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-rw-r--r--packages/order-utils/src/market_utils.ts4
-rw-r--r--packages/order-utils/src/order_state_utils.ts4
-rw-r--r--packages/order-utils/src/order_validation_utils.ts10
-rw-r--r--packages/order-utils/src/signature_utils.ts30
-rw-r--r--packages/order-utils/src/sorting_utils.ts2
-rw-r--r--packages/order-utils/src/types.ts2
-rw-r--r--packages/order-utils/src/utils.ts2
7 files changed, 14 insertions, 40 deletions
diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts
index 441c50e5c..4a664cb14 100644
--- a/packages/order-utils/src/market_utils.ts
+++ b/packages/order-utils/src/market_utils.ts
@@ -128,7 +128,7 @@ export const marketUtils = {
const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index];
const feeToFillMakerAssetAmountAvailable = makerAssetAmountAvailable
.mul(order.takerFee)
- .div(order.makerAssetAmount);
+ .dividedToIntegerBy(order.makerAssetAmount);
return accFees.plus(feeToFillMakerAssetAmountAvailable);
},
constants.ZERO_AMOUNT,
@@ -142,7 +142,7 @@ export const marketUtils = {
},
);
return {
- resultOrders,
+ resultFeeOrders: resultOrders,
remainingFeeAmount: remainingFillAmount,
};
// TODO: add more orders here to cover rounding
diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts
index a0e24acf0..8398776aa 100644
--- a/packages/order-utils/src/order_state_utils.ts
+++ b/packages/order-utils/src/order_state_utils.ts
@@ -81,7 +81,7 @@ export class OrderStateUtils {
const remainingTakerAssetAmount = signedOrder.takerAssetAmount.minus(
sidedOrderRelevantState.filledTakerAssetAmount,
);
- const isRoundingError = OrderValidationUtils.isRoundingError(
+ const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(
remainingTakerAssetAmount,
signedOrder.takerAssetAmount,
signedOrder.makerAssetAmount,
@@ -191,7 +191,7 @@ export class OrderStateUtils {
);
const remainingFillableTakerAssetAmountGivenMakersStatus = signedOrder.makerAssetAmount.eq(0)
? new BigNumber(0)
- : utils.getPartialAmount(
+ : utils.getPartialAmountFloor(
orderRelevantMakerState.remainingFillableAssetAmount,
signedOrder.makerAssetAmount,
signedOrder.takerAssetAmount,
diff --git a/packages/order-utils/src/order_validation_utils.ts b/packages/order-utils/src/order_validation_utils.ts
index 972e6f6d6..8227fb07c 100644
--- a/packages/order-utils/src/order_validation_utils.ts
+++ b/packages/order-utils/src/order_validation_utils.ts
@@ -24,7 +24,7 @@ export class OrderValidationUtils {
* @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 {
+ 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)) {
@@ -58,7 +58,7 @@ export class OrderValidationUtils {
zrxAssetData: string,
): Promise<void> {
try {
- const fillMakerTokenAmount = utils.getPartialAmount(
+ const fillMakerTokenAmount = utils.getPartialAmountFloor(
fillTakerAssetAmount,
signedOrder.takerAssetAmount,
signedOrder.makerAssetAmount,
@@ -79,7 +79,7 @@ export class OrderValidationUtils {
TradeSide.Taker,
TransferType.Trade,
);
- const makerFeeAmount = utils.getPartialAmount(
+ const makerFeeAmount = utils.getPartialAmountFloor(
fillTakerAssetAmount,
signedOrder.takerAssetAmount,
signedOrder.makerFee,
@@ -92,7 +92,7 @@ export class OrderValidationUtils {
TradeSide.Maker,
TransferType.Fee,
);
- const takerFeeAmount = utils.getPartialAmount(
+ const takerFeeAmount = utils.getPartialAmountFloor(
fillTakerAssetAmount,
signedOrder.takerAssetAmount,
signedOrder.takerFee,
@@ -218,7 +218,7 @@ export class OrderValidationUtils {
zrxAssetData,
);
- const wouldRoundingErrorOccur = OrderValidationUtils.isRoundingError(
+ const wouldRoundingErrorOccur = OrderValidationUtils.isRoundingErrorFloor(
desiredFillTakerTokenAmount,
signedOrder.takerAssetAmount,
signedOrder.makerAssetAmount,
diff --git a/packages/order-utils/src/signature_utils.ts b/packages/order-utils/src/signature_utils.ts
index 40bbcef98..c0c9e71a7 100644
--- a/packages/order-utils/src/signature_utils.ts
+++ b/packages/order-utils/src/signature_utils.ts
@@ -53,11 +53,6 @@ export const signatureUtils = {
return signatureUtils.isValidECSignature(prefixedMessageHex, ecSignature, signerAddress);
}
- case SignatureType.Caller:
- // HACK: We currently do not "validate" the caller signature type.
- // It can only be validated during Exchange contract execution.
- throw new Error('Caller signature type cannot be validated off-chain');
-
case SignatureType.Wallet: {
const isValid = await signatureUtils.isValidWalletSignatureAsync(
provider,
@@ -82,12 +77,6 @@ export const signatureUtils = {
return signatureUtils.isValidPresignedSignatureAsync(provider, data, signerAddress);
}
- case SignatureType.Trezor: {
- const prefixedMessageHex = signatureUtils.addSignedMessagePrefix(data, SignerType.Trezor);
- const ecSignature = signatureUtils.parseECSignature(signature);
- return signatureUtils.isValidECSignature(prefixedMessageHex, ecSignature, signerAddress);
- }
-
default:
throw new Error(`Unhandled SignatureType: ${signatureTypeIndexIfExists}`);
}
@@ -293,10 +282,6 @@ export const signatureUtils = {
signatureType = SignatureType.EthSign;
break;
}
- case SignerType.Trezor: {
- signatureType = SignatureType.Trezor;
- break;
- }
default:
throw new Error(`Unrecognized SignerType: ${signerType}`);
}
@@ -306,7 +291,7 @@ export const signatureUtils = {
/**
* Combines the signature proof and the Signature Type.
* @param signature The hex encoded signature proof
- * @param signatureType The signature type, i.e EthSign, Trezor, Wallet etc.
+ * @param signatureType The signature type, i.e EthSign, Wallet etc.
* @return Hex encoded string of signature proof with Signature Type
*/
convertToSignatureWithType(signature: string, signatureType: SignatureType): string {
@@ -333,12 +318,6 @@ export const signatureUtils = {
const prefixedMsgHex = ethUtil.bufferToHex(prefixedMsgBuff);
return prefixedMsgHex;
}
- case SignerType.Trezor: {
- const msgBuff = ethUtil.toBuffer(message);
- const prefixedMsgBuff = hashTrezorPersonalMessage(msgBuff);
- const prefixedMsgHex = ethUtil.bufferToHex(prefixedMsgBuff);
- return prefixedMsgHex;
- }
default:
throw new Error(`Unrecognized SignerType: ${signerType}`);
}
@@ -350,7 +329,7 @@ export const signatureUtils = {
*/
parseECSignature(signature: string): ECSignature {
assert.isHexString('signature', signature);
- const ecSignatureTypes = [SignatureType.EthSign, SignatureType.EIP712, SignatureType.Trezor];
+ const ecSignatureTypes = [SignatureType.EthSign, SignatureType.EIP712];
assert.isOneOfExpectedSignatureTypes(signature, ecSignatureTypes);
// tslint:disable-next-line:custom-no-magic-numbers
@@ -361,11 +340,6 @@ export const signatureUtils = {
},
};
-function hashTrezorPersonalMessage(message: Buffer): Buffer {
- const prefix = ethUtil.toBuffer('\x19Ethereum Signed Message:\n' + String.fromCharCode(message.byteLength));
- return ethUtil.sha3(Buffer.concat([prefix, message]));
-}
-
function parseValidatorSignature(signature: string): ValidatorSignature {
assert.isOneOfExpectedSignatureTypes(signature, [SignatureType.Validator]);
// tslint:disable:custom-no-magic-numbers
diff --git a/packages/order-utils/src/sorting_utils.ts b/packages/order-utils/src/sorting_utils.ts
index 8811bcaf8..cd5163cf6 100644
--- a/packages/order-utils/src/sorting_utils.ts
+++ b/packages/order-utils/src/sorting_utils.ts
@@ -32,7 +32,7 @@ export const sortingUtils = {
* the makerAsset and WETH as the takerAsset.
* @return The input orders sorted by rate in ascending order
*/
- sortFeeOrdersByFeeAdjustedRate(feeOrders: Order[]): Order[] {
+ sortFeeOrdersByFeeAdjustedRate<T extends Order>(feeOrders: T[]): T[] {
assert.doesConformToSchema('feeOrders', feeOrders, schemas.ordersSchema);
const rateCalculator = rateUtils.getFeeAdjustedRateOfFeeOrder.bind(rateUtils);
const sortedOrders = sortOrders(feeOrders, rateCalculator);
diff --git a/packages/order-utils/src/types.ts b/packages/order-utils/src/types.ts
index 4088805dc..09292e557 100644
--- a/packages/order-utils/src/types.ts
+++ b/packages/order-utils/src/types.ts
@@ -71,7 +71,7 @@ export interface FindFeeOrdersThatCoverFeesForTargetOrdersOpts {
}
export interface FeeOrdersAndRemainingFeeAmount<T> {
- resultOrders: T[];
+ resultFeeOrders: T[];
remainingFeeAmount: BigNumber;
}
diff --git a/packages/order-utils/src/utils.ts b/packages/order-utils/src/utils.ts
index 7aaaf0609..0ff05e8ed 100644
--- a/packages/order-utils/src/utils.ts
+++ b/packages/order-utils/src/utils.ts
@@ -12,7 +12,7 @@ export const utils = {
const milisecondsInSecond = 1000;
return new BigNumber(Date.now() / milisecondsInSecond).round();
},
- getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
+ getPartialAmountFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
const fillMakerTokenAmount = numerator
.mul(target)
.div(denominator)