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-rw-r--r--packages/0x.js/src/types.ts1
-rw-r--r--packages/0x.js/src/utils/order_state_utils.ts13
-rw-r--r--packages/0x.js/test/order_state_watcher_test.ts178
3 files changed, 119 insertions, 73 deletions
diff --git a/packages/0x.js/src/types.ts b/packages/0x.js/src/types.ts
index 11b5d8569..71089f9a1 100644
--- a/packages/0x.js/src/types.ts
+++ b/packages/0x.js/src/types.ts
@@ -490,6 +490,7 @@ export interface OrderRelevantState {
filledTakerTokenAmount: BigNumber;
cancelledTakerTokenAmount: BigNumber;
remainingFillableMakerTokenAmount: BigNumber;
+ remainingFillableTakerTokenAmount: BigNumber;
}
export interface OrderStateValid {
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
}
diff --git a/packages/0x.js/test/order_state_watcher_test.ts b/packages/0x.js/test/order_state_watcher_test.ts
index 810168aca..a112bac1d 100644
--- a/packages/0x.js/test/order_state_watcher_test.ts
+++ b/packages/0x.js/test/order_state_watcher_test.ts
@@ -47,7 +47,7 @@ describe('OrderStateWatcher', () => {
let taker: string;
let web3Wrapper: Web3Wrapper;
let signedOrder: SignedOrder;
- const fillableAmount = new BigNumber(5);
+ const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), 18);
before(async () => {
web3 = web3Factory.create();
zeroEx = new ZeroEx(web3.currentProvider);
@@ -221,6 +221,8 @@ describe('OrderStateWatcher', () => {
const remainingFillable = fillableAmount.minus(fillAmountInBaseUnits);
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingFillable);
+ expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
+ remainingFillable);
expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance);
if (eventCount === 2) {
done();
@@ -233,84 +235,92 @@ describe('OrderStateWatcher', () => {
);
})().catch(done);
});
- describe('remainingFillableMakerTokenAmount', () => {
- it('should calculate correct remaining fillable', (done: DoneCallback) => {
- (async () => {
- const takerFillableAmount = new BigNumber(10);
- const makerFillableAmount = new BigNumber(20);
- signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
- makerToken.address, takerToken.address, maker, taker, makerFillableAmount, takerFillableAmount);
- const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
- const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker);
- const fillAmountInBaseUnits = new BigNumber(2);
- const orderHash = ZeroEx.getOrderHashHex(signedOrder);
- zeroEx.orderStateWatcher.addOrder(signedOrder);
- let eventCount = 0;
- const callback = reportCallbackErrors(done)((orderState: OrderState) => {
- eventCount++;
- expect(orderState.isValid).to.be.true();
- const validOrderState = orderState as OrderStateValid;
- expect(validOrderState.orderHash).to.be.equal(orderHash);
- const orderRelevantState = validOrderState.orderRelevantState;
- expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
- new BigNumber(16));
- if (eventCount === 2) {
- done();
- }
- });
- zeroEx.orderStateWatcher.subscribe(callback);
- const shouldThrowOnInsufficientBalanceOrAllowance = true;
- await zeroEx.exchange.fillOrderAsync(
- signedOrder, fillAmountInBaseUnits, shouldThrowOnInsufficientBalanceOrAllowance, taker,
- );
- })().catch(done);
- });
- it('should equal approved amount when approved amount is lowest', (done: DoneCallback) => {
- (async () => {
- signedOrder = await fillScenarios.createFillableSignedOrderAsync(
- makerToken.address, takerToken.address, maker, taker, fillableAmount,
- );
+ describe('remainingFillable(M|T)akerTokenAmount', () => {
+ it('should calculate correct remaining fillable', (done: DoneCallback) => {
+ (async () => {
+ const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), 18);
+ const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), 18);
+ signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
+ makerToken.address, takerToken.address, maker, taker, makerFillableAmount,
+ takerFillableAmount,
+ );
+ const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+ const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker);
+ const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18);
+ const orderHash = ZeroEx.getOrderHashHex(signedOrder);
+ zeroEx.orderStateWatcher.addOrder(signedOrder);
+ let eventCount = 0;
+ const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+ eventCount++;
+ expect(orderState.isValid).to.be.true();
+ const validOrderState = orderState as OrderStateValid;
+ expect(validOrderState.orderHash).to.be.equal(orderHash);
+ const orderRelevantState = validOrderState.orderRelevantState;
+ expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+ ZeroEx.toBaseUnitAmount(new BigNumber(16), 18));
+ expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
+ ZeroEx.toBaseUnitAmount(new BigNumber(8), 18));
+ if (eventCount === 2) {
+ done();
+ }
+ });
+ zeroEx.orderStateWatcher.subscribe(callback);
+ const shouldThrowOnInsufficientBalanceOrAllowance = true;
+ await zeroEx.exchange.fillOrderAsync(
+ signedOrder, fillAmountInBaseUnits, shouldThrowOnInsufficientBalanceOrAllowance, taker,
+ );
+ })().catch(done);
+ });
+ it('should equal approved amount when approved amount is lowest', (done: DoneCallback) => {
+ (async () => {
+ signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+ makerToken.address, takerToken.address, maker, taker, fillableAmount,
+ );
- const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+ const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
- const changedMakerApprovalAmount = new BigNumber(3);
- zeroEx.orderStateWatcher.addOrder(signedOrder);
+ const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), 18);
+ zeroEx.orderStateWatcher.addOrder(signedOrder);
- const callback = reportCallbackErrors(done)((orderState: OrderState) => {
- const validOrderState = orderState as OrderStateValid;
- const orderRelevantState = validOrderState.orderRelevantState;
- expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
- changedMakerApprovalAmount);
- done();
- });
- zeroEx.orderStateWatcher.subscribe(callback);
- await zeroEx.token.setProxyAllowanceAsync(makerToken.address, maker, changedMakerApprovalAmount);
- })().catch(done);
- });
- it('should equal balance amount when balance amount is lowest', (done: DoneCallback) => {
- (async () => {
- signedOrder = await fillScenarios.createFillableSignedOrderAsync(
- makerToken.address, takerToken.address, maker, taker, fillableAmount,
- );
+ const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+ const validOrderState = orderState as OrderStateValid;
+ const orderRelevantState = validOrderState.orderRelevantState;
+ expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+ changedMakerApprovalAmount);
+ expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
+ changedMakerApprovalAmount);
+ done();
+ });
+ zeroEx.orderStateWatcher.subscribe(callback);
+ await zeroEx.token.setProxyAllowanceAsync(makerToken.address, maker, changedMakerApprovalAmount);
+ })().catch(done);
+ });
+ it('should equal balance amount when balance amount is lowest', (done: DoneCallback) => {
+ (async () => {
+ signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+ makerToken.address, takerToken.address, maker, taker, fillableAmount,
+ );
- const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+ const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
- const remainingAmount = new BigNumber(1);
- const transferAmount = makerBalance.sub(remainingAmount);
- zeroEx.orderStateWatcher.addOrder(signedOrder);
+ const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18);
+ const transferAmount = makerBalance.sub(remainingAmount);
+ zeroEx.orderStateWatcher.addOrder(signedOrder);
- const callback = reportCallbackErrors(done)((orderState: OrderState) => {
- const validOrderState = orderState as OrderStateValid;
- const orderRelevantState = validOrderState.orderRelevantState;
- expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
- remainingAmount);
- done();
- });
- zeroEx.orderStateWatcher.subscribe(callback);
- await zeroEx.token.transferAsync(
- makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount);
- })().catch(done);
- });
+ const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+ const validOrderState = orderState as OrderStateValid;
+ const orderRelevantState = validOrderState.orderRelevantState;
+ expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+ remainingAmount);
+ expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
+ remainingAmount);
+ done();
+ });
+ zeroEx.orderStateWatcher.subscribe(callback);
+ await zeroEx.token.transferAsync(
+ makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount);
+ })().catch(done);
+ });
});
it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => {
(async () => {
@@ -333,6 +343,28 @@ describe('OrderStateWatcher', () => {
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
})().catch(done);
});
+ it('should emit orderStateInvalid when within rounding error range', (done: DoneCallback) => {
+ (async () => {
+ const remainingFillableAmountInBaseUnits = new BigNumber(100);
+ signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+ makerToken.address, takerToken.address, maker, taker, fillableAmount,
+ );
+ const orderHash = ZeroEx.getOrderHashHex(signedOrder);
+ zeroEx.orderStateWatcher.addOrder(signedOrder);
+
+ const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+ expect(orderState.isValid).to.be.false();
+ const invalidOrderState = orderState as OrderStateInvalid;
+ expect(invalidOrderState.orderHash).to.be.equal(orderHash);
+ expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderFillRoundingError);
+ done();
+ });
+ zeroEx.orderStateWatcher.subscribe(callback);
+ await zeroEx.exchange.cancelOrderAsync(
+ signedOrder, fillableAmount.minus(remainingFillableAmountInBaseUnits),
+ );
+ })().catch(done);
+ });
it('should emit orderStateValid when watched order partially cancelled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
generated by cgit v1.2.3 (git 2.25.1) at 2024-11-12 02:11:36 +0800