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-rw-r--r--packages/0x.js/src/utils/abi_decoder.ts68
-rw-r--r--packages/0x.js/src/utils/assert.ts101
-rw-r--r--packages/0x.js/src/utils/constants.ts11
-rw-r--r--packages/0x.js/src/utils/decorators.ts35
-rw-r--r--packages/0x.js/src/utils/exchange_transfer_simulator.ts88
-rw-r--r--packages/0x.js/src/utils/filter_utils.ts82
-rw-r--r--packages/0x.js/src/utils/interval_utils.ts20
-rw-r--r--packages/0x.js/src/utils/order_state_utils.ts119
-rw-r--r--packages/0x.js/src/utils/order_validation_utils.ts166
-rw-r--r--packages/0x.js/src/utils/signature_utils.ts44
-rw-r--r--packages/0x.js/src/utils/utils.ts55
11 files changed, 789 insertions, 0 deletions
diff --git a/packages/0x.js/src/utils/abi_decoder.ts b/packages/0x.js/src/utils/abi_decoder.ts
new file mode 100644
index 000000000..840ad9be0
--- /dev/null
+++ b/packages/0x.js/src/utils/abi_decoder.ts
@@ -0,0 +1,68 @@
+import * as Web3 from 'web3';
+import * as _ from 'lodash';
+import BigNumber from 'bignumber.js';
+import {AbiType, DecodedLogArgs, LogWithDecodedArgs, RawLog, SolidityTypes, ContractEventArgs} from '../types';
+import * as SolidityCoder from 'web3/lib/solidity/coder';
+
+export class AbiDecoder {
+ private savedABIs: Web3.AbiDefinition[] = [];
+ private methodIds: {[signatureHash: string]: Web3.EventAbi} = {};
+ constructor(abiArrays: Web3.AbiDefinition[][]) {
+ _.map(abiArrays, this.addABI.bind(this));
+ }
+ // This method can only decode logs from the 0x & ERC20 smart contracts
+ public tryToDecodeLogOrNoop<ArgsType extends ContractEventArgs>(
+ log: Web3.LogEntry): LogWithDecodedArgs<ArgsType>|RawLog {
+ const methodId = log.topics[0];
+ const event = this.methodIds[methodId];
+ if (_.isUndefined(event)) {
+ return log;
+ }
+ const logData = log.data;
+ const decodedParams: DecodedLogArgs = {};
+ let dataIndex = 0;
+ let topicsIndex = 1;
+
+ const nonIndexedInputs = _.filter(event.inputs, input => !input.indexed);
+ const dataTypes = _.map(nonIndexedInputs, input => input.type);
+ const decodedData = SolidityCoder.decodeParams(dataTypes, logData.slice('0x'.length));
+
+ _.map(event.inputs, (param: Web3.EventParameter) => {
+ // Indexed parameters are stored in topics. Non-indexed ones in decodedData
+ let value = param.indexed ? log.topics[topicsIndex++] : decodedData[dataIndex++];
+ if (param.type === SolidityTypes.Address) {
+ value = this.padZeros(new BigNumber(value).toString(16));
+ } else if (param.type === SolidityTypes.Uint256 ||
+ param.type === SolidityTypes.Uint8 ||
+ param.type === SolidityTypes.Uint ) {
+ value = new BigNumber(value);
+ }
+ decodedParams[param.name] = value;
+ });
+
+ return {
+ ...log,
+ event: event.name,
+ args: decodedParams,
+ };
+ }
+ private addABI(abiArray: Web3.AbiDefinition[]): void {
+ _.map(abiArray, (abi: Web3.AbiDefinition) => {
+ if (abi.type === AbiType.Event) {
+ const signature = `${abi.name}(${_.map(abi.inputs, input => input.type).join(',')})`;
+ const signatureHash = new Web3().sha3(signature);
+ this.methodIds[signatureHash] = abi;
+ }
+ });
+ this.savedABIs = this.savedABIs.concat(abiArray);
+ }
+ private padZeros(address: string) {
+ let formatted = address;
+ if (_.startsWith(formatted, '0x')) {
+ formatted = formatted.slice(2);
+ }
+
+ formatted = _.padStart(formatted, 40, '0');
+ return `0x${formatted}`;
+ }
+}
diff --git a/packages/0x.js/src/utils/assert.ts b/packages/0x.js/src/utils/assert.ts
new file mode 100644
index 000000000..e5c9439f3
--- /dev/null
+++ b/packages/0x.js/src/utils/assert.ts
@@ -0,0 +1,101 @@
+import * as _ from 'lodash';
+import * as Web3 from 'web3';
+import BigNumber from 'bignumber.js';
+import {SchemaValidator, Schema} from '0x-json-schemas';
+import {Web3Wrapper} from '../web3_wrapper';
+import {signatureUtils} from '../utils/signature_utils';
+import {ECSignature} from '../types';
+
+const HEX_REGEX = /^0x[0-9A-F]*$/i;
+
+export const assert = {
+ isBigNumber(variableName: string, value: BigNumber): void {
+ const isBigNumber = _.isObject(value) && (value as any).isBigNumber;
+ this.assert(isBigNumber, this.typeAssertionMessage(variableName, 'BigNumber', value));
+ },
+ isValidBaseUnitAmount(variableName: string, value: BigNumber) {
+ assert.isBigNumber(variableName, value);
+ const hasDecimals = value.decimalPlaces() !== 0;
+ this.assert(
+ !hasDecimals, `${variableName} should be in baseUnits (no decimals), found value: ${value.toNumber()}`,
+ );
+ },
+ isValidSignature(orderHash: string, ecSignature: ECSignature, signerAddress: string) {
+ const isValidSignature = signatureUtils.isValidSignature(orderHash, ecSignature, signerAddress);
+ this.assert(isValidSignature, `Expected order with hash '${orderHash}' to have a valid signature`);
+ },
+ isUndefined(value: any, variableName?: string): void {
+ this.assert(_.isUndefined(value), this.typeAssertionMessage(variableName, 'undefined', value));
+ },
+ isString(variableName: string, value: string): void {
+ this.assert(_.isString(value), this.typeAssertionMessage(variableName, 'string', value));
+ },
+ isFunction(variableName: string, value: any): void {
+ this.assert(_.isFunction(value), this.typeAssertionMessage(variableName, 'function', value));
+ },
+ isHexString(variableName: string, value: string): void {
+ this.assert(_.isString(value) && HEX_REGEX.test(value),
+ this.typeAssertionMessage(variableName, 'HexString', value));
+ },
+ isETHAddressHex(variableName: string, value: string): void {
+ const web3 = new Web3();
+ this.assert(web3.isAddress(value), this.typeAssertionMessage(variableName, 'ETHAddressHex', value));
+ this.assert(
+ web3.isAddress(value) && value.toLowerCase() === value,
+ `Checksummed addresses are not supported. Convert ${variableName} to lower case before passing`,
+ );
+ },
+ doesBelongToStringEnum(variableName: string, value: string,
+ stringEnum: any /* There is no base type for every string enum */): void {
+ const doesBelongToStringEnum = !_.isUndefined(stringEnum[value]);
+ const enumValues = _.keys(stringEnum);
+ const enumValuesAsStrings = _.map(enumValues, enumValue => `'${enumValue}'`);
+ const enumValuesAsString = enumValuesAsStrings.join(', ');
+ assert.assert(
+ doesBelongToStringEnum,
+ `Expected ${variableName} to be one of: ${enumValuesAsString}, encountered: ${value}`,
+ );
+ },
+ async isSenderAddressAsync(variableName: string, senderAddressHex: string,
+ web3Wrapper: Web3Wrapper): Promise<void> {
+ assert.isETHAddressHex(variableName, senderAddressHex);
+ const isSenderAddressAvailable = await web3Wrapper.isSenderAddressAvailableAsync(senderAddressHex);
+ assert.assert(isSenderAddressAvailable,
+ `Specified ${variableName} ${senderAddressHex} isn't available through the supplied web3 provider`,
+ );
+ },
+ async isUserAddressAvailableAsync(web3Wrapper: Web3Wrapper): Promise<void> {
+ const availableAddresses = await web3Wrapper.getAvailableAddressesAsync();
+ this.assert(!_.isEmpty(availableAddresses), 'No addresses were available on the provided web3 provider');
+ },
+ hasAtMostOneUniqueValue(value: any[], errMsg: string): void {
+ this.assert(_.uniq(value).length <= 1, errMsg);
+ },
+ isNumber(variableName: string, value: number): void {
+ this.assert(_.isFinite(value), this.typeAssertionMessage(variableName, 'number', value));
+ },
+ isBoolean(variableName: string, value: boolean): void {
+ this.assert(_.isBoolean(value), this.typeAssertionMessage(variableName, 'boolean', value));
+ },
+ isWeb3Provider(variableName: string, value: Web3.Provider): void {
+ const isWeb3Provider = _.isFunction((value as any).send) || _.isFunction((value as any).sendAsync);
+ this.assert(isWeb3Provider, this.typeAssertionMessage(variableName, 'Web3.Provider', value));
+ },
+ doesConformToSchema(variableName: string, value: any, schema: Schema): void {
+ const schemaValidator = new SchemaValidator();
+ const validationResult = schemaValidator.validate(value, schema);
+ const hasValidationErrors = validationResult.errors.length > 0;
+ const msg = `Expected ${variableName} to conform to schema ${schema.id}
+Encountered: ${JSON.stringify(value, null, '\t')}
+Validation errors: ${validationResult.errors.join(', ')}`;
+ this.assert(!hasValidationErrors, msg);
+ },
+ assert(condition: boolean, message: string): void {
+ if (!condition) {
+ throw new Error(message);
+ }
+ },
+ typeAssertionMessage(variableName: string, type: string, value: any): string {
+ return `Expected ${variableName} to be of type ${type}, encountered: ${value}`;
+ },
+};
diff --git a/packages/0x.js/src/utils/constants.ts b/packages/0x.js/src/utils/constants.ts
new file mode 100644
index 000000000..3de3f5bc1
--- /dev/null
+++ b/packages/0x.js/src/utils/constants.ts
@@ -0,0 +1,11 @@
+import BigNumber from 'bignumber.js';
+
+export const constants = {
+ NULL_ADDRESS: '0x0000000000000000000000000000000000000000',
+ TESTRPC_NETWORK_ID: 50,
+ MAX_DIGITS_IN_UNSIGNED_256_INT: 78,
+ INVALID_JUMP_PATTERN: 'invalid JUMP at',
+ OUT_OF_GAS_PATTERN: 'out of gas',
+ UNLIMITED_ALLOWANCE_IN_BASE_UNITS: new BigNumber(2).pow(256).minus(1),
+ DEFAULT_BLOCK_POLLING_INTERVAL: 1000,
+};
diff --git a/packages/0x.js/src/utils/decorators.ts b/packages/0x.js/src/utils/decorators.ts
new file mode 100644
index 000000000..ec750b891
--- /dev/null
+++ b/packages/0x.js/src/utils/decorators.ts
@@ -0,0 +1,35 @@
+import * as _ from 'lodash';
+import {constants} from './constants';
+import {AsyncMethod, ZeroExError} from '../types';
+
+export const decorators = {
+ /**
+ * Source: https://stackoverflow.com/a/29837695/3546986
+ */
+ contractCallErrorHandler(target: object,
+ key: string|symbol,
+ descriptor: TypedPropertyDescriptor<AsyncMethod>,
+ ): TypedPropertyDescriptor<AsyncMethod> {
+ const originalMethod = (descriptor.value as AsyncMethod);
+
+ // Do not use arrow syntax here. Use a function expression in
+ // order to use the correct value of `this` in this method
+ // tslint:disable-next-line:only-arrow-functions
+ descriptor.value = async function(...args: any[]) {
+ try {
+ const result = await originalMethod.apply(this, args);
+ return result;
+ } catch (error) {
+ if (_.includes(error.message, constants.INVALID_JUMP_PATTERN)) {
+ throw new Error(ZeroExError.InvalidJump);
+ }
+ if (_.includes(error.message, constants.OUT_OF_GAS_PATTERN)) {
+ throw new Error(ZeroExError.OutOfGas);
+ }
+ throw error;
+ }
+ };
+
+ return descriptor;
+ },
+};
diff --git a/packages/0x.js/src/utils/exchange_transfer_simulator.ts b/packages/0x.js/src/utils/exchange_transfer_simulator.ts
new file mode 100644
index 000000000..308ef06db
--- /dev/null
+++ b/packages/0x.js/src/utils/exchange_transfer_simulator.ts
@@ -0,0 +1,88 @@
+import * as _ from 'lodash';
+import BigNumber from 'bignumber.js';
+import {ExchangeContractErrs, TradeSide, TransferType, BlockParamLiteral} from '../types';
+import {TokenWrapper} from '../contract_wrappers/token_wrapper';
+import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store';
+
+enum FailureReason {
+ Balance = 'balance',
+ ProxyAllowance = 'proxyAllowance',
+}
+
+const ERR_MSG_MAPPING = {
+ [FailureReason.Balance]: {
+ [TradeSide.Maker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientMakerBalance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeBalance,
+ },
+ [TradeSide.Taker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientTakerBalance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeBalance,
+ },
+ },
+ [FailureReason.ProxyAllowance]: {
+ [TradeSide.Maker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientMakerAllowance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeAllowance,
+ },
+ [TradeSide.Taker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientTakerAllowance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeAllowance,
+ },
+ },
+};
+
+export class ExchangeTransferSimulator {
+ private store: BalanceAndProxyAllowanceLazyStore;
+ private UNLIMITED_ALLOWANCE_IN_BASE_UNITS: BigNumber;
+ constructor(token: TokenWrapper) {
+ this.store = new BalanceAndProxyAllowanceLazyStore(token);
+ this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS = token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS;
+ }
+ /**
+ * Simulates transferFrom call performed by a proxy
+ * @param tokenAddress Address of the token to be transferred
+ * @param from Owner of the transferred tokens
+ * @param to Recipient of the transferred tokens
+ * @param amountInBaseUnits The amount of tokens being transferred
+ * @param tradeSide Is Maker/Taker transferring
+ * @param transferType Is it a fee payment or a value transfer
+ */
+ public async transferFromAsync(tokenAddress: string, from: string, to: string,
+ amountInBaseUnits: BigNumber, tradeSide: TradeSide,
+ transferType: TransferType): Promise<void> {
+ const balance = await this.store.getBalanceAsync(tokenAddress, from);
+ const proxyAllowance = await this.store.getProxyAllowanceAsync(tokenAddress, from);
+ if (proxyAllowance.lessThan(amountInBaseUnits)) {
+ this.throwValidationError(FailureReason.ProxyAllowance, tradeSide, transferType);
+ }
+ if (balance.lessThan(amountInBaseUnits)) {
+ this.throwValidationError(FailureReason.Balance, tradeSide, transferType);
+ }
+ await this.decreaseProxyAllowanceAsync(tokenAddress, from, amountInBaseUnits);
+ await this.decreaseBalanceAsync(tokenAddress, from, amountInBaseUnits);
+ await this.increaseBalanceAsync(tokenAddress, to, amountInBaseUnits);
+ }
+ private async decreaseProxyAllowanceAsync(tokenAddress: string, userAddress: string,
+ amountInBaseUnits: BigNumber): Promise<void> {
+ const proxyAllowance = await this.store.getProxyAllowanceAsync(tokenAddress, userAddress);
+ if (!proxyAllowance.eq(this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) {
+ this.store.setProxyAllowance(tokenAddress, userAddress, proxyAllowance.minus(amountInBaseUnits));
+ }
+ }
+ private async increaseBalanceAsync(tokenAddress: string, userAddress: string,
+ amountInBaseUnits: BigNumber): Promise<void> {
+ const balance = await this.store.getBalanceAsync(tokenAddress, userAddress);
+ this.store.setBalance(tokenAddress, userAddress, balance.plus(amountInBaseUnits));
+ }
+ private async decreaseBalanceAsync(tokenAddress: string, userAddress: string,
+ amountInBaseUnits: BigNumber): Promise<void> {
+ const balance = await this.store.getBalanceAsync(tokenAddress, userAddress);
+ this.store.setBalance(tokenAddress, userAddress, balance.minus(amountInBaseUnits));
+ }
+ private throwValidationError(failureReason: FailureReason, tradeSide: TradeSide,
+ transferType: TransferType): Promise<never> {
+ const errMsg = ERR_MSG_MAPPING[failureReason][tradeSide][transferType];
+ throw new Error(errMsg);
+ }
+}
diff --git a/packages/0x.js/src/utils/filter_utils.ts b/packages/0x.js/src/utils/filter_utils.ts
new file mode 100644
index 000000000..e09a95a6e
--- /dev/null
+++ b/packages/0x.js/src/utils/filter_utils.ts
@@ -0,0 +1,82 @@
+import * as _ from 'lodash';
+import * as Web3 from 'web3';
+import * as uuid from 'uuid/v4';
+import * as ethUtil from 'ethereumjs-util';
+import * as jsSHA3 from 'js-sha3';
+import {ContractEvents, IndexedFilterValues, SubscriptionOpts} from '../types';
+
+const TOPIC_LENGTH = 32;
+
+export const filterUtils = {
+ generateUUID(): string {
+ return uuid();
+ },
+ getFilter(address: string, eventName: ContractEvents,
+ indexFilterValues: IndexedFilterValues, abi: Web3.ContractAbi,
+ subscriptionOpts?: SubscriptionOpts): Web3.FilterObject {
+ const eventAbi = _.find(abi, {name: eventName}) as Web3.EventAbi;
+ const eventSignature = filterUtils.getEventSignatureFromAbiByName(eventAbi, eventName);
+ const topicForEventSignature = ethUtil.addHexPrefix(jsSHA3.keccak256(eventSignature));
+ const topicsForIndexedArgs = filterUtils.getTopicsForIndexedArgs(eventAbi, indexFilterValues);
+ const topics = [topicForEventSignature, ...topicsForIndexedArgs];
+ let filter: Web3.FilterObject = {
+ address,
+ topics,
+ };
+ if (!_.isUndefined(subscriptionOpts)) {
+ filter = {
+ ...subscriptionOpts,
+ ...filter,
+ };
+ }
+ return filter;
+ },
+ getEventSignatureFromAbiByName(eventAbi: Web3.EventAbi, eventName: ContractEvents): string {
+ const types = _.map(eventAbi.inputs, 'type');
+ const signature = `${eventAbi.name}(${types.join(',')})`;
+ return signature;
+ },
+ getTopicsForIndexedArgs(abi: Web3.EventAbi, indexFilterValues: IndexedFilterValues): Array<string|null> {
+ const topics: Array<string|null> = [];
+ for (const eventInput of abi.inputs) {
+ if (!eventInput.indexed) {
+ continue;
+ }
+ if (_.isUndefined(indexFilterValues[eventInput.name])) {
+ // Null is a wildcard topic in a JSON-RPC call
+ topics.push(null);
+ } else {
+ const value = indexFilterValues[eventInput.name] as string;
+ const buffer = ethUtil.toBuffer(value);
+ const paddedBuffer = ethUtil.setLengthLeft(buffer, TOPIC_LENGTH);
+ const topic = ethUtil.bufferToHex(paddedBuffer);
+ topics.push(topic);
+ }
+ }
+ return topics;
+ },
+ matchesFilter(log: Web3.LogEntry, filter: Web3.FilterObject): boolean {
+ if (!_.isUndefined(filter.address) && log.address !== filter.address) {
+ return false;
+ }
+ if (!_.isUndefined(filter.topics)) {
+ return filterUtils.matchesTopics(log.topics, filter.topics);
+ }
+ return true;
+ },
+ matchesTopics(logTopics: string[], filterTopics: Array<string[]|string|null>): boolean {
+ const matchesTopic = _.zipWith(logTopics, filterTopics, filterUtils.matchesTopic.bind(filterUtils));
+ const matchesTopics = _.every(matchesTopic);
+ return matchesTopics;
+ },
+ matchesTopic(logTopic: string, filterTopic: string[]|string|null): boolean {
+ if (_.isArray(filterTopic)) {
+ return _.includes(filterTopic, logTopic);
+ }
+ if (_.isString(filterTopic)) {
+ return filterTopic === logTopic;
+ }
+ // null topic is a wildcard
+ return true;
+ },
+};
diff --git a/packages/0x.js/src/utils/interval_utils.ts b/packages/0x.js/src/utils/interval_utils.ts
new file mode 100644
index 000000000..62b79f2f5
--- /dev/null
+++ b/packages/0x.js/src/utils/interval_utils.ts
@@ -0,0 +1,20 @@
+import * as _ from 'lodash';
+
+export const intervalUtils = {
+ setAsyncExcludingInterval(fn: () => Promise<void>, intervalMs: number) {
+ let locked = false;
+ const intervalId = setInterval(async () => {
+ if (locked) {
+ return;
+ } else {
+ locked = true;
+ await fn();
+ locked = false;
+ }
+ }, intervalMs);
+ return intervalId;
+ },
+ clearAsyncExcludingInterval(intervalId: NodeJS.Timer): void {
+ clearInterval(intervalId);
+ },
+};
diff --git a/packages/0x.js/src/utils/order_state_utils.ts b/packages/0x.js/src/utils/order_state_utils.ts
new file mode 100644
index 000000000..f82601cae
--- /dev/null
+++ b/packages/0x.js/src/utils/order_state_utils.ts
@@ -0,0 +1,119 @@
+import * as _ from 'lodash';
+import * as Web3 from 'web3';
+import BigNumber from 'bignumber.js';
+import {
+ ExchangeContractErrs,
+ SignedOrder,
+ OrderRelevantState,
+ MethodOpts,
+ OrderState,
+ OrderStateValid,
+ OrderStateInvalid,
+} from '../types';
+import {ZeroEx} from '../0x';
+import {TokenWrapper} from '../contract_wrappers/token_wrapper';
+import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper';
+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';
+
+export class OrderStateUtils {
+ private balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore;
+ private orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore;
+ constructor(balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore,
+ orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore) {
+ this.balanceAndProxyAllowanceLazyStore = balanceAndProxyAllowanceLazyStore;
+ this.orderFilledCancelledLazyStore = orderFilledCancelledLazyStore;
+ }
+ public async getOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
+ const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder);
+ const orderHash = ZeroEx.getOrderHashHex(signedOrder);
+ try {
+ this.validateIfOrderIsValid(signedOrder, orderRelevantState);
+ const orderState: OrderStateValid = {
+ isValid: true,
+ orderHash,
+ orderRelevantState,
+ };
+ return orderState;
+ } catch (err) {
+ const orderState: OrderStateInvalid = {
+ isValid: false,
+ orderHash,
+ error: err.message,
+ };
+ return orderState;
+ }
+ }
+ public async getOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> {
+ // HACK: We access the private property here but otherwise the interface will be less nice.
+ // If we pass it from the instantiator - there is no opportunity to get it there
+ // because JS doesn't support async constructors.
+ // Moreover - it's cached under the hood so it's equivalent to an async constructor.
+ const exchange = (this.orderFilledCancelledLazyStore as any).exchange as ExchangeWrapper;
+ const zrxTokenAddress = await exchange.getZRXTokenAddressAsync();
+ const orderHash = ZeroEx.getOrderHashHex(signedOrder);
+ const makerBalance = await this.balanceAndProxyAllowanceLazyStore.getBalanceAsync(
+ signedOrder.makerTokenAddress, signedOrder.maker,
+ );
+ const makerProxyAllowance = await this.balanceAndProxyAllowanceLazyStore.getProxyAllowanceAsync(
+ signedOrder.makerTokenAddress, signedOrder.maker,
+ );
+ const makerFeeBalance = await this.balanceAndProxyAllowanceLazyStore.getBalanceAsync(
+ zrxTokenAddress, signedOrder.maker,
+ );
+ const makerFeeProxyAllowance = await this.balanceAndProxyAllowanceLazyStore.getProxyAllowanceAsync(
+ zrxTokenAddress, signedOrder.maker,
+ );
+ const filledTakerTokenAmount = await this.orderFilledCancelledLazyStore.getFilledTakerAmountAsync(orderHash);
+ const canceledTakerTokenAmount = await this.orderFilledCancelledLazyStore.getCancelledTakerAmountAsync(
+ orderHash,
+ );
+ const unavailableTakerTokenAmount = await exchange.getUnavailableTakerAmountAsync(orderHash);
+ const totalMakerTokenAmount = signedOrder.makerTokenAmount;
+ const totalTakerTokenAmount = signedOrder.takerTokenAmount;
+ const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount);
+ const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount)
+ .dividedToIntegerBy(totalTakerTokenAmount);
+ const fillableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
+ const remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount);
+ // TODO: Handle edge case where maker token is ZRX with fee
+ const orderRelevantState = {
+ makerBalance,
+ makerProxyAllowance,
+ makerFeeBalance,
+ makerFeeProxyAllowance,
+ filledTakerTokenAmount,
+ canceledTakerTokenAmount,
+ remainingFillableMakerTokenAmount,
+ };
+ return orderRelevantState;
+ }
+ private validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void {
+ const unavailableTakerTokenAmount = orderRelevantState.canceledTakerTokenAmount.add(
+ orderRelevantState.filledTakerTokenAmount,
+ );
+ const availableTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
+ if (availableTakerTokenAmount.eq(0)) {
+ throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
+ }
+
+ if (orderRelevantState.makerBalance.eq(0)) {
+ throw new Error(ExchangeContractErrs.InsufficientMakerBalance);
+ }
+ if (orderRelevantState.makerProxyAllowance.eq(0)) {
+ throw new Error(ExchangeContractErrs.InsufficientMakerAllowance);
+ }
+ if (!signedOrder.makerFee.eq(0)) {
+ if (orderRelevantState.makerFeeBalance.eq(0)) {
+ throw new Error(ExchangeContractErrs.InsufficientMakerFeeBalance);
+ }
+ if (orderRelevantState.makerFeeProxyAllowance.eq(0)) {
+ throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance);
+ }
+ }
+ // TODO Add linear function solver when maker token is ZRX #badass
+ // Return the max amount that's fillable
+ }
+}
diff --git a/packages/0x.js/src/utils/order_validation_utils.ts b/packages/0x.js/src/utils/order_validation_utils.ts
new file mode 100644
index 000000000..f03703c4e
--- /dev/null
+++ b/packages/0x.js/src/utils/order_validation_utils.ts
@@ -0,0 +1,166 @@
+import * as _ from 'lodash';
+import BigNumber from 'bignumber.js';
+import {ExchangeContractErrs, SignedOrder, Order, ZeroExError, TradeSide, TransferType} from '../types';
+import {ZeroEx} from '../0x';
+import {TokenWrapper} from '../contract_wrappers/token_wrapper';
+import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper';
+import {utils} from '../utils/utils';
+import {constants} from '../utils/constants';
+import {ExchangeTransferSimulator} from './exchange_transfer_simulator';
+
+export class OrderValidationUtils {
+ private tokenWrapper: TokenWrapper;
+ private exchangeWrapper: ExchangeWrapper;
+ constructor(tokenWrapper: TokenWrapper, exchangeWrapper: ExchangeWrapper) {
+ this.tokenWrapper = tokenWrapper;
+ this.exchangeWrapper = exchangeWrapper;
+ }
+ public async validateOrderFillableOrThrowAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder, zrxTokenAddress: string,
+ expectedFillTakerTokenAmount?: BigNumber): Promise<void> {
+ const orderHash = utils.getOrderHashHex(signedOrder);
+ const unavailableTakerTokenAmount = await this.exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
+ this.validateRemainingFillAmountNotZeroOrThrow(
+ signedOrder.takerTokenAmount, unavailableTakerTokenAmount,
+ );
+ this.validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
+ let fillTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
+ if (!_.isUndefined(expectedFillTakerTokenAmount)) {
+ fillTakerTokenAmount = expectedFillTakerTokenAmount;
+ }
+ const fillMakerTokenAmount = this.getPartialAmount(
+ fillTakerTokenAmount,
+ signedOrder.takerTokenAmount,
+ signedOrder.makerTokenAmount,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ signedOrder.makerTokenAddress, signedOrder.maker, signedOrder.taker, fillMakerTokenAmount,
+ TradeSide.Maker, TransferType.Trade,
+ );
+ const makerFeeAmount = this.getPartialAmount(
+ fillTakerTokenAmount,
+ signedOrder.takerTokenAmount,
+ signedOrder.makerFee,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, makerFeeAmount,
+ TradeSide.Maker, TransferType.Fee,
+ );
+ }
+ public async validateFillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber, takerAddress: string,
+ zrxTokenAddress: string): Promise<BigNumber> {
+ if (fillTakerTokenAmount.eq(0)) {
+ throw new Error(ExchangeContractErrs.OrderFillAmountZero);
+ }
+ const orderHash = utils.getOrderHashHex(signedOrder);
+ if (!ZeroEx.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker)) {
+ throw new Error(ZeroExError.InvalidSignature);
+ }
+ const unavailableTakerTokenAmount = await this.exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
+ this.validateRemainingFillAmountNotZeroOrThrow(
+ signedOrder.takerTokenAmount, unavailableTakerTokenAmount,
+ );
+ if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== takerAddress) {
+ throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
+ }
+ this.validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
+ const remainingTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
+ const filledTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount) ?
+ remainingTakerTokenAmount :
+ fillTakerTokenAmount;
+ await this.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
+ exchangeTradeEmulator, signedOrder, filledTakerTokenAmount, takerAddress, zrxTokenAddress,
+ );
+
+ const wouldRoundingErrorOccur = await this.exchangeWrapper.isRoundingErrorAsync(
+ filledTakerTokenAmount, signedOrder.takerTokenAmount, signedOrder.makerTokenAmount,
+ );
+ if (wouldRoundingErrorOccur) {
+ throw new Error(ExchangeContractErrs.OrderFillRoundingError);
+ }
+ return filledTakerTokenAmount;
+ }
+ public async validateFillOrKillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber, takerAddress: string, zrxTokenAddress: string): Promise<void> {
+ const filledTakerTokenAmount = await this.validateFillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress,
+ );
+ if (filledTakerTokenAmount !== fillTakerTokenAmount) {
+ 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.getCurrentUnixTimestamp();
+ 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.getCurrentUnixTimestamp();
+ 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;
+ }
+}
diff --git a/packages/0x.js/src/utils/signature_utils.ts b/packages/0x.js/src/utils/signature_utils.ts
new file mode 100644
index 000000000..d066f8bf0
--- /dev/null
+++ b/packages/0x.js/src/utils/signature_utils.ts
@@ -0,0 +1,44 @@
+import * as ethUtil from 'ethereumjs-util';
+import {ECSignature} from '../types';
+
+export const signatureUtils = {
+ isValidSignature(data: string, signature: ECSignature, signerAddress: string): boolean {
+ const dataBuff = ethUtil.toBuffer(data);
+ const msgHashBuff = ethUtil.hashPersonalMessage(dataBuff);
+ try {
+ const pubKey = ethUtil.ecrecover(
+ msgHashBuff,
+ signature.v,
+ ethUtil.toBuffer(signature.r),
+ ethUtil.toBuffer(signature.s));
+ const retrievedAddress = ethUtil.bufferToHex(ethUtil.pubToAddress(pubKey));
+ return retrievedAddress === signerAddress;
+ } catch (err) {
+ return false;
+ }
+ },
+ parseSignatureHexAsVRS(signatureHex: string): ECSignature {
+ const signatureBuffer = ethUtil.toBuffer(signatureHex);
+ let v = signatureBuffer[0];
+ if (v < 27) {
+ v += 27;
+ }
+ const r = signatureBuffer.slice(1, 33);
+ const s = signatureBuffer.slice(33, 65);
+ const ecSignature: ECSignature = {
+ v,
+ r: ethUtil.bufferToHex(r),
+ s: ethUtil.bufferToHex(s),
+ };
+ return ecSignature;
+ },
+ parseSignatureHexAsRSV(signatureHex: string): ECSignature {
+ const {v, r, s} = ethUtil.fromRpcSig(signatureHex);
+ const ecSignature: ECSignature = {
+ v,
+ r: ethUtil.bufferToHex(r),
+ s: ethUtil.bufferToHex(s),
+ };
+ return ecSignature;
+ },
+};
diff --git a/packages/0x.js/src/utils/utils.ts b/packages/0x.js/src/utils/utils.ts
new file mode 100644
index 000000000..280f3e979
--- /dev/null
+++ b/packages/0x.js/src/utils/utils.ts
@@ -0,0 +1,55 @@
+import * as _ from 'lodash';
+import * as ethABI from 'ethereumjs-abi';
+import * as ethUtil from 'ethereumjs-util';
+import {Order, SignedOrder, SolidityTypes} from '../types';
+import BigNumber from 'bignumber.js';
+import BN = require('bn.js');
+
+export const utils = {
+ /**
+ * Converts BigNumber instance to BN
+ * The only reason we convert to BN is to remain compatible with `ethABI. soliditySHA3` that
+ * expects values of Solidity type `uint` to be passed as type `BN`.
+ * We do not use BN anywhere else in the codebase.
+ */
+ bigNumberToBN(value: BigNumber) {
+ return new BN(value.toString(), 10);
+ },
+ consoleLog(message: string): void {
+ // tslint:disable-next-line: no-console
+ console.log(message);
+ },
+ isParityNode(nodeVersion: string): boolean {
+ return _.includes(nodeVersion, 'Parity');
+ },
+ isTestRpc(nodeVersion: string): boolean {
+ return _.includes(nodeVersion, 'TestRPC');
+ },
+ spawnSwitchErr(name: string, value: any): Error {
+ return new Error(`Unexpected switch value: ${value} encountered for ${name}`);
+ },
+ getOrderHashHex(order: Order|SignedOrder): string {
+ const orderParts = [
+ {value: order.exchangeContractAddress, type: SolidityTypes.Address},
+ {value: order.maker, type: SolidityTypes.Address},
+ {value: order.taker, type: SolidityTypes.Address},
+ {value: order.makerTokenAddress, type: SolidityTypes.Address},
+ {value: order.takerTokenAddress, type: SolidityTypes.Address},
+ {value: order.feeRecipient, type: SolidityTypes.Address},
+ {value: utils.bigNumberToBN(order.makerTokenAmount), type: SolidityTypes.Uint256},
+ {value: utils.bigNumberToBN(order.takerTokenAmount), type: SolidityTypes.Uint256},
+ {value: utils.bigNumberToBN(order.makerFee), type: SolidityTypes.Uint256},
+ {value: utils.bigNumberToBN(order.takerFee), type: SolidityTypes.Uint256},
+ {value: utils.bigNumberToBN(order.expirationUnixTimestampSec), type: SolidityTypes.Uint256},
+ {value: utils.bigNumberToBN(order.salt), type: SolidityTypes.Uint256},
+ ];
+ const types = _.map(orderParts, o => o.type);
+ const values = _.map(orderParts, o => o.value);
+ const hashBuff = ethABI.soliditySHA3(types, values);
+ const hashHex = ethUtil.bufferToHex(hashBuff);
+ return hashHex;
+ },
+ getCurrentUnixTimestamp(): BigNumber {
+ return new BigNumber(Date.now() / 1000);
+ },
+};
generated by cgit v1.2.3 (git 2.25.1) at 2024-12-29 02:52:36 +0800