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-rw-r--r--packages/0x.js/src/0x.ts2
-rw-r--r--packages/0x.js/src/contract.ts2
-rw-r--r--packages/0x.js/src/contract_wrappers/exchange_wrapper.ts2
-rw-r--r--packages/0x.js/src/contract_wrappers/token_wrapper.ts2
-rw-r--r--packages/0x.js/src/index.ts2
-rw-r--r--packages/0x.js/src/order_watcher/event_watcher.ts2
-rw-r--r--packages/0x.js/src/order_watcher/order_state_watcher.ts41
-rw-r--r--packages/0x.js/src/types.ts14
-rw-r--r--packages/0x.js/src/utils/abi_decoder.ts2
-rw-r--r--packages/0x.js/src/utils/assert.ts7
-rw-r--r--packages/0x.js/src/utils/order_state_utils.ts13
11 files changed, 52 insertions, 37 deletions
diff --git a/packages/0x.js/src/0x.ts b/packages/0x.js/src/0x.ts
index fe765bbbe..85c2b7724 100644
--- a/packages/0x.js/src/0x.ts
+++ b/packages/0x.js/src/0x.ts
@@ -1,6 +1,6 @@
import * as _ from 'lodash';
import BigNumber from 'bignumber.js';
-import {SchemaValidator, schemas} from '0x-json-schemas';
+import {SchemaValidator, schemas} from '@0xproject/json-schemas';
import {bigNumberConfigs} from './bignumber_config';
import * as ethUtil from 'ethereumjs-util';
import {Web3Wrapper} from './web3_wrapper';
diff --git a/packages/0x.js/src/contract.ts b/packages/0x.js/src/contract.ts
index 1aacc65dc..7ccd336d6 100644
--- a/packages/0x.js/src/contract.ts
+++ b/packages/0x.js/src/contract.ts
@@ -1,7 +1,7 @@
import * as Web3 from 'web3';
import * as _ from 'lodash';
import promisify = require('es6-promisify');
-import {SchemaValidator, schemas} from '0x-json-schemas';
+import {SchemaValidator, schemas} from '@0xproject/json-schemas';
import {AbiType} from './types';
export class Contract implements Web3.ContractInstance {
diff --git a/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts b/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts
index 5acfd3cc9..3e631b73e 100644
--- a/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts
+++ b/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts
@@ -1,7 +1,7 @@
import * as _ from 'lodash';
import * as Web3 from 'web3';
import BigNumber from 'bignumber.js';
-import {schemas} from '0x-json-schemas';
+import {schemas} from '@0xproject/json-schemas';
import {Web3Wrapper} from '../web3_wrapper';
import {
ECSignature,
diff --git a/packages/0x.js/src/contract_wrappers/token_wrapper.ts b/packages/0x.js/src/contract_wrappers/token_wrapper.ts
index 614ac19d4..4b89d3cfc 100644
--- a/packages/0x.js/src/contract_wrappers/token_wrapper.ts
+++ b/packages/0x.js/src/contract_wrappers/token_wrapper.ts
@@ -1,6 +1,6 @@
import * as _ from 'lodash';
import BigNumber from 'bignumber.js';
-import {schemas} from '0x-json-schemas';
+import {schemas} from '@0xproject/json-schemas';
import {Web3Wrapper} from '../web3_wrapper';
import {assert} from '../utils/assert';
import {constants} from '../utils/constants';
diff --git a/packages/0x.js/src/index.ts b/packages/0x.js/src/index.ts
index 1b3e893ba..e529e2858 100644
--- a/packages/0x.js/src/index.ts
+++ b/packages/0x.js/src/index.ts
@@ -6,8 +6,6 @@ export {
ECSignature,
ZeroExError,
EventCallback,
- EventCallbackAsync,
- EventCallbackSync,
ExchangeContractErrs,
ContractEvent,
Token,
diff --git a/packages/0x.js/src/order_watcher/event_watcher.ts b/packages/0x.js/src/order_watcher/event_watcher.ts
index da824bd09..ecbab0cd5 100644
--- a/packages/0x.js/src/order_watcher/event_watcher.ts
+++ b/packages/0x.js/src/order_watcher/event_watcher.ts
@@ -81,7 +81,7 @@ export class EventWatcher {
...log,
};
if (!_.isUndefined(this._intervalIdIfExists)) {
- await callback(logEvent);
+ 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
index 975679f57..579fa388a 100644
--- a/packages/0x.js/src/order_watcher/order_state_watcher.ts
+++ b/packages/0x.js/src/order_watcher/order_state_watcher.ts
@@ -1,5 +1,5 @@
import * as _ from 'lodash';
-import {schemas} from '0x-json-schemas';
+import {schemas} from '@0xproject/json-schemas';
import {ZeroEx} from '../0x';
import {EventWatcher} from './event_watcher';
import {assert} from '../utils/assert';
@@ -53,7 +53,7 @@ interface OrderByOrderHash {
export class OrderStateWatcher {
private _orderByOrderHash: OrderByOrderHash = {};
private _dependentOrderHashes: DependentOrderHashes = {};
- private _callbackIfExistsAsync?: OnOrderStateChangeCallback;
+ private _callbackIfExists?: OnOrderStateChangeCallback;
private _eventWatcher: EventWatcher;
private _web3Wrapper: Web3Wrapper;
private _abiDecoder: AbiDecoder;
@@ -89,12 +89,12 @@ export class OrderStateWatcher {
* signature is verified.
* @param signedOrder The order you wish to start watching.
*/
- public addOrder(signedOrder: SignedOrder): void {
+ public async addOrderAsync(signedOrder: SignedOrder): Promise<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);
+ await this.addToDependentOrderHashesAsync(signedOrder, orderHash);
const expirationUnixTimestampMs = signedOrder.expirationUnixTimestampSec.times(1000);
this._expirationWatcher.addOrder(orderHash, expirationUnixTimestampMs);
}
@@ -102,13 +102,16 @@ export class OrderStateWatcher {
* Removes an order from the orderStateWatcher
* @param orderHash The orderHash of the order you wish to stop watching.
*/
- public removeOrder(orderHash: string): void {
+ public async removeOrderAsync(orderHash: string): Promise<void> {
assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema);
const signedOrder = this._orderByOrderHash[orderHash];
if (_.isUndefined(signedOrder)) {
return; // noop
}
delete this._orderByOrderHash[orderHash];
+ const exchange = (this._orderFilledCancelledLazyStore as any).exchange as ExchangeWrapper;
+ const zrxTokenAddress = await exchange.getZRXTokenAddressAsync();
+ this.removeFromDependentOrderHashes(signedOrder.maker, zrxTokenAddress, orderHash);
this.removeFromDependentOrderHashes(signedOrder.maker, signedOrder.makerTokenAddress, orderHash);
this._expirationWatcher.removeOrder(orderHash);
}
@@ -120,10 +123,10 @@ export class OrderStateWatcher {
*/
public subscribe(callback: OnOrderStateChangeCallback): void {
assert.isFunction('callback', callback);
- if (!_.isUndefined(this._callbackIfExistsAsync)) {
+ if (!_.isUndefined(this._callbackIfExists)) {
throw new Error(ZeroExError.SubscriptionAlreadyPresent);
}
- this._callbackIfExistsAsync = callback;
+ this._callbackIfExists = callback;
this._eventWatcher.subscribe(this._onEventWatcherCallbackAsync.bind(this));
this._expirationWatcher.subscribe(this._onOrderExpired.bind(this));
}
@@ -131,12 +134,12 @@ export class OrderStateWatcher {
* Ends an orderStateWatcher subscription.
*/
public unsubscribe(): void {
- if (_.isUndefined(this._callbackIfExistsAsync)) {
+ if (_.isUndefined(this._callbackIfExists)) {
throw new Error(ZeroExError.SubscriptionNotFound);
}
this._balanceAndProxyAllowanceLazyStore.deleteAll();
this._orderFilledCancelledLazyStore.deleteAll();
- delete this._callbackIfExistsAsync;
+ delete this._callbackIfExists;
this._eventWatcher.unsubscribe();
this._expirationWatcher.unsubscribe();
}
@@ -232,13 +235,13 @@ export class OrderStateWatcher {
// 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)) {
+ if (_.isUndefined(this._callbackIfExists)) {
break; // Unsubscribe was called
}
- await this._callbackIfExistsAsync(orderState);
+ this._callbackIfExists(orderState);
}
}
- private addToDependentOrderHashes(signedOrder: SignedOrder, orderHash: string) {
+ private async addToDependentOrderHashesAsync(signedOrder: SignedOrder, orderHash: string): Promise<void> {
if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker])) {
this._dependentOrderHashes[signedOrder.maker] = {};
}
@@ -246,11 +249,17 @@ export class OrderStateWatcher {
this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress] = new Set();
}
this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress].add(orderHash);
+ const exchange = (this._orderFilledCancelledLazyStore as any).exchange as ExchangeWrapper;
+ const zrxTokenAddress = await exchange.getZRXTokenAddressAsync();
+ if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker][zrxTokenAddress])) {
+ this._dependentOrderHashes[signedOrder.maker][zrxTokenAddress] = new Set();
+ }
+ this._dependentOrderHashes[signedOrder.maker][zrxTokenAddress].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];
+ private removeFromDependentOrderHashes(makerAddress: string, tokenAddress: string, orderHash: string) {
+ this._dependentOrderHashes[makerAddress][tokenAddress].delete(orderHash);
+ if (this._dependentOrderHashes[makerAddress][tokenAddress].size === 0) {
+ delete this._dependentOrderHashes[makerAddress][tokenAddress];
}
if (_.isEmpty(this._dependentOrderHashes[makerAddress])) {
delete this._dependentOrderHashes[makerAddress];
diff --git a/packages/0x.js/src/types.ts b/packages/0x.js/src/types.ts
index 13a46659d..39c60695e 100644
--- a/packages/0x.js/src/types.ts
+++ b/packages/0x.js/src/types.ts
@@ -42,13 +42,8 @@ export type OrderValues = [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 type EventCallback<ArgsType> = (err: null|Error, log?: DecodedLogEvent<ArgsType>) => void;
+export type EventWatcherCallback = (log: LogEvent) => void;
export interface ExchangeContract extends Web3.ContractInstance {
isValidSignature: {
@@ -496,6 +491,7 @@ export interface OrderRelevantState {
filledTakerTokenAmount: BigNumber;
cancelledTakerTokenAmount: BigNumber;
remainingFillableMakerTokenAmount: BigNumber;
+ remainingFillableTakerTokenAmount: BigNumber;
}
export interface OrderStateValid {
@@ -512,9 +508,7 @@ export interface OrderStateInvalid {
export type OrderState = OrderStateValid|OrderStateInvalid;
-export type OnOrderStateChangeCallbackSync = (orderState: OrderState) => void;
-export type OnOrderStateChangeCallbackAsync = (orderState: OrderState) => Promise<void>;
-export type OnOrderStateChangeCallback = OnOrderStateChangeCallbackAsync|OnOrderStateChangeCallbackSync;
+export type OnOrderStateChangeCallback = (orderState: OrderState) => void;
export interface TransactionReceipt {
blockHash: string;
diff --git a/packages/0x.js/src/utils/abi_decoder.ts b/packages/0x.js/src/utils/abi_decoder.ts
index 840ad9be0..df0fb2d6f 100644
--- a/packages/0x.js/src/utils/abi_decoder.ts
+++ b/packages/0x.js/src/utils/abi_decoder.ts
@@ -34,7 +34,7 @@ export class AbiDecoder {
value = this.padZeros(new BigNumber(value).toString(16));
} else if (param.type === SolidityTypes.Uint256 ||
param.type === SolidityTypes.Uint8 ||
- param.type === SolidityTypes.Uint ) {
+ param.type === SolidityTypes.Uint) {
value = new BigNumber(value);
}
decodedParams[param.name] = value;
diff --git a/packages/0x.js/src/utils/assert.ts b/packages/0x.js/src/utils/assert.ts
index 4aa83ef17..55912525c 100644
--- a/packages/0x.js/src/utils/assert.ts
+++ b/packages/0x.js/src/utils/assert.ts
@@ -1,7 +1,7 @@
import * as _ from 'lodash';
import * as Web3 from 'web3';
import BigNumber from 'bignumber.js';
-import {SchemaValidator, Schema} from '0x-json-schemas';
+import {SchemaValidator, Schema} from '@0xproject/json-schemas';
import {assert as sharedAssert} from '@0xproject/assert';
import {Web3Wrapper} from '../web3_wrapper';
import {signatureUtils} from '../utils/signature_utils';
@@ -9,7 +9,8 @@ import {ECSignature} from '../types';
const HEX_REGEX = /^0x[0-9A-F]*$/i;
-export const assert = _.extend({}, sharedAssert, {
+export const assert = {
+ ...sharedAssert,
isValidSignature(orderHash: string, ecSignature: ECSignature, signerAddress: string) {
const isValidSignature = signatureUtils.isValidSignature(orderHash, ecSignature, signerAddress);
this.assert(isValidSignature, `Expected order with hash '${orderHash}' to have a valid signature`);
@@ -26,4 +27,4 @@ export const assert = _.extend({}, sharedAssert, {
const availableAddresses = await web3Wrapper.getAvailableAddressesAsync();
this.assert(!_.isEmpty(availableAddresses), 'No addresses were available on the provided web3 provider');
},
-});
+};
diff --git a/packages/0x.js/src/utils/order_state_utils.ts b/packages/0x.js/src/utils/order_state_utils.ts
index a1ee7577d..123584f90 100644
--- a/packages/0x.js/src/utils/order_state_utils.ts
+++ b/packages/0x.js/src/utils/order_state_utils.ts
@@ -18,6 +18,8 @@ import {constants} from '../utils/constants';
import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store';
import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store';
+const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
+
export class OrderStateUtils {
private balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore;
private orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore;
@@ -78,6 +80,9 @@ export class OrderStateUtils {
.dividedToIntegerBy(totalTakerTokenAmount);
const fillableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
const remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount);
+ const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount
+ .times(totalTakerTokenAmount)
+ .dividedToIntegerBy(totalMakerTokenAmount);
// TODO: Handle edge case where maker token is ZRX with fee
const orderRelevantState = {
makerBalance,
@@ -87,6 +92,7 @@ export class OrderStateUtils {
filledTakerTokenAmount,
cancelledTakerTokenAmount,
remainingFillableMakerTokenAmount,
+ remainingFillableTakerTokenAmount,
};
return orderRelevantState;
}
@@ -113,6 +119,13 @@ export class OrderStateUtils {
throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance);
}
}
+ const minFillableTakerTokenAmountWithinNoRoundingErrorRange = signedOrder.takerTokenAmount
+ .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
+ .dividedBy(signedOrder.makerTokenAmount);
+ if (orderRelevantState.remainingFillableTakerTokenAmount
+ .lessThan(minFillableTakerTokenAmountWithinNoRoundingErrorRange)) {
+ throw new Error(ExchangeContractErrs.OrderFillRoundingError);
+ }
// TODO Add linear function solver when maker token is ZRX #badass
// Return the max amount that's fillable
}
generated by cgit v1.2.3 (git 2.25.1) at 2024-11-12 03:28:30 +0800