diff options
Diffstat (limited to 'packages/0x.js/src')
37 files changed, 7318 insertions, 0 deletions
diff --git a/packages/0x.js/src/0x.ts b/packages/0x.js/src/0x.ts new file mode 100644 index 000000000..fe765bbbe --- /dev/null +++ b/packages/0x.js/src/0x.ts @@ -0,0 +1,333 @@ +import * as _ from 'lodash'; +import BigNumber from 'bignumber.js'; +import {SchemaValidator, schemas} from '0x-json-schemas'; +import {bigNumberConfigs} from './bignumber_config'; +import * as ethUtil from 'ethereumjs-util'; +import {Web3Wrapper} from './web3_wrapper'; +import {constants} from './utils/constants'; +import {utils} from './utils/utils'; +import {signatureUtils} from './utils/signature_utils'; +import {assert} from './utils/assert'; +import {AbiDecoder} from './utils/abi_decoder'; +import {intervalUtils} from './utils/interval_utils'; +import {artifacts} from './artifacts'; +import {ExchangeWrapper} from './contract_wrappers/exchange_wrapper'; +import {TokenRegistryWrapper} from './contract_wrappers/token_registry_wrapper'; +import {EtherTokenWrapper} from './contract_wrappers/ether_token_wrapper'; +import {TokenWrapper} from './contract_wrappers/token_wrapper'; +import {TokenTransferProxyWrapper} from './contract_wrappers/token_transfer_proxy_wrapper'; +import {OrderStateWatcher} from './order_watcher/order_state_watcher'; +import {OrderStateUtils} from './utils/order_state_utils'; +import { + ECSignature, + ZeroExError, + Order, + SignedOrder, + Web3Provider, + ZeroExConfig, + OrderStateWatcherConfig, + TransactionReceiptWithDecodedLogs, +} from './types'; +import {zeroExConfigSchema} from './schemas/zero_ex_config_schema'; + +// Customize our BigNumber instances +bigNumberConfigs.configure(); + +/** + * The ZeroEx class is the single entry-point into the 0x.js library. It contains all of the library's functionality + * and all calls to the library should be made through a ZeroEx instance. + */ +export class ZeroEx { + /** + * When creating an order without a specified taker or feeRecipient you must supply the Solidity + * address null type (as opposed to Javascripts `null`, `undefined` or empty string). We expose + * this constant for your convenience. + */ + public static NULL_ADDRESS = constants.NULL_ADDRESS; + + /** + * An instance of the ExchangeWrapper class containing methods for interacting with the 0x Exchange smart contract. + */ + public exchange: ExchangeWrapper; + /** + * An instance of the TokenRegistryWrapper class containing methods for interacting with the 0x + * TokenRegistry smart contract. + */ + public tokenRegistry: TokenRegistryWrapper; + /** + * An instance of the TokenWrapper class containing methods for interacting with any ERC20 token smart contract. + */ + public token: TokenWrapper; + /** + * An instance of the EtherTokenWrapper class containing methods for interacting with the + * wrapped ETH ERC20 token smart contract. + */ + public etherToken: EtherTokenWrapper; + /** + * An instance of the TokenTransferProxyWrapper class containing methods for interacting with the + * tokenTransferProxy smart contract. + */ + public proxy: TokenTransferProxyWrapper; + /** + * An instance of the OrderStateWatcher class containing methods for watching a set of orders for relevant + * blockchain state changes. + */ + public orderStateWatcher: OrderStateWatcher; + private _web3Wrapper: Web3Wrapper; + private _abiDecoder: AbiDecoder; + /** + * Verifies that the elliptic curve signature `signature` was generated + * by signing `data` with the private key corresponding to the `signerAddress` address. + * @param data The hex encoded data signed by the supplied signature. + * @param signature An object containing the elliptic curve signature parameters. + * @param signerAddress The hex encoded address that signed the data, producing the supplied signature. + * @return Whether the signature is valid for the supplied signerAddress and data. + */ + public static isValidSignature(data: string, signature: ECSignature, signerAddress: string): boolean { + assert.isHexString('data', data); + assert.doesConformToSchema('signature', signature, schemas.ecSignatureSchema); + assert.isETHAddressHex('signerAddress', signerAddress); + + const isValidSignature = signatureUtils.isValidSignature(data, signature, signerAddress); + return isValidSignature; + } + /** + * Generates a pseudo-random 256-bit salt. + * The salt can be included in an 0x order, ensuring that the order generates a unique orderHash + * and will not collide with other outstanding orders that are identical in all other parameters. + * @return A pseudo-random 256-bit number that can be used as a salt. + */ + public static generatePseudoRandomSalt(): BigNumber { + // BigNumber.random returns a pseudo-random number between 0 & 1 with a passed in number of decimal places. + // Source: https://mikemcl.github.io/bignumber.js/#random + const randomNumber = BigNumber.random(constants.MAX_DIGITS_IN_UNSIGNED_256_INT); + const factor = new BigNumber(10).pow(constants.MAX_DIGITS_IN_UNSIGNED_256_INT - 1); + const salt = randomNumber.times(factor).round(); + return salt; + } + /** + * Checks if the supplied hex encoded order hash is valid. + * Note: Valid means it has the expected format, not that an order with the orderHash exists. + * Use this method when processing orderHashes submitted as user input. + * @param orderHash Hex encoded orderHash. + * @return Whether the supplied orderHash has the expected format. + */ + public static isValidOrderHash(orderHash: string): boolean { + // Since this method can be called to check if any arbitrary string conforms to an orderHash's + // format, we only assert that we were indeed passed a string. + assert.isString('orderHash', orderHash); + const schemaValidator = new SchemaValidator(); + const isValidOrderHash = schemaValidator.validate(orderHash, schemas.orderHashSchema).valid; + return isValidOrderHash; + } + /** + * A unit amount is defined as the amount of a token above the specified decimal places (integer part). + * E.g: If a currency has 18 decimal places, 1e18 or one quintillion of the currency is equivalent + * to 1 unit. + * @param amount The amount in baseUnits that you would like converted to units. + * @param decimals The number of decimal places the unit amount has. + * @return The amount in units. + */ + public static toUnitAmount(amount: BigNumber, decimals: number): BigNumber { + assert.isBigNumber('amount', amount); + assert.isNumber('decimals', decimals); + + const aUnit = new BigNumber(10).pow(decimals); + const unit = amount.div(aUnit); + return unit; + } + /** + * A baseUnit is defined as the smallest denomination of a token. An amount expressed in baseUnits + * is the amount expressed in the smallest denomination. + * E.g: 1 unit of a token with 18 decimal places is expressed in baseUnits as 1000000000000000000 + * @param amount The amount of units that you would like converted to baseUnits. + * @param decimals The number of decimal places the unit amount has. + * @return The amount in baseUnits. + */ + public static toBaseUnitAmount(amount: BigNumber, decimals: number): BigNumber { + assert.isBigNumber('amount', amount); + assert.isNumber('decimals', decimals); + + const unit = new BigNumber(10).pow(decimals); + const baseUnitAmount = amount.times(unit); + return baseUnitAmount; + } + /** + * Computes the orderHash for a supplied order. + * @param order An object that conforms to the Order or SignedOrder interface definitions. + * @return The resulting orderHash from hashing the supplied order. + */ + public static getOrderHashHex(order: Order|SignedOrder): string { + assert.doesConformToSchema('order', order, schemas.orderSchema); + const orderHashHex = utils.getOrderHashHex(order); + return orderHashHex; + } + /** + * Instantiates a new ZeroEx instance that provides the public interface to the 0x.js library. + * @param provider The Web3.js Provider instance you would like the 0x.js library to use for interacting with + * the Ethereum network. + * @param config The configuration object. Look up the type for the description. + * @return An instance of the 0x.js ZeroEx class. + */ + constructor(provider: Web3Provider, config?: ZeroExConfig) { + assert.isWeb3Provider('provider', provider); + if (!_.isUndefined(config)) { + assert.doesConformToSchema('config', config, zeroExConfigSchema); + } + const artifactJSONs = _.values(artifacts); + const abiArrays = _.map(artifactJSONs, artifact => artifact.abi); + this._abiDecoder = new AbiDecoder(abiArrays); + const gasPrice = _.isUndefined(config) ? undefined : config.gasPrice; + const defaults = { + gasPrice, + }; + this._web3Wrapper = new Web3Wrapper(provider, defaults); + this.token = new TokenWrapper( + this._web3Wrapper, + this._abiDecoder, + this._getTokenTransferProxyAddressAsync.bind(this), + ); + const exchageContractAddressIfExists = _.isUndefined(config) ? undefined : config.exchangeContractAddress; + this.exchange = new ExchangeWrapper( + this._web3Wrapper, + this._abiDecoder, + this.token, + exchageContractAddressIfExists, + ); + this.proxy = new TokenTransferProxyWrapper( + this._web3Wrapper, + this._getTokenTransferProxyAddressAsync.bind(this), + ); + const tokenRegistryContractAddressIfExists = _.isUndefined(config) ? + undefined : + config.tokenRegistryContractAddress; + this.tokenRegistry = new TokenRegistryWrapper(this._web3Wrapper, tokenRegistryContractAddressIfExists); + const etherTokenContractAddressIfExists = _.isUndefined(config) ? undefined : config.etherTokenContractAddress; + this.etherToken = new EtherTokenWrapper(this._web3Wrapper, this.token, etherTokenContractAddressIfExists); + const orderWatcherConfig = _.isUndefined(config) ? undefined : config.orderWatcherConfig; + this.orderStateWatcher = new OrderStateWatcher( + this._web3Wrapper, this._abiDecoder, this.token, this.exchange, orderWatcherConfig, + ); + } + /** + * Sets a new web3 provider for 0x.js. Updating the provider will stop all + * subscriptions so you will need to re-subscribe to all events relevant to your app after this call. + * @param provider The Web3Provider you would like the 0x.js library to use from now on. + */ + public async setProviderAsync(provider: Web3Provider) { + this._web3Wrapper.setProvider(provider); + await (this.exchange as any)._invalidateContractInstancesAsync(); + (this.tokenRegistry as any)._invalidateContractInstance(); + await (this.token as any)._invalidateContractInstancesAsync(); + (this.proxy as any)._invalidateContractInstance(); + (this.etherToken as any)._invalidateContractInstance(); + } + /** + * Get user Ethereum addresses available through the supplied web3 provider available for sending transactions. + * @return An array of available user Ethereum addresses. + */ + public async getAvailableAddressesAsync(): Promise<string[]> { + const availableAddresses = await this._web3Wrapper.getAvailableAddressesAsync(); + return availableAddresses; + } + /** + * Signs an orderHash and returns it's elliptic curve signature. + * This method currently supports TestRPC, Geth and Parity above and below V1.6.6 + * @param orderHash Hex encoded orderHash to sign. + * @param signerAddress The hex encoded Ethereum address you wish to sign it with. This address + * must be available via the Web3.Provider supplied to 0x.js. + * @return An object containing the Elliptic curve signature parameters generated by signing the orderHash. + */ + public async signOrderHashAsync(orderHash: string, signerAddress: string): Promise<ECSignature> { + assert.isHexString('orderHash', orderHash); + await assert.isSenderAddressAsync('signerAddress', signerAddress, this._web3Wrapper); + + let msgHashHex; + const nodeVersion = await this._web3Wrapper.getNodeVersionAsync(); + const isParityNode = utils.isParityNode(nodeVersion); + const isTestRpc = utils.isTestRpc(nodeVersion); + if (isParityNode || isTestRpc) { + // Parity and TestRpc nodes add the personalMessage prefix itself + msgHashHex = orderHash; + } else { + const orderHashBuff = ethUtil.toBuffer(orderHash); + const msgHashBuff = ethUtil.hashPersonalMessage(orderHashBuff); + msgHashHex = ethUtil.bufferToHex(msgHashBuff); + } + + const signature = await this._web3Wrapper.signTransactionAsync(signerAddress, msgHashHex); + + // HACK: There is no consensus on whether the signatureHex string should be formatted as + // v + r + s OR r + s + v, and different clients (even different versions of the same client) + // return the signature params in different orders. In order to support all client implementations, + // we parse the signature in both ways, and evaluate if either one is a valid signature. + const validVParamValues = [27, 28]; + const ecSignatureVRS = signatureUtils.parseSignatureHexAsVRS(signature); + if (_.includes(validVParamValues, ecSignatureVRS.v)) { + const isValidVRSSignature = ZeroEx.isValidSignature(orderHash, ecSignatureVRS, signerAddress); + if (isValidVRSSignature) { + return ecSignatureVRS; + } + } + + const ecSignatureRSV = signatureUtils.parseSignatureHexAsRSV(signature); + if (_.includes(validVParamValues, ecSignatureRSV.v)) { + const isValidRSVSignature = ZeroEx.isValidSignature(orderHash, ecSignatureRSV, signerAddress); + if (isValidRSVSignature) { + return ecSignatureRSV; + } + } + + throw new Error(ZeroExError.InvalidSignature); + } + /** + * Waits for a transaction to be mined and returns the transaction receipt. + * @param txHash Transaction hash + * @param pollingIntervalMs How often (in ms) should we check if the transaction is mined. + * @param timeoutMs How long (in ms) to poll for transaction mined until aborting. + * @return Transaction receipt with decoded log args. + */ + public async awaitTransactionMinedAsync( + txHash: string, pollingIntervalMs = 1000, timeoutMs?: number): Promise<TransactionReceiptWithDecodedLogs> { + let timeoutExceeded = false; + if (timeoutMs) { + setTimeout(() => timeoutExceeded = true, timeoutMs); + } + + const txReceiptPromise = new Promise( + (resolve: (receipt: TransactionReceiptWithDecodedLogs) => void, reject) => { + const intervalId = intervalUtils.setAsyncExcludingInterval(async () => { + if (timeoutExceeded) { + intervalUtils.clearAsyncExcludingInterval(intervalId); + return reject(ZeroExError.TransactionMiningTimeout); + } + + const transactionReceipt = await this._web3Wrapper.getTransactionReceiptAsync(txHash); + if (!_.isNull(transactionReceipt)) { + intervalUtils.clearAsyncExcludingInterval(intervalId); + const logsWithDecodedArgs = _.map( + transactionReceipt.logs, + this._abiDecoder.tryToDecodeLogOrNoop.bind(this._abiDecoder), + ); + const transactionReceiptWithDecodedLogArgs: TransactionReceiptWithDecodedLogs = { + ...transactionReceipt, + logs: logsWithDecodedArgs, + }; + resolve(transactionReceiptWithDecodedLogArgs); + } + }, pollingIntervalMs); + }); + + return txReceiptPromise; + } + /* + * HACK: `TokenWrapper` needs a token transfer proxy address. `TokenTransferProxy` address is fetched from + * an `ExchangeWrapper`. `ExchangeWrapper` needs `TokenWrapper` to validate orders, creating a dependency cycle. + * In order to break this - we create this function here and pass it as a parameter to the `TokenWrapper` + * and `ProxyWrapper`. + */ + private async _getTokenTransferProxyAddressAsync(): Promise<string> { + const tokenTransferProxyAddress = await (this.exchange as any)._getTokenTransferProxyAddressAsync(); + return tokenTransferProxyAddress; + } +} diff --git a/packages/0x.js/src/artifacts.ts b/packages/0x.js/src/artifacts.ts new file mode 100644 index 000000000..447f9880a --- /dev/null +++ b/packages/0x.js/src/artifacts.ts @@ -0,0 +1,14 @@ +import {Artifact} from './types'; +import * as TokenArtifact from './artifacts/Token.json'; +import * as ExchangeArtifact from './artifacts/Exchange.json'; +import * as EtherTokenArtifact from './artifacts/EtherToken.json'; +import * as TokenRegistryArtifact from './artifacts/TokenRegistry.json'; +import * as TokenTransferProxyArtifact from './artifacts/TokenTransferProxy.json'; + +export const artifacts = { + TokenArtifact: TokenArtifact as any as Artifact, + ExchangeArtifact: ExchangeArtifact as any as Artifact, + EtherTokenArtifact: EtherTokenArtifact as any as Artifact, + TokenRegistryArtifact: TokenRegistryArtifact as any as Artifact, + TokenTransferProxyArtifact: TokenTransferProxyArtifact as any as Artifact, +}; diff --git a/packages/0x.js/src/artifacts/EtherToken.json b/packages/0x.js/src/artifacts/EtherToken.json new file mode 100644 index 000000000..91b23bc94 --- /dev/null +++ b/packages/0x.js/src/artifacts/EtherToken.json @@ -0,0 +1,445 @@ +{ + "contract_name": "EtherToken", + "abi": [ + { + "constant": true, + "inputs": [], + "name": "name", + "outputs": [ + { + "name": "", + "type": "string" + } + ], + "payable": false, + "type": "function" + }, + { + "constant": false, + "inputs": [ + { + "name": "_spender", + "type": "address" + }, + { + "name": "_value", + "type": "uint256" + } + ], + "name": "approve", + "outputs": [ + { + "name": "", + "type": "bool" + } + ], + "payable": false, + "type": "function" + }, + { + "constant": true, + "inputs": [], + "name": "totalSupply", + "outputs": [ + { + "name": "", + "type": "uint256" + } + ], + "payable": false, + "type": "function" + }, + { + "constant": false, + "inputs": [ + { + "name": "_from", + "type": "address" + }, + { + "name": "_to", + "type": "address" + }, + { + "name": "_value", + "type": "uint256" + } + ], + "name": "transferFrom", + "outputs": [ + { + "name": "", + "type": "bool" + } + ], + "payable": false, + "type": "function" + }, + { + "constant": false, + "inputs": [ + { + "name": "amount", + "type": "uint256" + } + ], + "name": "withdraw", + "outputs": [], + "payable": false, + "type": "function" + }, + { + "constant": true, + "inputs": [], + "name": "decimals", + "outputs": [ + { + "name": "", + "type": "uint8" + } + ], + "payable": false, + "type": "function" + }, + { + "constant": true, + "inputs": [ + { + "name": "_owner", + "type": "address" + } + ], + "name": "balanceOf", + "outputs": [ + { + "name": "", + "type": "uint256" + } + ], + "payable": false, + "type": "function" + }, + { + "constant": true, + "inputs": [], + "name": "symbol", + "outputs": [ + { + "name": "", + "type": "string" + } + ], + "payable": false, + "type": "function" + }, + { + "constant": false, + "inputs": [ + { + "name": "_to", + "type": "address" + }, + { + "name": "_value", + "type": "uint256" + } + ], + "name": "transfer", + "outputs": [ + { + "name": "", + "type": "bool" + } + ], + "payable": false, + "type": "function" + }, + { + "constant": false, + "inputs": [], + "name": "deposit", + "outputs": [], + "payable": true, + "type": "function" + }, + { + "constant": true, + "inputs": [ + { + "name": "_owner", + "type": "address" + }, + { + "name": "_spender", + "type": "address" + } + ], + "name": "allowance", + "outputs": [ + { + "name": "", + "type": "uint256" + } + ], + "payable": false, + "type": "function" + }, + { + "payable": true, + "type": "fallback" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "name": "_from", + "type": "address" + }, + { + "indexed": true, + "name": "_to", + "type": "address" + }, + { + "indexed": false, + "name": "_value", + "type": "uint256" + } + ], + "name": "Transfer", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "name": "_owner", + "type": "address" + }, + { + "indexed": true, + "name": "_spender", + "type": "address" + }, + { + "indexed": false, + "name": "_value", + "type": "uint256" + } + ], + "name": "Approval", + "type": "event" + } + ], + "unlinked_binary": 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"indexed": false, + "name": "oldSwarmHash", + "type": "bytes" + }, + { + "indexed": false, + "name": "newSwarmHash", + "type": "bytes" + } + ], + "name": "LogTokenSwarmHashChange", + "type": "event" + } + }, + "updated_at": 1503318938228, + "address": "0x0b1ba0af832d7c05fd64161e0db78e85978e8082" + } + }, + "schema_version": "0.0.5", + "updated_at": 1503318938228 +} diff --git a/packages/0x.js/src/artifacts/TokenTransferProxy.json b/packages/0x.js/src/artifacts/TokenTransferProxy.json new file mode 100644 index 000000000..beeb16cfe --- /dev/null +++ b/packages/0x.js/src/artifacts/TokenTransferProxy.json @@ -0,0 +1,174 @@ +{ + "contract_name": "TokenTransferProxy", + "abi": [ + { + "constant": false, + "inputs": [ + { + "name": "token", + "type": "address" + }, + { + "name": "from", + "type": "address" + }, + { + "name": "to", + "type": "address" + }, + { + "name": "value", + "type": "uint256" + } + ], + "name": "transferFrom", + "outputs": [ + { + "name": "", + "type": "bool" + } + ], + "payable": false, + "type": "function" + }, + { + "constant": false, + "inputs": [ + { + "name": "target", + "type": "address" + } + ], + "name": "addAuthorizedAddress", + "outputs": [], + "payable": false, + "type": "function" + }, + { + "constant": true, + "inputs": [ + { + "name": "", + "type": "uint256" + } + ], + "name": "authorities", + "outputs": [ + { + "name": "", + "type": "address" + } + ], + "payable": false, + "type": "function" + }, + { + "constant": false, + "inputs": [ + { + "name": "target", + "type": "address" + } + ], + "name": "removeAuthorizedAddress", + "outputs": [], + "payable": false, + "type": "function" + }, + { + "constant": true, + "inputs": [], + "name": "owner", + "outputs": [ + { + "name": "", + "type": "address" + } + ], + "payable": false, + "type": "function" + }, + { + "constant": true, + "inputs": [ + { + "name": "", + "type": "address" + } + ], + "name": "authorized", + "outputs": [ + { + "name": "", + "type": "bool" + } + ], + "payable": false, + "type": "function" + }, + { + "constant": true, + "inputs": [], + "name": "getAuthorizedAddresses", + "outputs": [ + { + "name": "", + "type": "address[]" + } + ], + "payable": false, + "type": "function" + }, + { + "constant": false, + "inputs": [ + { + "name": "newOwner", + "type": "address" + } + ], + "name": "transferOwnership", + "outputs": [], + "payable": false, + "type": "function" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "name": "target", + "type": "address" + }, + { + "indexed": true, + "name": "caller", + "type": "address" + } + ], + "name": "LogAuthorizedAddressAdded", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "name": "target", + "type": "address" + }, + { + "indexed": true, + "name": "caller", + "type": "address" + } + ], + "name": "LogAuthorizedAddressRemoved", + "type": "event" + } + ], + "unlinked_binary": 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+ "networks": {}, + "schema_version": "0.0.5", + "updated_at": 1503318938227 +} diff --git a/packages/0x.js/src/bignumber_config.ts b/packages/0x.js/src/bignumber_config.ts new file mode 100644 index 000000000..2d5214e6f --- /dev/null +++ b/packages/0x.js/src/bignumber_config.ts @@ -0,0 +1,11 @@ +import BigNumber from 'bignumber.js'; + +export const bigNumberConfigs = { + configure() { + // By default BigNumber's `toString` method converts to exponential notation if the value has + // more then 20 digits. We want to avoid this behavior, so we set EXPONENTIAL_AT to a high number + BigNumber.config({ + EXPONENTIAL_AT: 1000, + }); + }, +}; diff --git a/packages/0x.js/src/contract.ts b/packages/0x.js/src/contract.ts new file mode 100644 index 000000000..1aacc65dc --- /dev/null +++ b/packages/0x.js/src/contract.ts @@ -0,0 +1,80 @@ +import * as Web3 from 'web3'; +import * as _ from 'lodash'; +import promisify = require('es6-promisify'); +import {SchemaValidator, schemas} from '0x-json-schemas'; +import {AbiType} from './types'; + +export class Contract implements Web3.ContractInstance { + public address: string; + public abi: Web3.ContractAbi; + private contract: Web3.ContractInstance; + private defaults: Partial<Web3.TxData>; + private validator: SchemaValidator; + // This class instance is going to be populated with functions and events depending on the ABI + // and we don't know their types in advance + [name: string]: any; + constructor(web3ContractInstance: Web3.ContractInstance, defaults: Partial<Web3.TxData>) { + this.contract = web3ContractInstance; + this.address = web3ContractInstance.address; + this.abi = web3ContractInstance.abi; + this.defaults = defaults; + this.populateEvents(); + this.populateFunctions(); + this.validator = new SchemaValidator(); + } + private populateFunctions(): void { + const functionsAbi = _.filter(this.abi, abiPart => abiPart.type === AbiType.Function); + _.forEach(functionsAbi, (functionAbi: Web3.MethodAbi) => { + if (functionAbi.constant) { + const cbStyleCallFunction = this.contract[functionAbi.name].call; + this[functionAbi.name] = { + callAsync: promisify(cbStyleCallFunction, this.contract), + }; + } else { + const cbStyleFunction = this.contract[functionAbi.name]; + const cbStyleEstimateGasFunction = this.contract[functionAbi.name].estimateGas; + this[functionAbi.name] = { + estimateGasAsync: promisify(cbStyleEstimateGasFunction, this.contract), + sendTransactionAsync: this.promisifyWithDefaultParams(cbStyleFunction), + }; + } + }); + } + private populateEvents(): void { + const eventsAbi = _.filter(this.abi, abiPart => abiPart.type === AbiType.Event); + _.forEach(eventsAbi, (eventAbi: Web3.EventAbi) => { + this[eventAbi.name] = this.contract[eventAbi.name]; + }); + } + private promisifyWithDefaultParams(fn: (...args: any[]) => void): (...args: any[]) => Promise<any> { + const promisifiedWithDefaultParams = (...args: any[]) => { + const promise = new Promise((resolve, reject) => { + const lastArg = args[args.length - 1]; + let txData: Partial<Web3.TxData> = {}; + if (this.isTxData(lastArg)) { + txData = args.pop(); + } + txData = { + ...this.defaults, + ...txData, + }; + const callback = (err: Error, data: any) => { + if (_.isNull(err)) { + resolve(data); + } else { + reject(err); + } + }; + args.push(txData); + args.push(callback); + fn.apply(this.contract, args); + }); + return promise; + }; + return promisifiedWithDefaultParams; + } + private isTxData(lastArg: any): boolean { + const isValid = this.validator.isValid(lastArg, schemas.txDataSchema); + return isValid; + } +} diff --git a/packages/0x.js/src/contract_wrappers/contract_wrapper.ts b/packages/0x.js/src/contract_wrappers/contract_wrapper.ts new file mode 100644 index 000000000..7997b1647 --- /dev/null +++ b/packages/0x.js/src/contract_wrappers/contract_wrapper.ts @@ -0,0 +1,152 @@ +import * as _ from 'lodash'; +import * as Web3 from 'web3'; +import {BlockAndLogStreamer, Block} from 'ethereumjs-blockstream'; +import {Web3Wrapper} from '../web3_wrapper'; +import {AbiDecoder} from '../utils/abi_decoder'; +import { + ZeroExError, + InternalZeroExError, + Artifact, + LogWithDecodedArgs, + RawLog, + ContractEvents, + SubscriptionOpts, + IndexedFilterValues, + EventCallback, + BlockParamLiteral, + ContractEventArgs, +} from '../types'; +import {constants} from '../utils/constants'; +import {intervalUtils} from '../utils/interval_utils'; +import {filterUtils} from '../utils/filter_utils'; + +export class ContractWrapper { + protected _web3Wrapper: Web3Wrapper; + private _abiDecoder?: AbiDecoder; + private _blockAndLogStreamer: BlockAndLogStreamer|undefined; + private _blockAndLogStreamInterval: NodeJS.Timer; + private _filters: {[filterToken: string]: Web3.FilterObject}; + private _filterCallbacks: {[filterToken: string]: EventCallback<ContractEventArgs>}; + private _onLogAddedSubscriptionToken: string|undefined; + private _onLogRemovedSubscriptionToken: string|undefined; + constructor(web3Wrapper: Web3Wrapper, abiDecoder?: AbiDecoder) { + this._web3Wrapper = web3Wrapper; + this._abiDecoder = abiDecoder; + this._filters = {}; + this._filterCallbacks = {}; + this._blockAndLogStreamer = undefined; + this._onLogAddedSubscriptionToken = undefined; + this._onLogRemovedSubscriptionToken = undefined; + } + /** + * Cancels all existing subscriptions + */ + public unsubscribeAll(): void { + const filterTokens = _.keys(this._filterCallbacks); + _.each(filterTokens, filterToken => { + this._unsubscribe(filterToken); + }); + } + protected _unsubscribe(filterToken: string, err?: Error): void { + if (_.isUndefined(this._filters[filterToken])) { + throw new Error(ZeroExError.SubscriptionNotFound); + } + if (!_.isUndefined(err)) { + const callback = this._filterCallbacks[filterToken]; + callback(err, undefined); + } + delete this._filters[filterToken]; + delete this._filterCallbacks[filterToken]; + if (_.isEmpty(this._filters)) { + this._stopBlockAndLogStream(); + } + } + protected _subscribe<ArgsType extends ContractEventArgs>( + address: string, eventName: ContractEvents, indexFilterValues: IndexedFilterValues, abi: Web3.ContractAbi, + callback: EventCallback<ArgsType>): string { + const filter = filterUtils.getFilter(address, eventName, indexFilterValues, abi); + if (_.isUndefined(this._blockAndLogStreamer)) { + this._startBlockAndLogStream(); + } + const filterToken = filterUtils.generateUUID(); + this._filters[filterToken] = filter; + this._filterCallbacks[filterToken] = callback; + return filterToken; + } + protected async _getLogsAsync<ArgsType extends ContractEventArgs>( + address: string, eventName: ContractEvents, subscriptionOpts: SubscriptionOpts, + indexFilterValues: IndexedFilterValues, abi: Web3.ContractAbi): Promise<Array<LogWithDecodedArgs<ArgsType>>> { + const filter = filterUtils.getFilter(address, eventName, indexFilterValues, abi, subscriptionOpts); + const logs = await this._web3Wrapper.getLogsAsync(filter); + const logsWithDecodedArguments = _.map(logs, this._tryToDecodeLogOrNoop.bind(this)); + return logsWithDecodedArguments; + } + protected _tryToDecodeLogOrNoop<ArgsType extends ContractEventArgs>( + log: Web3.LogEntry): LogWithDecodedArgs<ArgsType>|RawLog { + if (_.isUndefined(this._abiDecoder)) { + throw new Error(InternalZeroExError.NoAbiDecoder); + } + const logWithDecodedArgs = this._abiDecoder.tryToDecodeLogOrNoop(log); + return logWithDecodedArgs; + } + protected async _instantiateContractIfExistsAsync<ContractType extends Web3.ContractInstance>( + artifact: Artifact, addressIfExists?: string): Promise<ContractType> { + const contractInstance = + await this._web3Wrapper.getContractInstanceFromArtifactAsync<ContractType>(artifact, addressIfExists); + return contractInstance; + } + private _onLogStateChanged<ArgsType extends ContractEventArgs>(removed: 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, + }; + this._filterCallbacks[filterToken](null, logEvent); + } + }); + } + private _startBlockAndLogStream(): void { + this._blockAndLogStreamer = new BlockAndLogStreamer( + this._web3Wrapper.getBlockAsync.bind(this._web3Wrapper), + this._web3Wrapper.getLogsAsync.bind(this._web3Wrapper), + ); + const catchAllLogFilter = {}; + this._blockAndLogStreamer.addLogFilter(catchAllLogFilter); + this._blockAndLogStreamInterval = intervalUtils.setAsyncExcludingInterval( + this._reconcileBlockAsync.bind(this), constants.DEFAULT_BLOCK_POLLING_INTERVAL, + ); + let removed = false; + this._onLogAddedSubscriptionToken = this._blockAndLogStreamer.subscribeToOnLogAdded( + this._onLogStateChanged.bind(this, removed), + ); + removed = true; + this._onLogRemovedSubscriptionToken = this._blockAndLogStreamer.subscribeToOnLogRemoved( + this._onLogStateChanged.bind(this, removed), + ); + } + private _stopBlockAndLogStream(): void { + (this._blockAndLogStreamer as BlockAndLogStreamer).unsubscribeFromOnLogAdded( + this._onLogAddedSubscriptionToken as string); + (this._blockAndLogStreamer as BlockAndLogStreamer).unsubscribeFromOnLogRemoved( + this._onLogRemovedSubscriptionToken as string); + intervalUtils.clearAsyncExcludingInterval(this._blockAndLogStreamInterval); + delete this._blockAndLogStreamer; + } + private async _reconcileBlockAsync(): Promise<void> { + try { + const latestBlock = await this._web3Wrapper.getBlockAsync(BlockParamLiteral.Latest); + // We need to coerce to Block type cause Web3.Block includes types for mempool blocks + if (!_.isUndefined(this._blockAndLogStreamer)) { + // If we clear the interval while fetching the block - this._blockAndLogStreamer will be undefined + this._blockAndLogStreamer.reconcileNewBlock(latestBlock as any as Block); + } + } catch (err) { + const filterTokens = _.keys(this._filterCallbacks); + _.each(filterTokens, filterToken => { + this._unsubscribe(filterToken, err); + }); + } + } +} diff --git a/packages/0x.js/src/contract_wrappers/ether_token_wrapper.ts b/packages/0x.js/src/contract_wrappers/ether_token_wrapper.ts new file mode 100644 index 000000000..3cd2f0224 --- /dev/null +++ b/packages/0x.js/src/contract_wrappers/ether_token_wrapper.ts @@ -0,0 +1,87 @@ +import * as _ from 'lodash'; +import BigNumber from 'bignumber.js'; +import {Web3Wrapper} from '../web3_wrapper'; +import {ContractWrapper} from './contract_wrapper'; +import {TokenWrapper} from './token_wrapper'; +import {EtherTokenContract, ZeroExError} from '../types'; +import {assert} from '../utils/assert'; +import {artifacts} from '../artifacts'; + +/** + * This class includes all the functionality related to interacting with a wrapped Ether ERC20 token contract. + * The caller can convert ETH into the equivalent number of wrapped ETH ERC20 tokens and back. + */ +export class EtherTokenWrapper extends ContractWrapper { + private _etherTokenContractIfExists?: EtherTokenContract; + private _tokenWrapper: TokenWrapper; + private _contractAddressIfExists?: string; + constructor(web3Wrapper: Web3Wrapper, tokenWrapper: TokenWrapper, contractAddressIfExists?: string) { + super(web3Wrapper); + this._tokenWrapper = tokenWrapper; + this._contractAddressIfExists = contractAddressIfExists; + } + /** + * Deposit ETH into the Wrapped ETH smart contract and issues the equivalent number of wrapped ETH tokens + * to the depositor address. These wrapped ETH tokens can be used in 0x trades and are redeemable for 1-to-1 + * for ETH. + * @param amountInWei Amount of ETH in Wei the caller wishes to deposit. + * @param depositor The hex encoded user Ethereum address that would like to make the deposit. + * @return Transaction hash. + */ + public async depositAsync(amountInWei: BigNumber, depositor: string): Promise<string> { + assert.isValidBaseUnitAmount('amountInWei', amountInWei); + await assert.isSenderAddressAsync('depositor', depositor, this._web3Wrapper); + + const ethBalanceInWei = await this._web3Wrapper.getBalanceInWeiAsync(depositor); + assert.assert(ethBalanceInWei.gte(amountInWei), ZeroExError.InsufficientEthBalanceForDeposit); + + const wethContract = await this._getEtherTokenContractAsync(); + const txHash = await wethContract.deposit.sendTransactionAsync({ + from: depositor, + value: amountInWei, + }); + return txHash; + } + /** + * Withdraw ETH to the withdrawer's address from the wrapped ETH smart contract in exchange for the + * equivalent number of wrapped ETH tokens. + * @param amountInWei Amount of ETH in Wei the caller wishes to withdraw. + * @param withdrawer The hex encoded user Ethereum address that would like to make the withdrawl. + * @return Transaction hash. + */ + public async withdrawAsync(amountInWei: BigNumber, withdrawer: string): Promise<string> { + assert.isValidBaseUnitAmount('amountInWei', amountInWei); + await assert.isSenderAddressAsync('withdrawer', withdrawer, this._web3Wrapper); + + const wethContractAddress = await this.getContractAddressAsync(); + const WETHBalanceInBaseUnits = await this._tokenWrapper.getBalanceAsync(wethContractAddress, withdrawer); + assert.assert(WETHBalanceInBaseUnits.gte(amountInWei), ZeroExError.InsufficientWEthBalanceForWithdrawal); + + const wethContract = await this._getEtherTokenContractAsync(); + const txHash = await wethContract.withdraw.sendTransactionAsync(amountInWei, { + from: withdrawer, + }); + return txHash; + } + /** + * Retrieves the Wrapped Ether token contract address + * @return The Wrapped Ether token contract address + */ + public async getContractAddressAsync(): Promise<string> { + const wethContract = await this._getEtherTokenContractAsync(); + return wethContract.address; + } + private _invalidateContractInstance(): void { + delete this._etherTokenContractIfExists; + } + private async _getEtherTokenContractAsync(): Promise<EtherTokenContract> { + if (!_.isUndefined(this._etherTokenContractIfExists)) { + return this._etherTokenContractIfExists; + } + const contractInstance = await this._instantiateContractIfExistsAsync<EtherTokenContract>( + artifacts.EtherTokenArtifact, this._contractAddressIfExists, + ); + this._etherTokenContractIfExists = contractInstance as EtherTokenContract; + return this._etherTokenContractIfExists; + } +} 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; + } +} diff --git a/packages/0x.js/src/contract_wrappers/token_registry_wrapper.ts b/packages/0x.js/src/contract_wrappers/token_registry_wrapper.ts new file mode 100644 index 000000000..2cc5a9aa0 --- /dev/null +++ b/packages/0x.js/src/contract_wrappers/token_registry_wrapper.ts @@ -0,0 +1,122 @@ +import * as _ from 'lodash'; +import {Web3Wrapper} from '../web3_wrapper'; +import {assert} from '../utils/assert'; +import {Token, TokenRegistryContract, TokenMetadata} from '../types'; +import {constants} from '../utils/constants'; +import {ContractWrapper} from './contract_wrapper'; +import {artifacts} from '../artifacts'; + +/** + * This class includes all the functionality related to interacting with the 0x Token Registry smart contract. + */ +export class TokenRegistryWrapper extends ContractWrapper { + private _tokenRegistryContractIfExists?: TokenRegistryContract; + private _contractAddressIfExists?: string; + constructor(web3Wrapper: Web3Wrapper, contractAddressIfExists?: string) { + super(web3Wrapper); + this._contractAddressIfExists = contractAddressIfExists; + } + /** + * Retrieves all the tokens currently listed in the Token Registry smart contract + * @return An array of objects that conform to the Token interface. + */ + public async getTokensAsync(): Promise<Token[]> { + const tokenRegistryContract = await this._getTokenRegistryContractAsync(); + + const addresses = await this.getTokenAddressesAsync(); + const tokenPromises: Array<Promise<Token|undefined>> = _.map( + addresses, + (address: string) => (this.getTokenIfExistsAsync(address)), + ); + const tokens = await Promise.all(tokenPromises); + return tokens as Token[]; + } + /** + * Retrieves all the addresses of the tokens currently listed in the Token Registry smart contract + * @return An array of token addresses. + */ + public async getTokenAddressesAsync(): Promise<string[]> { + const tokenRegistryContract = await this._getTokenRegistryContractAsync(); + const addresses = await tokenRegistryContract.getTokenAddresses.callAsync(); + return addresses; + } + /** + * Retrieves a token by address currently listed in the Token Registry smart contract + * @return An object that conforms to the Token interface or undefined if token not found. + */ + public async getTokenIfExistsAsync(address: string): Promise<Token|undefined> { + assert.isETHAddressHex('address', address); + + const tokenRegistryContract = await this._getTokenRegistryContractAsync(); + const metadata = await tokenRegistryContract.getTokenMetaData.callAsync(address); + const token = this._createTokenFromMetadata(metadata); + return token; + } + public async getTokenAddressBySymbolIfExistsAsync(symbol: string): Promise<string|undefined> { + assert.isString('symbol', symbol); + const tokenRegistryContract = await this._getTokenRegistryContractAsync(); + const addressIfExists = await tokenRegistryContract.getTokenAddressBySymbol.callAsync(symbol); + if (addressIfExists === constants.NULL_ADDRESS) { + return undefined; + } + return addressIfExists; + } + public async getTokenAddressByNameIfExistsAsync(name: string): Promise<string|undefined> { + assert.isString('name', name); + const tokenRegistryContract = await this._getTokenRegistryContractAsync(); + const addressIfExists = await tokenRegistryContract.getTokenAddressByName.callAsync(name); + if (addressIfExists === constants.NULL_ADDRESS) { + return undefined; + } + return addressIfExists; + } + public async getTokenBySymbolIfExistsAsync(symbol: string): Promise<Token|undefined> { + assert.isString('symbol', symbol); + const tokenRegistryContract = await this._getTokenRegistryContractAsync(); + const metadata = await tokenRegistryContract.getTokenBySymbol.callAsync(symbol); + const token = this._createTokenFromMetadata(metadata); + return token; + } + public async getTokenByNameIfExistsAsync(name: string): Promise<Token|undefined> { + assert.isString('name', name); + const tokenRegistryContract = await this._getTokenRegistryContractAsync(); + const metadata = await tokenRegistryContract.getTokenByName.callAsync(name); + const token = this._createTokenFromMetadata(metadata); + return token; + } + /** + * Retrieves the Ethereum address of the TokenRegistry contract deployed on the network + * that the user-passed web3 provider is connected to. + * @returns The Ethereum address of the TokenRegistry contract being used. + */ + public async getContractAddressAsync(): Promise<string> { + const tokenRegistryInstance = await this._getTokenRegistryContractAsync(); + const tokenRegistryAddress = tokenRegistryInstance.address; + return tokenRegistryAddress; + } + private _createTokenFromMetadata(metadata: TokenMetadata): Token|undefined { + if (metadata[0] === constants.NULL_ADDRESS) { + return undefined; + } + const token = { + address: metadata[0], + name: metadata[1], + symbol: metadata[2], + decimals: metadata[3].toNumber(), + }; + return token; + } + private _invalidateContractInstance(): void { + delete this._tokenRegistryContractIfExists; + } + private async _getTokenRegistryContractAsync(): Promise<TokenRegistryContract> { + if (!_.isUndefined(this._tokenRegistryContractIfExists)) { + return this._tokenRegistryContractIfExists; + } + const contractInstance = await this._instantiateContractIfExistsAsync<TokenRegistryContract>( + artifacts.TokenRegistryArtifact, this._contractAddressIfExists, + ); + this._tokenRegistryContractIfExists = contractInstance as TokenRegistryContract; + return this._tokenRegistryContractIfExists; + } +} diff --git a/packages/0x.js/src/contract_wrappers/token_transfer_proxy_wrapper.ts b/packages/0x.js/src/contract_wrappers/token_transfer_proxy_wrapper.ts new file mode 100644 index 000000000..f81845af9 --- /dev/null +++ b/packages/0x.js/src/contract_wrappers/token_transfer_proxy_wrapper.ts @@ -0,0 +1,60 @@ +import * as _ from 'lodash'; +import {Web3Wrapper} from '../web3_wrapper'; +import {ContractWrapper} from './contract_wrapper'; +import {artifacts} from '../artifacts'; +import {TokenTransferProxyContract} from '../types'; + +/** + * This class includes the functionality related to interacting with the TokenTransferProxy contract. + */ +export class TokenTransferProxyWrapper extends ContractWrapper { + private _tokenTransferProxyContractIfExists?: TokenTransferProxyContract; + private _tokenTransferProxyContractAddressFetcher: () => Promise<string>; + constructor(web3Wrapper: Web3Wrapper, tokenTransferProxyContractAddressFetcher: () => Promise<string>) { + super(web3Wrapper); + this._tokenTransferProxyContractAddressFetcher = tokenTransferProxyContractAddressFetcher; + } + /** + * Check if the Exchange contract address is authorized by the TokenTransferProxy contract. + * @param exchangeContractAddress The hex encoded address of the Exchange contract to call. + * @return Whether the exchangeContractAddress is authorized. + */ + public async isAuthorizedAsync(exchangeContractAddress: string): Promise<boolean> { + const tokenTransferProxyContractInstance = await this._getTokenTransferProxyContractAsync(); + const isAuthorized = await tokenTransferProxyContractInstance.authorized.callAsync(exchangeContractAddress); + return isAuthorized; + } + /** + * Get the list of all Exchange contract addresses authorized by the TokenTransferProxy contract. + * @return The list of authorized addresses. + */ + public async getAuthorizedAddressesAsync(): Promise<string[]> { + const tokenTransferProxyContractInstance = await this._getTokenTransferProxyContractAsync(); + const authorizedAddresses = await tokenTransferProxyContractInstance.getAuthorizedAddresses.callAsync(); + return authorizedAddresses; + } + /** + * Retrieves the Ethereum address of the TokenTransferProxy contract deployed on the network + * that the user-passed web3 provider is connected to. + * @returns The Ethereum address of the TokenTransferProxy contract being used. + */ + public async getContractAddressAsync(): Promise<string> { + const proxyInstance = await this._getTokenTransferProxyContractAsync(); + const proxyAddress = proxyInstance.address; + return proxyAddress; + } + private _invalidateContractInstance(): void { + delete this._tokenTransferProxyContractIfExists; + } + private async _getTokenTransferProxyContractAsync(): Promise<TokenTransferProxyContract> { + if (!_.isUndefined(this._tokenTransferProxyContractIfExists)) { + return this._tokenTransferProxyContractIfExists; + } + const contractAddress = await this._tokenTransferProxyContractAddressFetcher(); + const contractInstance = await this._instantiateContractIfExistsAsync<TokenTransferProxyContract>( + artifacts.TokenTransferProxyArtifact, contractAddress, + ); + this._tokenTransferProxyContractIfExists = contractInstance as TokenTransferProxyContract; + return this._tokenTransferProxyContractIfExists; + } +} diff --git a/packages/0x.js/src/contract_wrappers/token_wrapper.ts b/packages/0x.js/src/contract_wrappers/token_wrapper.ts new file mode 100644 index 000000000..614ac19d4 --- /dev/null +++ b/packages/0x.js/src/contract_wrappers/token_wrapper.ts @@ -0,0 +1,313 @@ +import * as _ from 'lodash'; +import BigNumber from 'bignumber.js'; +import {schemas} from '0x-json-schemas'; +import {Web3Wrapper} from '../web3_wrapper'; +import {assert} from '../utils/assert'; +import {constants} from '../utils/constants'; +import {ContractWrapper} from './contract_wrapper'; +import {AbiDecoder} from '../utils/abi_decoder'; +import {artifacts} from '../artifacts'; +import { + TokenContract, + ZeroExError, + TokenEvents, + IndexedFilterValues, + SubscriptionOpts, + MethodOpts, + LogWithDecodedArgs, + EventCallback, + TokenContractEventArgs, +} from '../types'; + +const ALLOWANCE_TO_ZERO_GAS_AMOUNT = 47275; + +/** + * This class includes all the functionality related to interacting with ERC20 token contracts. + * All ERC20 method calls are supported, along with some convenience methods for getting/setting allowances + * to the 0x Proxy smart contract. + */ +export class TokenWrapper extends ContractWrapper { + public UNLIMITED_ALLOWANCE_IN_BASE_UNITS = constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS; + private _tokenContractsByAddress: {[address: string]: TokenContract}; + private _tokenTransferProxyContractAddressFetcher: () => Promise<string>; + constructor(web3Wrapper: Web3Wrapper, abiDecoder: AbiDecoder, + tokenTransferProxyContractAddressFetcher: () => Promise<string>) { + super(web3Wrapper, abiDecoder); + this._tokenContractsByAddress = {}; + this._tokenTransferProxyContractAddressFetcher = tokenTransferProxyContractAddressFetcher; + } + /** + * Retrieves an owner's ERC20 token balance. + * @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed. + * @param ownerAddress The hex encoded user Ethereum address whose balance you would like to check. + * @param methodOpts Optional arguments this method accepts. + * @return The owner's ERC20 token balance in base units. + */ + public async getBalanceAsync(tokenAddress: string, ownerAddress: string, + methodOpts?: MethodOpts): Promise<BigNumber> { + assert.isETHAddressHex('ownerAddress', ownerAddress); + assert.isETHAddressHex('tokenAddress', tokenAddress); + + const tokenContract = await this._getTokenContractAsync(tokenAddress); + const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock; + let balance = await tokenContract.balanceOf.callAsync(ownerAddress, defaultBlock); + // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber + balance = new BigNumber(balance); + return balance; + } + /** + * Sets the spender's allowance to a specified number of baseUnits on behalf of the owner address. + * Equivalent to the ERC20 spec method `approve`. + * @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed. + * @param ownerAddress The hex encoded user Ethereum address who would like to set an allowance + * for spenderAddress. + * @param spenderAddress The hex encoded user Ethereum address who will be able to spend the set allowance. + * @param amountInBaseUnits The allowance amount you would like to set. + * @return Transaction hash. + */ + public async setAllowanceAsync(tokenAddress: string, ownerAddress: string, spenderAddress: string, + amountInBaseUnits: BigNumber): Promise<string> { + await assert.isSenderAddressAsync('ownerAddress', ownerAddress, this._web3Wrapper); + assert.isETHAddressHex('spenderAddress', spenderAddress); + assert.isETHAddressHex('tokenAddress', tokenAddress); + assert.isValidBaseUnitAmount('amountInBaseUnits', amountInBaseUnits); + + const tokenContract = await this._getTokenContractAsync(tokenAddress); + // Hack: for some reason default estimated gas amount causes `base fee exceeds gas limit` exception + // on testrpc. Probably related to https://github.com/ethereumjs/testrpc/issues/294 + // TODO: Debug issue in testrpc and submit a PR, then remove this hack + const networkIdIfExists = await this._web3Wrapper.getNetworkIdIfExistsAsync(); + const gas = networkIdIfExists === constants.TESTRPC_NETWORK_ID ? ALLOWANCE_TO_ZERO_GAS_AMOUNT : undefined; + const txHash = await tokenContract.approve.sendTransactionAsync(spenderAddress, amountInBaseUnits, { + from: ownerAddress, + gas, + }); + return txHash; + } + /** + * Sets the spender's allowance to an unlimited number of baseUnits on behalf of the owner address. + * Equivalent to the ERC20 spec method `approve`. + * Setting an unlimited allowance will lower the gas cost for filling orders involving tokens that forego updating + * allowances set to the max amount (e.g ZRX, WETH) + * @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed. + * @param ownerAddress The hex encoded user Ethereum address who would like to set an allowance + * for spenderAddress. + * @param spenderAddress The hex encoded user Ethereum address who will be able to spend the set allowance. + * @return Transaction hash. + */ + public async setUnlimitedAllowanceAsync(tokenAddress: string, ownerAddress: string, + spenderAddress: string): Promise<string> { + const txHash = await this.setAllowanceAsync( + tokenAddress, ownerAddress, spenderAddress, this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS, + ); + return txHash; + } + /** + * Retrieves the owners allowance in baseUnits set to the spender's address. + * @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed. + * @param ownerAddress The hex encoded user Ethereum address whose allowance to spenderAddress + * you would like to retrieve. + * @param spenderAddress The hex encoded user Ethereum address who can spend the allowance you are fetching. + * @param methodOpts Optional arguments this method accepts. + */ + public async getAllowanceAsync(tokenAddress: string, ownerAddress: string, + spenderAddress: string, methodOpts?: MethodOpts): Promise<BigNumber> { + assert.isETHAddressHex('ownerAddress', ownerAddress); + assert.isETHAddressHex('tokenAddress', tokenAddress); + + const tokenContract = await this._getTokenContractAsync(tokenAddress); + const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock; + let allowanceInBaseUnits = await tokenContract.allowance.callAsync(ownerAddress, spenderAddress, defaultBlock); + // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber + allowanceInBaseUnits = new BigNumber(allowanceInBaseUnits); + return allowanceInBaseUnits; + } + /** + * Retrieves the owner's allowance in baseUnits set to the 0x proxy contract. + * @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed. + * @param ownerAddress The hex encoded user Ethereum address whose proxy contract allowance we are retrieving. + * @param methodOpts Optional arguments this method accepts. + */ + public async getProxyAllowanceAsync(tokenAddress: string, ownerAddress: string, + methodOpts?: MethodOpts): Promise<BigNumber> { + assert.isETHAddressHex('ownerAddress', ownerAddress); + assert.isETHAddressHex('tokenAddress', tokenAddress); + + const proxyAddress = await this._getTokenTransferProxyAddressAsync(); + const allowanceInBaseUnits = await this.getAllowanceAsync(tokenAddress, ownerAddress, proxyAddress, methodOpts); + return allowanceInBaseUnits; + } + /** + * Sets the 0x proxy contract's allowance to a specified number of a tokens' baseUnits on behalf + * of an owner address. + * @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed. + * @param ownerAddress The hex encoded user Ethereum address who is setting an allowance + * for the Proxy contract. + * @param amountInBaseUnits The allowance amount specified in baseUnits. + * @return Transaction hash. + */ + public async setProxyAllowanceAsync(tokenAddress: string, ownerAddress: string, + amountInBaseUnits: BigNumber): Promise<string> { + assert.isETHAddressHex('ownerAddress', ownerAddress); + assert.isETHAddressHex('tokenAddress', tokenAddress); + assert.isValidBaseUnitAmount('amountInBaseUnits', amountInBaseUnits); + + const proxyAddress = await this._getTokenTransferProxyAddressAsync(); + const txHash = await this.setAllowanceAsync(tokenAddress, ownerAddress, proxyAddress, amountInBaseUnits); + return txHash; + } + /** + * Sets the 0x proxy contract's allowance to a unlimited number of a tokens' baseUnits on behalf + * of an owner address. + * Setting an unlimited allowance will lower the gas cost for filling orders involving tokens that forego updating + * allowances set to the max amount (e.g ZRX, WETH) + * @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed. + * @param ownerAddress The hex encoded user Ethereum address who is setting an allowance + * for the Proxy contract. + * @return Transaction hash. + */ + public async setUnlimitedProxyAllowanceAsync(tokenAddress: string, ownerAddress: string): Promise<string> { + const txHash = await this.setProxyAllowanceAsync( + tokenAddress, ownerAddress, this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS, + ); + return txHash; + } + /** + * Transfers `amountInBaseUnits` ERC20 tokens from `fromAddress` to `toAddress`. + * @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed. + * @param fromAddress The hex encoded user Ethereum address that will send the funds. + * @param toAddress The hex encoded user Ethereum address that will receive the funds. + * @param amountInBaseUnits The amount (specified in baseUnits) of the token to transfer. + * @return Transaction hash. + */ + public async transferAsync(tokenAddress: string, fromAddress: string, toAddress: string, + amountInBaseUnits: BigNumber): Promise<string> { + assert.isETHAddressHex('tokenAddress', tokenAddress); + await assert.isSenderAddressAsync('fromAddress', fromAddress, this._web3Wrapper); + assert.isETHAddressHex('toAddress', toAddress); + assert.isValidBaseUnitAmount('amountInBaseUnits', amountInBaseUnits); + + const tokenContract = await this._getTokenContractAsync(tokenAddress); + + const fromAddressBalance = await this.getBalanceAsync(tokenAddress, fromAddress); + if (fromAddressBalance.lessThan(amountInBaseUnits)) { + throw new Error(ZeroExError.InsufficientBalanceForTransfer); + } + + const txHash = await tokenContract.transfer.sendTransactionAsync(toAddress, amountInBaseUnits, { + from: fromAddress, + }); + return txHash; + } + /** + * Transfers `amountInBaseUnits` ERC20 tokens from `fromAddress` to `toAddress`. + * Requires the fromAddress to have sufficient funds and to have approved an allowance of + * `amountInBaseUnits` to `senderAddress`. + * @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed. + * @param fromAddress The hex encoded user Ethereum address whose funds are being sent. + * @param toAddress The hex encoded user Ethereum address that will receive the funds. + * @param senderAddress The hex encoded user Ethereum address whose initiates the fund transfer. The + * `fromAddress` must have set an allowance to the `senderAddress` + * before this call. + * @param amountInBaseUnits The amount (specified in baseUnits) of the token to transfer. + * @return Transaction hash. + */ + public async transferFromAsync(tokenAddress: string, fromAddress: string, toAddress: string, + senderAddress: string, amountInBaseUnits: BigNumber): + Promise<string> { + assert.isETHAddressHex('tokenAddress', tokenAddress); + assert.isETHAddressHex('fromAddress', fromAddress); + assert.isETHAddressHex('toAddress', toAddress); + await assert.isSenderAddressAsync('senderAddress', senderAddress, this._web3Wrapper); + assert.isValidBaseUnitAmount('amountInBaseUnits', amountInBaseUnits); + + const tokenContract = await this._getTokenContractAsync(tokenAddress); + + const fromAddressAllowance = await this.getAllowanceAsync(tokenAddress, fromAddress, senderAddress); + if (fromAddressAllowance.lessThan(amountInBaseUnits)) { + throw new Error(ZeroExError.InsufficientAllowanceForTransfer); + } + + const fromAddressBalance = await this.getBalanceAsync(tokenAddress, fromAddress); + if (fromAddressBalance.lessThan(amountInBaseUnits)) { + throw new Error(ZeroExError.InsufficientBalanceForTransfer); + } + + const txHash = await tokenContract.transferFrom.sendTransactionAsync( + fromAddress, toAddress, amountInBaseUnits, + { + from: senderAddress, + }, + ); + return txHash; + } + /** + * Subscribe to an event type emitted by the Token contract. + * @param tokenAddress The hex encoded address where the ERC20 token is deployed. + * @param eventName The token 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 subscribe<ArgsType extends TokenContractEventArgs>( + tokenAddress: string, eventName: TokenEvents, indexFilterValues: IndexedFilterValues, + callback: EventCallback<ArgsType>): string { + assert.isETHAddressHex('tokenAddress', tokenAddress); + assert.doesBelongToStringEnum('eventName', eventName, TokenEvents); + assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema); + assert.isFunction('callback', callback); + const subscriptionToken = this._subscribe<ArgsType>( + tokenAddress, eventName, indexFilterValues, artifacts.TokenArtifact.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 tokenAddress An address of the token that emmited the logs. + * @param eventName The token 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 TokenContractEventArgs>( + tokenAddress: string, eventName: TokenEvents, subscriptionOpts: SubscriptionOpts, + indexFilterValues: IndexedFilterValues): Promise<Array<LogWithDecodedArgs<ArgsType>>> { + assert.isETHAddressHex('tokenAddress', tokenAddress); + assert.doesBelongToStringEnum('eventName', eventName, TokenEvents); + assert.doesConformToSchema('subscriptionOpts', subscriptionOpts, schemas.subscriptionOptsSchema); + assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema); + const logs = await this._getLogsAsync<ArgsType>( + tokenAddress, eventName, subscriptionOpts, indexFilterValues, artifacts.TokenArtifact.abi, + ); + return logs; + } + private _invalidateContractInstancesAsync(): void { + this.unsubscribeAll(); + this._tokenContractsByAddress = {}; + } + private async _getTokenContractAsync(tokenAddress: string): Promise<TokenContract> { + let tokenContract = this._tokenContractsByAddress[tokenAddress]; + if (!_.isUndefined(tokenContract)) { + return tokenContract; + } + const contractInstance = await this._instantiateContractIfExistsAsync<TokenContract>( + artifacts.TokenArtifact, tokenAddress, + ); + tokenContract = contractInstance as TokenContract; + this._tokenContractsByAddress[tokenAddress] = tokenContract; + return tokenContract; + } + private async _getTokenTransferProxyAddressAsync(): Promise<string> { + const tokenTransferProxyContractAddress = await this._tokenTransferProxyContractAddressFetcher(); + return tokenTransferProxyContractAddress; + } +} diff --git a/packages/0x.js/src/globals.d.ts b/packages/0x.js/src/globals.d.ts new file mode 100644 index 000000000..cb3800056 --- /dev/null +++ b/packages/0x.js/src/globals.d.ts @@ -0,0 +1,80 @@ +/// <reference types='chai-typescript-typings' /> +/// <reference types='chai-as-promised-typescript-typings' /> +declare module 'web3_beta'; +declare module 'chai-bignumber'; +declare module 'dirty-chai'; +declare module 'request-promise-native'; +declare module 'web3-provider-engine'; +declare module 'web3-provider-engine/subproviders/rpc'; + +// HACK: In order to merge the bignumber declaration added by chai-bignumber to the chai Assertion +// interface we must use `namespace` as the Chai definitelyTyped definition does. Since we otherwise +// disallow `namespace`, we disable tslint for the following. +/* tslint:disable */ +declare namespace Chai { + interface Assertion { + bignumber: Assertion; + // HACK: In order to comply with chai-as-promised we make eventually a `PromisedAssertion` not an `Assertion` + eventually: PromisedAssertion; + } +} +/* tslint:enable */ + +declare module '*.json' { + const json: any; + /* tslint:disable */ + export default json; + /* tslint:enable */ +} + +// find-version declarations +declare function findVersions(version: string): string[]; +declare module 'find-versions' { + export = findVersions; +} + +// compare-version declarations +declare function compareVersions(firstVersion: string, secondVersion: string): number; +declare module 'compare-versions' { + export = compareVersions; +} + +// es6-promisify declarations +declare function promisify(original: any, settings?: any): ((...arg: any[]) => Promise<any>); +declare module 'es6-promisify' { + export = promisify; +} + +declare module 'ethereumjs-abi' { + const soliditySHA3: (argTypes: string[], args: any[]) => Buffer; +} + +// truffle-hdwallet-provider declarations +declare module 'truffle-hdwallet-provider' { + import * as Web3 from 'web3'; + class HDWalletProvider implements Web3.Provider { + constructor(mnemonic: string, rpcUrl: string); + public sendAsync( + payload: Web3.JSONRPCRequestPayload, + callback: (err: Error, result: Web3.JSONRPCResponsePayload) => void, + ): void; + } + export = HDWalletProvider; +} + +// abi-decoder declarations +interface DecodedLogArg { +} +interface DecodedLog { + name: string; + events: DecodedLogArg[]; +} +declare module 'abi-decoder' { + import * as Web3 from 'web3'; + const addABI: (abi: Web3.AbiDefinition) => void; + const decodeLogs: (logs: Web3.LogEntry[]) => DecodedLog[]; +} + +declare module 'web3/lib/solidity/coder' { + const decodeParams: (types: string[], data: string) => any[]; +} diff --git a/packages/0x.js/src/globalsAugment.d.ts b/packages/0x.js/src/globalsAugment.d.ts new file mode 100644 index 000000000..60e2312a3 --- /dev/null +++ b/packages/0x.js/src/globalsAugment.d.ts @@ -0,0 +1,23 @@ +import BigNumber from 'bignumber.js'; + +// HACK: This module overrides the Chai namespace so that we can use BigNumber types inside. +// Source: https://github.com/Microsoft/TypeScript/issues/7352#issuecomment-191547232 +declare global { + // HACK: In order to merge the bignumber declaration added by chai-bignumber to the chai Assertion + // interface we must use `namespace` as the Chai definitelyTyped definition does. Since we otherwise + // disallow `namespace`, we disable tslint for the following. + /* tslint:disable */ + namespace Chai { + interface NumberComparer { + (value: number|BigNumber, message?: string): Assertion; + } + interface NumericComparison { + greaterThan: NumberComparer; + } + } + /* tslint:enable */ + interface DecodedLogArg { + name: string; + value: string|BigNumber; + } +} diff --git a/packages/0x.js/src/index.ts b/packages/0x.js/src/index.ts new file mode 100644 index 000000000..1b3e893ba --- /dev/null +++ b/packages/0x.js/src/index.ts @@ -0,0 +1,45 @@ +export {ZeroEx} from './0x'; + +export { + Order, + SignedOrder, + ECSignature, + ZeroExError, + EventCallback, + EventCallbackAsync, + EventCallbackSync, + ExchangeContractErrs, + ContractEvent, + Token, + ExchangeEvents, + TokenEvents, + IndexedFilterValues, + SubscriptionOpts, + BlockParam, + OrderCancellationRequest, + OrderFillRequest, + LogErrorContractEventArgs, + LogCancelContractEventArgs, + LogFillContractEventArgs, + ExchangeContractEventArgs, + TransferContractEventArgs, + ApprovalContractEventArgs, + TokenContractEventArgs, + ContractEventArgs, + ContractEventArg, + Web3Provider, + ZeroExConfig, + TransactionReceipt, + TransactionReceiptWithDecodedLogs, + LogWithDecodedArgs, + MethodOpts, + OrderTransactionOpts, + FilterObject, + LogEvent, + DecodedLogEvent, + EventWatcherCallback, + OnOrderStateChangeCallback, + OrderStateValid, + OrderStateInvalid, + OrderState, +} from './types'; diff --git a/packages/0x.js/src/order_watcher/event_watcher.ts b/packages/0x.js/src/order_watcher/event_watcher.ts new file mode 100644 index 000000000..81529a98c --- /dev/null +++ b/packages/0x.js/src/order_watcher/event_watcher.ts @@ -0,0 +1,88 @@ +import * as Web3 from 'web3'; +import * as _ from 'lodash'; +import {Web3Wrapper} from '../web3_wrapper'; +import { + BlockParamLiteral, + EventCallback, + EventWatcherCallback, + ZeroExError, +} from '../types'; +import {AbiDecoder} from '../utils/abi_decoder'; +import {intervalUtils} from '../utils/interval_utils'; +import {assert} from '../utils/assert'; +import {utils} from '../utils/utils'; + +const DEFAULT_EVENT_POLLING_INTERVAL = 200; + +enum LogEventState { + Removed, + Added, +} + +/* + * The EventWatcher watches for blockchain events at the specified block confirmation + * depth. + */ +export class EventWatcher { + private _web3Wrapper: Web3Wrapper; + private _pollingIntervalMs: number; + private _intervalIdIfExists?: NodeJS.Timer; + private _lastEvents: Web3.LogEntry[] = []; + constructor(web3Wrapper: Web3Wrapper, pollingIntervalMs: undefined|number) { + this._web3Wrapper = web3Wrapper; + this._pollingIntervalMs = _.isUndefined(pollingIntervalMs) ? + DEFAULT_EVENT_POLLING_INTERVAL : + pollingIntervalMs; + } + public subscribe(callback: EventWatcherCallback): void { + assert.isFunction('callback', callback); + if (!_.isUndefined(this._intervalIdIfExists)) { + throw new Error(ZeroExError.SubscriptionAlreadyPresent); + } + this._intervalIdIfExists = intervalUtils.setAsyncExcludingInterval( + this._pollForBlockchainEventsAsync.bind(this, callback), this._pollingIntervalMs, + ); + } + public unsubscribe(): void { + this._lastEvents = []; + if (!_.isUndefined(this._intervalIdIfExists)) { + intervalUtils.clearAsyncExcludingInterval(this._intervalIdIfExists); + delete this._intervalIdIfExists; + } + } + private async _pollForBlockchainEventsAsync(callback: EventWatcherCallback): Promise<void> { + const pendingEvents = await this._getEventsAsync(); + if (pendingEvents.length === 0) { + // HACK: Sometimes when node rebuilds the pending block we get back the empty result. + // We don't want to emit a lot of removal events and bring them back after a couple of miliseconds, + // that's why we just ignore those cases. + return; + } + const removedEvents = _.differenceBy(this._lastEvents, pendingEvents, JSON.stringify); + const newEvents = _.differenceBy(pendingEvents, this._lastEvents, JSON.stringify); + await this._emitDifferencesAsync(removedEvents, LogEventState.Removed, callback); + await this._emitDifferencesAsync(newEvents, LogEventState.Added, callback); + this._lastEvents = pendingEvents; + } + private async _getEventsAsync(): Promise<Web3.LogEntry[]> { + const eventFilter = { + fromBlock: BlockParamLiteral.Pending, + toBlock: BlockParamLiteral.Pending, + }; + const events = await this._web3Wrapper.getLogsAsync(eventFilter); + return events; + } + private async _emitDifferencesAsync( + logs: Web3.LogEntry[], logEventState: LogEventState, callback: EventWatcherCallback, + ): Promise<void> { + for (const log of logs) { + const logEvent = { + removed: logEventState === LogEventState.Removed, + ...log, + }; + if (!_.isUndefined(this._intervalIdIfExists)) { + await callback(logEvent); + } + } + } +} diff --git a/packages/0x.js/src/order_watcher/order_state_watcher.ts b/packages/0x.js/src/order_watcher/order_state_watcher.ts new file mode 100644 index 000000000..139f13fdf --- /dev/null +++ b/packages/0x.js/src/order_watcher/order_state_watcher.ts @@ -0,0 +1,232 @@ +import * as _ from 'lodash'; +import {schemas} from '0x-json-schemas'; +import {ZeroEx} from '../0x'; +import {EventWatcher} from './event_watcher'; +import {assert} from '../utils/assert'; +import {utils} from '../utils/utils'; +import {artifacts} from '../artifacts'; +import {AbiDecoder} from '../utils/abi_decoder'; +import {OrderStateUtils} from '../utils/order_state_utils'; +import { + LogEvent, + OrderState, + SignedOrder, + Web3Provider, + BlockParamLiteral, + LogWithDecodedArgs, + ContractEventArgs, + OnOrderStateChangeCallback, + OrderStateWatcherConfig, + ApprovalContractEventArgs, + TransferContractEventArgs, + LogFillContractEventArgs, + LogCancelContractEventArgs, + ExchangeEvents, + TokenEvents, + ZeroExError, +} from '../types'; +import {Web3Wrapper} from '../web3_wrapper'; +import {TokenWrapper} from '../contract_wrappers/token_wrapper'; +import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper'; +import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store'; +import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store'; + +const DEFAULT_NUM_CONFIRMATIONS = 0; + +interface DependentOrderHashes { + [makerAddress: string]: { + [makerToken: string]: Set<string>, + }; +} + +interface OrderByOrderHash { + [orderHash: string]: SignedOrder; +} + +/** + * This class includes all the functionality related to watching a set of orders + * for potential changes in order validity/fillability. The orderWatcher notifies + * the subscriber of these changes so that a final decison can be made on whether + * the order should be deemed invalid. + */ +export class OrderStateWatcher { + private _orderByOrderHash: OrderByOrderHash = {}; + private _dependentOrderHashes: DependentOrderHashes = {}; + private _callbackIfExistsAsync?: OnOrderStateChangeCallback; + private _eventWatcher: EventWatcher; + private _web3Wrapper: Web3Wrapper; + private _abiDecoder: AbiDecoder; + private _orderStateUtils: OrderStateUtils; + private _orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore; + private _balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore; + constructor( + web3Wrapper: Web3Wrapper, abiDecoder: AbiDecoder, token: TokenWrapper, exchange: ExchangeWrapper, + config?: OrderStateWatcherConfig, + ) { + this._abiDecoder = abiDecoder; + this._web3Wrapper = web3Wrapper; + const eventPollingIntervalMs = _.isUndefined(config) ? undefined : config.eventPollingIntervalMs; + this._eventWatcher = new EventWatcher(web3Wrapper, eventPollingIntervalMs); + this._balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(token); + this._orderFilledCancelledLazyStore = new OrderFilledCancelledLazyStore(exchange); + this._orderStateUtils = new OrderStateUtils( + this._balanceAndProxyAllowanceLazyStore, this._orderFilledCancelledLazyStore, + ); + } + /** + * Add an order to the orderStateWatcher. Before the order is added, it's + * signature is verified. + * @param signedOrder The order you wish to start watching. + */ + public addOrder(signedOrder: SignedOrder): void { + assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); + const orderHash = ZeroEx.getOrderHashHex(signedOrder); + assert.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker); + this._orderByOrderHash[orderHash] = signedOrder; + this.addToDependentOrderHashes(signedOrder, orderHash); + } + /** + * Removes an order from the orderStateWatcher + * @param orderHash The orderHash of the order you wish to stop watching. + */ + public removeOrder(orderHash: string): void { + assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema); + const signedOrder = this._orderByOrderHash[orderHash]; + if (_.isUndefined(signedOrder)) { + return; // noop + } + delete this._orderByOrderHash[orderHash]; + this.removeFromDependentOrderHashes(signedOrder.maker, signedOrder.makerTokenAddress, orderHash); + } + /** + * Starts an orderStateWatcher subscription. The callback will be called every time a watched order's + * backing blockchain state has changed. This is a call-to-action for the caller to re-validate the order. + * @param callback Receives the orderHash of the order that should be re-validated, together + * with all the order-relevant blockchain state needed to re-validate the order. + */ + public subscribe(callback: OnOrderStateChangeCallback): void { + assert.isFunction('callback', callback); + if (!_.isUndefined(this._callbackIfExistsAsync)) { + throw new Error(ZeroExError.SubscriptionAlreadyPresent); + } + this._callbackIfExistsAsync = callback; + this._eventWatcher.subscribe(this._onEventWatcherCallbackAsync.bind(this)); + } + /** + * Ends an orderStateWatcher subscription. + */ + public unsubscribe(): void { + if (_.isUndefined(this._callbackIfExistsAsync)) { + throw new Error(ZeroExError.SubscriptionNotFound); + } + this._balanceAndProxyAllowanceLazyStore.deleteAll(); + this._orderFilledCancelledLazyStore.deleteAll(); + delete this._callbackIfExistsAsync; + this._eventWatcher.unsubscribe(); + } + private async _onEventWatcherCallbackAsync(log: LogEvent): Promise<void> { + const maybeDecodedLog = this._abiDecoder.tryToDecodeLogOrNoop(log); + const isLogDecoded = !_.isUndefined((maybeDecodedLog as LogWithDecodedArgs<any>).event); + if (!isLogDecoded) { + return; // noop + } + const decodedLog = maybeDecodedLog as LogWithDecodedArgs<ContractEventArgs>; + let makerToken: string; + let makerAddress: string; + let orderHashesSet: Set<string>; + switch (decodedLog.event) { + case TokenEvents.Approval: + { + // Invalidate cache + const args = decodedLog.args as ApprovalContractEventArgs; + this._balanceAndProxyAllowanceLazyStore.deleteProxyAllowance(decodedLog.address, args._owner); + // Revalidate orders + makerToken = decodedLog.address; + makerAddress = args._owner; + orderHashesSet = _.get(this._dependentOrderHashes, [makerAddress, makerToken]); + if (!_.isUndefined(orderHashesSet)) { + const orderHashes = Array.from(orderHashesSet); + await this._emitRevalidateOrdersAsync(orderHashes); + } + break; + } + case TokenEvents.Transfer: + { + // Invalidate cache + const args = decodedLog.args as TransferContractEventArgs; + this._balanceAndProxyAllowanceLazyStore.deleteBalance(decodedLog.address, args._from); + this._balanceAndProxyAllowanceLazyStore.deleteBalance(decodedLog.address, args._to); + // Revalidate orders + makerToken = decodedLog.address; + makerAddress = args._from; + orderHashesSet = _.get(this._dependentOrderHashes, [makerAddress, makerToken]); + if (!_.isUndefined(orderHashesSet)) { + const orderHashes = Array.from(orderHashesSet); + await this._emitRevalidateOrdersAsync(orderHashes); + } + break; + } + case ExchangeEvents.LogFill: + { + // Invalidate cache + const args = decodedLog.args as LogFillContractEventArgs; + this._orderFilledCancelledLazyStore.deleteFilledTakerAmount(args.orderHash); + // Revalidate orders + const orderHash = args.orderHash; + const isOrderWatched = !_.isUndefined(this._orderByOrderHash[orderHash]); + if (isOrderWatched) { + await this._emitRevalidateOrdersAsync([orderHash]); + } + break; + } + case ExchangeEvents.LogCancel: + { + // Invalidate cache + const args = decodedLog.args as LogCancelContractEventArgs; + this._orderFilledCancelledLazyStore.deleteCancelledTakerAmount(args.orderHash); + // Revalidate orders + const orderHash = args.orderHash; + const isOrderWatched = !_.isUndefined(this._orderByOrderHash[orderHash]); + if (isOrderWatched) { + await this._emitRevalidateOrdersAsync([orderHash]); + } + break; + } + case ExchangeEvents.LogError: + return; // noop + + default: + throw utils.spawnSwitchErr('decodedLog.event', decodedLog.event); + } + } + private async _emitRevalidateOrdersAsync(orderHashes: string[]): Promise<void> { + for (const orderHash of orderHashes) { + const signedOrder = this._orderByOrderHash[orderHash] as SignedOrder; + // Most of these calls will never reach the network because the data is fetched from stores + // and only updated when cache is invalidated + const orderState = await this._orderStateUtils.getOrderStateAsync(signedOrder); + if (_.isUndefined(this._callbackIfExistsAsync)) { + break; // Unsubscribe was called + } + await this._callbackIfExistsAsync(orderState); + } + } + private addToDependentOrderHashes(signedOrder: SignedOrder, orderHash: string) { + if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker])) { + this._dependentOrderHashes[signedOrder.maker] = {}; + } + if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress])) { + this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress] = new Set(); + } + this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress].add(orderHash); + } + private removeFromDependentOrderHashes(makerAddress: string, makerTokenAddress: string, orderHash: string) { + this._dependentOrderHashes[makerAddress][makerTokenAddress].delete(orderHash); + if (this._dependentOrderHashes[makerAddress][makerTokenAddress].size === 0) { + delete this._dependentOrderHashes[makerAddress][makerTokenAddress]; + } + if (_.isEmpty(this._dependentOrderHashes[makerAddress])) { + delete this._dependentOrderHashes[makerAddress]; + } + } +} diff --git a/packages/0x.js/src/schemas/zero_ex_config_schema.ts b/packages/0x.js/src/schemas/zero_ex_config_schema.ts new file mode 100644 index 000000000..6d4b3ed27 --- /dev/null +++ b/packages/0x.js/src/schemas/zero_ex_config_schema.ts @@ -0,0 +1,23 @@ +export const zeroExConfigSchema = { + id: '/ZeroExConfig', + properties: { + gasPrice: {$ref: '/Number'}, + exchangeContractAddress: {$ref: '/Address'}, + tokenRegistryContractAddress: {$ref: '/Address'}, + etherTokenContractAddress: {$ref: '/Address'}, + orderWatcherConfig: { + type: 'object', + properties: { + pollingIntervalMs: { + type: 'number', + minimum: 0, + }, + numConfirmations: { + type: 'number', + minimum: 0, + }, + }, + }, + }, + type: 'object', +}; 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 new file mode 100644 index 000000000..c83e61606 --- /dev/null +++ b/packages/0x.js/src/stores/balance_proxy_allowance_lazy_store.ts @@ -0,0 +1,82 @@ +import * as _ from 'lodash'; +import * as Web3 from 'web3'; +import {BigNumber} from 'bignumber.js'; +import {TokenWrapper} from '../contract_wrappers/token_wrapper'; +import {BlockParamLiteral} from '../types'; + +/** + * Copy on read store for balances/proxyAllowances of tokens/accounts + */ +export class BalanceAndProxyAllowanceLazyStore { + private token: TokenWrapper; + private balance: { + [tokenAddress: string]: { + [userAddress: string]: BigNumber, + }, + }; + private proxyAllowance: { + [tokenAddress: string]: { + [userAddress: string]: BigNumber, + }, + }; + constructor(token: TokenWrapper) { + this.token = token; + 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, + }; + const balance = await this.token.getBalanceAsync(tokenAddress, userAddress, methodOpts); + this.setBalance(tokenAddress, userAddress, balance); + } + const cachedBalance = this.balance[tokenAddress][userAddress]; + return cachedBalance; + } + public setBalance(tokenAddress: string, userAddress: string, balance: BigNumber): void { + if (_.isUndefined(this.balance[tokenAddress])) { + this.balance[tokenAddress] = {}; + } + this.balance[tokenAddress][userAddress] = balance; + } + public deleteBalance(tokenAddress: string, userAddress: string): void { + if (!_.isUndefined(this.balance[tokenAddress])) { + delete this.balance[tokenAddress][userAddress]; + if (_.isEmpty(this.balance[tokenAddress])) { + delete this.balance[tokenAddress]; + } + } + } + public async getProxyAllowanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber> { + if (_.isUndefined(this.proxyAllowance[tokenAddress]) || + _.isUndefined(this.proxyAllowance[tokenAddress][userAddress])) { + const methodOpts = { + defaultBlock: BlockParamLiteral.Pending, + }; + const proxyAllowance = await this.token.getProxyAllowanceAsync(tokenAddress, userAddress, methodOpts); + this.setProxyAllowance(tokenAddress, userAddress, proxyAllowance); + } + const cachedProxyAllowance = this.proxyAllowance[tokenAddress][userAddress]; + return cachedProxyAllowance; + } + public setProxyAllowance(tokenAddress: string, userAddress: string, proxyAllowance: BigNumber): void { + if (_.isUndefined(this.proxyAllowance[tokenAddress])) { + this.proxyAllowance[tokenAddress] = {}; + } + this.proxyAllowance[tokenAddress][userAddress] = proxyAllowance; + } + public deleteProxyAllowance(tokenAddress: string, userAddress: string): void { + if (!_.isUndefined(this.proxyAllowance[tokenAddress])) { + delete this.proxyAllowance[tokenAddress][userAddress]; + if (_.isEmpty(this.proxyAllowance[tokenAddress])) { + delete this.proxyAllowance[tokenAddress]; + } + } + } + public deleteAll(): void { + this.balance = {}; + this.proxyAllowance = {}; + } +} diff --git a/packages/0x.js/src/stores/order_filled_cancelled_lazy_store.ts b/packages/0x.js/src/stores/order_filled_cancelled_lazy_store.ts new file mode 100644 index 000000000..9d74da096 --- /dev/null +++ b/packages/0x.js/src/stores/order_filled_cancelled_lazy_store.ts @@ -0,0 +1,61 @@ +import * as _ from 'lodash'; +import * as Web3 from 'web3'; +import {BigNumber} from 'bignumber.js'; +import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper'; +import {BlockParamLiteral} from '../types'; + +/** + * Copy on read store for filled/cancelled taker amounts + */ +export class OrderFilledCancelledLazyStore { + private exchange: ExchangeWrapper; + private filledTakerAmount: { + [orderHash: string]: BigNumber, + }; + private cancelledTakerAmount: { + [orderHash: string]: BigNumber, + }; + constructor(exchange: ExchangeWrapper) { + this.exchange = exchange; + this.filledTakerAmount = {}; + this.cancelledTakerAmount = {}; + } + public async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber> { + if (_.isUndefined(this.filledTakerAmount[orderHash])) { + const methodOpts = { + defaultBlock: BlockParamLiteral.Pending, + }; + const filledTakerAmount = await this.exchange.getFilledTakerAmountAsync(orderHash, methodOpts); + this.setFilledTakerAmount(orderHash, filledTakerAmount); + } + const cachedFilled = this.filledTakerAmount[orderHash]; + return cachedFilled; + } + public setFilledTakerAmount(orderHash: string, filledTakerAmount: BigNumber): void { + this.filledTakerAmount[orderHash] = filledTakerAmount; + } + public deleteFilledTakerAmount(orderHash: string): void { + delete this.filledTakerAmount[orderHash]; + } + public async getCancelledTakerAmountAsync(orderHash: string): Promise<BigNumber> { + if (_.isUndefined(this.cancelledTakerAmount[orderHash])) { + const methodOpts = { + defaultBlock: BlockParamLiteral.Pending, + }; + const cancelledTakerAmount = await this.exchange.getCanceledTakerAmountAsync(orderHash, methodOpts); + this.setCancelledTakerAmount(orderHash, cancelledTakerAmount); + } + const cachedCancelled = this.cancelledTakerAmount[orderHash]; + return cachedCancelled; + } + public setCancelledTakerAmount(orderHash: string, cancelledTakerAmount: BigNumber): void { + this.cancelledTakerAmount[orderHash] = cancelledTakerAmount; + } + public deleteCancelledTakerAmount(orderHash: string): void { + delete this.cancelledTakerAmount[orderHash]; + } + public deleteAll(): void { + this.filledTakerAmount = {}; + this.cancelledTakerAmount = {}; + } +} diff --git a/packages/0x.js/src/subproviders/empty_wallet_subprovider.ts b/packages/0x.js/src/subproviders/empty_wallet_subprovider.ts new file mode 100644 index 000000000..2f260217c --- /dev/null +++ b/packages/0x.js/src/subproviders/empty_wallet_subprovider.ts @@ -0,0 +1,24 @@ +import {JSONRPCPayload} from '../types'; + +/* + * This class implements the web3-provider-engine subprovider interface and returns + * that the provider has no addresses when queried. + * Source: https://github.com/MetaMask/provider-engine/blob/master/subproviders/subprovider.js + */ +export class EmptyWalletSubProvider { + public handleRequest(payload: JSONRPCPayload, next: () => void, end: (err: Error|null, result: any) => void) { + switch (payload.method) { + case 'eth_accounts': + end(null, []); + return; + + default: + next(); + return; + } + } + // Required to implement this method despite not needing it for this subprovider + public setEngine(engine: any) { + // noop + } +} diff --git a/packages/0x.js/src/types.ts b/packages/0x.js/src/types.ts new file mode 100644 index 000000000..11683378f --- /dev/null +++ b/packages/0x.js/src/types.ts @@ -0,0 +1,525 @@ +import * as Web3 from 'web3'; +import BigNumber from 'bignumber.js'; + +export enum ZeroExError { + ContractDoesNotExist = 'CONTRACT_DOES_NOT_EXIST', + ExchangeContractDoesNotExist = 'EXCHANGE_CONTRACT_DOES_NOT_EXIST', + UnhandledError = 'UNHANDLED_ERROR', + UserHasNoAssociatedAddress = 'USER_HAS_NO_ASSOCIATED_ADDRESSES', + InvalidSignature = 'INVALID_SIGNATURE', + ContractNotDeployedOnNetwork = 'CONTRACT_NOT_DEPLOYED_ON_NETWORK', + InsufficientAllowanceForTransfer = 'INSUFFICIENT_ALLOWANCE_FOR_TRANSFER', + InsufficientBalanceForTransfer = 'INSUFFICIENT_BALANCE_FOR_TRANSFER', + InsufficientEthBalanceForDeposit = 'INSUFFICIENT_ETH_BALANCE_FOR_DEPOSIT', + InsufficientWEthBalanceForWithdrawal = 'INSUFFICIENT_WETH_BALANCE_FOR_WITHDRAWAL', + InvalidJump = 'INVALID_JUMP', + OutOfGas = 'OUT_OF_GAS', + NoNetworkId = 'NO_NETWORK_ID', + SubscriptionNotFound = 'SUBSCRIPTION_NOT_FOUND', + SubscriptionAlreadyPresent = 'SUBSCRIPTION_ALREADY_PRESENT', + TransactionMiningTimeout = 'TRANSACTION_MINING_TIMEOUT', +} + +export enum InternalZeroExError { + NoAbiDecoder = 'NO_ABI_DECODER', + ZrxNotInTokenRegistry = 'ZRX_NOT_IN_TOKEN_REGISTRY', +} + +/** + * Elliptic Curve signature + */ +export interface ECSignature { + v: number; + r: string; + s: string; +} + +export type OrderAddresses = [string, string, string, string, string]; + +export type OrderValues = [BigNumber, BigNumber, BigNumber, + BigNumber, BigNumber, BigNumber]; + +export type LogEvent = Web3.LogEntryEvent; +export type DecodedLogEvent<ArgsType> = Web3.DecodedLogEntryEvent<ArgsType>; + +export type EventCallbackAsync<ArgsType> = (err: null|Error, log?: DecodedLogEvent<ArgsType>) => Promise<void>; +export type EventCallbackSync<ArgsType> = (err: null|Error, log?: DecodedLogEvent<ArgsType>) => void; +export type EventCallback<ArgsType> = EventCallbackSync<ArgsType>|EventCallbackAsync<ArgsType>; + +export type EventWatcherCallbackSync = (log: LogEvent) => void; +export type EventWatcherCallbackAsync = (log: LogEvent) => Promise<void>; +export type EventWatcherCallback = EventWatcherCallbackSync|EventWatcherCallbackAsync; + +export interface ExchangeContract extends Web3.ContractInstance { + isValidSignature: { + callAsync: (signerAddressHex: string, dataHex: string, v: number, r: string, s: string, + txOpts?: TxOpts) => Promise<boolean>; + }; + ZRX_TOKEN_CONTRACT: { + callAsync: () => Promise<string>; + }; + TOKEN_TRANSFER_PROXY_CONTRACT: { + callAsync: () => Promise<string>; + }; + getUnavailableTakerTokenAmount: { + callAsync: (orderHash: string, defaultBlock?: Web3.BlockParam) => Promise<BigNumber>; + }; + isRoundingError: { + callAsync: (takerTokenFillAmount: BigNumber, takerTokenAmount: BigNumber, + makerTokenAmount: BigNumber, txOpts?: TxOpts) => Promise<boolean>; + }; + fillOrder: { + sendTransactionAsync: (orderAddresses: OrderAddresses, orderValues: OrderValues, + fillTakerTokenAmount: BigNumber, + shouldThrowOnInsufficientBalanceOrAllowance: boolean, + v: number, r: string, s: string, txOpts?: TxOpts) => Promise<string>; + estimateGasAsync: (orderAddresses: OrderAddresses, orderValues: OrderValues, + fillTakerTokenAmount: BigNumber, + shouldThrowOnInsufficientBalanceOrAllowance: boolean, + v: number, r: string, s: string, txOpts?: TxOpts) => Promise<number>; + }; + batchFillOrders: { + sendTransactionAsync: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], + fillTakerTokenAmounts: BigNumber[], + shouldThrowOnInsufficientBalanceOrAllowance: boolean, + v: number[], r: string[], s: string[], txOpts?: TxOpts) => Promise<string>; + estimateGasAsync: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], + fillTakerTokenAmounts: BigNumber[], + shouldThrowOnInsufficientBalanceOrAllowance: boolean, + v: number[], r: string[], s: string[], txOpts?: TxOpts) => Promise<number>; + }; + fillOrdersUpTo: { + sendTransactionAsync: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], + fillTakerTokenAmount: BigNumber, + shouldThrowOnInsufficientBalanceOrAllowance: boolean, + v: number[], r: string[], s: string[], txOpts?: TxOpts) => Promise<string>; + estimateGasAsync: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], + fillTakerTokenAmount: BigNumber, + shouldThrowOnInsufficientBalanceOrAllowance: boolean, + v: number[], r: string[], s: string[], txOpts?: TxOpts) => Promise<number>; + }; + cancelOrder: { + sendTransactionAsync: (orderAddresses: OrderAddresses, orderValues: OrderValues, + cancelTakerTokenAmount: BigNumber, txOpts?: TxOpts) => Promise<string>; + estimateGasAsync: (orderAddresses: OrderAddresses, orderValues: OrderValues, + cancelTakerTokenAmount: BigNumber, + txOpts?: TxOpts) => Promise<number>; + }; + batchCancelOrders: { + sendTransactionAsync: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], + cancelTakerTokenAmounts: BigNumber[], txOpts?: TxOpts) => Promise<string>; + estimateGasAsync: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], + cancelTakerTokenAmounts: BigNumber[], + txOpts?: TxOpts) => Promise<number>; + }; + fillOrKillOrder: { + sendTransactionAsync: (orderAddresses: OrderAddresses, orderValues: OrderValues, + fillTakerTokenAmount: BigNumber, + v: number, r: string, s: string, txOpts?: TxOpts) => Promise<string>; + estimateGasAsync: (orderAddresses: OrderAddresses, orderValues: OrderValues, + fillTakerTokenAmount: BigNumber, + v: number, r: string, s: string, txOpts?: TxOpts) => Promise<number>; + }; + batchFillOrKillOrders: { + sendTransactionAsync: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], + fillTakerTokenAmounts: BigNumber[], + v: number[], r: string[], s: string[], txOpts: TxOpts) => Promise<string>; + estimateGasAsync: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], + fillTakerTokenAmounts: BigNumber[], + v: number[], r: string[], s: string[], txOpts?: TxOpts) => Promise<number>; + }; + filled: { + callAsync: (orderHash: string, defaultBlock?: Web3.BlockParam) => Promise<BigNumber>; + }; + cancelled: { + callAsync: (orderHash: string, defaultBlock?: Web3.BlockParam) => Promise<BigNumber>; + }; + getOrderHash: { + callAsync: (orderAddresses: OrderAddresses, orderValues: OrderValues) => Promise<string>; + }; +} + +export interface TokenContract extends Web3.ContractInstance { + balanceOf: { + callAsync: (address: string, defaultBlock?: Web3.BlockParam) => Promise<BigNumber>; + }; + allowance: { + callAsync: (ownerAddress: string, allowedAddress: string, + defaultBlock?: Web3.BlockParam) => Promise<BigNumber>; + }; + transfer: { + sendTransactionAsync: (toAddress: string, amountInBaseUnits: BigNumber, + txOpts?: TxOpts) => Promise<string>; + }; + transferFrom: { + sendTransactionAsync: (fromAddress: string, toAddress: string, amountInBaseUnits: BigNumber, + txOpts?: TxOpts) => Promise<string>; + }; + approve: { + sendTransactionAsync: (proxyAddress: string, amountInBaseUnits: BigNumber, + txOpts?: TxOpts) => Promise<string>; + }; +} + +export interface TokenRegistryContract extends Web3.ContractInstance { + getTokenMetaData: { + callAsync: (address: string) => Promise<TokenMetadata>; + }; + getTokenAddresses: { + callAsync: () => Promise<string[]>; + }; + getTokenAddressBySymbol: { + callAsync: (symbol: string) => Promise<string>; + }; + getTokenAddressByName: { + callAsync: (name: string) => Promise<string>; + }; + getTokenBySymbol: { + callAsync: (symbol: string) => Promise<TokenMetadata>; + }; + getTokenByName: { + callAsync: (name: string) => Promise<TokenMetadata>; + }; +} + +export interface EtherTokenContract extends Web3.ContractInstance { + deposit: { + sendTransactionAsync: (txOpts: TxOpts) => Promise<string>; + }; + withdraw: { + sendTransactionAsync: (amount: BigNumber, txOpts: TxOpts) => Promise<string>; + }; +} + +export interface TokenTransferProxyContract extends Web3.ContractInstance { + getAuthorizedAddresses: { + callAsync: () => Promise<string[]>; + }; + authorized: { + callAsync: (address: string) => Promise<boolean>; + }; +} + +export enum SolidityTypes { + Address = 'address', + Uint256 = 'uint256', + Uint8 = 'uint8', + Uint = 'uint', +} + +export enum ExchangeContractErrCodes { + ERROR_FILL_EXPIRED, // Order has already expired + ERROR_FILL_NO_VALUE, // Order has already been fully filled or cancelled + ERROR_FILL_TRUNCATION, // Rounding error too large + ERROR_FILL_BALANCE_ALLOWANCE, // Insufficient balance or allowance for token transfer + ERROR_CANCEL_EXPIRED, // Order has already expired + ERROR_CANCEL_NO_VALUE, // Order has already been fully filled or cancelled +} + +export enum ExchangeContractErrs { + OrderFillExpired = 'ORDER_FILL_EXPIRED', + OrderCancelExpired = 'ORDER_CANCEL_EXPIRED', + OrderCancelAmountZero = 'ORDER_CANCEL_AMOUNT_ZERO', + OrderAlreadyCancelledOrFilled = 'ORDER_ALREADY_CANCELLED_OR_FILLED', + OrderFillAmountZero = 'ORDER_FILL_AMOUNT_ZERO', + OrderRemainingFillAmountZero = 'ORDER_REMAINING_FILL_AMOUNT_ZERO', + OrderFillRoundingError = 'ORDER_FILL_ROUNDING_ERROR', + FillBalanceAllowanceError = 'FILL_BALANCE_ALLOWANCE_ERROR', + InsufficientTakerBalance = 'INSUFFICIENT_TAKER_BALANCE', + InsufficientTakerAllowance = 'INSUFFICIENT_TAKER_ALLOWANCE', + InsufficientMakerBalance = 'INSUFFICIENT_MAKER_BALANCE', + InsufficientMakerAllowance = 'INSUFFICIENT_MAKER_ALLOWANCE', + InsufficientTakerFeeBalance = 'INSUFFICIENT_TAKER_FEE_BALANCE', + InsufficientTakerFeeAllowance = 'INSUFFICIENT_TAKER_FEE_ALLOWANCE', + InsufficientMakerFeeBalance = 'INSUFFICIENT_MAKER_FEE_BALANCE', + InsufficientMakerFeeAllowance = 'INSUFFICIENT_MAKER_FEE_ALLOWANCE', + TransactionSenderIsNotFillOrderTaker = 'TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER', + MultipleMakersInSingleCancelBatchDisallowed = 'MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH_DISALLOWED', + InsufficientRemainingFillAmount = 'INSUFFICIENT_REMAINING_FILL_AMOUNT', + MultipleTakerTokensInFillUpToDisallowed = 'MULTIPLE_TAKER_TOKENS_IN_FILL_UP_TO_DISALLOWED', + BatchOrdersMustHaveSameExchangeAddress = 'BATCH_ORDERS_MUST_HAVE_SAME_EXCHANGE_ADDRESS', + BatchOrdersMustHaveAtLeastOneItem = 'BATCH_ORDERS_MUST_HAVE_AT_LEAST_ONE_ITEM', +} + +export type RawLog = Web3.LogEntry; + +export interface ContractEvent { + logIndex: number; + transactionIndex: number; + transactionHash: string; + blockHash: string; + blockNumber: number; + address: string; + type: string; + event: string; + args: ContractEventArgs; +} + +export interface LogFillContractEventArgs { + maker: string; + taker: string; + feeRecipient: string; + makerToken: string; + takerToken: string; + filledMakerTokenAmount: BigNumber; + filledTakerTokenAmount: BigNumber; + paidMakerFee: BigNumber; + paidTakerFee: BigNumber; + tokens: string; + orderHash: string; +} +export interface LogCancelContractEventArgs { + maker: string; + feeRecipient: string; + makerToken: string; + takerToken: string; + cancelledMakerTokenAmount: BigNumber; + cancelledTakerTokenAmount: BigNumber; + tokens: string; + orderHash: string; +} +export interface LogErrorContractEventArgs { + errorId: BigNumber; + orderHash: string; +} +export type ExchangeContractEventArgs = LogFillContractEventArgs|LogCancelContractEventArgs|LogErrorContractEventArgs; +export interface TransferContractEventArgs { + _from: string; + _to: string; + _value: BigNumber; +} +export interface ApprovalContractEventArgs { + _owner: string; + _spender: string; + _value: BigNumber; +} +export type TokenContractEventArgs = TransferContractEventArgs|ApprovalContractEventArgs; +export type ContractEventArgs = ExchangeContractEventArgs|TokenContractEventArgs; +export type ContractEventArg = string|BigNumber; + +export interface Order { + maker: string; + taker: string; + makerFee: BigNumber; + takerFee: BigNumber; + makerTokenAmount: BigNumber; + takerTokenAmount: BigNumber; + makerTokenAddress: string; + takerTokenAddress: string; + salt: BigNumber; + exchangeContractAddress: string; + feeRecipient: string; + expirationUnixTimestampSec: BigNumber; +} + +export interface SignedOrder extends Order { + ecSignature: ECSignature; +} + +// [address, name, symbol, decimals, ipfsHash, swarmHash] +export type TokenMetadata = [string, string, string, BigNumber, string, string]; + +export interface Token { + name: string; + address: string; + symbol: string; + decimals: number; +} + +export interface TxOpts { + from: string; + gas?: number; + value?: BigNumber; +} + +export interface TokenAddressBySymbol { + [symbol: string]: string; +} + +export enum ExchangeEvents { + LogFill = 'LogFill', + LogCancel = 'LogCancel', + LogError = 'LogError', +} + +export enum TokenEvents { + Transfer = 'Transfer', + Approval = 'Approval', +} + +export type ContractEvents = TokenEvents|ExchangeEvents; + +export interface IndexedFilterValues { + [index: string]: ContractEventArg; +} + +export enum BlockParamLiteral { + Latest = 'latest', + Earliest = 'earliest', + Pending = 'pending', +} + +export type BlockParam = BlockParamLiteral|number; + +export interface SubscriptionOpts { + fromBlock: BlockParam; + toBlock: BlockParam; +} + +export type DoneCallback = (err?: Error) => void; + +export interface OrderCancellationRequest { + order: Order|SignedOrder; + takerTokenCancelAmount: BigNumber; +} + +export interface OrderFillRequest { + signedOrder: SignedOrder; + takerTokenFillAmount: BigNumber; +} + +export type AsyncMethod = (...args: any[]) => Promise<any>; + +/** + * We re-export the `Web3.Provider` type specified in the Web3 Typescript typings + * since it is the type of the `provider` argument to the `ZeroEx` constructor. + * It is however a `Web3` library type, not a native `0x.js` type. + */ +export type Web3Provider = Web3.Provider; + +export interface ExchangeContractByAddress { + [address: string]: ExchangeContract; +} + +export interface JSONRPCPayload { + params: any[]; + method: string; +} + +/* + * eventPollingIntervalMs: How often to poll the Ethereum node for new events + */ +export interface OrderStateWatcherConfig { + eventPollingIntervalMs?: number; +} + +/* + * gasPrice: Gas price to use with every transaction + * exchangeContractAddress: The address of an exchange contract to use + * tokenRegistryContractAddress: The address of a token registry contract to use + * etherTokenContractAddress: The address of an ether token contract to use + * orderWatcherConfig: All the configs related to the orderWatcher + */ +export interface ZeroExConfig { + gasPrice?: BigNumber; // Gas price to use with every transaction + exchangeContractAddress?: string; + tokenRegistryContractAddress?: string; + etherTokenContractAddress?: string; + orderWatcherConfig?: OrderStateWatcherConfig; +} + +export enum AbiType { + Function = 'function', + Constructor = 'constructor', + Event = 'event', + Fallback = 'fallback', +} + +export interface DecodedLogArgs { + [argName: string]: ContractEventArg; +} + +export interface LogWithDecodedArgs<ArgsType> extends Web3.DecodedLogEntry<ArgsType> {} + +export interface TransactionReceiptWithDecodedLogs extends TransactionReceipt { + logs: Array<LogWithDecodedArgs<DecodedLogArgs>|Web3.LogEntry>; +} + +export interface Artifact { + abi: any; + networks: {[networkId: number]: { + address: string; + }}; +} + +/* + * expectedFillTakerTokenAmount: If specified, the validation method will ensure that the + * supplied order maker has a sufficient allowance/balance to fill this amount of the order's + * takerTokenAmount. If not specified, the validation method ensures that the maker has a sufficient + * allowance/balance to fill the entire remaining order amount. + */ +export interface ValidateOrderFillableOpts { + expectedFillTakerTokenAmount?: BigNumber; +} + +/* + * defaultBlock: The block up to which to query the blockchain state. Setting this to a historical block number + * let's the user query the blockchain's state at an arbitrary point in time. In order for this to work, the + * backing Ethereum node must keep the entire historical state of the chain (e.g setting `--pruning=archive` + * flag when running Parity). + */ +export interface MethodOpts { + defaultBlock?: Web3.BlockParam; +} + +/* + * shouldValidate: Flag indicating whether the library should make attempts to validate a transaction before + * broadcasting it. For example, order has a valid signature, maker has sufficient funds, etc. + */ +export interface OrderTransactionOpts { + shouldValidate: boolean; +} + +export type FilterObject = Web3.FilterObject; + +export enum TradeSide { + Maker = 'maker', + Taker = 'taker', +} + +export enum TransferType { + Trade = 'trade', + Fee = 'fee', +} + +export interface OrderRelevantState { + makerBalance: BigNumber; + makerProxyAllowance: BigNumber; + makerFeeBalance: BigNumber; + makerFeeProxyAllowance: BigNumber; + filledTakerTokenAmount: BigNumber; + canceledTakerTokenAmount: BigNumber; + remainingFillableMakerTokenAmount: BigNumber; +} + +export interface OrderStateValid { + isValid: true; + orderHash: string; + orderRelevantState: OrderRelevantState; +} + +export interface OrderStateInvalid { + isValid: false; + orderHash: string; + error: ExchangeContractErrs; +} + +export type OrderState = OrderStateValid|OrderStateInvalid; + +export type OnOrderStateChangeCallbackSync = (orderState: OrderState) => void; +export type OnOrderStateChangeCallbackAsync = (orderState: OrderState) => Promise<void>; +export type OnOrderStateChangeCallback = OnOrderStateChangeCallbackAsync|OnOrderStateChangeCallbackSync; + +export interface TransactionReceipt { + blockHash: string; + blockNumber: number; + transactionHash: string; + transactionIndex: number; + from: string; + to: string; + status: null|0|1; + cumulativeGasUsed: number; + gasUsed: number; + contractAddress: string|null; + logs: Web3.LogEntry[]; +} 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); + }, +}; diff --git a/packages/0x.js/src/web3_wrapper.ts b/packages/0x.js/src/web3_wrapper.ts new file mode 100644 index 000000000..c937f9288 --- /dev/null +++ b/packages/0x.js/src/web3_wrapper.ts @@ -0,0 +1,172 @@ +import * as _ from 'lodash'; +import * as Web3 from 'web3'; +import BigNumber from 'bignumber.js'; +import promisify = require('es6-promisify'); +import {ZeroExError, Artifact, TransactionReceipt} from './types'; +import {Contract} from './contract'; + +export class Web3Wrapper { + private web3: Web3; + private defaults: Partial<Web3.TxData>; + private networkIdIfExists?: number; + private jsonRpcRequestId: number; + constructor(provider: Web3.Provider, defaults?: Partial<Web3.TxData>) { + if (_.isUndefined((provider as any).sendAsync)) { + // Web3@1.0 provider doesn't support synchronous http requests, + // so it only has an async `send` method, instead of a `send` and `sendAsync` in web3@0.x.x` + // We re-assign the send method so that Web3@1.0 providers work with 0x.js + (provider as any).sendAsync = (provider as any).send; + } + this.web3 = new Web3(); + this.web3.setProvider(provider); + this.defaults = defaults || {}; + this.jsonRpcRequestId = 0; + } + public setProvider(provider: Web3.Provider) { + delete this.networkIdIfExists; + this.web3.setProvider(provider); + } + public isAddress(address: string): boolean { + return this.web3.isAddress(address); + } + public async isSenderAddressAvailableAsync(senderAddress: string): Promise<boolean> { + const addresses = await this.getAvailableAddressesAsync(); + return _.includes(addresses, senderAddress); + } + public async getNodeVersionAsync(): Promise<string> { + const nodeVersion = await promisify(this.web3.version.getNode)(); + return nodeVersion; + } + public async getTransactionReceiptAsync(txHash: string): Promise<TransactionReceipt> { + const transactionReceipt = await promisify(this.web3.eth.getTransactionReceipt)(txHash); + transactionReceipt.status = this.normalizeTxReceiptStatus(transactionReceipt.status); + return transactionReceipt; + } + public getCurrentProvider(): Web3.Provider { + return this.web3.currentProvider; + } + public async getNetworkIdIfExistsAsync(): Promise<number|undefined> { + if (!_.isUndefined(this.networkIdIfExists)) { + return this.networkIdIfExists; + } + + try { + const networkId = await this.getNetworkAsync(); + this.networkIdIfExists = Number(networkId); + return this.networkIdIfExists; + } catch (err) { + return undefined; + } + } + public async getContractInstanceFromArtifactAsync<A extends Web3.ContractInstance>(artifact: Artifact, + address?: string): Promise<A> { + let contractAddress: string; + if (_.isUndefined(address)) { + const networkIdIfExists = await this.getNetworkIdIfExistsAsync(); + if (_.isUndefined(networkIdIfExists)) { + throw new Error(ZeroExError.NoNetworkId); + } + if (_.isUndefined(artifact.networks[networkIdIfExists])) { + throw new Error(ZeroExError.ContractNotDeployedOnNetwork); + } + contractAddress = artifact.networks[networkIdIfExists].address.toLowerCase(); + } else { + contractAddress = address; + } + const doesContractExist = await this.doesContractExistAtAddressAsync(contractAddress); + if (!doesContractExist) { + throw new Error(ZeroExError.ContractDoesNotExist); + } + const contractInstance = this.getContractInstance<A>( + artifact.abi, contractAddress, + ); + return contractInstance; + } + public toWei(ethAmount: BigNumber): BigNumber { + const balanceWei = this.web3.toWei(ethAmount, 'ether'); + return balanceWei; + } + public async getBalanceInWeiAsync(owner: string): Promise<BigNumber> { + let balanceInWei = await promisify(this.web3.eth.getBalance)(owner); + balanceInWei = new BigNumber(balanceInWei); + return balanceInWei; + } + public async doesContractExistAtAddressAsync(address: string): Promise<boolean> { + const code = await promisify(this.web3.eth.getCode)(address); + // Regex matches 0x0, 0x00, 0x in order to accommodate poorly implemented clients + const codeIsEmpty = /^0x0{0,40}$/i.test(code); + return !codeIsEmpty; + } + public async signTransactionAsync(address: string, message: string): Promise<string> { + const signData = await promisify(this.web3.eth.sign)(address, message); + return signData; + } + public async getBlockNumberAsync(): Promise<number> { + const blockNumber = await promisify(this.web3.eth.getBlockNumber)(); + return blockNumber; + } + public async getBlockAsync(blockParam: string|Web3.BlockParam): Promise<Web3.BlockWithoutTransactionData> { + const block = await promisify(this.web3.eth.getBlock)(blockParam); + return block; + } + public async getBlockTimestampAsync(blockParam: string|Web3.BlockParam): Promise<number> { + const {timestamp} = await this.getBlockAsync(blockParam); + return timestamp; + } + public async getAvailableAddressesAsync(): Promise<string[]> { + const addresses: string[] = await promisify(this.web3.eth.getAccounts)(); + return addresses; + } + public async getLogsAsync(filter: Web3.FilterObject): Promise<Web3.LogEntry[]> { + let fromBlock = filter.fromBlock; + if (_.isNumber(fromBlock)) { + fromBlock = this.web3.toHex(fromBlock); + } + let toBlock = filter.toBlock; + if (_.isNumber(toBlock)) { + toBlock = this.web3.toHex(toBlock); + } + const serializedFilter = { + ...filter, + fromBlock, + toBlock, + }; + const payload = { + jsonrpc: '2.0', + id: this.jsonRpcRequestId++, + method: 'eth_getLogs', + params: [serializedFilter], + }; + const logs = await this.sendRawPayloadAsync(payload); + return logs; + } + private getContractInstance<A extends Web3.ContractInstance>(abi: Web3.ContractAbi, address: string): A { + const web3ContractInstance = this.web3.eth.contract(abi).at(address); + const contractInstance = new Contract(web3ContractInstance, this.defaults) as any as A; + return contractInstance; + } + private async getNetworkAsync(): Promise<number> { + const networkId = await promisify(this.web3.version.getNetwork)(); + return networkId; + } + private async sendRawPayloadAsync(payload: Web3.JSONRPCRequestPayload): Promise<any> { + const sendAsync = this.web3.currentProvider.sendAsync.bind(this.web3.currentProvider); + const response = await promisify(sendAsync)(payload); + const result = response.result; + return result; + } + private normalizeTxReceiptStatus(status: undefined|null|string|0|1): null|0|1 { + // Transaction status might have four values + // undefined - Testrpc and other old clients + // null - New clients on old transactions + // number - Parity + // hex - Geth + if (_.isString(status)) { + return this.web3.toDecimal(status) as 0|1; + } else if (_.isUndefined(status)) { + return null; + } else { + return status; + } + } +} |