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-rw-r--r--packages/0x.js/src/utils/order_validation_utils.ts166
1 files changed, 84 insertions, 82 deletions
diff --git a/packages/0x.js/src/utils/order_validation_utils.ts b/packages/0x.js/src/utils/order_validation_utils.ts
index ed723e3d4..d514483e0 100644
--- a/packages/0x.js/src/utils/order_validation_utils.ts
+++ b/packages/0x.js/src/utils/order_validation_utils.ts
@@ -1,16 +1,89 @@
-import * as _ from 'lodash';
import BigNumber from 'bignumber.js';
-import {ExchangeContractErrs, SignedOrder, Order, ZeroExError, TradeSide, TransferType} from '../types';
+import * as _ from 'lodash';
+
import {ZeroEx} from '../0x';
-import {TokenWrapper} from '../contract_wrappers/token_wrapper';
import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper';
-import {utils} from '../utils/utils';
+import {TokenWrapper} from '../contract_wrappers/token_wrapper';
+import {ExchangeContractErrs, Order, SignedOrder, TradeSide, TransferType, ZeroExError} from '../types';
import {constants} from '../utils/constants';
+import {utils} from '../utils/utils';
+
import {ExchangeTransferSimulator} from './exchange_transfer_simulator';
export class OrderValidationUtils {
private tokenWrapper: TokenWrapper;
private exchangeWrapper: ExchangeWrapper;
+ public static validateCancelOrderThrowIfInvalid(
+ order: Order, cancelTakerTokenAmount: BigNumber, unavailableTakerTokenAmount: BigNumber,
+ ): void {
+ if (cancelTakerTokenAmount.eq(0)) {
+ throw new Error(ExchangeContractErrs.OrderCancelAmountZero);
+ }
+ if (order.takerTokenAmount.eq(unavailableTakerTokenAmount)) {
+ throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
+ }
+ const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
+ if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
+ throw new Error(ExchangeContractErrs.OrderCancelExpired);
+ }
+ }
+ public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber, senderAddress: string, zrxTokenAddress: string,
+ ): Promise<void> {
+ const fillMakerTokenAmount = OrderValidationUtils.getPartialAmount(
+ fillTakerTokenAmount,
+ signedOrder.takerTokenAmount,
+ signedOrder.makerTokenAmount,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ signedOrder.makerTokenAddress, signedOrder.maker, senderAddress, fillMakerTokenAmount,
+ TradeSide.Maker, TransferType.Trade,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ signedOrder.takerTokenAddress, senderAddress, signedOrder.maker, fillTakerTokenAmount,
+ TradeSide.Taker, TransferType.Trade,
+ );
+ const makerFeeAmount = OrderValidationUtils.getPartialAmount(
+ fillTakerTokenAmount,
+ signedOrder.takerTokenAmount,
+ signedOrder.makerFee,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, makerFeeAmount, TradeSide.Maker,
+ TransferType.Fee,
+ );
+ const takerFeeAmount = OrderValidationUtils.getPartialAmount(
+ fillTakerTokenAmount,
+ signedOrder.takerTokenAmount,
+ signedOrder.takerFee,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ zrxTokenAddress, senderAddress, signedOrder.feeRecipient, takerFeeAmount, TradeSide.Taker,
+ TransferType.Fee,
+ );
+ }
+ private static validateRemainingFillAmountNotZeroOrThrow(
+ takerTokenAmount: BigNumber, unavailableTakerTokenAmount: BigNumber,
+ ) {
+ if (takerTokenAmount.eq(unavailableTakerTokenAmount)) {
+ throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
+ }
+ }
+ private static validateOrderNotExpiredOrThrow(expirationUnixTimestampSec: BigNumber) {
+ const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
+ if (expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
+ throw new Error(ExchangeContractErrs.OrderFillExpired);
+ }
+ }
+ private static getPartialAmount(numerator: BigNumber, denominator: BigNumber,
+ target: BigNumber): BigNumber {
+ const fillMakerTokenAmount = numerator
+ .mul(target)
+ .div(denominator)
+ .round(0);
+ return fillMakerTokenAmount;
+ }
constructor(tokenWrapper: TokenWrapper, exchangeWrapper: ExchangeWrapper) {
this.tokenWrapper = tokenWrapper;
this.exchangeWrapper = exchangeWrapper;
@@ -20,15 +93,15 @@ export class OrderValidationUtils {
expectedFillTakerTokenAmount?: BigNumber): Promise<void> {
const orderHash = utils.getOrderHashHex(signedOrder);
const unavailableTakerTokenAmount = await this.exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
- this.validateRemainingFillAmountNotZeroOrThrow(
+ OrderValidationUtils.validateRemainingFillAmountNotZeroOrThrow(
signedOrder.takerTokenAmount, unavailableTakerTokenAmount,
);
- this.validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
+ OrderValidationUtils.validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
let fillTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
if (!_.isUndefined(expectedFillTakerTokenAmount)) {
fillTakerTokenAmount = expectedFillTakerTokenAmount;
}
- const fillMakerTokenAmount = this.getPartialAmount(
+ const fillMakerTokenAmount = OrderValidationUtils.getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerTokenAmount,
@@ -37,7 +110,7 @@ export class OrderValidationUtils {
signedOrder.makerTokenAddress, signedOrder.maker, signedOrder.taker, fillMakerTokenAmount,
TradeSide.Maker, TransferType.Trade,
);
- const makerFeeAmount = this.getPartialAmount(
+ const makerFeeAmount = OrderValidationUtils.getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerFee,
@@ -59,18 +132,18 @@ export class OrderValidationUtils {
throw new Error(ZeroExError.InvalidSignature);
}
const unavailableTakerTokenAmount = await this.exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
- this.validateRemainingFillAmountNotZeroOrThrow(
+ OrderValidationUtils.validateRemainingFillAmountNotZeroOrThrow(
signedOrder.takerTokenAmount, unavailableTakerTokenAmount,
);
if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== takerAddress) {
throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
}
- this.validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
+ OrderValidationUtils.validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
const remainingTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
const filledTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount) ?
remainingTakerTokenAmount :
fillTakerTokenAmount;
- await this.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
+ await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTradeEmulator, signedOrder, filledTakerTokenAmount, takerAddress, zrxTokenAddress,
);
@@ -92,75 +165,4 @@ export class OrderValidationUtils {
throw new Error(ExchangeContractErrs.InsufficientRemainingFillAmount);
}
}
- public async validateCancelOrderThrowIfInvalidAsync(order: Order,
- cancelTakerTokenAmount: BigNumber,
- unavailableTakerTokenAmount: BigNumber,
- ): Promise<void> {
- if (cancelTakerTokenAmount.eq(0)) {
- throw new Error(ExchangeContractErrs.OrderCancelAmountZero);
- }
- if (order.takerTokenAmount.eq(unavailableTakerTokenAmount)) {
- throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
- }
- const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
- if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
- throw new Error(ExchangeContractErrs.OrderCancelExpired);
- }
- }
- public async validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
- exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder,
- fillTakerTokenAmount: BigNumber, senderAddress: string, zrxTokenAddress: string): Promise<void> {
- const fillMakerTokenAmount = this.getPartialAmount(
- fillTakerTokenAmount,
- signedOrder.takerTokenAmount,
- signedOrder.makerTokenAmount,
- );
- await exchangeTradeEmulator.transferFromAsync(
- signedOrder.makerTokenAddress, signedOrder.maker, senderAddress, fillMakerTokenAmount,
- TradeSide.Maker, TransferType.Trade,
- );
- await exchangeTradeEmulator.transferFromAsync(
- signedOrder.takerTokenAddress, senderAddress, signedOrder.maker, fillTakerTokenAmount,
- TradeSide.Taker, TransferType.Trade,
- );
- const makerFeeAmount = this.getPartialAmount(
- fillTakerTokenAmount,
- signedOrder.takerTokenAmount,
- signedOrder.makerFee,
- );
- await exchangeTradeEmulator.transferFromAsync(
- zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, makerFeeAmount, TradeSide.Maker,
- TransferType.Fee,
- );
- const takerFeeAmount = this.getPartialAmount(
- fillTakerTokenAmount,
- signedOrder.takerTokenAmount,
- signedOrder.takerFee,
- );
- await exchangeTradeEmulator.transferFromAsync(
- zrxTokenAddress, senderAddress, signedOrder.feeRecipient, takerFeeAmount, TradeSide.Taker,
- TransferType.Fee,
- );
- }
- private validateRemainingFillAmountNotZeroOrThrow(
- takerTokenAmount: BigNumber, unavailableTakerTokenAmount: BigNumber,
- ) {
- if (takerTokenAmount.eq(unavailableTakerTokenAmount)) {
- throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
- }
- }
- private validateOrderNotExpiredOrThrow(expirationUnixTimestampSec: BigNumber) {
- const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
- if (expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
- throw new Error(ExchangeContractErrs.OrderFillExpired);
- }
- }
- private getPartialAmount(numerator: BigNumber, denominator: BigNumber,
- target: BigNumber): BigNumber {
- const fillMakerTokenAmount = numerator
- .mul(target)
- .div(denominator)
- .round(0);
- return fillMakerTokenAmount;
- }
}