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-rw-r--r--packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts6
-rw-r--r--packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts8
-rw-r--r--packages/order-utils/src/compact_artifacts/DummyToken.json22
-rw-r--r--packages/order-utils/src/compact_artifacts/EtherToken.json287
-rw-r--r--packages/order-utils/src/compact_artifacts/Exchange.json610
-rw-r--r--packages/order-utils/src/compact_artifacts/Token.json172
-rw-r--r--packages/order-utils/src/compact_artifacts/TokenRegistry.json547
-rw-r--r--packages/order-utils/src/compact_artifacts/TokenTransferProxy.json187
-rw-r--r--packages/order-utils/src/compact_artifacts/ZRX.json20
-rw-r--r--packages/order-utils/src/formatters.ts23
-rw-r--r--packages/order-utils/src/index.ts5
-rw-r--r--packages/order-utils/src/order_state_utils.ts140
-rw-r--r--packages/order-utils/src/remaining_fillable_calculator.ts95
13 files changed, 2122 insertions, 0 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
new file mode 100644
index 000000000..857c6167f
--- /dev/null
+++ b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts
@@ -0,0 +1,6 @@
+import { BigNumber } from '@0xproject/utils';
+
+export abstract class AbstractBalanceAndProxyAllowanceFetcher {
+ public abstract async getBalanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber>;
+ public abstract async getProxyAllowanceAsync(tokenAddress: 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
new file mode 100644
index 000000000..f54bed6f1
--- /dev/null
+++ b/packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts
@@ -0,0 +1,8 @@
+import { BigNumber } from '@0xproject/utils';
+
+export abstract class AbstractOrderFilledCancelledFetcher {
+ public abstract async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber>;
+ public abstract async getCancelledTakerAmountAsync(orderHash: string): Promise<BigNumber>;
+ public abstract async getUnavailableTakerAmountAsync(orderHash: string): Promise<BigNumber>;
+ public abstract getZRXTokenAddress(): string;
+}
diff --git a/packages/order-utils/src/compact_artifacts/DummyToken.json b/packages/order-utils/src/compact_artifacts/DummyToken.json
new file mode 100644
index 000000000..f64a8cd3d
--- /dev/null
+++ b/packages/order-utils/src/compact_artifacts/DummyToken.json
@@ -0,0 +1,22 @@
+{
+ "contract_name": "DummyToken",
+ "abi": [
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_target",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "setBalance",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ }
+ ]
+}
diff --git a/packages/order-utils/src/compact_artifacts/EtherToken.json b/packages/order-utils/src/compact_artifacts/EtherToken.json
new file mode 100644
index 000000000..26cca57cd
--- /dev/null
+++ b/packages/order-utils/src/compact_artifacts/EtherToken.json
@@ -0,0 +1,287 @@
+{
+ "contract_name": "EtherToken",
+ "abi": [
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "name",
+ "outputs": [
+ {
+ "name": "",
+ "type": "string"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_spender",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "approve",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "totalSupply",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_from",
+ "type": "address"
+ },
+ {
+ "name": "_to",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "transferFrom",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "amount",
+ "type": "uint256"
+ }
+ ],
+ "name": "withdraw",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "decimals",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint8"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_owner",
+ "type": "address"
+ }
+ ],
+ "name": "balanceOf",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "symbol",
+ "outputs": [
+ {
+ "name": "",
+ "type": "string"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_to",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "transfer",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [],
+ "name": "deposit",
+ "outputs": [],
+ "payable": true,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_owner",
+ "type": "address"
+ },
+ {
+ "name": "_spender",
+ "type": "address"
+ }
+ ],
+ "name": "allowance",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "payable": true,
+ "type": "fallback"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "_from",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "_to",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "Transfer",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "_owner",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "_spender",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "Approval",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "_owner",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "Deposit",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "_owner",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "Withdrawal",
+ "type": "event"
+ }
+ ],
+ "networks": {
+ "1": {
+ "address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2"
+ },
+ "3": {
+ "address": "0xc00fd9820cd2898cc4c054b7bf142de637ad129a"
+ },
+ "4": {
+ "address": "0xc778417e063141139fce010982780140aa0cd5ab"
+ },
+ "42": {
+ "address": "0x653e49e301e508a13237c0ddc98ae7d4cd2667a1"
+ },
+ "50": {
+ "address": "0x871dd7c2b4b25e1aa18728e9d5f2af4c4e431f5c"
+ }
+ }
+}
diff --git a/packages/order-utils/src/compact_artifacts/Exchange.json b/packages/order-utils/src/compact_artifacts/Exchange.json
new file mode 100644
index 000000000..af8db7360
--- /dev/null
+++ b/packages/order-utils/src/compact_artifacts/Exchange.json
@@ -0,0 +1,610 @@
+{
+ "contract_name": "Exchange",
+ "abi": [
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "numerator",
+ "type": "uint256"
+ },
+ {
+ "name": "denominator",
+ "type": "uint256"
+ },
+ {
+ "name": "target",
+ "type": "uint256"
+ }
+ ],
+ "name": "isRoundingError",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "",
+ "type": "bytes32"
+ }
+ ],
+ "name": "filled",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "",
+ "type": "bytes32"
+ }
+ ],
+ "name": "cancelled",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5][]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6][]"
+ },
+ {
+ "name": "fillTakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "name": "shouldThrowOnInsufficientBalanceOrAllowance",
+ "type": "bool"
+ },
+ {
+ "name": "v",
+ "type": "uint8[]"
+ },
+ {
+ "name": "r",
+ "type": "bytes32[]"
+ },
+ {
+ "name": "s",
+ "type": "bytes32[]"
+ }
+ ],
+ "name": "fillOrdersUpTo",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6]"
+ },
+ {
+ "name": "cancelTakerTokenAmount",
+ "type": "uint256"
+ }
+ ],
+ "name": "cancelOrder",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "ZRX_TOKEN_CONTRACT",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5][]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6][]"
+ },
+ {
+ "name": "fillTakerTokenAmounts",
+ "type": "uint256[]"
+ },
+ {
+ "name": "v",
+ "type": "uint8[]"
+ },
+ {
+ "name": "r",
+ "type": "bytes32[]"
+ },
+ {
+ "name": "s",
+ "type": "bytes32[]"
+ }
+ ],
+ "name": "batchFillOrKillOrders",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6]"
+ },
+ {
+ "name": "fillTakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "name": "v",
+ "type": "uint8"
+ },
+ {
+ "name": "r",
+ "type": "bytes32"
+ },
+ {
+ "name": "s",
+ "type": "bytes32"
+ }
+ ],
+ "name": "fillOrKillOrder",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "orderHash",
+ "type": "bytes32"
+ }
+ ],
+ "name": "getUnavailableTakerTokenAmount",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "signer",
+ "type": "address"
+ },
+ {
+ "name": "hash",
+ "type": "bytes32"
+ },
+ {
+ "name": "v",
+ "type": "uint8"
+ },
+ {
+ "name": "r",
+ "type": "bytes32"
+ },
+ {
+ "name": "s",
+ "type": "bytes32"
+ }
+ ],
+ "name": "isValidSignature",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "numerator",
+ "type": "uint256"
+ },
+ {
+ "name": "denominator",
+ "type": "uint256"
+ },
+ {
+ "name": "target",
+ "type": "uint256"
+ }
+ ],
+ "name": "getPartialAmount",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "TOKEN_TRANSFER_PROXY_CONTRACT",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5][]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6][]"
+ },
+ {
+ "name": "fillTakerTokenAmounts",
+ "type": "uint256[]"
+ },
+ {
+ "name": "shouldThrowOnInsufficientBalanceOrAllowance",
+ "type": "bool"
+ },
+ {
+ "name": "v",
+ "type": "uint8[]"
+ },
+ {
+ "name": "r",
+ "type": "bytes32[]"
+ },
+ {
+ "name": "s",
+ "type": "bytes32[]"
+ }
+ ],
+ "name": "batchFillOrders",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5][]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6][]"
+ },
+ {
+ "name": "cancelTakerTokenAmounts",
+ "type": "uint256[]"
+ }
+ ],
+ "name": "batchCancelOrders",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6]"
+ },
+ {
+ "name": "fillTakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "name": "shouldThrowOnInsufficientBalanceOrAllowance",
+ "type": "bool"
+ },
+ {
+ "name": "v",
+ "type": "uint8"
+ },
+ {
+ "name": "r",
+ "type": "bytes32"
+ },
+ {
+ "name": "s",
+ "type": "bytes32"
+ }
+ ],
+ "name": "fillOrder",
+ "outputs": [
+ {
+ "name": "filledTakerTokenAmount",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6]"
+ }
+ ],
+ "name": "getOrderHash",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bytes32"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "EXTERNAL_QUERY_GAS_LIMIT",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint16"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "VERSION",
+ "outputs": [
+ {
+ "name": "",
+ "type": "string"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "inputs": [
+ {
+ "name": "_zrxToken",
+ "type": "address"
+ },
+ {
+ "name": "_tokenTransferProxy",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "constructor"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "maker",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "taker",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "feeRecipient",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "makerToken",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "takerToken",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "filledMakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "indexed": false,
+ "name": "filledTakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "indexed": false,
+ "name": "paidMakerFee",
+ "type": "uint256"
+ },
+ {
+ "indexed": false,
+ "name": "paidTakerFee",
+ "type": "uint256"
+ },
+ {
+ "indexed": true,
+ "name": "tokens",
+ "type": "bytes32"
+ },
+ {
+ "indexed": false,
+ "name": "orderHash",
+ "type": "bytes32"
+ }
+ ],
+ "name": "LogFill",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "maker",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "feeRecipient",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "makerToken",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "takerToken",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "cancelledMakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "indexed": false,
+ "name": "cancelledTakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "indexed": true,
+ "name": "tokens",
+ "type": "bytes32"
+ },
+ {
+ "indexed": false,
+ "name": "orderHash",
+ "type": "bytes32"
+ }
+ ],
+ "name": "LogCancel",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "errorId",
+ "type": "uint8"
+ },
+ {
+ "indexed": true,
+ "name": "orderHash",
+ "type": "bytes32"
+ }
+ ],
+ "name": "LogError",
+ "type": "event"
+ }
+ ],
+ "networks": {
+ "1": {
+ "address": "0x12459c951127e0c374ff9105dda097662a027093"
+ },
+ "3": {
+ "address": "0x479cc461fecd078f766ecc58533d6f69580cf3ac"
+ },
+ "4": {
+ "address": "0x1d16ef40fac01cec8adac2ac49427b9384192c05"
+ },
+ "42": {
+ "address": "0x90fe2af704b34e0224bf2299c838e04d4dcf1364"
+ },
+ "50": {
+ "address": "0x48bacb9266a570d521063ef5dd96e61686dbe788"
+ }
+ }
+}
diff --git a/packages/order-utils/src/compact_artifacts/Token.json b/packages/order-utils/src/compact_artifacts/Token.json
new file mode 100644
index 000000000..3b5a86ae0
--- /dev/null
+++ b/packages/order-utils/src/compact_artifacts/Token.json
@@ -0,0 +1,172 @@
+{
+ "contract_name": "Token",
+ "abi": [
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_spender",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "approve",
+ "outputs": [
+ {
+ "name": "success",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "totalSupply",
+ "outputs": [
+ {
+ "name": "supply",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_from",
+ "type": "address"
+ },
+ {
+ "name": "_to",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "transferFrom",
+ "outputs": [
+ {
+ "name": "success",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_owner",
+ "type": "address"
+ }
+ ],
+ "name": "balanceOf",
+ "outputs": [
+ {
+ "name": "balance",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_to",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "transfer",
+ "outputs": [
+ {
+ "name": "success",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_owner",
+ "type": "address"
+ },
+ {
+ "name": "_spender",
+ "type": "address"
+ }
+ ],
+ "name": "allowance",
+ "outputs": [
+ {
+ "name": "remaining",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "_from",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "_to",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "Transfer",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "_owner",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "_spender",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "Approval",
+ "type": "event"
+ }
+ ]
+}
diff --git a/packages/order-utils/src/compact_artifacts/TokenRegistry.json b/packages/order-utils/src/compact_artifacts/TokenRegistry.json
new file mode 100644
index 000000000..0f583628c
--- /dev/null
+++ b/packages/order-utils/src/compact_artifacts/TokenRegistry.json
@@ -0,0 +1,547 @@
+{
+ "contract_name": "TokenRegistry",
+ "abi": [
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ },
+ {
+ "name": "_index",
+ "type": "uint256"
+ }
+ ],
+ "name": "removeToken",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_name",
+ "type": "string"
+ }
+ ],
+ "name": "getTokenAddressByName",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_symbol",
+ "type": "string"
+ }
+ ],
+ "name": "getTokenAddressBySymbol",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ },
+ {
+ "name": "_swarmHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "setTokenSwarmHash",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ }
+ ],
+ "name": "getTokenMetaData",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ },
+ {
+ "name": "",
+ "type": "string"
+ },
+ {
+ "name": "",
+ "type": "string"
+ },
+ {
+ "name": "",
+ "type": "uint8"
+ },
+ {
+ "name": "",
+ "type": "bytes"
+ },
+ {
+ "name": "",
+ "type": "bytes"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "owner",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ },
+ {
+ "name": "_name",
+ "type": "string"
+ },
+ {
+ "name": "_symbol",
+ "type": "string"
+ },
+ {
+ "name": "_decimals",
+ "type": "uint8"
+ },
+ {
+ "name": "_ipfsHash",
+ "type": "bytes"
+ },
+ {
+ "name": "_swarmHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "addToken",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ },
+ {
+ "name": "_name",
+ "type": "string"
+ }
+ ],
+ "name": "setTokenName",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "name": "tokens",
+ "outputs": [
+ {
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "name": "name",
+ "type": "string"
+ },
+ {
+ "name": "symbol",
+ "type": "string"
+ },
+ {
+ "name": "decimals",
+ "type": "uint8"
+ },
+ {
+ "name": "ipfsHash",
+ "type": "bytes"
+ },
+ {
+ "name": "swarmHash",
+ "type": "bytes"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "name": "tokenAddresses",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_name",
+ "type": "string"
+ }
+ ],
+ "name": "getTokenByName",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ },
+ {
+ "name": "",
+ "type": "string"
+ },
+ {
+ "name": "",
+ "type": "string"
+ },
+ {
+ "name": "",
+ "type": "uint8"
+ },
+ {
+ "name": "",
+ "type": "bytes"
+ },
+ {
+ "name": "",
+ "type": "bytes"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "getTokenAddresses",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address[]"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ },
+ {
+ "name": "_ipfsHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "setTokenIpfsHash",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_symbol",
+ "type": "string"
+ }
+ ],
+ "name": "getTokenBySymbol",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ },
+ {
+ "name": "",
+ "type": "string"
+ },
+ {
+ "name": "",
+ "type": "string"
+ },
+ {
+ "name": "",
+ "type": "uint8"
+ },
+ {
+ "name": "",
+ "type": "bytes"
+ },
+ {
+ "name": "",
+ "type": "bytes"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ },
+ {
+ "name": "_symbol",
+ "type": "string"
+ }
+ ],
+ "name": "setTokenSymbol",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "newOwner",
+ "type": "address"
+ }
+ ],
+ "name": "transferOwnership",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "name",
+ "type": "string"
+ },
+ {
+ "indexed": false,
+ "name": "symbol",
+ "type": "string"
+ },
+ {
+ "indexed": false,
+ "name": "decimals",
+ "type": "uint8"
+ },
+ {
+ "indexed": false,
+ "name": "ipfsHash",
+ "type": "bytes"
+ },
+ {
+ "indexed": false,
+ "name": "swarmHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "LogAddToken",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "name",
+ "type": "string"
+ },
+ {
+ "indexed": false,
+ "name": "symbol",
+ "type": "string"
+ },
+ {
+ "indexed": false,
+ "name": "decimals",
+ "type": "uint8"
+ },
+ {
+ "indexed": false,
+ "name": "ipfsHash",
+ "type": "bytes"
+ },
+ {
+ "indexed": false,
+ "name": "swarmHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "LogRemoveToken",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "oldName",
+ "type": "string"
+ },
+ {
+ "indexed": false,
+ "name": "newName",
+ "type": "string"
+ }
+ ],
+ "name": "LogTokenNameChange",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "oldSymbol",
+ "type": "string"
+ },
+ {
+ "indexed": false,
+ "name": "newSymbol",
+ "type": "string"
+ }
+ ],
+ "name": "LogTokenSymbolChange",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "oldIpfsHash",
+ "type": "bytes"
+ },
+ {
+ "indexed": false,
+ "name": "newIpfsHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "LogTokenIpfsHashChange",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "oldSwarmHash",
+ "type": "bytes"
+ },
+ {
+ "indexed": false,
+ "name": "newSwarmHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "LogTokenSwarmHashChange",
+ "type": "event"
+ }
+ ],
+ "networks": {
+ "1": {
+ "address": "0x926a74c5c36adf004c87399e65f75628b0f98d2c"
+ },
+ "3": {
+ "address": "0x6b1a50f0bb5a7995444bd3877b22dc89c62843ed"
+ },
+ "4": {
+ "address": "0x4e9aad8184de8833365fea970cd9149372fdf1e6"
+ },
+ "42": {
+ "address": "0xf18e504561f4347bea557f3d4558f559dddbae7f"
+ },
+ "50": {
+ "address": "0x0b1ba0af832d7c05fd64161e0db78e85978e8082"
+ }
+ }
+}
diff --git a/packages/order-utils/src/compact_artifacts/TokenTransferProxy.json b/packages/order-utils/src/compact_artifacts/TokenTransferProxy.json
new file mode 100644
index 000000000..8cf551ddb
--- /dev/null
+++ b/packages/order-utils/src/compact_artifacts/TokenTransferProxy.json
@@ -0,0 +1,187 @@
+{
+ "contract_name": "TokenTransferProxy",
+ "abi": [
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "name": "from",
+ "type": "address"
+ },
+ {
+ "name": "to",
+ "type": "address"
+ },
+ {
+ "name": "value",
+ "type": "uint256"
+ }
+ ],
+ "name": "transferFrom",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "target",
+ "type": "address"
+ }
+ ],
+ "name": "addAuthorizedAddress",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "name": "authorities",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "target",
+ "type": "address"
+ }
+ ],
+ "name": "removeAuthorizedAddress",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "owner",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "name": "authorized",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "getAuthorizedAddresses",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address[]"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "newOwner",
+ "type": "address"
+ }
+ ],
+ "name": "transferOwnership",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "target",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "caller",
+ "type": "address"
+ }
+ ],
+ "name": "LogAuthorizedAddressAdded",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "target",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "caller",
+ "type": "address"
+ }
+ ],
+ "name": "LogAuthorizedAddressRemoved",
+ "type": "event"
+ }
+ ],
+ "networks": {
+ "1": {
+ "address": "0x8da0d80f5007ef1e431dd2127178d224e32c2ef4"
+ },
+ "3": {
+ "address": "0x4e9aad8184de8833365fea970cd9149372fdf1e6"
+ },
+ "4": {
+ "address": "0xa8e9fa8f91e5ae138c74648c9c304f1c75003a8d"
+ },
+ "42": {
+ "address": "0x087eed4bc1ee3de49befbd66c662b434b15d49d4"
+ },
+ "50": {
+ "address": "0x1dc4c1cefef38a777b15aa20260a54e584b16c48"
+ }
+ }
+}
diff --git a/packages/order-utils/src/compact_artifacts/ZRX.json b/packages/order-utils/src/compact_artifacts/ZRX.json
new file mode 100644
index 000000000..e40b8f268
--- /dev/null
+++ b/packages/order-utils/src/compact_artifacts/ZRX.json
@@ -0,0 +1,20 @@
+{
+ "contract_name": "ZRX",
+ "networks": {
+ "1": {
+ "address": "0xe41d2489571d322189246dafa5ebde1f4699f498"
+ },
+ "3": {
+ "address": "0xa8e9fa8f91e5ae138c74648c9c304f1c75003a8d"
+ },
+ "4": {
+ "address": "0x00f58d6d585f84b2d7267940cede30ce2fe6eae8"
+ },
+ "42": {
+ "address": "0x6ff6c0ff1d68b964901f986d4c9fa3ac68346570"
+ },
+ "50": {
+ "address": "0x1d7022f5b17d2f8b695918fb48fa1089c9f85401"
+ }
+ }
+}
diff --git a/packages/order-utils/src/formatters.ts b/packages/order-utils/src/formatters.ts
new file mode 100644
index 000000000..2b6f4ddb7
--- /dev/null
+++ b/packages/order-utils/src/formatters.ts
@@ -0,0 +1,23 @@
+import { Order, OrderAddresses, OrderValues } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+export const formatters = {
+ getOrderAddressesAndValues(order: Order): [OrderAddresses, OrderValues] {
+ const orderAddresses: OrderAddresses = [
+ order.maker,
+ order.taker,
+ order.makerTokenAddress,
+ order.takerTokenAddress,
+ order.feeRecipient,
+ ];
+ const orderValues: OrderValues = [
+ order.makerTokenAmount,
+ order.takerTokenAmount,
+ order.makerFee,
+ order.takerFee,
+ order.expirationUnixTimestampSec,
+ order.salt,
+ ];
+ return [orderAddresses, orderValues];
+ },
+};
diff --git a/packages/order-utils/src/index.ts b/packages/order-utils/src/index.ts
index b85432c84..e9cea95ed 100644
--- a/packages/order-utils/src/index.ts
+++ b/packages/order-utils/src/index.ts
@@ -4,3 +4,8 @@ export { orderFactory } from './order_factory';
export { constants } from './constants';
export { generatePseudoRandomSalt } from './salt';
export { OrderError } from './types';
+export { formatters } from './formatters';
+export { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher';
+export { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
+export { RemainingFillableCalculator } from './remaining_fillable_calculator';
+export { OrderStateUtils } from './order_state_utils';
diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts
new file mode 100644
index 000000000..36171f526
--- /dev/null
+++ b/packages/order-utils/src/order_state_utils.ts
@@ -0,0 +1,140 @@
+import {
+ ExchangeContractErrs,
+ OrderRelevantState,
+ OrderState,
+ OrderStateInvalid,
+ OrderStateValid,
+ SignedOrder,
+} from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher';
+import { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
+import { getOrderHashHex } from './order_hash';
+import { RemainingFillableCalculator } from './remaining_fillable_calculator';
+
+const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
+
+export class OrderStateUtils {
+ private _balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher;
+ private _orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher;
+ private static _validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void {
+ const unavailableTakerTokenAmount = orderRelevantState.cancelledTakerTokenAmount.add(
+ orderRelevantState.filledTakerTokenAmount,
+ );
+ const availableTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
+ if (availableTakerTokenAmount.eq(0)) {
+ throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
+ }
+
+ if (orderRelevantState.makerBalance.eq(0)) {
+ throw new Error(ExchangeContractErrs.InsufficientMakerBalance);
+ }
+ if (orderRelevantState.makerProxyAllowance.eq(0)) {
+ throw new Error(ExchangeContractErrs.InsufficientMakerAllowance);
+ }
+ if (!signedOrder.makerFee.eq(0)) {
+ if (orderRelevantState.makerFeeBalance.eq(0)) {
+ throw new Error(ExchangeContractErrs.InsufficientMakerFeeBalance);
+ }
+ if (orderRelevantState.makerFeeProxyAllowance.eq(0)) {
+ throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance);
+ }
+ }
+ const minFillableTakerTokenAmountWithinNoRoundingErrorRange = signedOrder.takerTokenAmount
+ .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
+ .dividedBy(signedOrder.makerTokenAmount);
+ if (
+ orderRelevantState.remainingFillableTakerTokenAmount.lessThan(
+ minFillableTakerTokenAmountWithinNoRoundingErrorRange,
+ )
+ ) {
+ throw new Error(ExchangeContractErrs.OrderFillRoundingError);
+ }
+ }
+ constructor(
+ balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher,
+ orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher,
+ ) {
+ this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher;
+ this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
+ }
+ public async getOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
+ const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder);
+ const orderHash = getOrderHashHex(signedOrder);
+ try {
+ OrderStateUtils._validateIfOrderIsValid(signedOrder, orderRelevantState);
+ const orderState: OrderStateValid = {
+ isValid: true,
+ orderHash,
+ orderRelevantState,
+ };
+ return orderState;
+ } catch (err) {
+ const orderState: OrderStateInvalid = {
+ isValid: false,
+ orderHash,
+ error: err.message,
+ };
+ return orderState;
+ }
+ }
+ public async getOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> {
+ const zrxTokenAddress = this._orderFilledCancelledFetcher.getZRXTokenAddress();
+ const orderHash = getOrderHashHex(signedOrder);
+ const makerBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
+ signedOrder.makerTokenAddress,
+ signedOrder.maker,
+ );
+ const makerProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+ signedOrder.makerTokenAddress,
+ signedOrder.maker,
+ );
+ const makerFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
+ zrxTokenAddress,
+ signedOrder.maker,
+ );
+ const makerFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+ zrxTokenAddress,
+ signedOrder.maker,
+ );
+ const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
+ const cancelledTakerTokenAmount = await this._orderFilledCancelledFetcher.getCancelledTakerAmountAsync(
+ orderHash,
+ );
+ const unavailableTakerTokenAmount = await this._orderFilledCancelledFetcher.getUnavailableTakerAmountAsync(
+ orderHash,
+ );
+ const totalMakerTokenAmount = signedOrder.makerTokenAmount;
+ const totalTakerTokenAmount = signedOrder.takerTokenAmount;
+ const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount);
+ const remainingMakerTokenAmount = remainingTakerTokenAmount
+ .times(totalMakerTokenAmount)
+ .dividedToIntegerBy(totalTakerTokenAmount);
+ const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
+ const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
+
+ const isMakerTokenZRX = signedOrder.makerTokenAddress === zrxTokenAddress;
+ const remainingFillableCalculator = new RemainingFillableCalculator(
+ signedOrder,
+ isMakerTokenZRX,
+ transferrableMakerTokenAmount,
+ transferrableFeeTokenAmount,
+ remainingMakerTokenAmount,
+ );
+ const remainingFillableMakerTokenAmount = remainingFillableCalculator.computeRemainingMakerFillable();
+ const remainingFillableTakerTokenAmount = remainingFillableCalculator.computeRemainingTakerFillable();
+ const orderRelevantState = {
+ makerBalance,
+ makerProxyAllowance,
+ makerFeeBalance,
+ makerFeeProxyAllowance,
+ filledTakerTokenAmount,
+ cancelledTakerTokenAmount,
+ remainingFillableMakerTokenAmount,
+ remainingFillableTakerTokenAmount,
+ };
+ return orderRelevantState;
+ }
+}
diff --git a/packages/order-utils/src/remaining_fillable_calculator.ts b/packages/order-utils/src/remaining_fillable_calculator.ts
new file mode 100644
index 000000000..184c13aa4
--- /dev/null
+++ b/packages/order-utils/src/remaining_fillable_calculator.ts
@@ -0,0 +1,95 @@
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+export class RemainingFillableCalculator {
+ private _signedOrder: SignedOrder;
+ private _isMakerTokenZRX: boolean;
+ // Transferrable Amount is the minimum of Approval and Balance
+ private _transferrableMakerTokenAmount: BigNumber;
+ private _transferrableMakerFeeTokenAmount: BigNumber;
+ private _remainingMakerTokenAmount: BigNumber;
+ private _remainingMakerFeeAmount: BigNumber;
+ constructor(
+ signedOrder: SignedOrder,
+ isMakerTokenZRX: boolean,
+ transferrableMakerTokenAmount: BigNumber,
+ transferrableMakerFeeTokenAmount: BigNumber,
+ remainingMakerTokenAmount: BigNumber,
+ ) {
+ this._signedOrder = signedOrder;
+ this._isMakerTokenZRX = isMakerTokenZRX;
+ this._transferrableMakerTokenAmount = transferrableMakerTokenAmount;
+ this._transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount;
+ this._remainingMakerTokenAmount = remainingMakerTokenAmount;
+ this._remainingMakerFeeAmount = remainingMakerTokenAmount
+ .times(signedOrder.makerFee)
+ .dividedToIntegerBy(signedOrder.makerTokenAmount);
+ }
+ public computeRemainingMakerFillable(): BigNumber {
+ if (this._hasSufficientFundsForFeeAndTransferAmount()) {
+ return this._remainingMakerTokenAmount;
+ }
+ if (this._signedOrder.makerFee.isZero()) {
+ return BigNumber.min(this._remainingMakerTokenAmount, this._transferrableMakerTokenAmount);
+ }
+ return this._calculatePartiallyFillableMakerTokenAmount();
+ }
+ public computeRemainingTakerFillable(): BigNumber {
+ return this.computeRemainingMakerFillable()
+ .times(this._signedOrder.takerTokenAmount)
+ .dividedToIntegerBy(this._signedOrder.makerTokenAmount);
+ }
+ private _hasSufficientFundsForFeeAndTransferAmount(): boolean {
+ if (this._isMakerTokenZRX) {
+ const totalZRXTransferAmountRequired = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount);
+ const hasSufficientFunds = this._transferrableMakerTokenAmount.greaterThanOrEqualTo(
+ totalZRXTransferAmountRequired,
+ );
+ return hasSufficientFunds;
+ } else {
+ const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.greaterThanOrEqualTo(
+ this._remainingMakerTokenAmount,
+ );
+ const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.greaterThanOrEqualTo(
+ this._remainingMakerFeeAmount,
+ );
+ const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount;
+ return hasSufficientFunds;
+ }
+ }
+ private _calculatePartiallyFillableMakerTokenAmount(): BigNumber {
+ // Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1
+ const orderToFeeRatio = this._signedOrder.makerTokenAmount.dividedBy(this._signedOrder.makerFee);
+ // The number of times the maker can fill the order, if each fill only required the transfer of a single
+ // baseUnit of fee tokens.
+ // Given 2 ZRXwei, the maximum amount of times Maker can fill this order, in terms of fees, is 2
+ const fillableTimesInFeeTokenBaseUnits = BigNumber.min(
+ this._transferrableMakerFeeTokenAmount,
+ this._remainingMakerFeeAmount,
+ );
+ // The number of times the Maker can fill the order, given the Maker Token Balance
+ // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, maker can fill this order 1 time.
+ let fillableTimesInMakerTokenUnits = this._transferrableMakerTokenAmount.dividedBy(orderToFeeRatio);
+ if (this._isMakerTokenZRX) {
+ // If ZRX is the maker token, the Fee and the Maker amount need to be removed from the same pool;
+ // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei)
+ const totalZRXTokenPooled = this._transferrableMakerTokenAmount;
+ // The purchasing power here is less as the tokens are taken from the same Pool
+ // For every one number of fills, we have to take an extra ZRX out of the pool
+ fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedBy(orderToFeeRatio.plus(new BigNumber(1)));
+ }
+ // When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored.
+ // This can result in a RoundingError being thrown by the Exchange Contract.
+ const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits
+ .times(this._signedOrder.makerTokenAmount)
+ .dividedToIntegerBy(this._signedOrder.makerFee);
+ const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits
+ .times(this._signedOrder.makerTokenAmount)
+ .dividedToIntegerBy(this._signedOrder.makerFee);
+ const partiallyFillableAmount = BigNumber.min(
+ partiallyFillableMakerTokenAmount,
+ partiallyFillableFeeTokenAmount,
+ );
+ return partiallyFillableAmount;
+ }
+}