to the OrderFillRequest interface. + * @param takerAddress The user Ethereum address who would like to fill there orders. + * Must be available via the supplied Web3.Provider passed to 0x.js. + * @param orderTransactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.contractCallErrorHandler + public async batchFillOrKillAsync(orderFillRequests: OrderFillRequest[], + takerAddress: string, + orderTransactionOpts?: OrderTransactionOpts): Promise<string> { + assert.doesConformToSchema('orderFillRequests', orderFillRequests, + schemas.orderFillRequestsSchema); + const exchangeContractAddresses = _.map( + orderFillRequests, + orderFillRequest => orderFillRequest.signedOrder.exchangeContractAddress, + ); + assert.hasAtMostOneUniqueValue(exchangeContractAddresses, + ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + if (_.isEmpty(orderFillRequests)) { + throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem); + } + const exchangeInstance = await this._getExchangeContractAsync(); + + const shouldValidate = _.isUndefined(orderTransactionOpts) ? + SHOULD_VALIDATE_BY_DEFAULT : + orderTransactionOpts.shouldValidate; + if (shouldValidate) { + const zrxTokenAddress = await this.getZRXTokenAddressAsync(); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + for (const orderFillRequest of orderFillRequests) { + await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync( + exchangeTradeEmulator, orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, + takerAddress, zrxTokenAddress, + ); + } + } + + const orderAddressesValuesAndTakerTokenFillAmounts = _.map(orderFillRequests, request => { + return [ + ...ExchangeWrapper._getOrderAddressesAndValues(request.signedOrder), + request.takerTokenFillAmount, + request.signedOrder.ecSignature.v, + request.signedOrder.ecSignature.r, + request.signedOrder.ecSignature.s, + ]; + }); + + // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'( + const [orderAddresses, orderValues, fillTakerTokenAmounts, vParams, rParams, sParams] = + _.unzip<any>(orderAddressesValuesAndTakerTokenFillAmounts); + + const gas = await exchangeInstance.batchFillOrKillOrders.estimateGasAsync( + orderAddresses, + orderValues, + fillTakerTokenAmounts, + vParams, + rParams, + sParams, + { + from: takerAddress, + }, + ); + const txHash = await exchangeInstance.batchFillOrKillOrders.sendTransactionAsync( + orderAddresses, + orderValues, + fillTakerTokenAmounts, + vParams, + rParams, + sParams, + { + from: takerAddress, + gas, + }, + ); + return txHash; + } + /** + * Cancel a given fill amount of an order. Cancellations are cumulative. + * @param order An object that conforms to the Order or SignedOrder interface. + * The order you would like to cancel. + * @param cancelTakerTokenAmount The amount (specified in taker tokens) that you would like to cancel. + * @param transactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.contractCallErrorHandler + public async cancelOrderAsync(order: Order|SignedOrder, + cancelTakerTokenAmount: BigNumber, + orderTransactionOpts?: OrderTransactionOpts): Promise<string> { + assert.doesConformToSchema('order', order, schemas.orderSchema); + assert.isValidBaseUnitAmount('takerTokenCancelAmount', cancelTakerTokenAmount); + await assert.isSenderAddressAsync('order.maker', order.maker, this._web3Wrapper); + + const exchangeInstance = await this._getExchangeContractAsync(); + + const shouldValidate = _.isUndefined(orderTransactionOpts) ? + SHOULD_VALIDATE_BY_DEFAULT : + orderTransactionOpts.shouldValidate; + if (shouldValidate) { + const orderHash = utils.getOrderHashHex(order); + const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash); + await this._orderValidationUtils.validateCancelOrderThrowIfInvalidAsync( + order, cancelTakerTokenAmount, unavailableTakerTokenAmount); + } + + const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(order); + const gas = await exchangeInstance.cancelOrder.estimateGasAsync( + orderAddresses, + orderValues, + cancelTakerTokenAmount, + { + from: order.maker, + }, + ); + const txHash = await exchangeInstance.cancelOrder.sendTransactionAsync( + orderAddresses, + orderValues, + cancelTakerTokenAmount, + { + from: order.maker, + gas, + }, + ); + return txHash; + } + /** + * Batch version of cancelOrderAsync. Atomically cancels multiple orders in a single transaction. + * All orders must be from the same maker. + * @param orderCancellationRequests An array of objects that conform to the OrderCancellationRequest + * interface. + * @param transactionOpts Optional arguments this method accepts. + * @return Transaction hash. + */ + @decorators.contractCallErrorHandler + public async batchCancelOrdersAsync(orderCancellationRequests: OrderCancellationRequest[], + orderTransactionOpts?: OrderTransactionOpts): Promise<string> { + assert.doesConformToSchema('orderCancellationRequests', orderCancellationRequests, + schemas.orderCancellationRequestsSchema); + const exchangeContractAddresses = _.map( + orderCancellationRequests, + orderCancellationRequest => orderCancellationRequest.order.exchangeContractAddress, + ); + assert.hasAtMostOneUniqueValue(exchangeContractAddresses, + ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress); + const makers = _.map(orderCancellationRequests, cancellationRequest => cancellationRequest.order.maker); + assert.hasAtMostOneUniqueValue(makers, ExchangeContractErrs.MultipleMakersInSingleCancelBatchDisallowed); + const maker = makers[0]; + await assert.isSenderAddressAsync('maker', maker, this._web3Wrapper); + const shouldValidate = _.isUndefined(orderTransactionOpts) ? + SHOULD_VALIDATE_BY_DEFAULT : + orderTransactionOpts.shouldValidate; + if (shouldValidate) { + for (const orderCancellationRequest of orderCancellationRequests) { + const orderHash = utils.getOrderHashHex(orderCancellationRequest.order); + const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash); + await this._orderValidationUtils.validateCancelOrderThrowIfInvalidAsync( + orderCancellationRequest.order, orderCancellationRequest.takerTokenCancelAmount, + unavailableTakerTokenAmount, + ); + } + + } + if (_.isEmpty(orderCancellationRequests)) { + throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem); + } + const exchangeInstance = await this._getExchangeContractAsync(); + const orderAddressesValuesAndTakerTokenCancelAmounts = _.map(orderCancellationRequests, cancellationRequest => { + return [ + ...ExchangeWrapper._getOrderAddressesAndValues(cancellationRequest.order), + cancellationRequest.takerTokenCancelAmount, + ]; + }); + // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'( + const [orderAddresses, orderValues, cancelTakerTokenAmounts] = + _.unzip<any>(orderAddressesValuesAndTakerTokenCancelAmounts); + const gas = await exchangeInstance.batchCancelOrders.estimateGasAsync( + orderAddresses, + orderValues, + cancelTakerTokenAmounts, + { + from: maker, + }, + ); + const txHash = await exchangeInstance.batchCancelOrders.sendTransactionAsync( + orderAddresses, + orderValues, + cancelTakerTokenAmounts, + { + from: maker, + gas, + }, + ); + return txHash; + } + /** + * Subscribe to an event type emitted by the Exchange contract. + * @param eventName The exchange contract event you would like to subscribe to. + * @param indexFilterValues An object where the keys are indexed args returned by the event and + * the value is the value you are interested in. E.g `{maker: aUserAddressHex}` + * @param callback Callback that gets called when a log is added/removed + * @return Subscription token used later to unsubscribe + */ + public async subscribeAsync<ArgsType extends ExchangeContractEventArgs>( + eventName: ExchangeEvents, indexFilterValues: IndexedFilterValues, + callback: EventCallback<ArgsType>): Promise<string> { + assert.doesBelongToStringEnum('eventName', eventName, ExchangeEvents); + assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema); + assert.isFunction('callback', callback); + const exchangeContractAddress = await this.getContractAddressAsync(); + const subscriptionToken = this._subscribe<ArgsType>( + exchangeContractAddress, eventName, indexFilterValues, artifacts.ExchangeArtifact.abi, callback, + ); + return subscriptionToken; + } + /** + * Cancel a subscription + * @param subscriptionToken Subscription token returned by `subscribe()` + */ + public unsubscribe(subscriptionToken: string): void { + this._unsubscribe(subscriptionToken); + } + /** + * Gets historical logs without creating a subscription + * @param eventName The exchange contract event you would like to subscribe to. + * @param subscriptionOpts Subscriptions options that let you configure the subscription. + * @param indexFilterValues An object where the keys are indexed args returned by the event and + * the value is the value you are interested in. E.g `{_from: aUserAddressHex}` + * @return Array of logs that match the parameters + */ + public async getLogsAsync<ArgsType extends ExchangeContractEventArgs>( + eventName: ExchangeEvents, subscriptionOpts: SubscriptionOpts, indexFilterValues: IndexedFilterValues, + ): Promise<Array<LogWithDecodedArgs<ArgsType>>> { + assert.doesBelongToStringEnum('eventName', eventName, ExchangeEvents); + assert.doesConformToSchema('subscriptionOpts', subscriptionOpts, schemas.subscriptionOptsSchema); + assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema); + const exchangeContractAddress = await this.getContractAddressAsync(); + const logs = await this._getLogsAsync<ArgsType>( + exchangeContractAddress, eventName, subscriptionOpts, indexFilterValues, artifacts.ExchangeArtifact.abi, + ); + return logs; + } + /** + * Retrieves the Ethereum address of the Exchange contract deployed on the network + * that the user-passed web3 provider is connected to. + * @returns The Ethereum address of the Exchange contract being used. + */ + public async getContractAddressAsync(): Promise<string> { + const exchangeInstance = await this._getExchangeContractAsync(); + const exchangeAddress = exchangeInstance.address; + return exchangeAddress; + } + /** + * Checks if order is still fillable and throws an error otherwise. Useful for orderbook + * pruning where you want to remove stale orders without knowing who the taker will be. + * @param signedOrder An object that conforms to the SignedOrder interface. The + * signedOrder you wish to validate. + * @param opts An object that conforms to the ValidateOrderFillableOpts + * interface. Allows specifying a specific fillTakerTokenAmount + * to validate for. + */ + public async validateOrderFillableOrThrowAsync( + signedOrder: SignedOrder, opts?: ValidateOrderFillableOpts, + ): Promise<void> { + assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); + const zrxTokenAddress = await this.getZRXTokenAddressAsync(); + const expectedFillTakerTokenAmount = !_.isUndefined(opts) ? opts.expectedFillTakerTokenAmount : undefined; + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + await this._orderValidationUtils.validateOrderFillableOrThrowAsync( + exchangeTradeEmulator, signedOrder, zrxTokenAddress, expectedFillTakerTokenAmount, + ); + } + /** + * Checks if order fill will succeed and throws an error otherwise. + * @param signedOrder An object that conforms to the SignedOrder interface. The + * signedOrder you wish to fill. + * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill. + * @param takerAddress The user Ethereum address who would like to fill this order. + * Must be available via the supplied Web3.Provider passed to 0x.js. + */ + public async validateFillOrderThrowIfInvalidAsync(signedOrder: SignedOrder, + fillTakerTokenAmount: BigNumber, + takerAddress: string): Promise<void> { + assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); + assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + const zrxTokenAddress = await this.getZRXTokenAddressAsync(); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync( + exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress); + } + /** + * Checks if cancelling a given order will succeed and throws an informative error if it won't. + * @param order An object that conforms to the Order or SignedOrder interface. + * The order you would like to cancel. + * @param cancelTakerTokenAmount The amount (specified in taker tokens) that you would like to cancel. + */ + public async validateCancelOrderThrowIfInvalidAsync( + order: Order, cancelTakerTokenAmount: BigNumber): Promise<void> { + assert.doesConformToSchema('order', order, schemas.orderSchema); + assert.isValidBaseUnitAmount('cancelTakerTokenAmount', cancelTakerTokenAmount); + const orderHash = utils.getOrderHashHex(order); + const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash); + await this._orderValidationUtils.validateCancelOrderThrowIfInvalidAsync( + order, cancelTakerTokenAmount, unavailableTakerTokenAmount); + } + /** + * Checks if calling fillOrKill on a given order will succeed and throws an informative error if it won't. + * @param signedOrder An object that conforms to the SignedOrder interface. The + * signedOrder you wish to fill. + * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill. + * @param takerAddress The user Ethereum address who would like to fill this order. + * Must be available via the supplied Web3.Provider passed to 0x.js. + */ + public async validateFillOrKillOrderThrowIfInvalidAsync(signedOrder: SignedOrder, + fillTakerTokenAmount: BigNumber, + takerAddress: string): Promise<void> { + assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); + assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); + const zrxTokenAddress = await this.getZRXTokenAddressAsync(); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync( + exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress); + } + /** + * Checks if rounding error will be > 0.1% when computing makerTokenAmount by doing: + * `(fillTakerTokenAmount * makerTokenAmount) / takerTokenAmount`. + * 0x Protocol does not accept any trades that result in large rounding errors. This means that tokens with few or + * no decimals can only be filled in quantities and ratios that avoid large rounding errors. + * @param fillTakerTokenAmount The amount of the order (in taker tokens baseUnits) that you wish to fill. + * @param takerTokenAmount The order size on the taker side + * @param makerTokenAmount The order size on the maker side + */ + public async isRoundingErrorAsync(fillTakerTokenAmount: BigNumber, + takerTokenAmount: BigNumber, + makerTokenAmount: BigNumber): Promise<boolean> { + assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); + assert.isValidBaseUnitAmount('takerTokenAmount', takerTokenAmount); + assert.isValidBaseUnitAmount('makerTokenAmount', makerTokenAmount); + const exchangeInstance = await this._getExchangeContractAsync(); + const isRoundingError = await exchangeInstance.isRoundingError.callAsync( + fillTakerTokenAmount, takerTokenAmount, makerTokenAmount, + ); + return isRoundingError; + } + /** + * Checks if logs contain LogError, which is emmited by Exchange contract on transaction failure. + * @param logs Transaction logs as returned by `zeroEx.awaitTransactionMinedAsync` + */ + public throwLogErrorsAsErrors(logs: Array<LogWithDecodedArgs<DecodedLogArgs>|Web3.LogEntry>): void { + const errLog = _.find(logs, { + event: ExchangeEvents.LogError, + }) as LogWithDecodedArgs<LogErrorContractEventArgs>|undefined; + if (!_.isUndefined(errLog)) { + const logArgs = errLog.args; + const errCode = logArgs.errorId.toNumber(); + const errMessage = this._exchangeContractErrCodesToMsg[errCode]; + throw new Error(errMessage); + } + } + /** + * Returns the ZRX token address used by the exchange contract. + * @return Address of ZRX token + */ + public async getZRXTokenAddressAsync(): Promise<string> { + const exchangeInstance = await this._getExchangeContractAsync(); + const ZRXtokenAddress = await exchangeInstance.ZRX_TOKEN_CONTRACT.callAsync(); + return ZRXtokenAddress; + } + private async _invalidateContractInstancesAsync(): Promise<void> { + this.unsubscribeAll(); + delete this._exchangeContractIfExists; + } + private async _isValidSignatureUsingContractCallAsync(dataHex: string, ecSignature: ECSignature, + signerAddressHex: string): Promise<boolean> { + assert.isHexString('dataHex', dataHex); + assert.doesConformToSchema('ecSignature', ecSignature, schemas.ecSignatureSchema); + assert.isETHAddressHex('signerAddressHex', signerAddressHex); + + const exchangeInstance = await this._getExchangeContractAsync(); + + const isValidSignature = await exchangeInstance.isValidSignature.callAsync( + signerAddressHex, + dataHex, + ecSignature.v, + ecSignature.r, + ecSignature.s, + ); + return isValidSignature; + } + private async _getOrderHashHexUsingContractCallAsync(order: Order|SignedOrder): Promise<string> { + const exchangeInstance = await this._getExchangeContractAsync(); + const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(order); + const orderHashHex = await exchangeInstance.getOrderHash.callAsync(orderAddresses, orderValues); + return orderHashHex; + } + private async _getExchangeContractAsync(): Promise<ExchangeContract> { + if (!_.isUndefined(this._exchangeContractIfExists)) { + return this._exchangeContractIfExists; + } + const contractInstance = await this._instantiateContractIfExistsAsync<ExchangeContract>( + artifacts.ExchangeArtifact, this._contractAddressIfExists, + ); + this._exchangeContractIfExists = contractInstance as ExchangeContract; + return this._exchangeContractIfExists; + } + private async _getTokenTransferProxyAddressAsync(): Promise<string> { + const exchangeInstance = await this._getExchangeContractAsync(); + const tokenTransferProxyAddress = await exchangeInstance.TOKEN_TRANSFER_PROXY_CONTRACT.callAsync(); + const tokenTransferProxyAddressLowerCase = tokenTransferProxyAddress.toLowerCase(); + return tokenTransferProxyAddressLowerCase; + } +} |