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-rw-r--r--packages/0x.js/CHANGELOG.md13
-rw-r--r--packages/0x.js/package.json12
-rw-r--r--packages/0x.js/src/order_watcher/event_watcher.ts10
-rw-r--r--packages/0x.js/src/order_watcher/expiration_watcher.ts76
-rw-r--r--packages/0x.js/src/order_watcher/order_state_watcher.ts37
-rw-r--r--packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts86
-rw-r--r--packages/0x.js/src/types.ts7
-rw-r--r--packages/0x.js/src/utils/order_state_utils.ts18
-rw-r--r--packages/0x.js/src/utils/order_validation_utils.ts4
-rw-r--r--packages/0x.js/src/utils/utils.ts7
-rw-r--r--packages/0x.js/src/web3_wrapper.ts38
-rw-r--r--packages/0x.js/test/expiration_watcher_test.ts138
-rw-r--r--packages/0x.js/test/order_state_watcher_test.ts115
-rw-r--r--packages/0x.js/test/remaining_fillable_calculator_test.ts176
-rw-r--r--packages/0x.js/test/token_wrapper_test.ts3
-rw-r--r--packages/0x.js/test/utils/constants.ts1
-rw-r--r--packages/0x.js/test/utils/report_callback_errors.ts6
17 files changed, 694 insertions, 53 deletions
diff --git a/packages/0x.js/CHANGELOG.md b/packages/0x.js/CHANGELOG.md
index 6245308c3..235a6eedb 100644
--- a/packages/0x.js/CHANGELOG.md
+++ b/packages/0x.js/CHANGELOG.md
@@ -1,19 +1,20 @@
# CHANGELOG
-vx.x.x
+v0.26.0
------------------------
- * Remove support for Async callback types when used in Subscribe functions
+ * Add post-formatter for logs converting `blockNumber`, `logIndex`, `transactionIndex` from hexes to numbers (#231)
+ * Remove support for Async callback types when used in Subscribe functions (#222)
* In OrderWatcher subscribe to ZRX Token Transfer and Approval events when maker token is different (#225)
v0.25.1 - _November 13, 2017_
------------------------
- * Standardise on Cancelled over Canceled
- * Add missing `DecodedLogEvent` type to exported types
- * Normalized the transactionReceipt status to be `null|0|1`, 1 meaning transaction execution successful, 0 unsuccessful and `null` if it is a pre-byzantinium transaction.
+ * Standardise on Cancelled over Canceled (#217)
+ * Add missing `DecodedLogEvent` type to exported types (#205)
+ * Normalized the transactionReceipt status to be `null|0|1`, 1 meaning transaction execution successful, 0 unsuccessful and `null` if it is a pre-byzantinium transaction. (#200)
v0.23.0 - _November 12, 2017_
------------------------
- * Fixed unhandled promise rejection error in subscribe methods (#209)
+ * Fixed unhandled promise rejection error in subscribe methods (#209)
* Subscribe callbacks now receive an error object as their first argument
v0.22.6 - _November 10, 2017_
diff --git a/packages/0x.js/package.json b/packages/0x.js/package.json
index 7aa360954..afca00fe9 100644
--- a/packages/0x.js/package.json
+++ b/packages/0x.js/package.json
@@ -1,6 +1,6 @@
{
"name": "0x.js",
- "version": "0.25.1",
+ "version": "0.26.1",
"description": "A javascript library for interacting with the 0x protocol",
"keywords": [
"0x.js",
@@ -17,7 +17,7 @@
"docs:json": "typedoc --excludePrivate --excludeExternals --target ES5 --json $JSON_FILE_PATH $PROJECT_DIR",
"upload_docs_json": "aws s3 cp docs/index.json $S3_URL --profile 0xproject --grants read=uri=http://acs.amazonaws.com/groups/global/AllUsers --content-type aplication/json",
"lint": "tslint src/**/*.ts test/**/*.ts",
- "test:circleci": "run-s test:coverage report_test_coverage; if [ $CIRCLE_BRANCH = \"development\" ]; then yarn test:umd; fi",
+ "test:circleci": "run-s test:coverage report_test_coverage && if [ $CIRCLE_BRANCH = \"development\" ]; then yarn test:umd; fi",
"test": "run-s clean test:commonjs",
"test:umd": "./scripts/test_umd.sh",
"test:coverage": "nyc npm run test --all",
@@ -44,7 +44,8 @@
"node": ">=6.0.0"
},
"devDependencies": {
- "@0xproject/tslint-config": "^0.1.0",
+ "@0xproject/tslint-config": "^0.1.1",
+ "@types/bintrees": "^1.0.2",
"@types/jsonschema": "^1.1.1",
"@types/lodash": "^4.14.64",
"@types/mocha": "^2.2.41",
@@ -82,9 +83,10 @@
"webpack": "^3.1.0"
},
"dependencies": {
- "@0xproject/assert": "^0.0.4",
- "@0xproject/json-schemas": "^0.6.7",
+ "@0xproject/assert": "^0.0.5",
+ "@0xproject/json-schemas": "^0.6.8",
"bignumber.js": "~4.1.0",
+ "bintrees": "^1.0.2",
"bn.js": "4.11.8",
"compare-versions": "^3.0.1",
"es6-promisify": "^5.0.0",
diff --git a/packages/0x.js/src/order_watcher/event_watcher.ts b/packages/0x.js/src/order_watcher/event_watcher.ts
index c39431f6d..ecbab0cd5 100644
--- a/packages/0x.js/src/order_watcher/event_watcher.ts
+++ b/packages/0x.js/src/order_watcher/event_watcher.ts
@@ -12,7 +12,7 @@ import {intervalUtils} from '../utils/interval_utils';
import {assert} from '../utils/assert';
import {utils} from '../utils/utils';
-const DEFAULT_EVENT_POLLING_INTERVAL = 200;
+const DEFAULT_EVENT_POLLING_INTERVAL_MS = 200;
enum LogEventState {
Removed,
@@ -28,11 +28,11 @@ export class EventWatcher {
private _pollingIntervalMs: number;
private _intervalIdIfExists?: NodeJS.Timer;
private _lastEvents: Web3.LogEntry[] = [];
- constructor(web3Wrapper: Web3Wrapper, pollingIntervalMs: undefined|number) {
+ constructor(web3Wrapper: Web3Wrapper, pollingIntervalIfExistsMs: undefined|number) {
this._web3Wrapper = web3Wrapper;
- this._pollingIntervalMs = _.isUndefined(pollingIntervalMs) ?
- DEFAULT_EVENT_POLLING_INTERVAL :
- pollingIntervalMs;
+ this._pollingIntervalMs = _.isUndefined(pollingIntervalIfExistsMs) ?
+ DEFAULT_EVENT_POLLING_INTERVAL_MS :
+ pollingIntervalIfExistsMs;
}
public subscribe(callback: EventWatcherCallback): void {
assert.isFunction('callback', callback);
diff --git a/packages/0x.js/src/order_watcher/expiration_watcher.ts b/packages/0x.js/src/order_watcher/expiration_watcher.ts
new file mode 100644
index 000000000..717edaad7
--- /dev/null
+++ b/packages/0x.js/src/order_watcher/expiration_watcher.ts
@@ -0,0 +1,76 @@
+import * as _ from 'lodash';
+import {BigNumber} from 'bignumber.js';
+import {RBTree} from 'bintrees';
+import {utils} from '../utils/utils';
+import {intervalUtils} from '../utils/interval_utils';
+import {SignedOrder, ZeroExError} from '../types';
+import {ZeroEx} from '../0x';
+
+const DEFAULT_EXPIRATION_MARGIN_MS = 0;
+const DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS = 50;
+
+/**
+ * This class includes the functionality to detect expired orders.
+ * It stores them in a min heap by expiration time and checks for expired ones every `orderExpirationCheckingIntervalMs`
+ */
+export class ExpirationWatcher {
+ private orderHashByExpirationRBTree: RBTree<string>;
+ private expiration: {[orderHash: string]: BigNumber} = {};
+ private orderExpirationCheckingIntervalMs: number;
+ private expirationMarginMs: number;
+ private orderExpirationCheckingIntervalIdIfExists?: NodeJS.Timer;
+ constructor(expirationMarginIfExistsMs?: number,
+ orderExpirationCheckingIntervalIfExistsMs?: number) {
+ this.expirationMarginMs = expirationMarginIfExistsMs ||
+ DEFAULT_EXPIRATION_MARGIN_MS;
+ this.orderExpirationCheckingIntervalMs = expirationMarginIfExistsMs ||
+ DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS;
+ const scoreFunction = (orderHash: string) => this.expiration[orderHash].toNumber();
+ const comparator = (lhs: string, rhs: string) => scoreFunction(lhs) - scoreFunction(rhs);
+ this.orderHashByExpirationRBTree = new RBTree(comparator);
+ }
+ public subscribe(callbackAsync: (orderHash: string) => Promise<void>): void {
+ if (!_.isUndefined(this.orderExpirationCheckingIntervalIdIfExists)) {
+ throw new Error(ZeroExError.SubscriptionAlreadyPresent);
+ }
+ this.orderExpirationCheckingIntervalIdIfExists = intervalUtils.setAsyncExcludingInterval(
+ this.pruneExpiredOrdersAsync.bind(this, callbackAsync), this.orderExpirationCheckingIntervalMs,
+ );
+ }
+ public unsubscribe(): void {
+ if (_.isUndefined(this.orderExpirationCheckingIntervalIdIfExists)) {
+ throw new Error(ZeroExError.SubscriptionNotFound);
+ }
+ intervalUtils.clearAsyncExcludingInterval(this.orderExpirationCheckingIntervalIdIfExists);
+ delete this.orderExpirationCheckingIntervalIdIfExists;
+ }
+ public addOrder(orderHash: string, expirationUnixTimestampMs: BigNumber): void {
+ this.expiration[orderHash] = expirationUnixTimestampMs;
+ this.orderHashByExpirationRBTree.insert(orderHash);
+ }
+ public removeOrder(orderHash: string): void {
+ this.orderHashByExpirationRBTree.remove(orderHash);
+ delete this.expiration[orderHash];
+ }
+ private async pruneExpiredOrdersAsync(callbackAsync: (orderHash: string) => Promise<void>): Promise<void> {
+ const currentUnixTimestampMs = utils.getCurrentUnixTimestampMs();
+ while (true) {
+ const hasTrakedOrders = this.orderHashByExpirationRBTree.size === 0;
+ if (hasTrakedOrders) {
+ break;
+ }
+ const nextOrderHashToExpire = this.orderHashByExpirationRBTree.min();
+ const hasNoExpiredOrders = this.expiration[nextOrderHashToExpire].greaterThan(
+ currentUnixTimestampMs.plus(this.expirationMarginMs),
+ );
+ const isSubscriptionActive = _.isUndefined(this.orderExpirationCheckingIntervalIdIfExists);
+ if (hasNoExpiredOrders || isSubscriptionActive) {
+ break;
+ }
+ const orderHash = this.orderHashByExpirationRBTree.min();
+ this.orderHashByExpirationRBTree.remove(orderHash);
+ delete this.expiration[orderHash];
+ await callbackAsync(orderHash);
+ }
+ }
+}
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 648345c48..44a41669d 100644
--- a/packages/0x.js/src/order_watcher/order_state_watcher.ts
+++ b/packages/0x.js/src/order_watcher/order_state_watcher.ts
@@ -6,6 +6,7 @@ import {assert} from '../utils/assert';
import {utils} from '../utils/utils';
import {artifacts} from '../artifacts';
import {AbiDecoder} from '../utils/abi_decoder';
+import {intervalUtils} from '../utils/interval_utils';
import {OrderStateUtils} from '../utils/order_state_utils';
import {
LogEvent,
@@ -24,14 +25,14 @@ import {
ExchangeEvents,
TokenEvents,
ZeroExError,
+ ExchangeContractErrs,
} 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;
+import {ExpirationWatcher} from './expiration_watcher';
interface DependentOrderHashes {
[makerAddress: string]: {
@@ -61,6 +62,7 @@ export class OrderStateWatcher {
private _eventWatcher: EventWatcher;
private _web3Wrapper: Web3Wrapper;
private _abiDecoder: AbiDecoder;
+ private _expirationWatcher: ExpirationWatcher;
private _orderStateUtils: OrderStateUtils;
private _orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore;
private _balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore;
@@ -70,13 +72,22 @@ export class OrderStateWatcher {
) {
this._abiDecoder = abiDecoder;
this._web3Wrapper = web3Wrapper;
- const eventPollingIntervalMs = _.isUndefined(config) ? undefined : config.eventPollingIntervalMs;
- this._eventWatcher = new EventWatcher(web3Wrapper, eventPollingIntervalMs);
+ const pollingIntervalIfExistsMs = _.isUndefined(config) ? undefined : config.eventPollingIntervalMs;
+ this._eventWatcher = new EventWatcher(web3Wrapper, pollingIntervalIfExistsMs);
this._balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(token);
this._orderFilledCancelledLazyStore = new OrderFilledCancelledLazyStore(exchange);
this._orderStateUtils = new OrderStateUtils(
this._balanceAndProxyAllowanceLazyStore, this._orderFilledCancelledLazyStore,
);
+ const orderExpirationCheckingIntervalMsIfExists = _.isUndefined(config) ?
+ undefined :
+ config.orderExpirationCheckingIntervalMs;
+ const expirationMarginIfExistsMs = _.isUndefined(config) ?
+ undefined :
+ config.expirationMarginMs;
+ this._expirationWatcher = new ExpirationWatcher(
+ expirationMarginIfExistsMs, orderExpirationCheckingIntervalMsIfExists,
+ );
}
/**
* Add an order to the orderStateWatcher. Before the order is added, it's
@@ -89,6 +100,8 @@ export class OrderStateWatcher {
assert.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker);
this._orderByOrderHash[orderHash] = signedOrder;
await this.addToDependentOrderHashesAsync(signedOrder, orderHash);
+ const expirationUnixTimestampMs = signedOrder.expirationUnixTimestampSec.times(1000);
+ this._expirationWatcher.addOrder(orderHash, expirationUnixTimestampMs);
}
/**
* Removes an order from the orderStateWatcher
@@ -106,6 +119,7 @@ export class OrderStateWatcher {
const zrxTokenAddress = await exchange.getZRXTokenAddressAsync();
this.removeFromDependentOrderHashes(signedOrder.maker, zrxTokenAddress, orderHash);
this.removeFromDependentOrderHashes(signedOrder.maker, signedOrder.makerTokenAddress, orderHash);
+ this._expirationWatcher.removeOrder(orderHash);
}
/**
* Starts an orderStateWatcher subscription. The callback will be called every time a watched order's
@@ -120,6 +134,7 @@ export class OrderStateWatcher {
}
this._callbackIfExists = callback;
this._eventWatcher.subscribe(this._onEventWatcherCallbackAsync.bind(this));
+ this._expirationWatcher.subscribe(this._onOrderExpiredAsync.bind(this));
}
/**
* Ends an orderStateWatcher subscription.
@@ -132,6 +147,20 @@ export class OrderStateWatcher {
this._orderFilledCancelledLazyStore.deleteAll();
delete this._callbackIfExists;
this._eventWatcher.unsubscribe();
+ this._expirationWatcher.unsubscribe();
+ }
+ private async _onOrderExpiredAsync(orderHash: string): Promise<void> {
+ const orderState: OrderState = {
+ isValid: false,
+ orderHash,
+ error: ExchangeContractErrs.OrderFillExpired,
+ };
+ if (!_.isUndefined(this._orderByOrderHash[orderHash])) {
+ await this.removeOrderAsync(orderHash);
+ if (!_.isUndefined(this._callbackIfExists)) {
+ this._callbackIfExists(orderState);
+ }
+ }
}
private async _onEventWatcherCallbackAsync(log: LogEvent): Promise<void> {
const maybeDecodedLog = this._abiDecoder.tryToDecodeLogOrNoop(log);
diff --git a/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts
new file mode 100644
index 000000000..c77d4428c
--- /dev/null
+++ b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts
@@ -0,0 +1,86 @@
+import {SignedOrder} from '../types';
+import {BigNumber} from 'bignumber.js';
+
+export class RemainingFillableCalculator {
+ private signedOrder: SignedOrder;
+ private isMakerTokenZRX: boolean;
+ // Transferrable Amount is the minimum of Approval and Balance
+ private transferrableMakerTokenAmount: BigNumber;
+ private transferrableMakerFeeTokenAmount: BigNumber;
+ private remainingMakerTokenAmount: BigNumber;
+ private remainingMakerFeeAmount: BigNumber;
+ constructor(signedOrder: SignedOrder,
+ isMakerTokenZRX: boolean,
+ transferrableMakerTokenAmount: BigNumber,
+ transferrableMakerFeeTokenAmount: BigNumber,
+ remainingMakerTokenAmount: BigNumber) {
+ this.signedOrder = signedOrder;
+ this.isMakerTokenZRX = isMakerTokenZRX;
+ this.transferrableMakerTokenAmount = transferrableMakerTokenAmount;
+ this.transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount;
+ this.remainingMakerTokenAmount = remainingMakerTokenAmount;
+ this.remainingMakerFeeAmount = remainingMakerTokenAmount.times(signedOrder.makerFee)
+ .dividedToIntegerBy(signedOrder.makerTokenAmount);
+ }
+ public computeRemainingMakerFillable(): BigNumber {
+ if (this.hasSufficientFundsForFeeAndTransferAmount()) {
+ return this.remainingMakerTokenAmount;
+ }
+ if (this.signedOrder.makerFee.isZero()) {
+ return BigNumber.min(this.remainingMakerTokenAmount, this.transferrableMakerTokenAmount);
+ }
+ return this.calculatePartiallyFillableMakerTokenAmount();
+ }
+ public computeRemainingTakerFillable(): BigNumber {
+ return this.computeRemainingMakerFillable().times(this.signedOrder.takerTokenAmount)
+ .dividedToIntegerBy(this.signedOrder.makerTokenAmount);
+ }
+ private hasSufficientFundsForFeeAndTransferAmount(): boolean {
+ if (this.isMakerTokenZRX) {
+ const totalZRXTransferAmountRequired = this.remainingMakerTokenAmount.plus(this.remainingMakerFeeAmount);
+ const hasSufficientFunds = this.transferrableMakerTokenAmount.greaterThanOrEqualTo(
+ totalZRXTransferAmountRequired);
+ return hasSufficientFunds;
+ } else {
+ const hasSufficientFundsForTransferAmount = this.transferrableMakerTokenAmount.greaterThanOrEqualTo(
+ this.remainingMakerTokenAmount);
+ const hasSufficientFundsForFeeAmount = this.transferrableMakerFeeTokenAmount.greaterThanOrEqualTo(
+ this.remainingMakerFeeAmount);
+ const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount;
+ return hasSufficientFunds;
+ }
+ }
+ private calculatePartiallyFillableMakerTokenAmount(): BigNumber {
+ // Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1
+ const orderToFeeRatio = this.signedOrder.makerTokenAmount.dividedBy(this.signedOrder.makerFee);
+ // The number of times the maker can fill the order, if each fill only required the transfer of a single
+ // baseUnit of fee tokens.
+ // Given 2 ZRXwei, the maximum amount of times Maker can fill this order, in terms of fees, is 2
+ const fillableTimesInFeeTokenBaseUnits = BigNumber.min(this.transferrableMakerFeeTokenAmount,
+ this.remainingMakerFeeAmount);
+ // The number of times the Maker can fill the order, given the Maker Token Balance
+ // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, maker can fill this order 1 time.
+ let fillableTimesInMakerTokenUnits = this.transferrableMakerTokenAmount.dividedBy(orderToFeeRatio);
+ if (this.isMakerTokenZRX) {
+ // If ZRX is the maker token, the Fee and the Maker amount need to be removed from the same pool;
+ // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei)
+ const totalZRXTokenPooled = this.transferrableMakerTokenAmount;
+ // The purchasing power here is less as the tokens are taken from the same Pool
+ // For every one number of fills, we have to take an extra ZRX out of the pool
+ fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedBy(
+ orderToFeeRatio.plus(new BigNumber(1)));
+
+ }
+ // When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored.
+ // This can result in a RoundingError being thrown by the Exchange Contract.
+ const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits
+ .times(this.signedOrder.makerTokenAmount)
+ .dividedToIntegerBy(this.signedOrder.makerFee);
+ const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits
+ .times(this.signedOrder.makerTokenAmount)
+ .dividedToIntegerBy(this.signedOrder.makerFee);
+ const partiallyFillableAmount = BigNumber.min(partiallyFillableMakerTokenAmount,
+ partiallyFillableFeeTokenAmount);
+ return partiallyFillableAmount;
+ }
+}
diff --git a/packages/0x.js/src/types.ts b/packages/0x.js/src/types.ts
index 39e5fa9f2..c3aabfd86 100644
--- a/packages/0x.js/src/types.ts
+++ b/packages/0x.js/src/types.ts
@@ -392,10 +392,15 @@ export interface JSONRPCPayload {
}
/*
- * eventPollingIntervalMs: How often to poll the Ethereum node for new events
+ * orderExpirationCheckingIntervalMs: How often to check for expired orders. Default: 50
+ * eventPollingIntervalMs: How often to poll the Ethereum node for new events. Defaults: 200
+ * expirationMarginMs: Amount of time before order expiry that you'd like to be notified
+ * of an orders expiration. Defaults: 0
*/
export interface OrderStateWatcherConfig {
+ orderExpirationCheckingIntervalMs?: number;
eventPollingIntervalMs?: number;
+ expirationMarginMs?: number;
}
/*
diff --git a/packages/0x.js/src/utils/order_state_utils.ts b/packages/0x.js/src/utils/order_state_utils.ts
index 123584f90..1d8f02a18 100644
--- a/packages/0x.js/src/utils/order_state_utils.ts
+++ b/packages/0x.js/src/utils/order_state_utils.ts
@@ -17,6 +17,7 @@ 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';
+import {RemainingFillableCalculator} from '../order_watcher/remaining_fillable_calculator';
const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
@@ -78,12 +79,17 @@ export class OrderStateUtils {
const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount);
const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount)
.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 transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
+ const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
+
+ const isMakerTokenZRX = signedOrder.makerTokenAddress === zrxTokenAddress;
+ const remainingFillableCalculator = new RemainingFillableCalculator(signedOrder,
+ isMakerTokenZRX,
+ transferrableMakerTokenAmount,
+ transferrableFeeTokenAmount,
+ remainingMakerTokenAmount);
+ const remainingFillableMakerTokenAmount = remainingFillableCalculator.computeRemainingMakerFillable();
+ const remainingFillableTakerTokenAmount = remainingFillableCalculator.computeRemainingTakerFillable();
const orderRelevantState = {
makerBalance,
makerProxyAllowance,
diff --git a/packages/0x.js/src/utils/order_validation_utils.ts b/packages/0x.js/src/utils/order_validation_utils.ts
index f03703c4e..ed723e3d4 100644
--- a/packages/0x.js/src/utils/order_validation_utils.ts
+++ b/packages/0x.js/src/utils/order_validation_utils.ts
@@ -102,7 +102,7 @@ export class OrderValidationUtils {
if (order.takerTokenAmount.eq(unavailableTakerTokenAmount)) {
throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
}
- const currentUnixTimestampSec = utils.getCurrentUnixTimestamp();
+ const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
throw new Error(ExchangeContractErrs.OrderCancelExpired);
}
@@ -150,7 +150,7 @@ export class OrderValidationUtils {
}
}
private validateOrderNotExpiredOrThrow(expirationUnixTimestampSec: BigNumber) {
- const currentUnixTimestampSec = utils.getCurrentUnixTimestamp();
+ const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
if (expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
throw new Error(ExchangeContractErrs.OrderFillExpired);
}
diff --git a/packages/0x.js/src/utils/utils.ts b/packages/0x.js/src/utils/utils.ts
index 280f3e979..5370c3b4b 100644
--- a/packages/0x.js/src/utils/utils.ts
+++ b/packages/0x.js/src/utils/utils.ts
@@ -49,7 +49,10 @@ export const utils = {
const hashHex = ethUtil.bufferToHex(hashBuff);
return hashHex;
},
- getCurrentUnixTimestamp(): BigNumber {
- return new BigNumber(Date.now() / 1000);
+ getCurrentUnixTimestampSec(): BigNumber {
+ return new BigNumber(Date.now() / 1000).round();
+ },
+ getCurrentUnixTimestampMs(): BigNumber {
+ return new BigNumber(Date.now());
},
};
diff --git a/packages/0x.js/src/web3_wrapper.ts b/packages/0x.js/src/web3_wrapper.ts
index c937f9288..7bd8ea093 100644
--- a/packages/0x.js/src/web3_wrapper.ts
+++ b/packages/0x.js/src/web3_wrapper.ts
@@ -5,6 +5,17 @@ import promisify = require('es6-promisify');
import {ZeroExError, Artifact, TransactionReceipt} from './types';
import {Contract} from './contract';
+interface RawLogEntry {
+ logIndex: string|null;
+ transactionIndex: string|null;
+ transactionHash: string;
+ blockHash: string|null;
+ blockNumber: string|null;
+ address: string;
+ data: string;
+ topics: string[];
+}
+
export class Web3Wrapper {
private web3: Web3;
private defaults: Partial<Web3.TxData>;
@@ -39,7 +50,9 @@ export class Web3Wrapper {
}
public async getTransactionReceiptAsync(txHash: string): Promise<TransactionReceipt> {
const transactionReceipt = await promisify(this.web3.eth.getTransactionReceipt)(txHash);
- transactionReceipt.status = this.normalizeTxReceiptStatus(transactionReceipt.status);
+ if (!_.isNull(transactionReceipt)) {
+ transactionReceipt.status = this.normalizeTxReceiptStatus(transactionReceipt.status);
+ }
return transactionReceipt;
}
public getCurrentProvider(): Web3.Provider {
@@ -137,8 +150,9 @@ export class Web3Wrapper {
method: 'eth_getLogs',
params: [serializedFilter],
};
- const logs = await this.sendRawPayloadAsync(payload);
- return logs;
+ const rawLogs = await this.sendRawPayloadAsync<RawLogEntry[]>(payload);
+ const formattedLogs = _.map(rawLogs, this.formatLog.bind(this));
+ return formattedLogs;
}
private getContractInstance<A extends Web3.ContractInstance>(abi: Web3.ContractAbi, address: string): A {
const web3ContractInstance = this.web3.eth.contract(abi).at(address);
@@ -149,7 +163,7 @@ export class Web3Wrapper {
const networkId = await promisify(this.web3.version.getNetwork)();
return networkId;
}
- private async sendRawPayloadAsync(payload: Web3.JSONRPCRequestPayload): Promise<any> {
+ private async sendRawPayloadAsync<A>(payload: Web3.JSONRPCRequestPayload): Promise<A> {
const sendAsync = this.web3.currentProvider.sendAsync.bind(this.web3.currentProvider);
const response = await promisify(sendAsync)(payload);
const result = response.result;
@@ -169,4 +183,20 @@ export class Web3Wrapper {
return status;
}
}
+ private formatLog(rawLog: RawLogEntry): Web3.LogEntry {
+ const formattedLog = {
+ ...rawLog,
+ logIndex: this.hexToDecimal(rawLog.logIndex),
+ blockNumber: this.hexToDecimal(rawLog.blockNumber),
+ transactionIndex: this.hexToDecimal(rawLog.transactionIndex),
+ };
+ return formattedLog;
+ }
+ private hexToDecimal(hex: string|null): number|null {
+ if (_.isNull(hex)) {
+ return null;
+ }
+ const decimal = this.web3.toDecimal(hex);
+ return decimal;
+ }
}
diff --git a/packages/0x.js/test/expiration_watcher_test.ts b/packages/0x.js/test/expiration_watcher_test.ts
new file mode 100644
index 000000000..0f2470070
--- /dev/null
+++ b/packages/0x.js/test/expiration_watcher_test.ts
@@ -0,0 +1,138 @@
+import 'mocha';
+import * as chai from 'chai';
+import * as _ from 'lodash';
+import * as Sinon from 'sinon';
+import * as Web3 from 'web3';
+import BigNumber from 'bignumber.js';
+import {chaiSetup} from './utils/chai_setup';
+import {web3Factory} from './utils/web3_factory';
+import {utils} from '../src/utils/utils';
+import {Web3Wrapper} from '../src/web3_wrapper';
+import {TokenUtils} from './utils/token_utils';
+import {ExpirationWatcher} from '../src/order_watcher/expiration_watcher';
+import {Token, DoneCallback} from '../src/types';
+import {ZeroEx} from '../src/0x';
+import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
+import {FillScenarios} from './utils/fill_scenarios';
+import {reportCallbackErrors} from './utils/report_callback_errors';
+
+chaiSetup.configure();
+const expect = chai.expect;
+const blockchainLifecycle = new BlockchainLifecycle();
+
+describe('ExpirationWatcher', () => {
+ let web3: Web3;
+ let zeroEx: ZeroEx;
+ let tokenUtils: TokenUtils;
+ let tokens: Token[];
+ let userAddresses: string[];
+ let zrxTokenAddress: string;
+ let fillScenarios: FillScenarios;
+ let exchangeContractAddress: string;
+ let makerTokenAddress: string;
+ let takerTokenAddress: string;
+ let coinbase: string;
+ let makerAddress: string;
+ let takerAddress: string;
+ let feeRecipient: string;
+ const fillableAmount = new BigNumber(5);
+ let currentUnixTimestampSec: BigNumber;
+ let timer: Sinon.SinonFakeTimers;
+ let expirationWatcher: ExpirationWatcher;
+ before(async () => {
+ web3 = web3Factory.create();
+ zeroEx = new ZeroEx(web3.currentProvider);
+ exchangeContractAddress = await zeroEx.exchange.getContractAddressAsync();
+ userAddresses = await zeroEx.getAvailableAddressesAsync();
+ tokens = await zeroEx.tokenRegistry.getTokensAsync();
+ tokenUtils = new TokenUtils(tokens);
+ zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
+ fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
+ [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
+ tokens = await zeroEx.tokenRegistry.getTokensAsync();
+ const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens();
+ makerTokenAddress = makerToken.address;
+ takerTokenAddress = takerToken.address;
+ });
+ beforeEach(async () => {
+ await blockchainLifecycle.startAsync();
+ const sinonTimerConfig = {shouldAdvanceTime: true} as any;
+ // This constructor has incorrect types
+ timer = Sinon.useFakeTimers(sinonTimerConfig);
+ currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
+ expirationWatcher = new ExpirationWatcher();
+ });
+ afterEach(async () => {
+ await blockchainLifecycle.revertAsync();
+ timer.restore();
+ expirationWatcher.unsubscribe();
+ });
+ it('correctly emits events when order expires', (done: DoneCallback) => {
+ (async () => {
+ const orderLifetimeSec = 60;
+ const expirationUnixTimestampSec = currentUnixTimestampSec.plus(orderLifetimeSec);
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+ expirationUnixTimestampSec,
+ );
+ const orderHash = ZeroEx.getOrderHashHex(signedOrder);
+ expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec.times(1000));
+ const callbackAsync = reportCallbackErrors(done)(async (hash: string) => {
+ expect(hash).to.be.equal(orderHash);
+ expect(utils.getCurrentUnixTimestampSec()).to.be.bignumber.gte(expirationUnixTimestampSec);
+ done();
+ });
+ expirationWatcher.subscribe(callbackAsync);
+ timer.tick(orderLifetimeSec * 1000);
+ })().catch(done);
+ });
+ it('doesn\'t emit events before order expires', (done: DoneCallback) => {
+ (async () => {
+ const orderLifetimeSec = 60;
+ const expirationUnixTimestampSec = currentUnixTimestampSec.plus(orderLifetimeSec);
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+ expirationUnixTimestampSec,
+ );
+ const orderHash = ZeroEx.getOrderHashHex(signedOrder);
+ expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec.times(1000));
+ const callbackAsync = reportCallbackErrors(done)(async (hash: string) => {
+ done(new Error('Emitted expiration went before the order actually expired'));
+ });
+ expirationWatcher.subscribe(callbackAsync);
+ const notEnoughTime = orderLifetimeSec - 1;
+ timer.tick(notEnoughTime * 1000);
+ done();
+ })().catch(done);
+ });
+ it('emits events in correct order', (done: DoneCallback) => {
+ (async () => {
+ const order1Lifetime = 60;
+ const order2Lifetime = 120;
+ const order1ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order1Lifetime);
+ const order2ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order2Lifetime);
+ const signedOrder1 = await fillScenarios.createFillableSignedOrderAsync(
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+ order1ExpirationUnixTimestampSec,
+ );
+ const signedOrder2 = await fillScenarios.createFillableSignedOrderAsync(
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+ order2ExpirationUnixTimestampSec,
+ );
+ const orderHash1 = ZeroEx.getOrderHashHex(signedOrder1);
+ const orderHash2 = ZeroEx.getOrderHashHex(signedOrder2);
+ expirationWatcher.addOrder(orderHash2, signedOrder2.expirationUnixTimestampSec.times(1000));
+ expirationWatcher.addOrder(orderHash1, signedOrder1.expirationUnixTimestampSec.times(1000));
+ const expirationOrder = [orderHash1, orderHash2];
+ const callbackAsync = reportCallbackErrors(done)(async (hash: string) => {
+ const orderHash = expirationOrder.shift();
+ expect(hash).to.be.equal(orderHash);
+ if (_.isEmpty(expirationOrder)) {
+ done();
+ }
+ });
+ expirationWatcher.subscribe(callbackAsync);
+ timer.tick(order2Lifetime * 1000);
+ })().catch(done);
+ });
+});
diff --git a/packages/0x.js/test/order_state_watcher_test.ts b/packages/0x.js/test/order_state_watcher_test.ts
index 00b290252..834099ef6 100644
--- a/packages/0x.js/test/order_state_watcher_test.ts
+++ b/packages/0x.js/test/order_state_watcher_test.ts
@@ -3,10 +3,10 @@ import * as chai from 'chai';
import * as _ from 'lodash';
import * as Web3 from 'web3';
import BigNumber from 'bignumber.js';
-import { chaiSetup } from './utils/chai_setup';
-import { web3Factory } from './utils/web3_factory';
-import { Web3Wrapper } from '../src/web3_wrapper';
-import { OrderStateWatcher } from '../src/order_watcher/order_state_watcher';
+import {chaiSetup} from './utils/chai_setup';
+import {web3Factory} from './utils/web3_factory';
+import {Web3Wrapper} from '../src/web3_wrapper';
+import {OrderStateWatcher} from '../src/order_watcher/order_state_watcher';
import {
Token,
ZeroEx,
@@ -20,11 +20,12 @@ import {
OrderStateInvalid,
ExchangeContractErrs,
} from '../src';
-import { TokenUtils } from './utils/token_utils';
-import { FillScenarios } from './utils/fill_scenarios';
-import { DoneCallback } from '../src/types';
+import {TokenUtils} from './utils/token_utils';
+import {FillScenarios} from './utils/fill_scenarios';
+import {DoneCallback} from '../src/types';
import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
import {reportCallbackErrors} from './utils/report_callback_errors';
+import {constants as constants} from './utils/constants';
const TIMEOUT_MS = 150;
@@ -47,7 +48,8 @@ describe('OrderStateWatcher', () => {
let taker: string;
let web3Wrapper: Web3Wrapper;
let signedOrder: SignedOrder;
- const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), 18);
+ const decimals = constants.ZRX_DECIMALS;
+ const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
before(async () => {
web3 = web3Factory.create();
zeroEx = new ZeroEx(web3.currentProvider);
@@ -254,15 +256,15 @@ describe('OrderStateWatcher', () => {
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);
+ const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), decimals);
+ const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), decimals);
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 fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
let eventCount = 0;
@@ -273,9 +275,9 @@ describe('OrderStateWatcher', () => {
expect(validOrderState.orderHash).to.be.equal(orderHash);
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
- ZeroEx.toBaseUnitAmount(new BigNumber(16), 18));
+ ZeroEx.toBaseUnitAmount(new BigNumber(16), decimals));
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
- ZeroEx.toBaseUnitAmount(new BigNumber(8), 18));
+ ZeroEx.toBaseUnitAmount(new BigNumber(8), decimals));
if (eventCount === 2) {
done();
}
@@ -295,7 +297,7 @@ describe('OrderStateWatcher', () => {
const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
- const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), 18);
+ const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
@@ -319,11 +321,12 @@ describe('OrderStateWatcher', () => {
const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
- const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18);
+ const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
const transferAmount = makerBalance.sub(remainingAmount);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+ expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
@@ -337,6 +340,88 @@ describe('OrderStateWatcher', () => {
makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount);
})().catch(done);
});
+ it('should equal remaining amount when partially cancelled and order has fees', (done: DoneCallback) => {
+ (async () => {
+ const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
+ const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
+ const feeRecipient = taker;
+ signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+ makerToken.address, takerToken.address, makerFee, takerFee, maker,
+ taker, fillableAmount, feeRecipient);
+
+ const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+
+ const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals);
+ const transferTokenAmount = makerFee.sub(remainingTokenAmount);
+ await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
+
+ const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+ expect(orderState.isValid).to.be.true();
+ const validOrderState = orderState as OrderStateValid;
+ const orderRelevantState = validOrderState.orderRelevantState;
+ expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+ remainingTokenAmount);
+ done();
+ });
+ zeroEx.orderStateWatcher.subscribe(callback);
+ await zeroEx.exchange.cancelOrderAsync(signedOrder, transferTokenAmount);
+ })().catch(done);
+ });
+ it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => {
+ (async () => {
+ const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
+ const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
+ const feeRecipient = taker;
+ signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+ makerToken.address, takerToken.address, makerFee, takerFee, maker,
+ taker, fillableAmount, feeRecipient);
+
+ const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+
+ const remainingFeeAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals);
+ const transferFeeAmount = makerFee.sub(remainingFeeAmount);
+
+ const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals);
+ const transferTokenAmount = makerFee.sub(remainingTokenAmount);
+ await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
+
+ const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+ const validOrderState = orderState as OrderStateValid;
+ const orderRelevantState = validOrderState.orderRelevantState;
+ expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+ remainingFeeAmount);
+ done();
+ });
+ zeroEx.orderStateWatcher.subscribe(callback);
+ await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingFeeAmount);
+ await zeroEx.token.transferAsync(
+ makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferTokenAmount);
+ })().catch(done);
+ });
+ it('should calculate full amount when all available and non-divisible', (done: DoneCallback) => {
+ (async () => {
+ const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
+ const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+ const feeRecipient = taker;
+ signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+ makerToken.address, takerToken.address, makerFee, takerFee, maker,
+ taker, fillableAmount, feeRecipient);
+
+ const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+ await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
+
+ const callback = reportCallbackErrors(done)((orderState: OrderState) => {
+ const validOrderState = orderState as OrderStateValid;
+ const orderRelevantState = validOrderState.orderRelevantState;
+ expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+ fillableAmount);
+ done();
+ });
+ zeroEx.orderStateWatcher.subscribe(callback);
+ await zeroEx.token.setProxyAllowanceAsync(
+ makerToken.address, maker, ZeroEx.toBaseUnitAmount(new BigNumber(100), decimals));
+ })().catch(done);
+ });
});
it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => {
(async () => {
diff --git a/packages/0x.js/test/remaining_fillable_calculator_test.ts b/packages/0x.js/test/remaining_fillable_calculator_test.ts
new file mode 100644
index 000000000..65b65efd8
--- /dev/null
+++ b/packages/0x.js/test/remaining_fillable_calculator_test.ts
@@ -0,0 +1,176 @@
+import 'mocha';
+import * as chai from 'chai';
+import BigNumber from 'bignumber.js';
+import { chaiSetup } from './utils/chai_setup';
+import { RemainingFillableCalculator } from '../src/order_watcher/remaining_fillable_calculator';
+import { SignedOrder, ECSignature } from '../src/types';
+import { TokenUtils } from './utils/token_utils';
+import { ZeroEx } from '../src/0x';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('RemainingFillableCalculator', () => {
+ let calculator: RemainingFillableCalculator;
+ let signedOrder: SignedOrder;
+ let transferrableMakerTokenAmount: BigNumber;
+ let transferrableMakerFeeTokenAmount: BigNumber;
+ let remainingMakerTokenAmount: BigNumber;
+ let makerAmount: BigNumber;
+ let takerAmount: BigNumber;
+ let makerFeeAmount: BigNumber;
+ let isMakerTokenZRX: boolean;
+ const makerToken: string = '0x1';
+ const takerToken: string = '0x2';
+ const decimals: number = 4;
+ const zero: BigNumber = new BigNumber(0);
+ const zeroAddress = '0x0';
+ const signature: ECSignature = { v: 27, r: '', s: ''};
+ beforeEach(async () => {
+ [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals)];
+ [transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [
+ ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals)];
+ });
+ function buildSignedOrder(): SignedOrder {
+ return { ecSignature: signature,
+ exchangeContractAddress: zeroAddress,
+ feeRecipient: zeroAddress,
+ maker: zeroAddress,
+ taker: zeroAddress,
+ makerFee: makerFeeAmount,
+ takerFee: zero,
+ makerTokenAmount: makerAmount,
+ takerTokenAmount: takerAmount,
+ makerTokenAddress: makerToken,
+ takerTokenAddress: takerToken,
+ salt: zero,
+ expirationUnixTimestampSec: zero };
+ }
+ describe('Maker token is NOT ZRX', () => {
+ before(async () => {
+ isMakerTokenZRX = false;
+ });
+ it('calculates the correct amount when unfilled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+ });
+ it('calculates the correct amount when partially filled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+ });
+ it('calculates the amount to be 0 when all fee funds are transferred', () => {
+ signedOrder = buildSignedOrder();
+ transferrableMakerFeeTokenAmount = zero;
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero);
+ });
+ it('calculates the correct amount when balance is less than remaining fillable', () => {
+ signedOrder = buildSignedOrder();
+ const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
+ transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
+ });
+ describe('Order to Fee Ratio is < 1', () => {
+ beforeEach(async () => {
+ [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals)];
+ });
+ it('calculates the correct amount when funds unavailable', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+ const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+ transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount,
+ remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
+ });
+ });
+ describe('Ratio is not evenly divisble', () => {
+ beforeEach(async () => {
+ [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals),
+ ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals)];
+ });
+ it('calculates the correct amount when funds unavailable', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+ const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+ transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount,
+ remainingMakerTokenAmount);
+ const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
+ expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true();
+ expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0));
+ const orderToFeeRatio = signedOrder.makerTokenAmount.dividedBy(signedOrder.makerFee);
+ const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio);
+ expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount);
+ });
+ });
+ });
+ describe('Maker Token is ZRX', () => {
+ before(async () => {
+ isMakerTokenZRX = true;
+ });
+ it('calculates the correct amount when unfilled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount);
+ transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+ });
+ it('calculates the correct amount when partially filled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+ });
+ it('calculates the amount to be 0 when all fee funds are transferred', () => {
+ signedOrder = buildSignedOrder();
+ transferrableMakerTokenAmount = zero;
+ transferrableMakerFeeTokenAmount = zero;
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero);
+ });
+ it('calculates the correct amount when balance is less than remaining fillable', () => {
+ signedOrder = buildSignedOrder();
+ const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
+ remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
+ transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
+ transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
+
+ const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee);
+ const expectedFillableAmount = new BigNumber(450980);
+ calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
+ transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
+ const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
+ const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio);
+ const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio);
+ expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakerTokenAmount);
+ expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakerTokenAmount);
+ expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount);
+ expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0);
+ });
+ });
+});
diff --git a/packages/0x.js/test/token_wrapper_test.ts b/packages/0x.js/test/token_wrapper_test.ts
index b30762e8c..1a7cb9e40 100644
--- a/packages/0x.js/test/token_wrapper_test.ts
+++ b/packages/0x.js/test/token_wrapper_test.ts
@@ -361,6 +361,9 @@ describe('TokenWrapper', () => {
(async () => {
const callback = (err: Error, logEvent: DecodedLogEvent<TransferContractEventArgs>) => {
expect(logEvent).to.not.be.undefined();
+ expect(logEvent.logIndex).to.be.equal(0);
+ expect(logEvent.transactionIndex).to.be.equal(0);
+ expect(logEvent.blockNumber).to.be.a('number');
const args = logEvent.args;
expect(args._from).to.be.equal(coinbase);
expect(args._to).to.be.equal(addressWithoutFunds);
diff --git a/packages/0x.js/test/utils/constants.ts b/packages/0x.js/test/utils/constants.ts
index c7d3aebca..5992c226e 100644
--- a/packages/0x.js/test/utils/constants.ts
+++ b/packages/0x.js/test/utils/constants.ts
@@ -5,4 +5,5 @@ export const constants = {
TESTRPC_NETWORK_ID: 50,
KOVAN_RPC_URL: 'https://kovan.infura.io',
ROPSTEN_RPC_URL: 'https://ropsten.infura.io',
+ ZRX_DECIMALS: 18,
};
diff --git a/packages/0x.js/test/utils/report_callback_errors.ts b/packages/0x.js/test/utils/report_callback_errors.ts
index d471b2af2..4f9517704 100644
--- a/packages/0x.js/test/utils/report_callback_errors.ts
+++ b/packages/0x.js/test/utils/report_callback_errors.ts
@@ -1,10 +1,10 @@
import { DoneCallback } from '../../src/types';
export const reportCallbackErrors = (done: DoneCallback) => {
- return (f: (...args: any[]) => void) => {
- const wrapped = (...args: any[]) => {
+ return (fAsync: (...args: any[]) => void|Promise<void>) => {
+ const wrapped = async (...args: any[]) => {
try {
- f(...args);
+ await fAsync(...args);
} catch (err) {
done(err);
}
generated by cgit v1.2.3 (git 2.25.1) at 2024-11-01 15:02:29 +0800