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-rw-r--r--packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts17
-rw-r--r--packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts15
-rw-r--r--packages/order-utils/src/eip712_utils.ts28
-rw-r--r--packages/order-utils/src/exchange_transfer_simulator.ts9
-rw-r--r--packages/order-utils/src/order_state_utils.ts53
-rw-r--r--packages/order-utils/src/order_validation_utils.ts50
-rw-r--r--packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts43
-rw-r--r--packages/order-utils/src/store/order_filled_cancelled_lazy_store.ts45
8 files changed, 228 insertions, 32 deletions
diff --git a/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts
index b2760d98e..7cb859ca7 100644
--- a/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts
+++ b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts
@@ -1,6 +1,23 @@
import { BigNumber } from '@0xproject/utils';
+/**l
+ * An abstract class to be implemented in order to use OrderStateUtils. The class that
+ * implements this interface must be capable of fetching the balance and proxyAllowance
+ * for an Ethereum address and assetData
+ */
export abstract class AbstractBalanceAndProxyAllowanceFetcher {
+ /**
+ * Get balance of assetData for userAddress
+ * @param assetData AssetData for which to fetch the balance
+ * @param userAddress Ethereum address for which to fetch the balance
+ * @return Balance amount in base units
+ */
public abstract async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
+ /**
+ * Get the 0x asset proxy allowance of assetData for userAddress
+ * @param assetData AssetData for which to fetch the allowance
+ * @param userAddress Ethereum address for which to fetch the allowance
+ * @return Allowance amount in base units
+ */
public abstract async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
}
diff --git a/packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts b/packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts
index 865ea4e43..d2b01c359 100644
--- a/packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts
+++ b/packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts
@@ -1,7 +1,22 @@
import { BigNumber } from '@0xproject/utils';
+/**l
+ * An abstract class to be implemented in order to use OrderStateUtils. The class that
+ * implements this interface must be capable of fetching the amount filled of an order
+ * and whether it's been cancelled.
+ */
export abstract class AbstractOrderFilledCancelledFetcher {
+ /**
+ * Get the amount of the order's takerToken amount already filled
+ * @param orderHash OrderHash of order we are interested in
+ * @return FilledTakerAmount
+ */
public abstract async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber>;
+ /**
+ * Whether an order is cancelled
+ * @param orderHash OrderHash of order we are interested in
+ * @return Whether or not the order is cancelled
+ */
public abstract async isOrderCancelledAsync(orderHash: string): Promise<boolean>;
public abstract getZRXAssetData(): string;
}
diff --git a/packages/order-utils/src/eip712_utils.ts b/packages/order-utils/src/eip712_utils.ts
index 2594e6d6d..c7b20f824 100644
--- a/packages/order-utils/src/eip712_utils.ts
+++ b/packages/order-utils/src/eip712_utils.ts
@@ -40,15 +40,37 @@ export const EIP712Utils = {
const messageBuff = crypto.solSHA3([EIP191_PREFIX, domainSeparatorHashBuffer, hashStruct]);
return messageBuff;
},
+ /**
+ * Pad an address to 32 bytes
+ * @param address Address to pad
+ * @return padded address
+ */
pad32Address(address: string): Buffer {
const addressBuffer = ethUtil.toBuffer(address);
const addressPadded = EIP712Utils.pad32Buffer(addressBuffer);
return addressPadded;
},
+ /**
+ * Pad an buffer to 32 bytes
+ * @param buffer Address to pad
+ * @return padded buffer
+ */
pad32Buffer(buffer: Buffer): Buffer {
const bufferPadded = ethUtil.setLengthLeft(buffer, EIP712_VALUE_LENGTH);
return bufferPadded;
},
+ /**
+ * Hash together a EIP712 schema with the corresponding data
+ * @param schema EIP712-compliant schema
+ * @param data Data the complies to the schema
+ * @return A buffer containing the SHA256 hash of the schema and encoded data
+ */
+ structHash(schema: EIP712Schema, data: { [key: string]: any }): Buffer {
+ const encodedData = EIP712Utils._encodeData(schema, data);
+ const schemaHash = EIP712Utils.compileSchema(schema);
+ const hashBuffer = crypto.solSHA3([schemaHash, ...encodedData]);
+ return hashBuffer;
+ },
_getDomainSeparatorSchemaBuffer(): Buffer {
return EIP712Utils.compileSchema(EIP712_DOMAIN_SCHEMA);
},
@@ -84,10 +106,4 @@ export const EIP712Utils = {
}
return encodedValues;
},
- structHash(schema: EIP712Schema, data: { [key: string]: any }): Buffer {
- const encodedData = EIP712Utils._encodeData(schema, data);
- const schemaHash = EIP712Utils.compileSchema(schema);
- const hashBuffer = crypto.solSHA3([schemaHash, ...encodedData]);
- return hashBuffer;
- },
};
diff --git a/packages/order-utils/src/exchange_transfer_simulator.ts b/packages/order-utils/src/exchange_transfer_simulator.ts
index c3a4f9c2a..81c849c64 100644
--- a/packages/order-utils/src/exchange_transfer_simulator.ts
+++ b/packages/order-utils/src/exchange_transfer_simulator.ts
@@ -33,6 +33,10 @@ const ERR_MSG_MAPPING = {
},
};
+/**
+ * An exchange transfer simulator which simulates asset transfers exactly how the
+ * 0x exchange contract would do them.
+ */
export class ExchangeTransferSimulator {
private readonly _store: AbstractBalanceAndProxyAllowanceLazyStore;
private static _throwValidationError(
@@ -43,6 +47,11 @@ export class ExchangeTransferSimulator {
const errMsg = ERR_MSG_MAPPING[failureReason][tradeSide][transferType];
throw new Error(errMsg);
}
+ /**
+ * Instantiate a ExchangeTransferSimulator
+ * @param store A class that implements AbstractBalanceAndProxyAllowanceLazyStore
+ * @return an instance of ExchangeTransferSimulator
+ */
constructor(store: AbstractBalanceAndProxyAllowanceLazyStore) {
this._store = store;
}
diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts
index 189bf4180..cb08c5ae2 100644
--- a/packages/order-utils/src/order_state_utils.ts
+++ b/packages/order-utils/src/order_state_utils.ts
@@ -91,6 +91,14 @@ export class OrderStateUtils {
throw new Error(ExchangeContractErrs.OrderFillRoundingError);
}
}
+ /**
+ * Instantiate OrderStateUtils
+ * @param balanceAndProxyAllowanceFetcher A class that is capable of fetching balances
+ * and proxyAllowances for Ethereum addresses. It must implement AbstractBalanceAndProxyAllowanceFetcher
+ * @param orderFilledCancelledFetcher A class that is capable of fetching whether an order
+ * is cancelled and how much of it has been filled. It must implement AbstractOrderFilledCancelledFetcher
+ * @return Instance of OrderStateUtils
+ */
constructor(
balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher,
orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher,
@@ -98,6 +106,14 @@ export class OrderStateUtils {
this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher;
this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
}
+ /**
+ * Get the orderState for an "open" order (i.e where takerAddress=NULL_ADDRESS)
+ * This method will only check the maker's balance/allowance to calculate the
+ * OrderState.
+ * @param signedOrder The order of interest
+ * @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> {
const orderRelevantState = await this.getOpenOrderRelevantStateAsync(signedOrder);
const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
@@ -127,6 +143,11 @@ export class OrderStateUtils {
return orderState;
}
}
+ /**
+ * Get state relevant to an order (i.e makerBalance, makerAllowance, filledTakerAssetAmount, etc...
+ * @param signedOrder Order of interest
+ * @return An instance of OrderRelevantState
+ */
public async getOpenOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> {
const isMaker = true;
const sidedOrderRelevantState = await this._getSidedOrderRelevantStateAsync(
@@ -149,6 +170,12 @@ export class OrderStateUtils {
};
return orderRelevantState;
}
+ /**
+ * Get the max amount of the supplied order's takerAmount that could still be filled
+ * @param signedOrder Order of interest
+ * @param takerAddress Hypothetical taker of the order
+ * @return fillableTakerAssetAmount
+ */
public async getMaxFillableTakerAssetAmountAsync(
signedOrder: SignedOrder,
takerAddress: string,
@@ -181,32 +208,6 @@ export class OrderStateUtils {
return fillableTakerAssetAmount;
}
- public async getMaxFillableTakerAssetAmountForFailingOrderAsync(
- signedOrder: SignedOrder,
- takerAddress: string,
- ): Promise<BigNumber> {
- // Get min of taker balance & allowance
- const takerAssetBalanceOfTaker = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
- signedOrder.takerAssetData,
- takerAddress,
- );
- const takerAssetAllowanceOfTaker = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
- signedOrder.takerAssetData,
- takerAddress,
- );
- const minTakerAssetAmount = BigNumber.min([takerAssetBalanceOfTaker, takerAssetAllowanceOfTaker]);
-
- // get remainingFillAmount
- const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
- const filledTakerAssetAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
- const remainingFillTakerAssetAmount = signedOrder.takerAssetAmount.minus(filledTakerAssetAmount);
-
- if (minTakerAssetAmount.gte(remainingFillTakerAssetAmount)) {
- return remainingFillTakerAssetAmount;
- } else {
- return minTakerAssetAmount;
- }
- }
private async _getSidedOrderRelevantStateAsync(
isMakerSide: boolean,
signedOrder: SignedOrder,
diff --git a/packages/order-utils/src/order_validation_utils.ts b/packages/order-utils/src/order_validation_utils.ts
index ccc6e653f..972e6f6d6 100644
--- a/packages/order-utils/src/order_validation_utils.ts
+++ b/packages/order-utils/src/order_validation_utils.ts
@@ -12,8 +12,18 @@ 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;
+ /**
+ * 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 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
@@ -31,6 +41,15 @@ export class OrderValidationUtils {
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,
@@ -104,9 +123,22 @@ export class OrderValidationUtils {
throw new Error(RevertReason.OrderUnfillable);
}
}
+ /**
+ * Instantiate OrderValidationUtils
+ * @param orderFilledCancelledFetcher A module that implements the AbstractOrderFilledCancelledFetcher
+ * @return An instance of OrderValidationUtils
+ */
constructor(orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher) {
this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
}
+ /**
+ * 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,
@@ -132,6 +164,15 @@ export class OrderValidationUtils {
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,
@@ -187,6 +228,15 @@ export class OrderValidationUtils {
}
return filledTakerTokenAmount;
}
+ /**
+ * Validate a call to fillOrKillOrder and throw if it would fail
+ * @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 validateFillOrKillOrderThrowIfInvalidAsync(
exchangeTradeEmulator: ExchangeTransferSimulator,
provider: Provider,
diff --git a/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts b/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts
index 5a2c1d7ff..8a65178b0 100644
--- a/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts
+++ b/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts
@@ -21,11 +21,21 @@ export class BalanceAndProxyAllowanceLazyStore implements AbstractBalanceAndProx
[userAddress: string]: BigNumber;
};
};
+ /**
+ * Instantiates a BalanceAndProxyAllowanceLazyStore
+ * @param balanceAndProxyAllowanceFetcher Class the implements the AbstractBalanceAndProxyAllowanceFetcher
+ * @return Instance of BalanceAndProxyAllowanceLazyStore
+ */
constructor(balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher) {
this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher;
this._balance = {};
this._proxyAllowance = {};
}
+ /**
+ * Get a users balance of an asset
+ * @param assetData AssetData of interest
+ * @param userAddress Ethereum address of interest
+ */
public async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber> {
if (_.isUndefined(this._balance[assetData]) || _.isUndefined(this._balance[assetData][userAddress])) {
const balance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(assetData, userAddress);
@@ -34,12 +44,22 @@ export class BalanceAndProxyAllowanceLazyStore implements AbstractBalanceAndProx
const cachedBalance = this._balance[assetData][userAddress];
return cachedBalance;
}
+ /**
+ * Set the balance of an asset for a user
+ * @param assetData AssetData of interest
+ * @param userAddress Ethereum address of interest
+ */
public setBalance(assetData: string, userAddress: string, balance: BigNumber): void {
if (_.isUndefined(this._balance[assetData])) {
this._balance[assetData] = {};
}
this._balance[assetData][userAddress] = balance;
}
+ /**
+ * Clear the balance of an asset for a user
+ * @param assetData AssetData of interest
+ * @param userAddress Ethereum address of interest
+ */
public deleteBalance(assetData: string, userAddress: string): void {
if (!_.isUndefined(this._balance[assetData])) {
delete this._balance[assetData][userAddress];
@@ -48,6 +68,11 @@ export class BalanceAndProxyAllowanceLazyStore implements AbstractBalanceAndProx
}
}
}
+ /**
+ * Get the 0x asset proxy allowance
+ * @param assetData AssetData of interest
+ * @param userAddress Ethereum address of interest
+ */
public async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber> {
if (
_.isUndefined(this._proxyAllowance[assetData]) ||
@@ -62,12 +87,22 @@ export class BalanceAndProxyAllowanceLazyStore implements AbstractBalanceAndProx
const cachedProxyAllowance = this._proxyAllowance[assetData][userAddress];
return cachedProxyAllowance;
}
+ /**
+ * Set the 0x asset proxy allowance
+ * @param assetData AssetData of interest
+ * @param userAddress Ethereum address of interest
+ */
public setProxyAllowance(assetData: string, userAddress: string, proxyAllowance: BigNumber): void {
if (_.isUndefined(this._proxyAllowance[assetData])) {
this._proxyAllowance[assetData] = {};
}
this._proxyAllowance[assetData][userAddress] = proxyAllowance;
}
+ /**
+ * Clear the 0x asset proxy allowance
+ * @param assetData AssetData of interest
+ * @param userAddress Ethereum address of interest
+ */
public deleteProxyAllowance(assetData: string, userAddress: string): void {
if (!_.isUndefined(this._proxyAllowance[assetData])) {
delete this._proxyAllowance[assetData][userAddress];
@@ -76,6 +111,11 @@ export class BalanceAndProxyAllowanceLazyStore implements AbstractBalanceAndProx
}
}
}
+ /**
+ * Clear all ERC721 0x proxy allowances a user has on all items of a specific ERC721 contract
+ * @param tokenAddress ERc721 token address
+ * @param userAddress Owner Ethereum address
+ */
public deleteAllERC721ProxyAllowance(tokenAddress: string, userAddress: string): void {
for (const assetData in this._proxyAllowance) {
if (this._proxyAllowance.hasOwnProperty(assetData)) {
@@ -90,6 +130,9 @@ export class BalanceAndProxyAllowanceLazyStore implements AbstractBalanceAndProx
}
}
}
+ /**
+ * Delete all balances & allowances
+ */
public deleteAll(): void {
this._balance = {};
this._proxyAllowance = {};
diff --git a/packages/order-utils/src/store/order_filled_cancelled_lazy_store.ts b/packages/order-utils/src/store/order_filled_cancelled_lazy_store.ts
index 336c6d0ba..6155c2064 100644
--- a/packages/order-utils/src/store/order_filled_cancelled_lazy_store.ts
+++ b/packages/order-utils/src/store/order_filled_cancelled_lazy_store.ts
@@ -15,11 +15,21 @@ export class OrderFilledCancelledLazyStore implements AbstractOrderFilledCancell
private _isCancelled: {
[orderHash: string]: boolean;
};
+ /**
+ * Instantiate a OrderFilledCancelledLazyStore
+ * @param orderFilledCancelledFetcher Class instance that implements the AbstractOrderFilledCancelledFetcher
+ * @returns An instance of OrderFilledCancelledLazyStore
+ */
constructor(orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher) {
this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
this._filledTakerAmount = {};
this._isCancelled = {};
}
+ /**
+ * Get the filledTakerAssetAmount of an order
+ * @param orderHash OrderHash from order of interest
+ * @return filledTakerAssetAmount
+ */
public async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber> {
if (_.isUndefined(this._filledTakerAmount[orderHash])) {
const filledTakerAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
@@ -28,12 +38,26 @@ export class OrderFilledCancelledLazyStore implements AbstractOrderFilledCancell
const cachedFilledTakerAmount = this._filledTakerAmount[orderHash];
return cachedFilledTakerAmount;
}
+ /**
+ * Set the filledTakerAssetAmount of an order
+ * @param orderHash OrderHash from order of interest
+ * @param filledTakerAmount Desired filledTakerAssetAmount
+ */
public setFilledTakerAmount(orderHash: string, filledTakerAmount: BigNumber): void {
this._filledTakerAmount[orderHash] = filledTakerAmount;
}
+ /**
+ * Clear the filledTakerAssetAmount of an order
+ * @param orderHash OrderHash from order of interest
+ */
public deleteFilledTakerAmount(orderHash: string): void {
delete this._filledTakerAmount[orderHash];
}
+ /**
+ * Check if an order has been cancelled
+ * @param orderHash OrderHash from order of interest
+ * @return Whether the order has been cancelled
+ */
public async getIsCancelledAsync(orderHash: string): Promise<boolean> {
if (_.isUndefined(this._isCancelled[orderHash])) {
const isCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash);
@@ -42,22 +66,43 @@ export class OrderFilledCancelledLazyStore implements AbstractOrderFilledCancell
const cachedIsCancelled = this._isCancelled[orderHash]; // tslint:disable-line:boolean-naming
return cachedIsCancelled;
}
+ /**
+ * Set whether an order has been cancelled or not
+ * @param orderHash OrderHash from order of interest
+ * @param isCancelled Whether this order should be cancelled or not
+ */
public setIsCancelled(orderHash: string, isCancelled: boolean): void {
this._isCancelled[orderHash] = isCancelled;
}
+ /**
+ * Clear whether the order has been cancelled if already set
+ * @param orderHash OrderHash from order of interest
+ */
public deleteIsCancelled(orderHash: string): void {
delete this._isCancelled[orderHash];
}
+ /**
+ * Clear all filled/cancelled state
+ */
public deleteAll(): void {
this.deleteAllFilled();
this.deleteAllIsCancelled();
}
+ /**
+ * Clear all cancelled state
+ */
public deleteAllIsCancelled(): void {
this._isCancelled = {};
}
+ /**
+ * Clear all filled state
+ */
public deleteAllFilled(): void {
this._filledTakerAmount = {};
}
+ /**
+ * Get the ZRX assetData
+ */
public getZRXAssetData(): string {
const zrxAssetData = this._orderFilledCancelledFetcher.getZRXAssetData();
return zrxAssetData;