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-rw-r--r--packages/order-utils/CHANGELOG.json17
-rw-r--r--packages/order-utils/package.json17
-rw-r--r--packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts4
-rw-r--r--packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts11
-rw-r--r--packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts3
-rw-r--r--packages/order-utils/src/artifacts.ts12
-rw-r--r--packages/order-utils/src/assert.ts4
-rw-r--r--packages/order-utils/src/asset_proxy_utils.ts137
-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/constants.ts5
-rw-r--r--packages/order-utils/src/exchange_transfer_simulator.ts113
-rw-r--r--packages/order-utils/src/index.ts13
-rw-r--r--packages/order-utils/src/order_hash.ts3
-rw-r--r--packages/order-utils/src/order_state_utils.ts75
-rw-r--r--packages/order-utils/src/order_validation_utils.ts231
-rw-r--r--packages/order-utils/src/remaining_fillable_calculator.ts115
-rw-r--r--packages/order-utils/src/signature_utils.ts26
-rw-r--r--packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts81
-rw-r--r--packages/order-utils/src/types.ts14
-rw-r--r--packages/order-utils/src/utils.ts6
-rw-r--r--packages/order-utils/test/assert_test.ts1
-rw-r--r--packages/order-utils/test/exchange_transfer_simulator_test.ts177
-rw-r--r--packages/order-utils/test/order_hash_test.ts2
-rw-r--r--packages/order-utils/test/order_validation_utils_test.ts70
-rw-r--r--packages/order-utils/test/remaining_fillable_calculator_test.ts247
-rw-r--r--packages/order-utils/test/signature_utils_test.ts3
-rw-r--r--packages/order-utils/test/utils/simple_erc20_balance_and_proxy_allowance_fetcher.ts26
-rw-r--r--packages/order-utils/test/utils/web3_wrapper.ts2
34 files changed, 1221 insertions, 2039 deletions
diff --git a/packages/order-utils/CHANGELOG.json b/packages/order-utils/CHANGELOG.json
index 1bdb25347..f3c54711f 100644
--- a/packages/order-utils/CHANGELOG.json
+++ b/packages/order-utils/CHANGELOG.json
@@ -1,5 +1,22 @@
[
{
+ "changes": [
+ {
+ "note": "Export parseECSignature method",
+ "pr": 684
+ }
+ ]
+ },
+ {
+ "version": "0.1.0",
+ "changes": [
+ {
+ "note": "Make order-utils compatible with V2 of 0x protocol",
+ "pr": 636
+ }
+ ]
+ },
+ {
"version": "0.0.5",
"changes": [
{
diff --git a/packages/order-utils/package.json b/packages/order-utils/package.json
index 2d7e7ba66..8f37bb138 100644
--- a/packages/order-utils/package.json
+++ b/packages/order-utils/package.json
@@ -8,26 +8,28 @@
"main": "lib/src/index.js",
"types": "lib/src/index.d.ts",
"scripts": {
- "watch": "tsc -w",
- "build": "run-s clean update_artifacts generate_contract_wrappers transpile copy_monorepo_scripts",
+ "watch_without_deps": "yarn pre_build && tsc -w",
+ "build": "run-s pre_build transpile copy_monorepo_scripts",
+ "pre_build": "run-s update_artifacts generate_contract_wrappers",
"transpile": "tsc",
"copy_monorepo_scripts": "copyfiles -u 3 './lib/src/monorepo_scripts/**/*' ./scripts",
- "generate_contract_wrappers": "abi-gen --abis 'lib/src/artifacts/@(Exchange|IWallet|IValidator).json' --template ../contract_templates/contract.handlebars --partials '../contract_templates/partials/**/*.handlebars' --output src/generated_contract_wrappers --backend ethers && prettier --write 'src/generated_contract_wrappers/**.ts'",
+ "generate_contract_wrappers": "abi-gen --abis 'lib/src/artifacts/@(Exchange|IWallet|IValidator|DummyERC20Token|ERC20Proxy|ERC20Token).json' --template ../contract_templates/contract.handlebars --partials '../contract_templates/partials/**/*.handlebars' --output src/generated_contract_wrappers --backend ethers",
"update_artifacts": "for i in ${npm_package_config_contracts}; do copyfiles -u 4 ../migrations/artifacts/2.0.0/$i.json lib/src/artifacts; done;",
- "test": "run-s build run_mocha",
+ "test": "yarn run_mocha",
+ "rebuild_and_test": "run-s build test",
"test:circleci": "yarn test:coverage",
- "run_mocha": "mocha lib/test/**/*_test.js --bail --exit",
+ "run_mocha": "mocha --require source-map-support/register lib/test/**/*_test.js --bail --exit",
"test:coverage": "nyc npm run test --all && yarn coverage:report:lcov",
"coverage:report:lcov": "nyc report --reporter=text-lcov > coverage/lcov.info",
"clean": "shx rm -rf lib scripts lib/src/artifacts src/generated_contract_wrappers",
- "lint": "tslint --project .",
+ "lint": "tslint --project . --exclude **/src/generated_contract_wrappers/**/*",
"manual:postpublish": "yarn build; node ./scripts/postpublish.js",
"docs:stage": "node scripts/stage_docs.js",
"docs:json": "typedoc --excludePrivate --excludeExternals --target ES5 --json $JSON_FILE_PATH $PROJECT_FILES",
"upload_docs_json": "aws s3 cp generated_docs/index.json $S3_URL --profile 0xproject --grants read=uri=http://acs.amazonaws.com/groups/global/AllUsers --content-type application/json"
},
"config": {
- "contracts": "IWallet IValidator Exchange",
+ "contracts": "IWallet IValidator Exchange DummyERC20Token ERC20Proxy ERC20Token",
"postpublish": {
"docPublishConfigs": {
"extraFileIncludes": [
@@ -50,6 +52,7 @@
"homepage": "https://github.com/0xProject/0x-monorepo/packages/order-utils/README.md",
"devDependencies": {
"@0xproject/dev-utils": "^0.4.2",
+ "@0xproject/migrations": "^0.0.6",
"@0xproject/monorepo-scripts": "^0.1.20",
"@0xproject/tslint-config": "^0.4.18",
"@types/ethereumjs-abi": "^0.6.0",
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 857c6167f..b2760d98e 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 +1,6 @@
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>;
+ public abstract async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
+ public abstract async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
}
diff --git a/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts
new file mode 100644
index 000000000..38e08b7fe
--- /dev/null
+++ b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts
@@ -0,0 +1,11 @@
+import { BigNumber } from '@0xproject/utils';
+
+export abstract class AbstractBalanceAndProxyAllowanceLazyStore {
+ public abstract async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
+ public abstract async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
+ public abstract setBalance(assetData: string, userAddress: string, balance: BigNumber): void;
+ public abstract deleteBalance(assetData: string, userAddress: string): void;
+ public abstract setProxyAllowance(assetData: string, userAddress: string, proxyAllowance: BigNumber): void;
+ public abstract deleteProxyAllowance(assetData: string, userAddress: string): void;
+ public abstract deleteAll(): void;
+}
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 f54bed6f1..ec398a11e 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
@@ -2,7 +2,6 @@ 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 async isOrderCancelledAsync(orderHash: string): Promise<boolean>;
public abstract getZRXTokenAddress(): string;
}
diff --git a/packages/order-utils/src/artifacts.ts b/packages/order-utils/src/artifacts.ts
index f6fd00472..3d2d1e953 100644
--- a/packages/order-utils/src/artifacts.ts
+++ b/packages/order-utils/src/artifacts.ts
@@ -1,10 +1,14 @@
-import { Artifact } from '@0xproject/types';
+import { ContractArtifact } from '@0xproject/sol-compiler';
+import * as DummyERC20Token from './artifacts/DummyERC20Token.json';
+import * as ERC20Proxy from './artifacts/ERC20Proxy.json';
import * as Exchange from './artifacts/Exchange.json';
import * as IValidator from './artifacts/IValidator.json';
import * as IWallet from './artifacts/IWallet.json';
export const artifacts = {
- Exchange: (Exchange as any) as Artifact,
- IWallet: (IWallet as any) as Artifact,
- IValidator: (IValidator as any) as Artifact,
+ ERC20Proxy: (ERC20Proxy as any) as ContractArtifact,
+ DummyERC20Token: (DummyERC20Token as any) as ContractArtifact,
+ Exchange: (Exchange as any) as ContractArtifact,
+ IWallet: (IWallet as any) as ContractArtifact,
+ IValidator: (IValidator as any) as ContractArtifact,
};
diff --git a/packages/order-utils/src/assert.ts b/packages/order-utils/src/assert.ts
index a1318b9b8..b4b57d02a 100644
--- a/packages/order-utils/src/assert.ts
+++ b/packages/order-utils/src/assert.ts
@@ -1,11 +1,11 @@
import { assert as sharedAssert } from '@0xproject/assert';
// We need those two unused imports because they're actually used by sharedAssert which gets injected here
-// tslint:disable-next-line:no-unused-variable
+// tslint:disable:no-unused-variable
import { Schema } from '@0xproject/json-schemas';
-// tslint:disable-next-line:no-unused-variable
import { ECSignature, SignatureType } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
+// tslint:enable:no-unused-variable
import * as _ from 'lodash';
import { utils } from './utils';
diff --git a/packages/order-utils/src/asset_proxy_utils.ts b/packages/order-utils/src/asset_proxy_utils.ts
index 55f2d56df..915ee5032 100644
--- a/packages/order-utils/src/asset_proxy_utils.ts
+++ b/packages/order-utils/src/asset_proxy_utils.ts
@@ -1,10 +1,15 @@
-import { AssetProxyId, ERC20ProxyData, ERC721ProxyData, ProxyData } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
+import { AssetProxyId, ERC20AssetData, ERC721AssetData } from '@0xproject/types';
+import { BigNumber, NULL_BYTES } from '@0xproject/utils';
import BN = require('bn.js');
import ethUtil = require('ethereumjs-util');
+import * as _ from 'lodash';
-const ERC20_PROXY_METADATA_BYTE_LENGTH = 21;
-const ERC721_PROXY_METADATA_BYTE_LENGTH = 53;
+const ERC20_ASSET_DATA_BYTE_LENGTH = 21;
+const ERC721_ASSET_DATA_MINIMUM_BYTE_LENGTH = 53;
+const ASSET_DATA_ADDRESS_OFFSET = 0;
+const ERC721_ASSET_DATA_TOKEN_ID_OFFSET = 20;
+const ERC721_ASSET_DATA_RECEIVER_DATA_LENGTH_OFFSET = 52;
+const ERC721_ASSET_DATA_RECEIVER_DATA_OFFSET = 84;
export const assetProxyUtils = {
encodeAssetProxyId(assetProxyId: AssetProxyId): Buffer {
@@ -40,23 +45,24 @@ export const assetProxyUtils = {
const value = new BigNumber(formattedValue, 16);
return value;
},
- encodeERC20ProxyData(tokenAddress: string): string {
+ encodeERC20AssetData(tokenAddress: string): string {
const encodedAssetProxyId = assetProxyUtils.encodeAssetProxyId(AssetProxyId.ERC20);
const encodedAddress = assetProxyUtils.encodeAddress(tokenAddress);
- const encodedMetadata = Buffer.concat([encodedAddress, encodedAssetProxyId]);
- const encodedMetadataHex = ethUtil.bufferToHex(encodedMetadata);
- return encodedMetadataHex;
+ const encodedAssetData = Buffer.concat([encodedAddress, encodedAssetProxyId]);
+ const encodedAssetDataHex = ethUtil.bufferToHex(encodedAssetData);
+ return encodedAssetDataHex;
},
- decodeERC20ProxyData(proxyData: string): ERC20ProxyData {
- const encodedProxyMetadata = ethUtil.toBuffer(proxyData);
- if (encodedProxyMetadata.byteLength !== ERC20_PROXY_METADATA_BYTE_LENGTH) {
+ decodeERC20AssetData(proxyData: string): ERC20AssetData {
+ const encodedAssetData = ethUtil.toBuffer(proxyData);
+ if (encodedAssetData.byteLength !== ERC20_ASSET_DATA_BYTE_LENGTH) {
throw new Error(
`Could not decode ERC20 Proxy Data. Expected length of encoded data to be 21. Got ${
- encodedProxyMetadata.byteLength
+ encodedAssetData.byteLength
}`,
);
}
- const encodedAssetProxyId = encodedProxyMetadata.slice(-1);
+ const assetProxyIdOffset = encodedAssetData.byteLength - 1;
+ const encodedAssetProxyId = encodedAssetData.slice(assetProxyIdOffset);
const assetProxyId = assetProxyUtils.decodeAssetProxyId(encodedAssetProxyId);
if (assetProxyId !== AssetProxyId.ERC20) {
throw new Error(
@@ -65,33 +71,45 @@ export const assetProxyUtils = {
}), but got ${assetProxyId}`,
);
}
- const addressOffset = ERC20_PROXY_METADATA_BYTE_LENGTH - 1;
- const encodedTokenAddress = encodedProxyMetadata.slice(0, addressOffset);
+ const encodedTokenAddress = encodedAssetData.slice(ASSET_DATA_ADDRESS_OFFSET, assetProxyIdOffset);
const tokenAddress = assetProxyUtils.decodeAddress(encodedTokenAddress);
- const erc20ProxyData = {
+ const erc20AssetData = {
assetProxyId,
tokenAddress,
};
- return erc20ProxyData;
+ return erc20AssetData;
},
- encodeERC721ProxyData(tokenAddress: string, tokenId: BigNumber): string {
+ encodeERC721AssetData(tokenAddress: string, tokenId: BigNumber, receiverData?: string): string {
const encodedAssetProxyId = assetProxyUtils.encodeAssetProxyId(AssetProxyId.ERC721);
const encodedAddress = assetProxyUtils.encodeAddress(tokenAddress);
const encodedTokenId = assetProxyUtils.encodeUint256(tokenId);
- const encodedMetadata = Buffer.concat([encodedAddress, encodedTokenId, encodedAssetProxyId]);
- const encodedMetadataHex = ethUtil.bufferToHex(encodedMetadata);
- return encodedMetadataHex;
+ let encodedAssetData = Buffer.concat([encodedAddress, encodedTokenId]);
+ if (!_.isUndefined(receiverData)) {
+ const encodedReceiverData = ethUtil.toBuffer(receiverData);
+ const receiverDataLength = new BigNumber(encodedReceiverData.byteLength);
+ const encodedReceiverDataLength = assetProxyUtils.encodeUint256(receiverDataLength);
+ encodedAssetData = Buffer.concat([encodedAssetData, encodedReceiverDataLength, encodedReceiverData]);
+ }
+ encodedAssetData = Buffer.concat([encodedAssetData, encodedAssetProxyId]);
+ const encodedAssetDataHex = ethUtil.bufferToHex(encodedAssetData);
+ return encodedAssetDataHex;
},
- decodeERC721ProxyData(proxyData: string): ERC721ProxyData {
- const encodedProxyMetadata = ethUtil.toBuffer(proxyData);
- if (encodedProxyMetadata.byteLength !== ERC721_PROXY_METADATA_BYTE_LENGTH) {
+ decodeERC721AssetData(assetData: string): ERC721AssetData {
+ const encodedAssetData = ethUtil.toBuffer(assetData);
+ if (encodedAssetData.byteLength < ERC721_ASSET_DATA_MINIMUM_BYTE_LENGTH) {
throw new Error(
- `Could not decode ERC20 Proxy Data. Expected length of encoded data to be 53. Got ${
- encodedProxyMetadata.byteLength
+ `Could not decode ERC20 Proxy Data. Expected length of encoded data to be at least 53. Got ${
+ encodedAssetData.byteLength
}`,
);
}
- const encodedAssetProxyId = encodedProxyMetadata.slice(-1);
+
+ const encodedTokenAddress = encodedAssetData.slice(
+ ASSET_DATA_ADDRESS_OFFSET,
+ ERC721_ASSET_DATA_TOKEN_ID_OFFSET,
+ );
+ const proxyIdOffset = encodedAssetData.byteLength - 1;
+ const encodedAssetProxyId = encodedAssetData.slice(proxyIdOffset);
const assetProxyId = assetProxyUtils.decodeAssetProxyId(encodedAssetProxyId);
if (assetProxyId !== AssetProxyId.ERC721) {
throw new Error(
@@ -100,50 +118,63 @@ export const assetProxyUtils = {
}), but got ${assetProxyId}`,
);
}
- const addressOffset = ERC20_PROXY_METADATA_BYTE_LENGTH - 1;
- const encodedTokenAddress = encodedProxyMetadata.slice(0, addressOffset);
const tokenAddress = assetProxyUtils.decodeAddress(encodedTokenAddress);
- const tokenIdOffset = ERC721_PROXY_METADATA_BYTE_LENGTH - 1;
- const encodedTokenId = encodedProxyMetadata.slice(addressOffset, tokenIdOffset);
+ const encodedTokenId = encodedAssetData.slice(
+ ERC721_ASSET_DATA_TOKEN_ID_OFFSET,
+ ERC721_ASSET_DATA_RECEIVER_DATA_LENGTH_OFFSET,
+ );
const tokenId = assetProxyUtils.decodeUint256(encodedTokenId);
- const erc721ProxyData = {
+ let receiverData = NULL_BYTES;
+ const lengthUpToReceiverDataLength = ERC721_ASSET_DATA_RECEIVER_DATA_LENGTH_OFFSET + 1;
+ if (encodedAssetData.byteLength > lengthUpToReceiverDataLength) {
+ const encodedReceiverDataLength = encodedAssetData.slice(
+ ERC721_ASSET_DATA_RECEIVER_DATA_LENGTH_OFFSET,
+ ERC721_ASSET_DATA_RECEIVER_DATA_OFFSET,
+ );
+ const receiverDataLength = assetProxyUtils.decodeUint256(encodedReceiverDataLength);
+ const lengthUpToReceiverData = ERC721_ASSET_DATA_RECEIVER_DATA_OFFSET + 1;
+ const expectedReceiverDataLength = new BigNumber(encodedAssetData.byteLength - lengthUpToReceiverData);
+ if (!receiverDataLength.equals(expectedReceiverDataLength)) {
+ throw new Error(
+ `Data length (${receiverDataLength}) does not match actual length of data (${expectedReceiverDataLength})`,
+ );
+ }
+ const encodedReceiverData = encodedAssetData.slice(
+ ERC721_ASSET_DATA_RECEIVER_DATA_OFFSET,
+ receiverDataLength.add(ERC721_ASSET_DATA_RECEIVER_DATA_OFFSET).toNumber(),
+ );
+ receiverData = ethUtil.bufferToHex(encodedReceiverData);
+ }
+ const erc721AssetData: ERC721AssetData = {
assetProxyId,
tokenAddress,
tokenId,
+ receiverData,
};
- return erc721ProxyData;
+ return erc721AssetData;
},
- decodeProxyDataId(proxyData: string): AssetProxyId {
- const encodedProxyMetadata = ethUtil.toBuffer(proxyData);
- if (encodedProxyMetadata.byteLength < 1) {
+ decodeAssetDataId(assetData: string): AssetProxyId {
+ const encodedAssetData = ethUtil.toBuffer(assetData);
+ if (encodedAssetData.byteLength < 1) {
throw new Error(
`Could not decode Proxy Data. Expected length of encoded data to be at least 1. Got ${
- encodedProxyMetadata.byteLength
+ encodedAssetData.byteLength
}`,
);
}
- const encodedAssetProxyId = encodedProxyMetadata.slice(-1);
+ const encodedAssetProxyId = encodedAssetData.slice(-1);
const assetProxyId = assetProxyUtils.decodeAssetProxyId(encodedAssetProxyId);
return assetProxyId;
},
- decodeProxyData(proxyData: string): ProxyData {
- const assetProxyId = assetProxyUtils.decodeProxyDataId(proxyData);
+ decodeAssetData(assetData: string): ERC20AssetData | ERC721AssetData {
+ const assetProxyId = assetProxyUtils.decodeAssetDataId(assetData);
switch (assetProxyId) {
case AssetProxyId.ERC20:
- const erc20ProxyData = assetProxyUtils.decodeERC20ProxyData(proxyData);
- const generalizedERC20ProxyData = {
- assetProxyId,
- tokenAddress: erc20ProxyData.tokenAddress,
- };
- return generalizedERC20ProxyData;
+ const erc20AssetData = assetProxyUtils.decodeERC20AssetData(assetData);
+ return erc20AssetData;
case AssetProxyId.ERC721:
- const erc721ProxyData = assetProxyUtils.decodeERC721ProxyData(proxyData);
- const generaliedERC721ProxyData = {
- assetProxyId,
- tokenAddress: erc721ProxyData.tokenAddress,
- data: erc721ProxyData.tokenId,
- };
- return generaliedERC721ProxyData;
+ const erc721AssetData = assetProxyUtils.decodeERC721AssetData(assetData);
+ return erc721AssetData;
default:
throw new Error(`Unrecognized asset proxy id: ${assetProxyId}`);
}
diff --git a/packages/order-utils/src/compact_artifacts/DummyToken.json b/packages/order-utils/src/compact_artifacts/DummyToken.json
deleted file mode 100644
index f64a8cd3d..000000000
--- a/packages/order-utils/src/compact_artifacts/DummyToken.json
+++ /dev/null
@@ -1,22 +0,0 @@
-{
- "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
deleted file mode 100644
index 26cca57cd..000000000
--- a/packages/order-utils/src/compact_artifacts/EtherToken.json
+++ /dev/null
@@ -1,287 +0,0 @@
-{
- "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
deleted file mode 100644
index af8db7360..000000000
--- a/packages/order-utils/src/compact_artifacts/Exchange.json
+++ /dev/null
@@ -1,610 +0,0 @@
-{
- "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
deleted file mode 100644
index 3b5a86ae0..000000000
--- a/packages/order-utils/src/compact_artifacts/Token.json
+++ /dev/null
@@ -1,172 +0,0 @@
-{
- "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
deleted file mode 100644
index 0f583628c..000000000
--- a/packages/order-utils/src/compact_artifacts/TokenRegistry.json
+++ /dev/null
@@ -1,547 +0,0 @@
-{
- "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
deleted file mode 100644
index 8cf551ddb..000000000
--- a/packages/order-utils/src/compact_artifacts/TokenTransferProxy.json
+++ /dev/null
@@ -1,187 +0,0 @@
-{
- "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
deleted file mode 100644
index e40b8f268..000000000
--- a/packages/order-utils/src/compact_artifacts/ZRX.json
+++ /dev/null
@@ -1,20 +0,0 @@
-{
- "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/constants.ts b/packages/order-utils/src/constants.ts
index ec2fe744a..ed5bd8101 100644
--- a/packages/order-utils/src/constants.ts
+++ b/packages/order-utils/src/constants.ts
@@ -1,3 +1,8 @@
+import { BigNumber } from '@0xproject/utils';
+
export const constants = {
NULL_ADDRESS: '0x0000000000000000000000000000000000000000',
+ // tslint:disable-next-line:custom-no-magic-numbers
+ UNLIMITED_ALLOWANCE_IN_BASE_UNITS: new BigNumber(2).pow(256).minus(1),
+ TESTRPC_NETWORK_ID: 50,
};
diff --git a/packages/order-utils/src/exchange_transfer_simulator.ts b/packages/order-utils/src/exchange_transfer_simulator.ts
new file mode 100644
index 000000000..32d53d6a2
--- /dev/null
+++ b/packages/order-utils/src/exchange_transfer_simulator.ts
@@ -0,0 +1,113 @@
+import { ExchangeContractErrs } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+import { AbstractBalanceAndProxyAllowanceLazyStore } from './abstract/abstract_balance_and_proxy_allowance_lazy_store';
+import { constants } from './constants';
+import { TradeSide, TransferType } from './types';
+
+enum FailureReason {
+ Balance = 'balance',
+ ProxyAllowance = 'proxyAllowance',
+}
+
+const ERR_MSG_MAPPING = {
+ [FailureReason.Balance]: {
+ [TradeSide.Maker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientMakerBalance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeBalance,
+ },
+ [TradeSide.Taker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientTakerBalance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeBalance,
+ },
+ },
+ [FailureReason.ProxyAllowance]: {
+ [TradeSide.Maker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientMakerAllowance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeAllowance,
+ },
+ [TradeSide.Taker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientTakerAllowance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeAllowance,
+ },
+ },
+};
+
+export class ExchangeTransferSimulator {
+ private _store: AbstractBalanceAndProxyAllowanceLazyStore;
+ private static _throwValidationError(
+ failureReason: FailureReason,
+ tradeSide: TradeSide,
+ transferType: TransferType,
+ ): never {
+ const errMsg = ERR_MSG_MAPPING[failureReason][tradeSide][transferType];
+ throw new Error(errMsg);
+ }
+ constructor(store: AbstractBalanceAndProxyAllowanceLazyStore) {
+ this._store = store;
+ }
+ /**
+ * Simulates transferFrom call performed by a proxy
+ * @param assetData Data of the asset being transferred. Includes
+ * it's identifying information and assetType,
+ * e.g address for ERC20, address & tokenId for ERC721
+ * @param from Owner of the transferred tokens
+ * @param to Recipient of the transferred tokens
+ * @param amountInBaseUnits The amount of tokens being transferred
+ * @param tradeSide Is Maker/Taker transferring
+ * @param transferType Is it a fee payment or a value transfer
+ */
+ public async transferFromAsync(
+ assetData: string,
+ from: string,
+ to: string,
+ amountInBaseUnits: BigNumber,
+ tradeSide: TradeSide,
+ transferType: TransferType,
+ ): Promise<void> {
+ // HACK: When simulating an open order (e.g taker is NULL_ADDRESS), we don't want to adjust balances/
+ // allowances for the taker. We do however, want to increase the balance of the maker since the maker
+ // might be relying on those funds to fill subsequent orders or pay the order's fees.
+ if (from === constants.NULL_ADDRESS && tradeSide === TradeSide.Taker) {
+ await this._increaseBalanceAsync(assetData, to, amountInBaseUnits);
+ return;
+ }
+ const balance = await this._store.getBalanceAsync(assetData, from);
+ const proxyAllowance = await this._store.getProxyAllowanceAsync(assetData, from);
+ if (proxyAllowance.lessThan(amountInBaseUnits)) {
+ ExchangeTransferSimulator._throwValidationError(FailureReason.ProxyAllowance, tradeSide, transferType);
+ }
+ if (balance.lessThan(amountInBaseUnits)) {
+ ExchangeTransferSimulator._throwValidationError(FailureReason.Balance, tradeSide, transferType);
+ }
+ await this._decreaseProxyAllowanceAsync(assetData, from, amountInBaseUnits);
+ await this._decreaseBalanceAsync(assetData, from, amountInBaseUnits);
+ await this._increaseBalanceAsync(assetData, to, amountInBaseUnits);
+ }
+ private async _decreaseProxyAllowanceAsync(
+ assetData: string,
+ userAddress: string,
+ amountInBaseUnits: BigNumber,
+ ): Promise<void> {
+ const proxyAllowance = await this._store.getProxyAllowanceAsync(assetData, userAddress);
+ if (!proxyAllowance.eq(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) {
+ this._store.setProxyAllowance(assetData, userAddress, proxyAllowance.minus(amountInBaseUnits));
+ }
+ }
+ private async _increaseBalanceAsync(
+ assetData: string,
+ userAddress: string,
+ amountInBaseUnits: BigNumber,
+ ): Promise<void> {
+ const balance = await this._store.getBalanceAsync(assetData, userAddress);
+ this._store.setBalance(assetData, userAddress, balance.plus(amountInBaseUnits));
+ }
+ private async _decreaseBalanceAsync(
+ assetData: string,
+ userAddress: string,
+ amountInBaseUnits: BigNumber,
+ ): Promise<void> {
+ const balance = await this._store.getBalanceAsync(assetData, userAddress);
+ this._store.setBalance(assetData, userAddress, balance.minus(amountInBaseUnits));
+ }
+}
diff --git a/packages/order-utils/src/index.ts b/packages/order-utils/src/index.ts
index 5122e60fc..514488e02 100644
--- a/packages/order-utils/src/index.ts
+++ b/packages/order-utils/src/index.ts
@@ -1,5 +1,14 @@
export { orderHashUtils } from './order_hash';
-export { isValidSignatureAsync, ecSignOrderHashAsync, addSignedMessagePrefix } from './signature_utils';
+export {
+ isValidSignatureAsync,
+ isValidPresignedSignatureAsync,
+ isValidWalletSignatureAsync,
+ isValidValidatorSignatureAsync,
+ isValidECSignature,
+ ecSignOrderHashAsync,
+ addSignedMessagePrefix,
+ parseECSignature,
+} from './signature_utils';
export { orderFactory } from './order_factory';
export { constants } from './constants';
export { crypto } from './crypto';
@@ -11,3 +20,5 @@ export { RemainingFillableCalculator } from './remaining_fillable_calculator';
export { OrderStateUtils } from './order_state_utils';
export { assetProxyUtils } from './asset_proxy_utils';
export { EIP712Utils } from './eip712_utils';
+export { OrderValidationUtils } from './order_validation_utils';
+export { ExchangeTransferSimulator } from './exchange_transfer_simulator';
diff --git a/packages/order-utils/src/order_hash.ts b/packages/order-utils/src/order_hash.ts
index 61f6c978f..074624e9e 100644
--- a/packages/order-utils/src/order_hash.ts
+++ b/packages/order-utils/src/order_hash.ts
@@ -1,9 +1,6 @@
import { schemas, SchemaValidator } from '@0xproject/json-schemas';
import { Order, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
-import BN = require('bn.js');
-import { SolidityTypes } from 'ethereum-types';
-import * as ethABI from 'ethereumjs-abi';
import * as ethUtil from 'ethereumjs-util';
import * as _ from 'lodash';
diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts
index 61050c9d6..40f235da7 100644
--- a/packages/order-utils/src/order_state_utils.ts
+++ b/packages/order-utils/src/order_state_utils.ts
@@ -7,7 +7,6 @@ import {
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';
@@ -21,11 +20,8 @@ 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.takerAssetAmount.minus(unavailableTakerTokenAmount);
- if (availableTakerTokenAmount.eq(0)) {
+ const availableTakerAssetAmount = signedOrder.takerAssetAmount.minus(orderRelevantState.filledTakerAssetAmount);
+ if (availableTakerAssetAmount.eq(0)) {
throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
}
@@ -43,12 +39,12 @@ export class OrderStateUtils {
throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance);
}
}
- const minFillableTakerTokenAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount
+ const minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount
.dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
.dividedBy(signedOrder.makerAssetAmount);
if (
- orderRelevantState.remainingFillableTakerTokenAmount.lessThan(
- minFillableTakerTokenAmountWithinNoRoundingErrorRange,
+ orderRelevantState.remainingFillableTakerAssetAmount.lessThan(
+ minFillableTakerAssetAmountWithinNoRoundingErrorRange,
)
) {
throw new Error(ExchangeContractErrs.OrderFillRoundingError);
@@ -83,13 +79,15 @@ export class OrderStateUtils {
}
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(
- signedOrder.makerAssetData,
+ makerAssetAddress,
signedOrder.makerAddress,
);
const makerProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
- signedOrder.makerAssetData,
+ makerAssetAddress,
signedOrder.makerAddress,
);
const makerFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
@@ -100,42 +98,41 @@ export class OrderStateUtils {
zrxTokenAddress,
signedOrder.makerAddress,
);
- const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
- const cancelledTakerTokenAmount = await this._orderFilledCancelledFetcher.getCancelledTakerAmountAsync(
- orderHash,
- );
- const unavailableTakerTokenAmount = await this._orderFilledCancelledFetcher.getUnavailableTakerAmountAsync(
- orderHash,
- );
- const totalMakerTokenAmount = signedOrder.makerAssetAmount;
- const totalTakerTokenAmount = signedOrder.takerAssetAmount;
- 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 filledTakerAssetAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
+ const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash);
+ const totalMakerAssetAmount = signedOrder.makerAssetAmount;
+ const totalTakerAssetAmount = signedOrder.takerAssetAmount;
+ 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.encodeERC20ProxyData(zrxTokenAddress);
- const isMakerTokenZRX = signedOrder.makerAssetData === zrxAssetData;
+ const zrxAssetData = assetProxyUtils.encodeERC20AssetData(zrxTokenAddress);
+ const isMakerAssetZRX = signedOrder.makerAssetData === zrxAssetData;
const remainingFillableCalculator = new RemainingFillableCalculator(
- signedOrder,
- isMakerTokenZRX,
- transferrableMakerTokenAmount,
- transferrableFeeTokenAmount,
- remainingMakerTokenAmount,
+ signedOrder.makerFee,
+ signedOrder.makerAssetAmount,
+ isMakerAssetZRX,
+ transferrableMakerAssetAmount,
+ transferrableFeeAssetAmount,
+ remainingMakerAssetAmount,
);
- const remainingFillableMakerTokenAmount = remainingFillableCalculator.computeRemainingMakerFillable();
- const remainingFillableTakerTokenAmount = remainingFillableCalculator.computeRemainingTakerFillable();
+ const remainingFillableMakerAssetAmount = remainingFillableCalculator.computeRemainingFillable();
+ const remainingFillableTakerAssetAmount = remainingFillableMakerAssetAmount
+ .times(signedOrder.takerAssetAmount)
+ .dividedToIntegerBy(signedOrder.makerAssetAmount);
const orderRelevantState = {
makerBalance,
makerProxyAllowance,
makerFeeBalance,
makerFeeProxyAllowance,
- filledTakerTokenAmount,
- cancelledTakerTokenAmount,
- remainingFillableMakerTokenAmount,
- remainingFillableTakerTokenAmount,
+ filledTakerAssetAmount,
+ remainingFillableMakerAssetAmount,
+ remainingFillableTakerAssetAmount,
};
return orderRelevantState;
}
diff --git a/packages/order-utils/src/order_validation_utils.ts b/packages/order-utils/src/order_validation_utils.ts
new file mode 100644
index 000000000..3a6704f26
--- /dev/null
+++ b/packages/order-utils/src/order_validation_utils.ts
@@ -0,0 +1,231 @@
+import { ExchangeContractErrs, Order, 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 { 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%
+ 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
+ if (denominator.eq(0)) {
+ throw new Error('denominator cannot be 0');
+ }
+ const remainder = target.mul(numerator).mod(denominator);
+ if (remainder.eq(0)) {
+ return false; // no rounding error
+ }
+
+ // tslint:disable-next-line:custom-no-magic-numbers
+ const errPercentageTimes1000000 = remainder.mul(1000000).div(numerator.mul(target));
+ // tslint:disable-next-line:custom-no-magic-numbers
+ 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,
+ senderAddress: string,
+ zrxTokenAddress: 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,
+ );
+ }
+ private static _validateRemainingFillAmountNotZeroOrThrow(
+ takerAssetAmount: BigNumber,
+ filledTakerTokenAmount: BigNumber,
+ ): void {
+ if (takerAssetAmount.eq(filledTakerTokenAmount)) {
+ throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
+ }
+ }
+ private static _validateOrderNotExpiredOrThrow(expirationTimeSeconds: BigNumber): void {
+ const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
+ if (expirationTimeSeconds.lessThan(currentUnixTimestampSec)) {
+ throw new Error(ExchangeContractErrs.OrderFillExpired);
+ }
+ }
+ 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;
+ }
+ public async validateOrderFillableOrThrowAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ signedOrder: SignedOrder,
+ zrxTokenAddress: string,
+ expectedFillTakerTokenAmount?: BigNumber,
+ ): Promise<void> {
+ const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+ const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash);
+ OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
+ signedOrder.takerAssetAmount,
+ filledTakerTokenAmount,
+ );
+ OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
+ let fillTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
+ if (!_.isUndefined(expectedFillTakerTokenAmount)) {
+ fillTakerTokenAmount = expectedFillTakerTokenAmount;
+ }
+ await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ signedOrder,
+ fillTakerTokenAmount,
+ signedOrder.takerAddress,
+ zrxTokenAddress,
+ );
+ }
+ public async validateFillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ provider: Provider,
+ signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber,
+ takerAddress: string,
+ zrxTokenAddress: string,
+ ): Promise<BigNumber> {
+ if (fillTakerTokenAmount.eq(0)) {
+ throw new Error(ExchangeContractErrs.OrderFillAmountZero);
+ }
+ const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+ const isValid = await isValidSignatureAsync(
+ provider,
+ orderHash,
+ signedOrder.signature,
+ signedOrder.makerAddress,
+ );
+ if (!isValid) {
+ throw new Error(OrderError.InvalidSignature);
+ }
+ const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash);
+ OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
+ signedOrder.takerAssetAmount,
+ filledTakerTokenAmount,
+ );
+ if (signedOrder.takerAddress !== constants.NULL_ADDRESS && signedOrder.takerAddress !== takerAddress) {
+ throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
+ }
+ OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
+ const remainingTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
+ const desiredFillTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount)
+ ? remainingTakerTokenAmount
+ : fillTakerTokenAmount;
+ await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ signedOrder,
+ desiredFillTakerTokenAmount,
+ takerAddress,
+ zrxTokenAddress,
+ );
+
+ const wouldRoundingErrorOccur = OrderValidationUtils.isRoundingError(
+ filledTakerTokenAmount,
+ signedOrder.takerAssetAmount,
+ signedOrder.makerAssetAmount,
+ );
+ if (wouldRoundingErrorOccur) {
+ throw new Error(ExchangeContractErrs.OrderFillRoundingError);
+ }
+ return filledTakerTokenAmount;
+ }
+ public async validateFillOrKillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ provider: Provider,
+ signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber,
+ takerAddress: string,
+ zrxTokenAddress: string,
+ ): Promise<void> {
+ const filledTakerTokenAmount = await this.validateFillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ provider,
+ signedOrder,
+ fillTakerTokenAmount,
+ takerAddress,
+ zrxTokenAddress,
+ );
+ if (filledTakerTokenAmount !== fillTakerTokenAmount) {
+ throw new Error(ExchangeContractErrs.InsufficientRemainingFillAmount);
+ }
+ }
+}
diff --git a/packages/order-utils/src/remaining_fillable_calculator.ts b/packages/order-utils/src/remaining_fillable_calculator.ts
index b291d8ea9..bc146e931 100644
--- a/packages/order-utils/src/remaining_fillable_calculator.ts
+++ b/packages/order-utils/src/remaining_fillable_calculator.ts
@@ -1,95 +1,86 @@
-import { SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
export class RemainingFillableCalculator {
- private _signedOrder: SignedOrder;
- private _isMakerTokenZRX: boolean;
+ private _isTraderAssetZRX: boolean;
// Transferrable Amount is the minimum of Approval and Balance
- private _transferrableMakerTokenAmount: BigNumber;
- private _transferrableMakerFeeTokenAmount: BigNumber;
- private _remainingMakerTokenAmount: BigNumber;
- private _remainingMakerFeeAmount: BigNumber;
+ private _transferrableAssetAmount: BigNumber;
+ private _transferrableFeeAmount: BigNumber;
+ private _remainingOrderAssetAmount: BigNumber;
+ private _remainingOrderFeeAmount: BigNumber;
+ private _orderFee: BigNumber;
+ private _orderAssetAmount: BigNumber;
constructor(
- signedOrder: SignedOrder,
- isMakerTokenZRX: boolean,
- transferrableMakerTokenAmount: BigNumber,
- transferrableMakerFeeTokenAmount: BigNumber,
- remainingMakerTokenAmount: BigNumber,
+ orderFee: BigNumber,
+ orderAssetAmount: BigNumber,
+ isTraderAssetZRX: boolean,
+ transferrableAssetAmount: BigNumber,
+ transferrableFeeAmount: BigNumber,
+ remainingOrderAssetAmount: BigNumber,
) {
- this._signedOrder = signedOrder;
- this._isMakerTokenZRX = isMakerTokenZRX;
- this._transferrableMakerTokenAmount = transferrableMakerTokenAmount;
- this._transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount;
- this._remainingMakerTokenAmount = remainingMakerTokenAmount;
- this._remainingMakerFeeAmount = remainingMakerTokenAmount
- .times(signedOrder.makerFee)
- .dividedToIntegerBy(signedOrder.makerAssetAmount);
+ this._orderFee = orderFee;
+ this._orderAssetAmount = orderAssetAmount;
+ this._isTraderAssetZRX = isTraderAssetZRX;
+ this._transferrableAssetAmount = transferrableAssetAmount;
+ this._transferrableFeeAmount = transferrableFeeAmount;
+ this._remainingOrderAssetAmount = remainingOrderAssetAmount;
+ this._remainingOrderFeeAmount = remainingOrderAssetAmount
+ .times(this._orderFee)
+ .dividedToIntegerBy(this._orderAssetAmount);
}
- public computeRemainingMakerFillable(): BigNumber {
+ public computeRemainingFillable(): BigNumber {
if (this._hasSufficientFundsForFeeAndTransferAmount()) {
- return this._remainingMakerTokenAmount;
+ return this._remainingOrderAssetAmount;
}
- if (this._signedOrder.makerFee.isZero()) {
- return BigNumber.min(this._remainingMakerTokenAmount, this._transferrableMakerTokenAmount);
+ if (this._orderFee.isZero()) {
+ return BigNumber.min(this._remainingOrderAssetAmount, this._transferrableAssetAmount);
}
- return this._calculatePartiallyFillableMakerTokenAmount();
- }
- public computeRemainingTakerFillable(): BigNumber {
- return this.computeRemainingMakerFillable()
- .times(this._signedOrder.takerAssetAmount)
- .dividedToIntegerBy(this._signedOrder.makerAssetAmount);
+ return this._calculatePartiallyFillableAssetAmount();
}
private _hasSufficientFundsForFeeAndTransferAmount(): boolean {
- if (this._isMakerTokenZRX) {
- const totalZRXTransferAmountRequired = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount);
- const hasSufficientFunds = this._transferrableMakerTokenAmount.greaterThanOrEqualTo(
+ if (this._isTraderAssetZRX) {
+ const totalZRXTransferAmountRequired = this._remainingOrderAssetAmount.plus(this._remainingOrderFeeAmount);
+ const hasSufficientFunds = this._transferrableAssetAmount.greaterThanOrEqualTo(
totalZRXTransferAmountRequired,
);
return hasSufficientFunds;
} else {
- const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.greaterThanOrEqualTo(
- this._remainingMakerTokenAmount,
+ const hasSufficientFundsForTransferAmount = this._transferrableAssetAmount.greaterThanOrEqualTo(
+ this._remainingOrderAssetAmount,
);
- const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.greaterThanOrEqualTo(
- this._remainingMakerFeeAmount,
+ const hasSufficientFundsForFeeAmount = this._transferrableFeeAmount.greaterThanOrEqualTo(
+ this._remainingOrderFeeAmount,
);
const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount;
return hasSufficientFunds;
}
}
- private _calculatePartiallyFillableMakerTokenAmount(): BigNumber {
+ private _calculatePartiallyFillableAssetAmount(): 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.makerAssetAmount.dividedBy(this._signedOrder.makerFee);
- // The number of times the maker can fill the order, if each fill only required the transfer of a single
+ const orderToFeeRatio = this._orderAssetAmount.dividedBy(this._orderFee);
+ // The number of times the trader (maker or taker) 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;
+ // Given 2 ZRXwei, the maximum amount of times trader can fill this order, in terms of fees, is 2
+ const fillableTimesInFeeBaseUnits = BigNumber.min(this._transferrableFeeAmount, this._remainingOrderFeeAmount);
+ // The number of times the trader can fill the order, given the traders asset Balance
+ // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, trader can fill this order 1 time.
+ let fillableTimesInAssetUnits = this._transferrableAssetAmount.dividedBy(orderToFeeRatio);
+ if (this._isTraderAssetZRX) {
+ // If ZRX is the trader asset, the Fee and the trader fill 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;
+ const totalZRXTokenPooled = this._transferrableAssetAmount;
// 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)));
+ fillableTimesInAssetUnits = 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.makerAssetAmount)
- .dividedToIntegerBy(this._signedOrder.makerFee);
- const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits
- .times(this._signedOrder.makerAssetAmount)
- .dividedToIntegerBy(this._signedOrder.makerFee);
- const partiallyFillableAmount = BigNumber.min(
- partiallyFillableMakerTokenAmount,
- partiallyFillableFeeTokenAmount,
- );
+ const partiallyFillableAssetAmount = fillableTimesInAssetUnits
+ .times(this._orderAssetAmount)
+ .dividedToIntegerBy(this._orderFee);
+ const partiallyFillableFeeAmount = fillableTimesInFeeBaseUnits
+ .times(this._orderAssetAmount)
+ .dividedToIntegerBy(this._orderFee);
+ const partiallyFillableAmount = BigNumber.min(partiallyFillableAssetAmount, partiallyFillableFeeAmount);
return partiallyFillableAmount;
}
}
diff --git a/packages/order-utils/src/signature_utils.ts b/packages/order-utils/src/signature_utils.ts
index c57699af0..44a7203a0 100644
--- a/packages/order-utils/src/signature_utils.ts
+++ b/packages/order-utils/src/signature_utils.ts
@@ -90,7 +90,7 @@ export async function isValidPresignedSignatureAsync(
data: string,
signerAddress: string,
): Promise<boolean> {
- const exchangeContract = new ExchangeContract(artifacts.Exchange.abi, signerAddress, provider);
+ const exchangeContract = new ExchangeContract(artifacts.Exchange.compilerOutput.abi, signerAddress, provider);
const isValid = await exchangeContract.preSigned.callAsync(data, signerAddress);
return isValid;
}
@@ -110,7 +110,7 @@ export async function isValidWalletSignatureAsync(
): Promise<boolean> {
// tslint:disable-next-line:custom-no-magic-numbers
const signatureWithoutType = signature.slice(-2);
- const walletContract = new IWalletContract(artifacts.IWallet.abi, signerAddress, provider);
+ const walletContract = new IWalletContract(artifacts.IWallet.compilerOutput.abi, signerAddress, provider);
const isValid = await walletContract.isValidSignature.callAsync(data, signatureWithoutType);
return isValid;
}
@@ -129,7 +129,7 @@ export async function isValidValidatorSignatureAsync(
signerAddress: string,
): Promise<boolean> {
const validatorSignature = parseValidatorSignature(signature);
- const exchangeContract = new ExchangeContract(artifacts.Exchange.abi, signerAddress, provider);
+ const exchangeContract = new ExchangeContract(artifacts.Exchange.compilerOutput.abi, signerAddress, provider);
const isValidatorApproved = await exchangeContract.allowedValidators.callAsync(
signerAddress,
validatorSignature.validatorAddress,
@@ -138,7 +138,7 @@ export async function isValidValidatorSignatureAsync(
throw new Error(`Validator ${validatorSignature.validatorAddress} was not pre-approved by ${signerAddress}.`);
}
- const validatorContract = new IValidatorContract(artifacts.IValidator.abi, signerAddress, provider);
+ const validatorContract = new IValidatorContract(artifacts.IValidator.compilerOutput.abi, signerAddress, provider);
const isValid = await validatorContract.isValidSignature.callAsync(
data,
signerAddress,
@@ -159,7 +159,6 @@ export function isValidECSignature(data: string, signature: ECSignature, signerA
assert.isHexString('data', data);
assert.doesConformToSchema('signature', signature, schemas.ecSignatureSchema);
assert.isETHAddressHex('signerAddress', signerAddress);
- const normalizedSignerAddress = signerAddress.toLowerCase();
const msgHashBuff = ethUtil.toBuffer(data);
try {
@@ -261,12 +260,12 @@ export function addSignedMessagePrefix(message: string, messagePrefixType: Messa
}
}
-function hashTrezorPersonalMessage(message: Buffer): Buffer {
- const prefix = ethUtil.toBuffer('\x19Ethereum Signed Message:\n' + String.fromCharCode(message.length));
- return ethUtil.sha3(Buffer.concat([prefix, message]));
-}
-
-function parseECSignature(signature: string): ECSignature {
+/**
+ * Parse a 0x protocol hex-encoded signature string into it's ECSignature components
+ * @param signature A hex encoded ecSignature 0x Protocol signature
+ * @return An ECSignature object with r,s,v parameters
+ */
+export function parseECSignature(signature: string): ECSignature {
const ecSignatureTypes = [SignatureType.EthSign, SignatureType.EIP712, SignatureType.Trezor];
assert.isOneOfExpectedSignatureTypes(signature, ecSignatureTypes);
@@ -277,6 +276,11 @@ function parseECSignature(signature: string): ECSignature {
return ecSignature;
}
+function hashTrezorPersonalMessage(message: Buffer): Buffer {
+ const prefix = ethUtil.toBuffer('\x19Ethereum Signed Message:\n' + String.fromCharCode(message.length));
+ 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/store/balance_and_proxy_allowance_lazy_store.ts b/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts
new file mode 100644
index 000000000..08d50b924
--- /dev/null
+++ b/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts
@@ -0,0 +1,81 @@
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { AbstractBalanceAndProxyAllowanceFetcher } from '../abstract/abstract_balance_and_proxy_allowance_fetcher';
+import { AbstractBalanceAndProxyAllowanceLazyStore } from '../abstract/abstract_balance_and_proxy_allowance_lazy_store';
+
+/**
+ * Copy on read store for balances/proxyAllowances of tokens/accounts
+ */
+export class BalanceAndProxyAllowanceLazyStore implements AbstractBalanceAndProxyAllowanceLazyStore {
+ private _balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher;
+ private _balance: {
+ [assetData: string]: {
+ [userAddress: string]: BigNumber;
+ };
+ };
+ private _proxyAllowance: {
+ [assetData: string]: {
+ [userAddress: string]: BigNumber;
+ };
+ };
+ constructor(token: AbstractBalanceAndProxyAllowanceFetcher) {
+ this._balanceAndProxyAllowanceFetcher = token;
+ this._balance = {};
+ this._proxyAllowance = {};
+ }
+ 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);
+ this.setBalance(assetData, userAddress, balance);
+ }
+ const cachedBalance = this._balance[assetData][userAddress];
+ return cachedBalance;
+ }
+ public setBalance(assetData: string, userAddress: string, balance: BigNumber): void {
+ if (_.isUndefined(this._balance[assetData])) {
+ this._balance[assetData] = {};
+ }
+ this._balance[assetData][userAddress] = balance;
+ }
+ public deleteBalance(assetData: string, userAddress: string): void {
+ if (!_.isUndefined(this._balance[assetData])) {
+ delete this._balance[assetData][userAddress];
+ if (_.isEmpty(this._balance[assetData])) {
+ delete this._balance[assetData];
+ }
+ }
+ }
+ public async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber> {
+ if (
+ _.isUndefined(this._proxyAllowance[assetData]) ||
+ _.isUndefined(this._proxyAllowance[assetData][userAddress])
+ ) {
+ const proxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+ assetData,
+ userAddress,
+ );
+ this.setProxyAllowance(assetData, userAddress, proxyAllowance);
+ }
+ const cachedProxyAllowance = this._proxyAllowance[assetData][userAddress];
+ return cachedProxyAllowance;
+ }
+ public setProxyAllowance(assetData: string, userAddress: string, proxyAllowance: BigNumber): void {
+ if (_.isUndefined(this._proxyAllowance[assetData])) {
+ this._proxyAllowance[assetData] = {};
+ }
+ this._proxyAllowance[assetData][userAddress] = proxyAllowance;
+ }
+ public deleteProxyAllowance(assetData: string, userAddress: string): void {
+ if (!_.isUndefined(this._proxyAllowance[assetData])) {
+ delete this._proxyAllowance[assetData][userAddress];
+ if (_.isEmpty(this._proxyAllowance[assetData])) {
+ delete this._proxyAllowance[assetData];
+ }
+ }
+ }
+ public deleteAll(): void {
+ this._balance = {};
+ this._proxyAllowance = {};
+ }
+}
diff --git a/packages/order-utils/src/types.ts b/packages/order-utils/src/types.ts
index daa4aee11..b08e74e71 100644
--- a/packages/order-utils/src/types.ts
+++ b/packages/order-utils/src/types.ts
@@ -24,6 +24,16 @@ export interface MessagePrefixOpts {
shouldAddPrefixBeforeCallingEthSign: boolean;
}
+export enum TradeSide {
+ Maker = 'maker',
+ Taker = 'taker',
+}
+
+export enum TransferType {
+ Trade = 'trade',
+ Fee = 'fee',
+}
+
export interface EIP712Parameter {
name: string;
type: EIP712Types;
@@ -35,9 +45,9 @@ export interface EIP712Schema {
}
export enum EIP712Types {
- String = 'string',
- Bytes = 'bytes',
Address = 'address',
+ Bytes = 'bytes',
Bytes32 = 'bytes32',
+ String = 'string',
Uint256 = 'uint256',
}
diff --git a/packages/order-utils/src/utils.ts b/packages/order-utils/src/utils.ts
index 3b465cece..6149316f6 100644
--- a/packages/order-utils/src/utils.ts
+++ b/packages/order-utils/src/utils.ts
@@ -1,3 +1,5 @@
+import { BigNumber } from '@0xproject/utils';
+
export const utils = {
getSignatureTypeIndexIfExists(signature: string): number {
// tslint:disable-next-line:custom-no-magic-numbers
@@ -6,4 +8,8 @@ export const utils = {
const signatureTypeInt = parseInt(signatureTypeHex, base);
return signatureTypeInt;
},
+ getCurrentUnixTimestampSec(): BigNumber {
+ const milisecondsInSecond = 1000;
+ return new BigNumber(Date.now() / milisecondsInSecond).round();
+ },
};
diff --git a/packages/order-utils/test/assert_test.ts b/packages/order-utils/test/assert_test.ts
index 033fd6732..4b22ef27d 100644
--- a/packages/order-utils/test/assert_test.ts
+++ b/packages/order-utils/test/assert_test.ts
@@ -1,4 +1,3 @@
-import { web3Factory } from '@0xproject/dev-utils';
import * as chai from 'chai';
import 'make-promises-safe';
import 'mocha';
diff --git a/packages/order-utils/test/exchange_transfer_simulator_test.ts b/packages/order-utils/test/exchange_transfer_simulator_test.ts
new file mode 100644
index 000000000..eeae42698
--- /dev/null
+++ b/packages/order-utils/test/exchange_transfer_simulator_test.ts
@@ -0,0 +1,177 @@
+import { BlockchainLifecycle, devConstants } from '@0xproject/dev-utils';
+import { ExchangeContractErrs } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import 'make-promises-safe';
+
+import { artifacts } from '../src/artifacts';
+import { constants } from '../src/constants';
+import { ExchangeTransferSimulator } from '../src/exchange_transfer_simulator';
+import { DummyERC20TokenContract } from '../src/generated_contract_wrappers/dummy_e_r_c20_token';
+import { ERC20ProxyContract } from '../src/generated_contract_wrappers/e_r_c20_proxy';
+import { ERC20TokenContract } from '../src/generated_contract_wrappers/e_r_c20_token';
+import { BalanceAndProxyAllowanceLazyStore } from '../src/store/balance_and_proxy_allowance_lazy_store';
+import { TradeSide, TransferType } from '../src/types';
+
+import { chaiSetup } from './utils/chai_setup';
+import { SimpleERC20BalanceAndProxyAllowanceFetcher } from './utils/simple_erc20_balance_and_proxy_allowance_fetcher';
+import { provider, web3Wrapper } from './utils/web3_wrapper';
+
+chaiSetup.configure();
+const expect = chai.expect;
+const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
+
+describe('ExchangeTransferSimulator', async () => {
+ const transferAmount = new BigNumber(5);
+ let userAddresses: string[];
+ let dummyERC20Token: DummyERC20TokenContract;
+ let coinbase: string;
+ let sender: string;
+ let recipient: string;
+ let exampleTokenAddress: string;
+ let exchangeTransferSimulator: ExchangeTransferSimulator;
+ let txHash: string;
+ let erc20ProxyAddress: string;
+ before(async function(): Promise<void> {
+ const mochaTestTimeoutMs = 20000;
+ this.timeout(mochaTestTimeoutMs);
+
+ userAddresses = await web3Wrapper.getAvailableAddressesAsync();
+ [coinbase, sender, recipient] = userAddresses;
+
+ const txDefaults = {
+ gas: devConstants.GAS_LIMIT,
+ from: devConstants.TESTRPC_FIRST_ADDRESS,
+ };
+
+ const erc20Proxy = await ERC20ProxyContract.deployFrom0xArtifactAsync(
+ artifacts.ERC20Proxy,
+ provider,
+ txDefaults,
+ );
+ erc20ProxyAddress = erc20Proxy.address;
+
+ const totalSupply = new BigNumber(100000000000000000000);
+ const name = 'Test';
+ const symbol = 'TST';
+ const decimals = new BigNumber(18);
+ // tslint:disable-next-line:no-unused-variable
+ dummyERC20Token = await DummyERC20TokenContract.deployFrom0xArtifactAsync(
+ artifacts.DummyERC20Token,
+ provider,
+ txDefaults,
+ name,
+ symbol,
+ decimals,
+ totalSupply,
+ );
+
+ exampleTokenAddress = dummyERC20Token.address;
+ });
+ beforeEach(async () => {
+ await blockchainLifecycle.startAsync();
+ });
+ afterEach(async () => {
+ await blockchainLifecycle.revertAsync();
+ });
+ describe('#transferFromAsync', function(): void {
+ // HACK: For some reason these tests need a slightly longer timeout
+ const mochaTestTimeoutMs = 3000;
+ this.timeout(mochaTestTimeoutMs);
+
+ beforeEach(() => {
+ const simpleERC20BalanceAndProxyAllowanceFetcher = new SimpleERC20BalanceAndProxyAllowanceFetcher(
+ (dummyERC20Token as any) as ERC20TokenContract,
+ erc20ProxyAddress,
+ );
+ const balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(
+ simpleERC20BalanceAndProxyAllowanceFetcher,
+ );
+ exchangeTransferSimulator = new ExchangeTransferSimulator(balanceAndProxyAllowanceLazyStore);
+ });
+ it("throws if the user doesn't have enough allowance", async () => {
+ return expect(
+ exchangeTransferSimulator.transferFromAsync(
+ exampleTokenAddress,
+ sender,
+ recipient,
+ transferAmount,
+ TradeSide.Taker,
+ TransferType.Trade,
+ ),
+ ).to.be.rejectedWith(ExchangeContractErrs.InsufficientTakerAllowance);
+ });
+ it("throws if the user doesn't have enough balance", async () => {
+ txHash = await dummyERC20Token.approve.sendTransactionAsync(erc20ProxyAddress, transferAmount, {
+ from: sender,
+ });
+ await web3Wrapper.awaitTransactionSuccessAsync(txHash);
+ return expect(
+ exchangeTransferSimulator.transferFromAsync(
+ exampleTokenAddress,
+ sender,
+ recipient,
+ transferAmount,
+ TradeSide.Maker,
+ TransferType.Trade,
+ ),
+ ).to.be.rejectedWith(ExchangeContractErrs.InsufficientMakerBalance);
+ });
+ it('updates balances and proxyAllowance after transfer', async () => {
+ txHash = await dummyERC20Token.transfer.sendTransactionAsync(sender, transferAmount, {
+ from: coinbase,
+ });
+ await web3Wrapper.awaitTransactionSuccessAsync(txHash);
+
+ txHash = await dummyERC20Token.approve.sendTransactionAsync(erc20ProxyAddress, transferAmount, {
+ from: sender,
+ });
+ await web3Wrapper.awaitTransactionSuccessAsync(txHash);
+
+ await exchangeTransferSimulator.transferFromAsync(
+ exampleTokenAddress,
+ sender,
+ recipient,
+ transferAmount,
+ TradeSide.Taker,
+ 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);
+ expect(senderBalance).to.be.bignumber.equal(0);
+ expect(recipientBalance).to.be.bignumber.equal(transferAmount);
+ expect(senderProxyAllowance).to.be.bignumber.equal(0);
+ });
+ it("doesn't update proxyAllowance after transfer if unlimited", async () => {
+ txHash = await dummyERC20Token.transfer.sendTransactionAsync(sender, transferAmount, {
+ from: coinbase,
+ });
+ await web3Wrapper.awaitTransactionSuccessAsync(txHash);
+ txHash = await dummyERC20Token.approve.sendTransactionAsync(
+ erc20ProxyAddress,
+ constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS,
+ {
+ from: sender,
+ },
+ );
+ await web3Wrapper.awaitTransactionSuccessAsync(txHash);
+ await exchangeTransferSimulator.transferFromAsync(
+ exampleTokenAddress,
+ sender,
+ recipient,
+ transferAmount,
+ TradeSide.Taker,
+ 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);
+ 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);
+ });
+ });
+});
diff --git a/packages/order-utils/test/order_hash_test.ts b/packages/order-utils/test/order_hash_test.ts
index d571fc62a..7cf6435c2 100644
--- a/packages/order-utils/test/order_hash_test.ts
+++ b/packages/order-utils/test/order_hash_test.ts
@@ -1,4 +1,3 @@
-import { web3Factory } from '@0xproject/dev-utils';
import { Order } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
@@ -8,7 +7,6 @@ import 'mocha';
import { constants, orderHashUtils } from '../src';
import { chaiSetup } from './utils/chai_setup';
-import { web3Wrapper } from './utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
diff --git a/packages/order-utils/test/order_validation_utils_test.ts b/packages/order-utils/test/order_validation_utils_test.ts
new file mode 100644
index 000000000..d3ff867d7
--- /dev/null
+++ b/packages/order-utils/test/order_validation_utils_test.ts
@@ -0,0 +1,70 @@
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { OrderValidationUtils } from '../src/order_validation_utils';
+
+import { chaiSetup } from './utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('OrderValidationUtils', () => {
+ describe('#isRoundingError', () => {
+ it('should return false if there is a rounding error of 0.1%', async () => {
+ 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%
+ const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target);
+ expect(isRoundingError).to.be.false();
+ });
+
+ it('should return false if there is a rounding of 0.09%', async () => {
+ const numerator = new BigNumber(20);
+ const denominator = new BigNumber(9991);
+ const target = new BigNumber(500);
+ // rounding error = ((20*500/9991) - floor(20*500/9991)) / (20*500/9991) = 0.09%
+ const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target);
+ expect(isRoundingError).to.be.false();
+ });
+
+ it('should return true if there is a rounding error of 0.11%', async () => {
+ const numerator = new BigNumber(20);
+ const denominator = new BigNumber(9989);
+ const target = new BigNumber(500);
+ // rounding error = ((20*500/9989) - floor(20*500/9989)) / (20*500/9989) = 0.011%
+ const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target);
+ expect(isRoundingError).to.be.true();
+ });
+
+ it('should return true if there is a rounding error > 0.1%', async () => {
+ const numerator = new BigNumber(3);
+ const denominator = new BigNumber(7);
+ const target = new BigNumber(10);
+ // rounding error = ((3*10/7) - floor(3*10/7)) / (3*10/7) = 6.67%
+ const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target);
+ expect(isRoundingError).to.be.true();
+ });
+
+ it('should return false when there is no rounding error', async () => {
+ const numerator = new BigNumber(1);
+ const denominator = new BigNumber(2);
+ const target = new BigNumber(10);
+
+ const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target);
+ expect(isRoundingError).to.be.false();
+ });
+
+ it('should return false when there is rounding error <= 0.1%', async () => {
+ // randomly generated numbers
+ const numerator = new BigNumber(76564);
+ const denominator = new BigNumber(676373677);
+ const target = new BigNumber(105762562);
+ // rounding error = ((76564*105762562/676373677) - floor(76564*105762562/676373677)) /
+ // (76564*105762562/676373677) = 0.0007%
+ const isRoundingError = OrderValidationUtils.isRoundingError(numerator, denominator, target);
+ expect(isRoundingError).to.be.false();
+ });
+ });
+});
diff --git a/packages/order-utils/test/remaining_fillable_calculator_test.ts b/packages/order-utils/test/remaining_fillable_calculator_test.ts
new file mode 100644
index 000000000..c99d10f3f
--- /dev/null
+++ b/packages/order-utils/test/remaining_fillable_calculator_test.ts
@@ -0,0 +1,247 @@
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as chai from 'chai';
+import 'make-promises-safe';
+import 'mocha';
+
+import { RemainingFillableCalculator } from '../src/remaining_fillable_calculator';
+
+import { chaiSetup } from './utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('RemainingFillableCalculator', () => {
+ let calculator: RemainingFillableCalculator;
+ let signedOrder: SignedOrder;
+ let transferrableMakeAssetAmount: BigNumber;
+ let transferrableMakerFeeTokenAmount: BigNumber;
+ let remainingMakeAssetAmount: BigNumber;
+ let makerAmount: BigNumber;
+ let takerAmount: BigNumber;
+ let makerFeeAmount: BigNumber;
+ let isMakeAssetZRX: boolean;
+ const makerAssetData: string = '0x1';
+ const takerAssetData: string = '0x2';
+ const decimals: number = 4;
+ const zero: BigNumber = new BigNumber(0);
+ const zeroAddress = '0x0';
+ const signature: string =
+ '0x1B61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc3340349190569279751135161d22529dc25add4f6069af05be04cacbda2ace225403';
+ beforeEach(async () => {
+ [makerAmount, takerAmount, makerFeeAmount] = [
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals),
+ ];
+ [transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount] = [
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals),
+ ];
+ });
+ function buildSignedOrder(): SignedOrder {
+ return {
+ signature,
+ exchangeAddress: zeroAddress,
+ feeRecipientAddress: zeroAddress,
+ senderAddress: zeroAddress,
+ makerAddress: zeroAddress,
+ takerAddress: zeroAddress,
+ makerFee: makerFeeAmount,
+ takerFee: zero,
+ makerAssetAmount: makerAmount,
+ takerAssetAmount: takerAmount,
+ makerAssetData,
+ takerAssetData,
+ salt: zero,
+ expirationTimeSeconds: zero,
+ };
+ }
+ describe('Maker token is NOT ZRX', () => {
+ before(async () => {
+ isMakeAssetZRX = false;
+ });
+ it('calculates the correct amount when unfilled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+ calculator = new RemainingFillableCalculator(
+ signedOrder.makerFee,
+ signedOrder.makerAssetAmount,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
+ });
+ it('calculates the correct amount when partially filled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakeAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
+ calculator = new RemainingFillableCalculator(
+ signedOrder.makerFee,
+ signedOrder.makerAssetAmount,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
+ });
+ it('calculates the amount to be 0 when all fee funds are transferred', () => {
+ signedOrder = buildSignedOrder();
+ transferrableMakerFeeTokenAmount = zero;
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+ calculator = new RemainingFillableCalculator(
+ signedOrder.makerFee,
+ signedOrder.makerAssetAmount,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(zero);
+ });
+ it('calculates the correct amount when balance is less than remaining fillable', () => {
+ signedOrder = buildSignedOrder();
+ const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount.minus(partiallyFilledAmount);
+ transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(partiallyFilledAmount);
+ calculator = new RemainingFillableCalculator(
+ signedOrder.makerFee,
+ signedOrder.makerAssetAmount,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(transferrableMakeAssetAmount);
+ });
+ describe('Order to Fee Ratio is < 1', () => {
+ beforeEach(async () => {
+ [makerAmount, takerAmount, makerFeeAmount] = [
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(6), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(6), decimals),
+ ];
+ });
+ it('calculates the correct amount when funds unavailable', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+ const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+ transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(transferredAmount);
+ calculator = new RemainingFillableCalculator(
+ signedOrder.makerFee,
+ signedOrder.makerAssetAmount,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(transferrableMakeAssetAmount);
+ });
+ });
+ describe('Ratio is not evenly divisble', () => {
+ beforeEach(async () => {
+ [makerAmount, takerAmount, makerFeeAmount] = [
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(7), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(7), decimals),
+ ];
+ });
+ it('calculates the correct amount when funds unavailable', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+ const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+ transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(transferredAmount);
+ calculator = new RemainingFillableCalculator(
+ signedOrder.makerFee,
+ signedOrder.makerAssetAmount,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ const calculatedFillableAmount = calculator.computeRemainingFillable();
+ expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakeAssetAmount)).to.be.true();
+ expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0));
+ const orderToFeeRatio = signedOrder.makerAssetAmount.dividedBy(signedOrder.makerFee);
+ const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio);
+ expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount);
+ });
+ });
+ });
+ describe('Maker Token is ZRX', () => {
+ before(async () => {
+ isMakeAssetZRX = true;
+ });
+ it('calculates the correct amount when unfilled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ transferrableMakeAssetAmount = makerAmount.plus(makerFeeAmount);
+ transferrableMakerFeeTokenAmount = transferrableMakeAssetAmount;
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+ calculator = new RemainingFillableCalculator(
+ signedOrder.makerFee,
+ signedOrder.makerAssetAmount,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
+ });
+ it('calculates the correct amount when partially filled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakeAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
+ calculator = new RemainingFillableCalculator(
+ signedOrder.makerFee,
+ signedOrder.makerAssetAmount,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
+ });
+ it('calculates the amount to be 0 when all fee funds are transferred', () => {
+ signedOrder = buildSignedOrder();
+ transferrableMakeAssetAmount = zero;
+ transferrableMakerFeeTokenAmount = zero;
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+ calculator = new RemainingFillableCalculator(
+ signedOrder.makerFee,
+ signedOrder.makerAssetAmount,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(zero);
+ });
+ it('calculates the correct amount when balance is less than remaining fillable', () => {
+ signedOrder = buildSignedOrder();
+ const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount.minus(partiallyFilledAmount);
+ transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(partiallyFilledAmount);
+ transferrableMakerFeeTokenAmount = transferrableMakeAssetAmount;
+
+ const orderToFeeRatio = signedOrder.makerAssetAmount.dividedToIntegerBy(signedOrder.makerFee);
+ const expectedFillableAmount = new BigNumber(450980);
+ calculator = new RemainingFillableCalculator(
+ signedOrder.makerFee,
+ signedOrder.makerAssetAmount,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ const calculatedFillableAmount = calculator.computeRemainingFillable();
+ const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio);
+ const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio);
+ expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakeAssetAmount);
+ expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakeAssetAmount);
+ expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount);
+ expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0);
+ });
+ });
+});
diff --git a/packages/order-utils/test/signature_utils_test.ts b/packages/order-utils/test/signature_utils_test.ts
index c1a3cc7fb..74033104a 100644
--- a/packages/order-utils/test/signature_utils_test.ts
+++ b/packages/order-utils/test/signature_utils_test.ts
@@ -1,4 +1,3 @@
-import { web3Factory } from '@0xproject/dev-utils';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import { JSONRPCErrorCallback, JSONRPCRequestPayload } from 'ethereum-types';
@@ -7,7 +6,7 @@ import 'make-promises-safe';
import 'mocha';
import * as Sinon from 'sinon';
-import { ecSignOrderHashAsync, generatePseudoRandomSalt, MessagePrefixType, orderHashUtils } from '../src';
+import { ecSignOrderHashAsync, generatePseudoRandomSalt, MessagePrefixType } from '../src';
import { isValidECSignature, isValidSignatureAsync } from '../src/signature_utils';
import { chaiSetup } from './utils/chai_setup';
diff --git a/packages/order-utils/test/utils/simple_erc20_balance_and_proxy_allowance_fetcher.ts b/packages/order-utils/test/utils/simple_erc20_balance_and_proxy_allowance_fetcher.ts
new file mode 100644
index 000000000..d41eaca40
--- /dev/null
+++ b/packages/order-utils/test/utils/simple_erc20_balance_and_proxy_allowance_fetcher.ts
@@ -0,0 +1,26 @@
+import { BigNumber } from '@0xproject/utils';
+
+import { AbstractBalanceAndProxyAllowanceFetcher } from '../../src/abstract/abstract_balance_and_proxy_allowance_fetcher';
+
+import { ERC20TokenContract } from '../../src/generated_contract_wrappers/e_r_c20_token';
+
+export class SimpleERC20BalanceAndProxyAllowanceFetcher implements AbstractBalanceAndProxyAllowanceFetcher {
+ private _erc20TokenContract: ERC20TokenContract;
+ private _erc20ProxyAddress: string;
+ constructor(erc20TokenWrapper: ERC20TokenContract, erc20ProxyAddress: string) {
+ this._erc20TokenContract = erc20TokenWrapper;
+ this._erc20ProxyAddress = erc20ProxyAddress;
+ }
+ public async getBalanceAsync(_assetData: string, userAddress: string): Promise<BigNumber> {
+ // HACK: We cheat and don't pass in the assetData since it's always the same token used
+ // in our tests.
+ const balance = await this._erc20TokenContract.balanceOf.callAsync(userAddress);
+ return balance;
+ }
+ public async getProxyAllowanceAsync(_assetData: string, userAddress: string): Promise<BigNumber> {
+ // HACK: We cheat and don't pass in the assetData since it's always the same token used
+ // in our tests.
+ const proxyAllowance = await this._erc20TokenContract.allowance.callAsync(userAddress, this._erc20ProxyAddress);
+ return proxyAllowance;
+ }
+}
diff --git a/packages/order-utils/test/utils/web3_wrapper.ts b/packages/order-utils/test/utils/web3_wrapper.ts
index 419f76dde..ab801fa7f 100644
--- a/packages/order-utils/test/utils/web3_wrapper.ts
+++ b/packages/order-utils/test/utils/web3_wrapper.ts
@@ -1,4 +1,4 @@
-import { devConstants, web3Factory } from '@0xproject/dev-utils';
+import { web3Factory } from '@0xproject/dev-utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import { Provider } from 'ethereum-types';