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-rw-r--r--packages/order-utils/src/order_validation_utils.ts257
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diff --git a/packages/order-utils/src/order_validation_utils.ts b/packages/order-utils/src/order_validation_utils.ts
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index 95215d918..000000000
--- a/packages/order-utils/src/order_validation_utils.ts
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-import { ExchangeContractErrs, RevertReason, SignedOrder } from '@0x/types';
-import { BigNumber } from '@0x/utils';
-import { Provider } from 'ethereum-types';
-import * as _ from 'lodash';
-
-import { OrderError, TradeSide, TransferType } from './types';
-
-import { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
-import { constants } from './constants';
-import { ExchangeTransferSimulator } from './exchange_transfer_simulator';
-import { orderHashUtils } from './order_hash';
-import { signatureUtils } from './signature_utils';
-import { utils } from './utils';
-
-/**
- * A utility class for validating orders
- */
-export class OrderValidationUtils {
- private readonly _orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher;
- private readonly _provider: Provider;
- /**
- * A Typescript implementation mirroring the implementation of isRoundingError in the
- * Exchange smart contract
- * @param numerator Numerator value. When used to check an order, pass in `takerAssetFilledAmount`
- * @param denominator Denominator value. When used to check an order, pass in `order.takerAssetAmount`
- * @param target Target value. When used to check an order, pass in `order.makerAssetAmount`
- */
- public static isRoundingErrorFloor(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.multipliedBy(numerator).mod(denominator);
- if (remainder.eq(0)) {
- return false; // no rounding error
- }
-
- // tslint:disable-next-line:custom-no-magic-numbers
- const errPercentageTimes1000000 = remainder.multipliedBy(1000000).div(numerator.multipliedBy(target));
- // tslint:disable-next-line:custom-no-magic-numbers
- const isError = errPercentageTimes1000000.gt(1000);
- return isError;
- }
- /**
- * Validate that the maker & taker have sufficient balances/allowances
- * to fill the supplied order to the fillTakerAssetAmount amount
- * @param exchangeTradeEmulator ExchangeTradeEmulator to use
- * @param signedOrder SignedOrder to test
- * @param fillTakerAssetAmount Amount of takerAsset to fill the signedOrder
- * @param senderAddress Sender of the fillOrder tx
- * @param zrxAssetData AssetData for the ZRX token
- */
- public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
- exchangeTradeEmulator: ExchangeTransferSimulator,
- signedOrder: SignedOrder,
- fillTakerAssetAmount: BigNumber,
- senderAddress: string,
- zrxAssetData: string,
- ): Promise<void> {
- const fillMakerTokenAmount = utils.getPartialAmountFloor(
- fillTakerAssetAmount,
- 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,
- fillTakerAssetAmount,
- TradeSide.Taker,
- TransferType.Trade,
- );
- const makerFeeAmount = utils.getPartialAmountFloor(
- fillTakerAssetAmount,
- signedOrder.takerAssetAmount,
- signedOrder.makerFee,
- );
- await exchangeTradeEmulator.transferFromAsync(
- zrxAssetData,
- signedOrder.makerAddress,
- signedOrder.feeRecipientAddress,
- makerFeeAmount,
- TradeSide.Maker,
- TransferType.Fee,
- );
- const takerFeeAmount = utils.getPartialAmountFloor(
- fillTakerAssetAmount,
- signedOrder.takerAssetAmount,
- signedOrder.takerFee,
- );
- await exchangeTradeEmulator.transferFromAsync(
- zrxAssetData,
- senderAddress,
- signedOrder.feeRecipientAddress,
- takerFeeAmount,
- TradeSide.Taker,
- TransferType.Fee,
- );
- }
- private static _validateOrderNotExpiredOrThrow(expirationTimeSeconds: BigNumber): void {
- const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
- if (expirationTimeSeconds.isLessThan(currentUnixTimestampSec)) {
- throw new Error(RevertReason.OrderUnfillable);
- }
- }
- /**
- * Instantiate OrderValidationUtils
- * @param orderFilledCancelledFetcher A module that implements the AbstractOrderFilledCancelledFetcher
- * @return An instance of OrderValidationUtils
- */
- constructor(orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher, provider: Provider) {
- this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
- this._provider = provider;
- }
- // TODO(fabio): remove this method once the smart contracts have been refactored
- // to return helpful revert reasons instead of ORDER_UNFILLABLE. Instruct devs
- // to make "calls" to validate order fillability + getOrderInfo for fillable amount.
- /**
- * Validate if the supplied order is fillable, and throw if it isn't
- * @param exchangeTradeEmulator ExchangeTradeEmulator instance
- * @param signedOrder SignedOrder of interest
- * @param zrxAssetData ZRX assetData
- * @param expectedFillTakerTokenAmount If supplied, this call will make sure this amount is fillable.
- * If it isn't supplied, we check if the order is fillable for a non-zero amount
- */
- public async validateOrderFillableOrThrowAsync(
- exchangeTradeEmulator: ExchangeTransferSimulator,
- signedOrder: SignedOrder,
- zrxAssetData: string,
- expectedFillTakerTokenAmount?: BigNumber,
- ): Promise<void> {
- const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
- const isValidSignature = await signatureUtils.isValidSignatureAsync(
- this._provider,
- orderHash,
- signedOrder.signature,
- signedOrder.makerAddress,
- );
- if (!isValidSignature) {
- throw new Error(RevertReason.InvalidOrderSignature);
- }
-
- const isCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(signedOrder);
- if (isCancelled) {
- throw new Error('CANCELLED');
- }
- const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
- if (signedOrder.takerAssetAmount.eq(filledTakerTokenAmount)) {
- throw new Error('FULLY_FILLED');
- }
- try {
- OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
- } catch (err) {
- throw new Error('EXPIRED');
- }
- let fillTakerAssetAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
- if (!_.isUndefined(expectedFillTakerTokenAmount)) {
- fillTakerAssetAmount = expectedFillTakerTokenAmount;
- }
- await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
- exchangeTradeEmulator,
- signedOrder,
- fillTakerAssetAmount,
- signedOrder.takerAddress,
- zrxAssetData,
- );
- }
- /**
- * Validate a call to FillOrder and throw if it wouldn't succeed
- * @param exchangeTradeEmulator ExchangeTradeEmulator to use
- * @param provider Web3 provider to use for JSON RPC requests
- * @param signedOrder SignedOrder of interest
- * @param fillTakerAssetAmount Amount we'd like to fill the order for
- * @param takerAddress The taker of the order
- * @param zrxAssetData ZRX asset data
- */
- public async validateFillOrderThrowIfInvalidAsync(
- exchangeTradeEmulator: ExchangeTransferSimulator,
- provider: Provider,
- signedOrder: SignedOrder,
- fillTakerAssetAmount: BigNumber,
- takerAddress: string,
- zrxAssetData: string,
- ): Promise<BigNumber> {
- if (signedOrder.makerAssetAmount.eq(0) || signedOrder.takerAssetAmount.eq(0)) {
- throw new Error(RevertReason.OrderUnfillable);
- }
- if (fillTakerAssetAmount.eq(0)) {
- throw new Error(RevertReason.InvalidTakerAmount);
- }
- const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
- const isValid = await signatureUtils.isValidSignatureAsync(
- provider,
- orderHash,
- signedOrder.signature,
- signedOrder.makerAddress,
- );
- if (!isValid) {
- throw new Error(OrderError.InvalidSignature);
- }
- const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
- if (signedOrder.takerAssetAmount.eq(filledTakerTokenAmount)) {
- throw new Error(RevertReason.OrderUnfillable);
- }
- if (signedOrder.takerAddress !== constants.NULL_ADDRESS && signedOrder.takerAddress !== takerAddress) {
- throw new Error(RevertReason.InvalidTaker);
- }
- OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
- const remainingTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
- const desiredFillTakerTokenAmount = remainingTakerTokenAmount.isLessThan(fillTakerAssetAmount)
- ? remainingTakerTokenAmount
- : fillTakerAssetAmount;
- try {
- await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
- exchangeTradeEmulator,
- signedOrder,
- desiredFillTakerTokenAmount,
- takerAddress,
- zrxAssetData,
- );
- } catch (err) {
- const transferFailedErrorMessages = [
- ExchangeContractErrs.InsufficientMakerBalance,
- ExchangeContractErrs.InsufficientMakerFeeBalance,
- ExchangeContractErrs.InsufficientTakerBalance,
- ExchangeContractErrs.InsufficientTakerFeeBalance,
- ExchangeContractErrs.InsufficientMakerAllowance,
- ExchangeContractErrs.InsufficientMakerFeeAllowance,
- ExchangeContractErrs.InsufficientTakerAllowance,
- ExchangeContractErrs.InsufficientTakerFeeAllowance,
- ];
- if (_.includes(transferFailedErrorMessages, err.message)) {
- throw new Error(RevertReason.TransferFailed);
- }
- throw err;
- }
-
- const wouldRoundingErrorOccur = OrderValidationUtils.isRoundingErrorFloor(
- desiredFillTakerTokenAmount,
- signedOrder.takerAssetAmount,
- signedOrder.makerAssetAmount,
- );
- if (wouldRoundingErrorOccur) {
- throw new Error(RevertReason.RoundingError);
- }
- return filledTakerTokenAmount;
- }
-}
generated by cgit v1.2.3 (git 2.25.1) at 2024-07-20 00:20:40 +0800