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-rw-r--r--packages/contract-wrappers/src/utils/order_validation_utils.ts198
1 files changed, 198 insertions, 0 deletions
diff --git a/packages/contract-wrappers/src/utils/order_validation_utils.ts b/packages/contract-wrappers/src/utils/order_validation_utils.ts
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+++ b/packages/contract-wrappers/src/utils/order_validation_utils.ts
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+import { getOrderHashHex, isValidSignature, OrderError } from '@0xproject/order-utils';
+import { ExchangeContractErrs, Order, SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { ExchangeWrapper } from '../contract_wrappers/exchange_wrapper';
+import { ContractWrappersError, TradeSide, TransferType } from '../types';
+import { constants } from '../utils/constants';
+import { utils } from '../utils/utils';
+
+import { ExchangeTransferSimulator } from './exchange_transfer_simulator';
+
+export class OrderValidationUtils {
+ private _exchangeWrapper: ExchangeWrapper;
+ public static validateCancelOrderThrowIfInvalid(
+ order: Order,
+ cancelTakerTokenAmount: BigNumber,
+ unavailableTakerTokenAmount: BigNumber,
+ ): void {
+ if (cancelTakerTokenAmount.eq(0)) {
+ throw new Error(ExchangeContractErrs.OrderCancelAmountZero);
+ }
+ if (order.takerTokenAmount.eq(unavailableTakerTokenAmount)) {
+ throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
+ }
+ const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
+ if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
+ throw new Error(ExchangeContractErrs.OrderCancelExpired);
+ }
+ }
+ public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber,
+ senderAddress: string,
+ zrxTokenAddress: string,
+ ): Promise<void> {
+ const fillMakerTokenAmount = OrderValidationUtils._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 = OrderValidationUtils._getPartialAmount(
+ fillTakerTokenAmount,
+ signedOrder.takerTokenAmount,
+ signedOrder.makerFee,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ zrxTokenAddress,
+ signedOrder.maker,
+ signedOrder.feeRecipient,
+ makerFeeAmount,
+ TradeSide.Maker,
+ TransferType.Fee,
+ );
+ const takerFeeAmount = OrderValidationUtils._getPartialAmount(
+ fillTakerTokenAmount,
+ signedOrder.takerTokenAmount,
+ signedOrder.takerFee,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ zrxTokenAddress,
+ senderAddress,
+ signedOrder.feeRecipient,
+ takerFeeAmount,
+ TradeSide.Taker,
+ TransferType.Fee,
+ );
+ }
+ private static _validateRemainingFillAmountNotZeroOrThrow(
+ takerTokenAmount: BigNumber,
+ unavailableTakerTokenAmount: BigNumber,
+ ) {
+ if (takerTokenAmount.eq(unavailableTakerTokenAmount)) {
+ throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
+ }
+ }
+ private static _validateOrderNotExpiredOrThrow(expirationUnixTimestampSec: BigNumber) {
+ const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
+ if (expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
+ throw new Error(ExchangeContractErrs.OrderFillExpired);
+ }
+ }
+ private static _getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
+ const fillMakerTokenAmount = numerator
+ .mul(target)
+ .div(denominator)
+ .round(0);
+ return fillMakerTokenAmount;
+ }
+ constructor(exchangeWrapper: ExchangeWrapper) {
+ this._exchangeWrapper = exchangeWrapper;
+ }
+ public async validateOrderFillableOrThrowAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ signedOrder: SignedOrder,
+ zrxTokenAddress: string,
+ expectedFillTakerTokenAmount?: BigNumber,
+ ): Promise<void> {
+ const orderHash = getOrderHashHex(signedOrder);
+ const unavailableTakerTokenAmount = await this._exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
+ OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
+ signedOrder.takerTokenAmount,
+ unavailableTakerTokenAmount,
+ );
+ OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
+ let fillTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
+ if (!_.isUndefined(expectedFillTakerTokenAmount)) {
+ fillTakerTokenAmount = expectedFillTakerTokenAmount;
+ }
+ await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ signedOrder,
+ fillTakerTokenAmount,
+ signedOrder.taker,
+ zrxTokenAddress,
+ );
+ }
+ 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 = getOrderHashHex(signedOrder);
+ if (!isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker)) {
+ throw new Error(OrderError.InvalidSignature);
+ }
+ const unavailableTakerTokenAmount = await this._exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
+ OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
+ signedOrder.takerTokenAmount,
+ unavailableTakerTokenAmount,
+ );
+ if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== takerAddress) {
+ throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
+ }
+ OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
+ const remainingTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
+ const filledTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount)
+ ? remainingTakerTokenAmount
+ : fillTakerTokenAmount;
+ await OrderValidationUtils.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);
+ }
+ }
+}