diff options
Diffstat (limited to 'packages/order-utils')
9 files changed, 322 insertions, 186 deletions
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 ec398a11e..865ea4e43 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 @@ -3,5 +3,5 @@ import { BigNumber } from '@0xproject/utils'; export abstract class AbstractOrderFilledCancelledFetcher { public abstract async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber>; public abstract async isOrderCancelledAsync(orderHash: string): Promise<boolean>; - public abstract getZRXTokenAddress(): string; + public abstract getZRXAssetData(): string; } diff --git a/packages/order-utils/src/exchange_transfer_simulator.ts b/packages/order-utils/src/exchange_transfer_simulator.ts index 32d53d6a2..72ed85406 100644 --- a/packages/order-utils/src/exchange_transfer_simulator.ts +++ b/packages/order-utils/src/exchange_transfer_simulator.ts @@ -90,6 +90,9 @@ export class ExchangeTransferSimulator { amountInBaseUnits: BigNumber, ): Promise<void> { const proxyAllowance = await this._store.getProxyAllowanceAsync(assetData, userAddress); + // HACK: This code assumes that all tokens with an UNLIMITED_ALLOWANCE_IN_BASE_UNITS set, + // are UnlimitedAllowanceTokens. This is however not true, it just so happens that all + // DummyERC20Tokens we use in tests are. if (!proxyAllowance.eq(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) { this._store.setProxyAllowance(assetData, userAddress, proxyAllowance.minus(amountInBaseUnits)); } diff --git a/packages/order-utils/src/index.ts b/packages/order-utils/src/index.ts index 514488e02..b4a7a6b67 100644 --- a/packages/order-utils/src/index.ts +++ b/packages/order-utils/src/index.ts @@ -16,6 +16,7 @@ export { generatePseudoRandomSalt } from './salt'; export { OrderError, MessagePrefixType, MessagePrefixOpts, EIP712Parameter, EIP712Schema, EIP712Types } from './types'; export { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher'; export { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher'; +export { BalanceAndProxyAllowanceLazyStore } from './store/balance_and_proxy_allowance_lazy_store'; export { RemainingFillableCalculator } from './remaining_fillable_calculator'; export { OrderStateUtils } from './order_state_utils'; export { assetProxyUtils } from './asset_proxy_utils'; diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts index 40f235da7..dd45a1298 100644 --- a/packages/order-utils/src/order_state_utils.ts +++ b/packages/order-utils/src/order_state_utils.ts @@ -10,40 +10,81 @@ import { BigNumber } from '@0xproject/utils'; import { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher'; import { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher'; -import { assetProxyUtils } from './asset_proxy_utils'; import { orderHashUtils } from './order_hash'; import { RemainingFillableCalculator } from './remaining_fillable_calculator'; +import { utils } from './utils'; + +interface SidedOrderRelevantState { + isMakerSide: boolean; + traderBalance: BigNumber; + traderProxyAllowance: BigNumber; + traderFeeBalance: BigNumber; + traderFeeProxyAllowance: BigNumber; + filledTakerAssetAmount: BigNumber; + remainingFillableAssetAmount: BigNumber; +} 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 availableTakerAssetAmount = signedOrder.takerAssetAmount.minus(orderRelevantState.filledTakerAssetAmount); + private static _validateIfOrderIsValid( + signedOrder: SignedOrder, + sidedOrderRelevantState: SidedOrderRelevantState, + ): void { + const isMakerSide = sidedOrderRelevantState.isMakerSide; + const availableTakerAssetAmount = signedOrder.takerAssetAmount.minus( + sidedOrderRelevantState.filledTakerAssetAmount, + ); if (availableTakerAssetAmount.eq(0)) { throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero); } - if (orderRelevantState.makerBalance.eq(0)) { - throw new Error(ExchangeContractErrs.InsufficientMakerBalance); + if (sidedOrderRelevantState.traderBalance.eq(0)) { + throw new Error( + isMakerSide + ? ExchangeContractErrs.InsufficientMakerBalance + : ExchangeContractErrs.InsufficientTakerBalance, + ); } - if (orderRelevantState.makerProxyAllowance.eq(0)) { - throw new Error(ExchangeContractErrs.InsufficientMakerAllowance); + if (sidedOrderRelevantState.traderProxyAllowance.eq(0)) { + throw new Error( + isMakerSide + ? ExchangeContractErrs.InsufficientMakerAllowance + : ExchangeContractErrs.InsufficientTakerAllowance, + ); } if (!signedOrder.makerFee.eq(0)) { - if (orderRelevantState.makerFeeBalance.eq(0)) { - throw new Error(ExchangeContractErrs.InsufficientMakerFeeBalance); + if (sidedOrderRelevantState.traderFeeBalance.eq(0)) { + throw new Error( + isMakerSide + ? ExchangeContractErrs.InsufficientMakerFeeBalance + : ExchangeContractErrs.InsufficientTakerFeeBalance, + ); } - if (orderRelevantState.makerFeeProxyAllowance.eq(0)) { - throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance); + if (sidedOrderRelevantState.traderFeeProxyAllowance.eq(0)) { + throw new Error( + isMakerSide + ? ExchangeContractErrs.InsufficientMakerFeeAllowance + : ExchangeContractErrs.InsufficientTakerFeeAllowance, + ); } } - const minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount - .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR) - .dividedBy(signedOrder.makerAssetAmount); + + let minFillableTakerAssetAmountWithinNoRoundingErrorRange; + if (isMakerSide) { + minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount + .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR) + .dividedBy(signedOrder.makerAssetAmount); + } else { + minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.makerAssetAmount + .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR) + .dividedBy(signedOrder.takerAssetAmount); + } + if ( - orderRelevantState.remainingFillableTakerAssetAmount.lessThan( + sidedOrderRelevantState.remainingFillableAssetAmount.lessThan( minFillableTakerAssetAmountWithinNoRoundingErrorRange, ) ) { @@ -57,11 +98,20 @@ export class OrderStateUtils { this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher; this._orderFilledCancelledFetcher = orderFilledCancelledFetcher; } - public async getOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> { - const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder); + public async getOpenOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> { + const orderRelevantState = await this.getOpenOrderRelevantStateAsync(signedOrder); const orderHash = orderHashUtils.getOrderHashHex(signedOrder); + const sidedOrderRelevantState = { + isMakerSide: true, + traderBalance: orderRelevantState.makerBalance, + traderProxyAllowance: orderRelevantState.makerProxyAllowance, + traderFeeBalance: orderRelevantState.makerFeeBalance, + traderFeeProxyAllowance: orderRelevantState.makerFeeProxyAllowance, + filledTakerAssetAmount: orderRelevantState.filledTakerAssetAmount, + remainingFillableAssetAmount: orderRelevantState.remainingFillableMakerAssetAmount, + }; try { - OrderStateUtils._validateIfOrderIsValid(signedOrder, orderRelevantState); + OrderStateUtils._validateIfOrderIsValid(signedOrder, sidedOrderRelevantState); const orderState: OrderStateValid = { isValid: true, orderHash, @@ -77,63 +127,158 @@ export class OrderStateUtils { return orderState; } } - public async getOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> { - const zrxTokenAddress = this._orderFilledCancelledFetcher.getZRXTokenAddress(); - const makerProxyData = assetProxyUtils.decodeERC20AssetData(signedOrder.makerAssetData); - const makerAssetAddress = makerProxyData.tokenAddress; - const orderHash = orderHashUtils.getOrderHashHex(signedOrder); - const makerBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync( - makerAssetAddress, - signedOrder.makerAddress, + public async getOpenOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> { + const isMaker = true; + const sidedOrderRelevantState = await this._getSidedOrderRelevantStateAsync( + isMaker, + signedOrder, + signedOrder.takerAddress, ); - const makerProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync( - makerAssetAddress, - signedOrder.makerAddress, + const remainingFillableTakerAssetAmount = sidedOrderRelevantState.remainingFillableAssetAmount + .times(signedOrder.takerAssetAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + + const orderRelevantState = { + makerBalance: sidedOrderRelevantState.traderBalance, + makerProxyAllowance: sidedOrderRelevantState.traderProxyAllowance, + makerFeeBalance: sidedOrderRelevantState.traderFeeBalance, + makerFeeProxyAllowance: sidedOrderRelevantState.traderFeeProxyAllowance, + filledTakerAssetAmount: sidedOrderRelevantState.filledTakerAssetAmount, + remainingFillableMakerAssetAmount: sidedOrderRelevantState.remainingFillableAssetAmount, + remainingFillableTakerAssetAmount, + }; + return orderRelevantState; + } + public async getMaxFillableTakerAssetAmountAsync( + signedOrder: SignedOrder, + takerAddress: string, + ): Promise<BigNumber> { + // Get max fillable amount for an order, considering the makers ability to fill + let isMaker = true; + const orderRelevantMakerState = await this._getSidedOrderRelevantStateAsync( + isMaker, + signedOrder, + signedOrder.takerAddress, ); - const makerFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync( - zrxTokenAddress, - signedOrder.makerAddress, + const remainingFillableTakerAssetAmountGivenMakersStatus = signedOrder.makerAssetAmount.eq(0) + ? new BigNumber(0) + : utils.getPartialAmount( + orderRelevantMakerState.remainingFillableAssetAmount, + signedOrder.makerAssetAmount, + signedOrder.takerAssetAmount, + ); + + // Get max fillable amount for an order, considering the takers ability to fill + isMaker = false; + const orderRelevantTakerState = await this._getSidedOrderRelevantStateAsync(isMaker, signedOrder, takerAddress); + const remainingFillableTakerAssetAmountGivenTakersStatus = orderRelevantTakerState.remainingFillableAssetAmount; + + // The min of these two in the actualy max fillable by either party + const fillableTakerAssetAmount = BigNumber.min([ + remainingFillableTakerAssetAmountGivenMakersStatus, + remainingFillableTakerAssetAmountGivenTakersStatus, + ]); + + 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 makerFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync( - zrxTokenAddress, - signedOrder.makerAddress, + 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, + takerAddress: string, + ): Promise<SidedOrderRelevantState> { + let traderAddress; + let assetData; + let assetAmount; + let feeAmount; + if (isMakerSide) { + traderAddress = signedOrder.makerAddress; + assetData = signedOrder.makerAssetData; + assetAmount = signedOrder.makerAssetAmount; + feeAmount = signedOrder.makerFee; + } else { + traderAddress = takerAddress; + assetData = signedOrder.takerAssetData; + assetAmount = signedOrder.takerAssetAmount; + feeAmount = signedOrder.takerFee; + } + const zrxAssetData = this._orderFilledCancelledFetcher.getZRXAssetData(); + const isAssetZRX = assetData === zrxAssetData; + + const traderBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(assetData, traderAddress); + const traderProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync( + assetData, + traderAddress, + ); + const traderFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync( + zrxAssetData, + traderAddress, + ); + const traderFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync( + zrxAssetData, + traderAddress, + ); + + const transferrableTraderAssetAmount = BigNumber.min([traderProxyAllowance, traderBalance]); + const transferrableFeeAssetAmount = BigNumber.min([traderFeeProxyAllowance, traderFeeBalance]); + + const orderHash = orderHashUtils.getOrderHashHex(signedOrder); const filledTakerAssetAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash); - const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash); const totalMakerAssetAmount = signedOrder.makerAssetAmount; const totalTakerAssetAmount = signedOrder.takerAssetAmount; + const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash); const remainingTakerAssetAmount = isOrderCancelled ? new BigNumber(0) : totalTakerAssetAmount.minus(filledTakerAssetAmount); - const remainingMakerAssetAmount = remainingTakerAssetAmount - .times(totalMakerAssetAmount) - .dividedToIntegerBy(totalTakerAssetAmount); - const transferrableMakerAssetAmount = BigNumber.min([makerProxyAllowance, makerBalance]); - const transferrableFeeAssetAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]); - - const zrxAssetData = assetProxyUtils.encodeERC20AssetData(zrxTokenAddress); - const isMakerAssetZRX = signedOrder.makerAssetData === zrxAssetData; + const remainingMakerAssetAmount = remainingTakerAssetAmount.eq(0) + ? new BigNumber(0) + : remainingTakerAssetAmount.times(totalMakerAssetAmount).dividedToIntegerBy(totalTakerAssetAmount); + const remainingAssetAmount = isMakerSide ? remainingMakerAssetAmount : remainingTakerAssetAmount; + const remainingFillableCalculator = new RemainingFillableCalculator( - signedOrder.makerFee, - signedOrder.makerAssetAmount, - isMakerAssetZRX, - transferrableMakerAssetAmount, + feeAmount, + assetAmount, + isAssetZRX, + transferrableTraderAssetAmount, transferrableFeeAssetAmount, - remainingMakerAssetAmount, + remainingAssetAmount, ); - const remainingFillableMakerAssetAmount = remainingFillableCalculator.computeRemainingFillable(); - const remainingFillableTakerAssetAmount = remainingFillableMakerAssetAmount - .times(signedOrder.takerAssetAmount) - .dividedToIntegerBy(signedOrder.makerAssetAmount); - const orderRelevantState = { - makerBalance, - makerProxyAllowance, - makerFeeBalance, - makerFeeProxyAllowance, + const remainingFillableAssetAmount = remainingFillableCalculator.computeRemainingFillable(); + + const sidedOrderRelevantState = { + isMakerSide, + traderBalance, + traderProxyAllowance, + traderFeeBalance, + traderFeeProxyAllowance, filledTakerAssetAmount, - remainingFillableMakerAssetAmount, - remainingFillableTakerAssetAmount, + remainingFillableAssetAmount, }; - return orderRelevantState; + return sidedOrderRelevantState; } } diff --git a/packages/order-utils/src/order_validation_utils.ts b/packages/order-utils/src/order_validation_utils.ts index 3a6704f26..fb5143d03 100644 --- a/packages/order-utils/src/order_validation_utils.ts +++ b/packages/order-utils/src/order_validation_utils.ts @@ -1,24 +1,19 @@ -import { ExchangeContractErrs, Order, SignedOrder } from '@0xproject/types'; +import { RevertReasons, SignedOrder } from '@0xproject/types'; import { BigNumber } from '@0xproject/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 { ExchangeContract } from './generated_contract_wrappers/exchange'; import { orderHashUtils } from './order_hash'; import { isValidSignatureAsync } from './signature_utils'; import { utils } from './utils'; export class OrderValidationUtils { - private _exchangeContract: ExchangeContract; - // TODO: Write some tests for the function - // const numerator = new BigNumber(20); - // const denominator = new BigNumber(999); - // const target = new BigNumber(50); - // rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1% + private _orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher; 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 @@ -36,136 +31,120 @@ export class OrderValidationUtils { const isError = errPercentageTimes1000000.gt(1000); return isError; } - public static validateCancelOrderThrowIfInvalid( - order: Order, - cancelTakerTokenAmount: BigNumber, - filledTakerTokenAmount: BigNumber, - ): void { - if (cancelTakerTokenAmount.eq(0)) { - throw new Error(ExchangeContractErrs.OrderCancelAmountZero); - } - if (order.takerAssetAmount.eq(filledTakerTokenAmount)) { - throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled); - } - const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec(); - if (order.expirationTimeSeconds.lessThan(currentUnixTimestampSec)) { - throw new Error(ExchangeContractErrs.OrderCancelExpired); - } - } public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync( exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder, - fillTakerTokenAmount: BigNumber, + fillTakerAssetAmount: BigNumber, senderAddress: string, - zrxTokenAddress: string, + zrxAssetData: string, ): Promise<void> { - const fillMakerTokenAmount = OrderValidationUtils._getPartialAmount( - fillTakerTokenAmount, - 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, - fillTakerTokenAmount, - TradeSide.Taker, - TransferType.Trade, - ); - const makerFeeAmount = OrderValidationUtils._getPartialAmount( - fillTakerTokenAmount, - signedOrder.takerAssetAmount, - signedOrder.makerFee, - ); - await exchangeTradeEmulator.transferFromAsync( - zrxTokenAddress, - signedOrder.makerAddress, - signedOrder.feeRecipientAddress, - makerFeeAmount, - TradeSide.Maker, - TransferType.Fee, - ); - const takerFeeAmount = OrderValidationUtils._getPartialAmount( - fillTakerTokenAmount, - signedOrder.takerAssetAmount, - signedOrder.takerFee, - ); - await exchangeTradeEmulator.transferFromAsync( - zrxTokenAddress, - senderAddress, - signedOrder.feeRecipientAddress, - takerFeeAmount, - TradeSide.Taker, - TransferType.Fee, - ); + try { + const fillMakerTokenAmount = utils.getPartialAmount( + 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.getPartialAmount( + fillTakerAssetAmount, + signedOrder.takerAssetAmount, + signedOrder.makerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + zrxAssetData, + signedOrder.makerAddress, + signedOrder.feeRecipientAddress, + makerFeeAmount, + TradeSide.Maker, + TransferType.Fee, + ); + const takerFeeAmount = utils.getPartialAmount( + fillTakerAssetAmount, + signedOrder.takerAssetAmount, + signedOrder.takerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + zrxAssetData, + senderAddress, + signedOrder.feeRecipientAddress, + takerFeeAmount, + TradeSide.Taker, + TransferType.Fee, + ); + } catch (err) { + throw new Error(RevertReasons.TransferFailed); + } } private static _validateRemainingFillAmountNotZeroOrThrow( takerAssetAmount: BigNumber, filledTakerTokenAmount: BigNumber, ): void { if (takerAssetAmount.eq(filledTakerTokenAmount)) { - throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero); + throw new Error(RevertReasons.OrderUnfillable); } } private static _validateOrderNotExpiredOrThrow(expirationTimeSeconds: BigNumber): void { const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec(); if (expirationTimeSeconds.lessThan(currentUnixTimestampSec)) { - throw new Error(ExchangeContractErrs.OrderFillExpired); + throw new Error(RevertReasons.OrderUnfillable); } } - private static _getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber { - const fillMakerTokenAmount = numerator - .mul(target) - .div(denominator) - .round(0); - return fillMakerTokenAmount; - } - constructor(exchangeContract: ExchangeContract) { - this._exchangeContract = exchangeContract; + constructor(orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher) { + this._orderFilledCancelledFetcher = orderFilledCancelledFetcher; } public async validateOrderFillableOrThrowAsync( exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder, - zrxTokenAddress: string, + zrxAssetData: string, expectedFillTakerTokenAmount?: BigNumber, ): Promise<void> { const orderHash = orderHashUtils.getOrderHashHex(signedOrder); - const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash); + const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash); OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow( signedOrder.takerAssetAmount, filledTakerTokenAmount, ); OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds); - let fillTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount); + let fillTakerAssetAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount); if (!_.isUndefined(expectedFillTakerTokenAmount)) { - fillTakerTokenAmount = expectedFillTakerTokenAmount; + fillTakerAssetAmount = expectedFillTakerTokenAmount; } await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( exchangeTradeEmulator, signedOrder, - fillTakerTokenAmount, + fillTakerAssetAmount, signedOrder.takerAddress, - zrxTokenAddress, + zrxAssetData, ); } public async validateFillOrderThrowIfInvalidAsync( exchangeTradeEmulator: ExchangeTransferSimulator, provider: Provider, signedOrder: SignedOrder, - fillTakerTokenAmount: BigNumber, + fillTakerAssetAmount: BigNumber, takerAddress: string, - zrxTokenAddress: string, + zrxAssetData: string, ): Promise<BigNumber> { - if (fillTakerTokenAmount.eq(0)) { - throw new Error(ExchangeContractErrs.OrderFillAmountZero); + if (fillTakerAssetAmount.eq(0)) { + throw new Error(RevertReasons.InvalidTakerAmount); + } + if (signedOrder.makerAssetAmount.eq(0) || signedOrder.takerAssetAmount.eq(0)) { + throw new Error(RevertReasons.OrderUnfillable); } const orderHash = orderHashUtils.getOrderHashHex(signedOrder); const isValid = await isValidSignatureAsync( @@ -177,34 +156,34 @@ export class OrderValidationUtils { if (!isValid) { throw new Error(OrderError.InvalidSignature); } - const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash); + const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash); OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow( signedOrder.takerAssetAmount, filledTakerTokenAmount, ); if (signedOrder.takerAddress !== constants.NULL_ADDRESS && signedOrder.takerAddress !== takerAddress) { - throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker); + throw new Error(RevertReasons.InvalidTaker); } OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds); const remainingTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount); - const desiredFillTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount) + const desiredFillTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerAssetAmount) ? remainingTakerTokenAmount - : fillTakerTokenAmount; + : fillTakerAssetAmount; await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( exchangeTradeEmulator, signedOrder, desiredFillTakerTokenAmount, takerAddress, - zrxTokenAddress, + zrxAssetData, ); const wouldRoundingErrorOccur = OrderValidationUtils.isRoundingError( - filledTakerTokenAmount, + desiredFillTakerTokenAmount, signedOrder.takerAssetAmount, signedOrder.makerAssetAmount, ); if (wouldRoundingErrorOccur) { - throw new Error(ExchangeContractErrs.OrderFillRoundingError); + throw new Error(RevertReasons.RoundingError); } return filledTakerTokenAmount; } @@ -212,20 +191,20 @@ export class OrderValidationUtils { exchangeTradeEmulator: ExchangeTransferSimulator, provider: Provider, signedOrder: SignedOrder, - fillTakerTokenAmount: BigNumber, + fillTakerAssetAmount: BigNumber, takerAddress: string, - zrxTokenAddress: string, + zrxAssetData: string, ): Promise<void> { const filledTakerTokenAmount = await this.validateFillOrderThrowIfInvalidAsync( exchangeTradeEmulator, provider, signedOrder, - fillTakerTokenAmount, + fillTakerAssetAmount, takerAddress, - zrxTokenAddress, + zrxAssetData, ); - if (filledTakerTokenAmount !== fillTakerTokenAmount) { - throw new Error(ExchangeContractErrs.InsufficientRemainingFillAmount); + if (filledTakerTokenAmount !== fillTakerAssetAmount) { + throw new Error(RevertReasons.OrderUnfillable); } } } diff --git a/packages/order-utils/src/remaining_fillable_calculator.ts b/packages/order-utils/src/remaining_fillable_calculator.ts index bc146e931..29e19e5ab 100644 --- a/packages/order-utils/src/remaining_fillable_calculator.ts +++ b/packages/order-utils/src/remaining_fillable_calculator.ts @@ -23,9 +23,9 @@ export class RemainingFillableCalculator { this._transferrableAssetAmount = transferrableAssetAmount; this._transferrableFeeAmount = transferrableFeeAmount; this._remainingOrderAssetAmount = remainingOrderAssetAmount; - this._remainingOrderFeeAmount = remainingOrderAssetAmount - .times(this._orderFee) - .dividedToIntegerBy(this._orderAssetAmount); + this._remainingOrderFeeAmount = orderAssetAmount.eq(0) + ? new BigNumber(0) + : remainingOrderAssetAmount.times(orderFee).dividedToIntegerBy(orderAssetAmount); } public computeRemainingFillable(): BigNumber { if (this._hasSufficientFundsForFeeAndTransferAmount()) { 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 08d50b924..e7352119d 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 @@ -19,8 +19,8 @@ export class BalanceAndProxyAllowanceLazyStore implements AbstractBalanceAndProx [userAddress: string]: BigNumber; }; }; - constructor(token: AbstractBalanceAndProxyAllowanceFetcher) { - this._balanceAndProxyAllowanceFetcher = token; + constructor(balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher) { + this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher; this._balance = {}; this._proxyAllowance = {}; } diff --git a/packages/order-utils/src/utils.ts b/packages/order-utils/src/utils.ts index 6149316f6..7aaaf0609 100644 --- a/packages/order-utils/src/utils.ts +++ b/packages/order-utils/src/utils.ts @@ -12,4 +12,11 @@ export const utils = { const milisecondsInSecond = 1000; return new BigNumber(Date.now() / milisecondsInSecond).round(); }, + getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber { + const fillMakerTokenAmount = numerator + .mul(target) + .div(denominator) + .round(0); + return fillMakerTokenAmount; + }, }; diff --git a/packages/order-utils/test/exchange_transfer_simulator_test.ts b/packages/order-utils/test/exchange_transfer_simulator_test.ts index 52385f611..bed04d879 100644 --- a/packages/order-utils/test/exchange_transfer_simulator_test.ts +++ b/packages/order-utils/test/exchange_transfer_simulator_test.ts @@ -4,6 +4,7 @@ import { BigNumber } from '@0xproject/utils'; import * as chai from 'chai'; import { artifacts } from '../src/artifacts'; +import { assetProxyUtils } from '../src/asset_proxy_utils'; import { constants } from '../src/constants'; import { ExchangeTransferSimulator } from '../src/exchange_transfer_simulator'; import { DummyERC20TokenContract } from '../src/generated_contract_wrappers/dummy_e_r_c20_token'; @@ -27,7 +28,7 @@ describe('ExchangeTransferSimulator', async () => { let coinbase: string; let sender: string; let recipient: string; - let exampleTokenAddress: string; + let exampleAssetData: string; let exchangeTransferSimulator: ExchangeTransferSimulator; let txHash: string; let erc20ProxyAddress: string; @@ -65,7 +66,7 @@ describe('ExchangeTransferSimulator', async () => { totalSupply, ); - exampleTokenAddress = dummyERC20Token.address; + exampleAssetData = assetProxyUtils.encodeERC20AssetData(dummyERC20Token.address); }); beforeEach(async () => { await blockchainLifecycle.startAsync(); @@ -91,7 +92,7 @@ describe('ExchangeTransferSimulator', async () => { it("throws if the user doesn't have enough allowance", async () => { return expect( exchangeTransferSimulator.transferFromAsync( - exampleTokenAddress, + exampleAssetData, sender, recipient, transferAmount, @@ -107,7 +108,7 @@ describe('ExchangeTransferSimulator', async () => { await web3Wrapper.awaitTransactionSuccessAsync(txHash); return expect( exchangeTransferSimulator.transferFromAsync( - exampleTokenAddress, + exampleAssetData, sender, recipient, transferAmount, @@ -128,7 +129,7 @@ describe('ExchangeTransferSimulator', async () => { await web3Wrapper.awaitTransactionSuccessAsync(txHash); await exchangeTransferSimulator.transferFromAsync( - exampleTokenAddress, + exampleAssetData, sender, recipient, transferAmount, @@ -136,9 +137,9 @@ describe('ExchangeTransferSimulator', async () => { TransferType.Trade, ); const store = (exchangeTransferSimulator as any)._store; - const senderBalance = await store.getBalanceAsync(exampleTokenAddress, sender); - const recipientBalance = await store.getBalanceAsync(exampleTokenAddress, recipient); - const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleTokenAddress, sender); + const senderBalance = await store.getBalanceAsync(exampleAssetData, sender); + const recipientBalance = await store.getBalanceAsync(exampleAssetData, recipient); + const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleAssetData, sender); expect(senderBalance).to.be.bignumber.equal(0); expect(recipientBalance).to.be.bignumber.equal(transferAmount); expect(senderProxyAllowance).to.be.bignumber.equal(0); @@ -157,7 +158,7 @@ describe('ExchangeTransferSimulator', async () => { ); await web3Wrapper.awaitTransactionSuccessAsync(txHash); await exchangeTransferSimulator.transferFromAsync( - exampleTokenAddress, + exampleAssetData, sender, recipient, transferAmount, @@ -165,9 +166,9 @@ describe('ExchangeTransferSimulator', async () => { TransferType.Trade, ); const store = (exchangeTransferSimulator as any)._store; - const senderBalance = await store.getBalanceAsync(exampleTokenAddress, sender); - const recipientBalance = await store.getBalanceAsync(exampleTokenAddress, recipient); - const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleTokenAddress, sender); + const senderBalance = await store.getBalanceAsync(exampleAssetData, sender); + const recipientBalance = await store.getBalanceAsync(exampleAssetData, recipient); + const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleAssetData, sender); expect(senderBalance).to.be.bignumber.equal(0); expect(recipientBalance).to.be.bignumber.equal(transferAmount); expect(senderProxyAllowance).to.be.bignumber.equal(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS); |