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Diffstat (limited to 'packages/order-utils/src/order_validation_utils.ts')
| -rw-r--r-- | packages/order-utils/src/order_validation_utils.ts | 223 |
1 files changed, 223 insertions, 0 deletions
diff --git a/packages/order-utils/src/order_validation_utils.ts b/packages/order-utils/src/order_validation_utils.ts new file mode 100644 index 000000000..4280e4d97 --- /dev/null +++ b/packages/order-utils/src/order_validation_utils.ts @@ -0,0 +1,223 @@ +import { ExchangeContractErrs, Order, SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import * as _ from 'lodash'; + +import { OrderError, TradeSide, TransferType } from './types'; + +import { constants } from './constants'; +import { ExchangeTransferSimulator } from './exchange_transfer_simulator'; +import { ExchangeContract } from './generated_contract_wrappers/exchange'; +import { orderHashUtils } from './order_hash'; +import { isValidECSignature, parseECSignature } from './signature_utils'; +import { utils } from './utils'; + +export class OrderValidationUtils { + private _exchangeContract: ExchangeContract; + // TODO: Write some tests for the function + // const numerator = new BigNumber(20); + // const denominator = new BigNumber(999); + // const target = new BigNumber(50); + // rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1% + public static isRoundingError(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean { + // Solidity's mulmod() in JS + // Source: https://solidity.readthedocs.io/en/latest/units-and-global-variables.html#mathematical-and-cryptographic-functions + if (denominator.eq(0)) { + throw new Error('denominator cannot be 0'); + } + const remainder = target.mul(numerator).mod(denominator); + if (remainder.eq(0)) { + return false; // no rounding error + } + + // tslint:disable-next-line:custom-no-magic-numbers + const errPercentageTimes1000000 = remainder.mul(1000000).div(numerator.mul(target)); + // tslint:disable-next-line:custom-no-magic-numbers + const isError = errPercentageTimes1000000.gt(1000); + return isError; + } + public static validateCancelOrderThrowIfInvalid( + order: Order, + cancelTakerTokenAmount: BigNumber, + filledTakerTokenAmount: BigNumber, + ): void { + if (cancelTakerTokenAmount.eq(0)) { + throw new Error(ExchangeContractErrs.OrderCancelAmountZero); + } + if (order.takerAssetAmount.eq(filledTakerTokenAmount)) { + throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled); + } + const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec(); + if (order.expirationTimeSeconds.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.takerAssetAmount, + signedOrder.makerAssetAmount, + ); + await exchangeTradeEmulator.transferFromAsync( + signedOrder.makerAssetData, + signedOrder.makerAddress, + senderAddress, + fillMakerTokenAmount, + TradeSide.Maker, + TransferType.Trade, + ); + await exchangeTradeEmulator.transferFromAsync( + signedOrder.takerAssetData, + senderAddress, + signedOrder.makerAddress, + fillTakerTokenAmount, + TradeSide.Taker, + TransferType.Trade, + ); + const makerFeeAmount = OrderValidationUtils._getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerAssetAmount, + signedOrder.makerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + zrxTokenAddress, + signedOrder.makerAddress, + signedOrder.feeRecipientAddress, + makerFeeAmount, + TradeSide.Maker, + TransferType.Fee, + ); + const takerFeeAmount = OrderValidationUtils._getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerAssetAmount, + signedOrder.takerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + zrxTokenAddress, + senderAddress, + signedOrder.feeRecipientAddress, + takerFeeAmount, + TradeSide.Taker, + TransferType.Fee, + ); + } + private static _validateRemainingFillAmountNotZeroOrThrow( + takerAssetAmount: BigNumber, + filledTakerTokenAmount: BigNumber, + ): void { + if (takerAssetAmount.eq(filledTakerTokenAmount)) { + throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero); + } + } + private static _validateOrderNotExpiredOrThrow(expirationTimeSeconds: BigNumber): void { + const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec(); + if (expirationTimeSeconds.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(exchangeContract: ExchangeContract) { + this._exchangeContract = exchangeContract; + } + public async validateOrderFillableOrThrowAsync( + exchangeTradeEmulator: ExchangeTransferSimulator, + signedOrder: SignedOrder, + zrxTokenAddress: string, + expectedFillTakerTokenAmount?: BigNumber, + ): Promise<void> { + const orderHash = orderHashUtils.getOrderHashHex(signedOrder); + const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash); + OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow( + signedOrder.takerAssetAmount, + filledTakerTokenAmount, + ); + OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds); + let fillTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount); + if (!_.isUndefined(expectedFillTakerTokenAmount)) { + fillTakerTokenAmount = expectedFillTakerTokenAmount; + } + await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTradeEmulator, + signedOrder, + fillTakerTokenAmount, + signedOrder.takerAddress, + 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 = orderHashUtils.getOrderHashHex(signedOrder); + // TODO: Verify all signature types! To do this, we need access to a Provider... + const ecSignature = parseECSignature(signedOrder.signature); + if (!isValidECSignature(orderHash, ecSignature, signedOrder.makerAddress)) { + throw new Error(OrderError.InvalidSignature); + } + const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash); + OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow( + signedOrder.takerAssetAmount, + filledTakerTokenAmount, + ); + if (signedOrder.takerAddress !== constants.NULL_ADDRESS && signedOrder.takerAddress !== takerAddress) { + throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker); + } + OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds); + const remainingTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount); + const desiredFillTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount) + ? remainingTakerTokenAmount + : fillTakerTokenAmount; + await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTradeEmulator, + signedOrder, + desiredFillTakerTokenAmount, + takerAddress, + zrxTokenAddress, + ); + + const wouldRoundingErrorOccur = await OrderValidationUtils.isRoundingError( + filledTakerTokenAmount, + signedOrder.takerAssetAmount, + signedOrder.makerAssetAmount, + ); + 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); + } + } +} |