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-rw-r--r--packages/order-utils/src/index.ts1
-rw-r--r--packages/order-utils/src/market_utils.ts39
-rw-r--r--packages/order-utils/src/order_state_utils.ts4
-rw-r--r--packages/order-utils/src/parsing_utils.ts27
-rw-r--r--packages/order-utils/src/signature_utils.ts4
-rw-r--r--packages/order-utils/src/types.ts2
6 files changed, 61 insertions, 16 deletions
diff --git a/packages/order-utils/src/index.ts b/packages/order-utils/src/index.ts
index 354299304..1553647c6 100644
--- a/packages/order-utils/src/index.ts
+++ b/packages/order-utils/src/index.ts
@@ -6,6 +6,7 @@ export { eip712Utils } from './eip712_utils';
export { marketUtils } from './market_utils';
export { rateUtils } from './rate_utils';
export { sortingUtils } from './sorting_utils';
+export { orderParsingUtils } from './parsing_utils';
export { OrderStateUtils } from './order_state_utils';
export { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher';
diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts
index 4a664cb14..ed6af7d85 100644
--- a/packages/order-utils/src/market_utils.ts
+++ b/packages/order-utils/src/market_utils.ts
@@ -51,17 +51,23 @@ export const marketUtils = {
// iterate through the orders input from left to right until we have enough makerAsset to fill totalFillAmount
const result = _.reduce(
orders,
- ({ resultOrders, remainingFillAmount }, order, index) => {
+ ({ resultOrders, remainingFillAmount, ordersRemainingFillableMakerAssetAmounts }, order, index) => {
if (remainingFillAmount.lessThanOrEqualTo(constants.ZERO_AMOUNT)) {
- return { resultOrders, remainingFillAmount: constants.ZERO_AMOUNT };
+ return {
+ resultOrders,
+ remainingFillAmount: constants.ZERO_AMOUNT,
+ ordersRemainingFillableMakerAssetAmounts,
+ };
} else {
const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index];
+ const shouldIncludeOrder = makerAssetAmountAvailable.gt(constants.ZERO_AMOUNT);
// if there is no makerAssetAmountAvailable do not append order to resultOrders
// if we have exceeded the total amount we want to fill set remainingFillAmount to 0
return {
- resultOrders: makerAssetAmountAvailable.gt(constants.ZERO_AMOUNT)
- ? _.concat(resultOrders, order)
- : resultOrders,
+ resultOrders: shouldIncludeOrder ? _.concat(resultOrders, order) : resultOrders,
+ ordersRemainingFillableMakerAssetAmounts: shouldIncludeOrder
+ ? _.concat(ordersRemainingFillableMakerAssetAmounts, makerAssetAmountAvailable)
+ : ordersRemainingFillableMakerAssetAmounts,
remainingFillAmount: BigNumber.max(
constants.ZERO_AMOUNT,
remainingFillAmount.minus(makerAssetAmountAvailable),
@@ -69,7 +75,11 @@ export const marketUtils = {
};
}
},
- { resultOrders: [] as T[], remainingFillAmount: totalFillAmount },
+ {
+ resultOrders: [] as T[],
+ remainingFillAmount: totalFillAmount,
+ ordersRemainingFillableMakerAssetAmounts: [] as BigNumber[],
+ },
);
return result;
},
@@ -133,17 +143,18 @@ export const marketUtils = {
},
constants.ZERO_AMOUNT,
);
- const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
- feeOrders,
- totalFeeAmount,
- {
- remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts,
- slippageBufferAmount,
- },
- );
+ const {
+ resultOrders,
+ remainingFillAmount,
+ ordersRemainingFillableMakerAssetAmounts,
+ } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(feeOrders, totalFeeAmount, {
+ remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts,
+ slippageBufferAmount,
+ });
return {
resultFeeOrders: resultOrders,
remainingFeeAmount: remainingFillAmount,
+ feeOrdersRemainingFillableMakerAssetAmounts: ordersRemainingFillableMakerAssetAmounts,
};
// TODO: add more orders here to cover rounding
// https://github.com/0xProject/0x-protocol-specification/blob/master/v2/forwarding-contract-specification.md#over-buying-zrx
diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts
index 8398776aa..9b21ef6e9 100644
--- a/packages/order-utils/src/order_state_utils.ts
+++ b/packages/order-utils/src/order_state_utils.ts
@@ -114,7 +114,7 @@ export class OrderStateUtils {
* @return State relevant to the signedOrder, as well as whether the signedOrder is "valid".
* Validity is defined as a non-zero amount of the order can still be filled.
*/
- public async getOpenOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
+ public async getOpenOrderStateAsync(signedOrder: SignedOrder, transactionHash?: string): Promise<OrderState> {
const orderRelevantState = await this.getOpenOrderRelevantStateAsync(signedOrder);
const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash);
@@ -134,6 +134,7 @@ export class OrderStateUtils {
isValid: true,
orderHash,
orderRelevantState,
+ transactionHash,
};
return orderState;
} else {
@@ -141,6 +142,7 @@ export class OrderStateUtils {
isValid: false,
orderHash,
error: orderValidationResult.error,
+ transactionHash,
};
return orderState;
}
diff --git a/packages/order-utils/src/parsing_utils.ts b/packages/order-utils/src/parsing_utils.ts
new file mode 100644
index 000000000..232c54b7b
--- /dev/null
+++ b/packages/order-utils/src/parsing_utils.ts
@@ -0,0 +1,27 @@
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+export const orderParsingUtils = {
+ convertStringsFieldsToBigNumbers(obj: any, fields: string[]): any {
+ const result = _.assign({}, obj);
+ _.each(fields, field => {
+ _.update(result, field, (value: string) => {
+ if (_.isUndefined(value)) {
+ throw new Error(`Could not find field '${field}' while converting string fields to BigNumber.`);
+ }
+ return new BigNumber(value);
+ });
+ });
+ return result;
+ },
+ convertOrderStringFieldsToBigNumber(order: any): any {
+ return orderParsingUtils.convertStringsFieldsToBigNumbers(order, [
+ 'makerAssetAmount',
+ 'takerAssetAmount',
+ 'makerFee',
+ 'takerFee',
+ 'expirationTimeSeconds',
+ 'salt',
+ ]);
+ },
+};
diff --git a/packages/order-utils/src/signature_utils.ts b/packages/order-utils/src/signature_utils.ts
index c0c9e71a7..3b656d3fc 100644
--- a/packages/order-utils/src/signature_utils.ts
+++ b/packages/order-utils/src/signature_utils.ts
@@ -174,6 +174,7 @@ export const signatureUtils = {
assert.isHexString('data', data);
assert.doesConformToSchema('signature', signature, schemas.ecSignatureSchema);
assert.isETHAddressHex('signerAddress', signerAddress);
+ const normalizedSignerAddress = signerAddress.toLowerCase();
const msgHashBuff = ethUtil.toBuffer(data);
try {
@@ -184,7 +185,8 @@ export const signatureUtils = {
ethUtil.toBuffer(signature.s),
);
const retrievedAddress = ethUtil.bufferToHex(ethUtil.pubToAddress(pubKey));
- return retrievedAddress === signerAddress;
+ const normalizedRetrievedAddress = retrievedAddress.toLowerCase();
+ return normalizedRetrievedAddress === normalizedSignerAddress;
} catch (err) {
return false;
}
diff --git a/packages/order-utils/src/types.ts b/packages/order-utils/src/types.ts
index 09292e557..a843efaa4 100644
--- a/packages/order-utils/src/types.ts
+++ b/packages/order-utils/src/types.ts
@@ -72,10 +72,12 @@ export interface FindFeeOrdersThatCoverFeesForTargetOrdersOpts {
export interface FeeOrdersAndRemainingFeeAmount<T> {
resultFeeOrders: T[];
+ feeOrdersRemainingFillableMakerAssetAmounts: BigNumber[];
remainingFeeAmount: BigNumber;
}
export interface OrdersAndRemainingFillAmount<T> {
resultOrders: T[];
+ ordersRemainingFillableMakerAssetAmounts: BigNumber[];
remainingFillAmount: BigNumber;
}