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-rw-r--r--src/contract_wrappers/exchange_wrapper.ts151
1 files changed, 82 insertions, 69 deletions
diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index 7994ee72f..66cf06dee 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -84,7 +84,7 @@ export class ExchangeWrapper extends ContractWrapper {
constructor(web3Wrapper: Web3Wrapper, tokenWrapper: TokenWrapper) {
super(web3Wrapper);
this._tokenWrapper = tokenWrapper;
- this._orderValidationUtils = new OrderValidationUtils(tokenWrapper);
+ this._orderValidationUtils = new OrderValidationUtils(tokenWrapper, this);
this._exchangeLogEventEmitters = [];
}
/**
@@ -161,7 +161,7 @@ export class ExchangeWrapper extends ContractWrapper {
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
const exchangeInstance = await this._getExchangeContractAsync();
- await this._validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerTokenAmount, takerAddress);
+ await this.validateFillOrderThrowIfInvalidAsync(signedOrder, fillTakerTokenAmount, takerAddress);
const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(signedOrder);
@@ -226,7 +226,7 @@ export class ExchangeWrapper extends ContractWrapper {
assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
for (const signedOrder of signedOrders) {
- await this._validateFillOrderAndThrowIfInvalidAsync(
+ await this.validateFillOrderThrowIfInvalidAsync(
signedOrder, fillTakerTokenAmount, takerAddress);
}
if (_.isEmpty(signedOrders)) {
@@ -311,7 +311,7 @@ export class ExchangeWrapper extends ContractWrapper {
assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
for (const orderFillRequest of orderFillRequests) {
- await this._validateFillOrderAndThrowIfInvalidAsync(
+ await this.validateFillOrderThrowIfInvalidAsync(
orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, takerAddress);
}
if (_.isEmpty(orderFillRequests)) {
@@ -377,9 +377,8 @@ export class ExchangeWrapper extends ContractWrapper {
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
const exchangeInstance = await this._getExchangeContractAsync();
- await this._validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerTokenAmount, takerAddress);
- await this._validateFillOrKillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerTokenAmount);
+ await this.validateFillOrKillOrderThrowIfInvalidAsync(signedOrder, fillTakerTokenAmount, takerAddress);
const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(signedOrder);
@@ -431,7 +430,8 @@ export class ExchangeWrapper extends ContractWrapper {
}
const exchangeInstance = await this._getExchangeContractAsync();
for (const request of orderFillOrKillRequests) {
- await this._validateFillOrKillOrderAndThrowIfInvalidAsync(request.signedOrder, request.fillTakerAmount);
+ await this.validateFillOrKillOrderThrowIfInvalidAsync(
+ request.signedOrder, request.fillTakerAmount, takerAddress);
}
const orderAddressesValuesAndTakerTokenFillAmounts = _.map(orderFillOrKillRequests, request => {
@@ -488,7 +488,7 @@ export class ExchangeWrapper extends ContractWrapper {
await assert.isSenderAddressAsync('order.maker', order.maker, this._web3Wrapper);
const exchangeInstance = await this._getExchangeContractAsync();
- await this._validateCancelOrderAndThrowIfInvalidAsync(order, cancelTakerTokenAmount);
+ await this.validateCancelOrderThrowIfInvalidAsync(order, cancelTakerTokenAmount);
const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(order);
const gas = await exchangeInstance.cancelOrder.estimateGas(
@@ -534,7 +534,7 @@ export class ExchangeWrapper extends ContractWrapper {
const maker = makers[0];
await assert.isSenderAddressAsync('maker', maker, this._web3Wrapper);
for (const cancellationRequest of orderCancellationRequests) {
- await this._validateCancelOrderAndThrowIfInvalidAsync(
+ await this.validateCancelOrderThrowIfInvalidAsync(
cancellationRequest.order, cancellationRequest.takerTokenCancelAmount,
);
}
@@ -626,6 +626,78 @@ export class ExchangeWrapper extends ContractWrapper {
const exchangeAddress = exchangeInstance.address;
return exchangeAddress;
}
+ /**
+ * Checks if order fill will succeed and throws an error otherwise.
+ * @param signedOrder An object that conforms to the SignedOrder interface. The
+ * signedOrder you wish to fill.
+ * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill.
+ * @param takerAddress The user Ethereum address who would like to fill this order.
+ * Must be available via the supplied Web3.Provider passed to 0x.js.
+ */
+ public async validateFillOrderThrowIfInvalidAsync(signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber.BigNumber,
+ takerAddress: string): Promise<void> {
+ assert.doesConformToSchema('signedOrder', signedOrder, signedOrderSchema);
+ assert.isBigNumber('fillTakerTokenAmount', fillTakerTokenAmount);
+ await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
+ const zrxTokenAddress = await this._getZRXTokenAddressAsync();
+ await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
+ signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress);
+ }
+ /**
+ * Checks if cancelling a given order will succeed and throws an informative error if it won't.
+ * @param order An object that conforms to the Order or SignedOrder interface.
+ * The order you would like to cancel.
+ * @param cancelTakerTokenAmount The amount (specified in taker tokens) that you would like to cancel.
+ */
+ public async validateCancelOrderThrowIfInvalidAsync(
+ order: Order, cancelTakerTokenAmount: BigNumber.BigNumber): Promise<void> {
+ assert.doesConformToSchema('order', order, orderSchema);
+ assert.isBigNumber('cancelTakerTokenAmount', cancelTakerTokenAmount);
+ const orderHash = utils.getOrderHashHex(order);
+ const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash);
+ await this._orderValidationUtils.validateCancelOrderThrowIfInvalidAsync(
+ order, cancelTakerTokenAmount, unavailableTakerTokenAmount);
+ }
+ /**
+ * Checks if calling fillOrKill on a given order will succeed and throws an informative error if it won't.
+ * @param signedOrder An object that conforms to the SignedOrder interface. The
+ * signedOrder you wish to fill.
+ * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill.
+ * @param takerAddress The user Ethereum address who would like to fill this order.
+ * Must be available via the supplied Web3.Provider passed to 0x.js.
+ */
+ public async validateFillOrKillOrderThrowIfInvalidAsync(signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber.BigNumber,
+ takerAddress: string): Promise<void> {
+ assert.doesConformToSchema('signedOrder', signedOrder, signedOrderSchema);
+ assert.isBigNumber('fillTakerTokenAmount', fillTakerTokenAmount);
+ await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
+ const zrxTokenAddress = await this._getZRXTokenAddressAsync();
+ await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync(
+ signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress);
+ }
+ /**
+ * Checks if rounding error will be > 0.1% when computing makerTokenAmount by doing:
+ * `(fillTakerTokenAmount * makerTokenAmount) / takerTokenAmount`.
+ * 0x Protocol does not accept any trades that result in large rounding errors. This means that tokens with few or
+ * no decimals can only be filled in quantities and ratios that avoid large rounding errors.
+ * @param fillTakerTokenAmount The amount of the order (in taker tokens baseUnits) that you wish to fill.
+ * @param takerTokenAmount The order size on the taker side
+ * @param makerTokenAmount The order size on the maker side
+ */
+ public async isRoundingErrorAsync(fillTakerTokenAmount: BigNumber.BigNumber,
+ takerTokenAmount: BigNumber.BigNumber,
+ makerTokenAmount: BigNumber.BigNumber): Promise<boolean> {
+ assert.isBigNumber('fillTakerTokenAmount', fillTakerTokenAmount);
+ assert.isBigNumber('takerTokenAmount', takerTokenAmount);
+ assert.isBigNumber('makerTokenAmount', makerTokenAmount);
+ const exchangeInstance = await this._getExchangeContractAsync();
+ const isRoundingError = await exchangeInstance.isRoundingError.call(
+ fillTakerTokenAmount, takerTokenAmount, makerTokenAmount,
+ );
+ return isRoundingError;
+ }
private async _invalidateContractInstancesAsync(): Promise<void> {
await this.stopWatchingAllEventsAsync();
delete this._exchangeContractIfExists;
@@ -653,56 +725,6 @@ export class ExchangeWrapper extends ContractWrapper {
const orderHashHex = await exchangeInstance.getOrderHash.call(orderAddresses, orderValues);
return orderHashHex;
}
- private async _validateFillOrderAndThrowIfInvalidAsync(signedOrder: SignedOrder,
- fillTakerAmount: BigNumber.BigNumber,
- senderAddress: string): Promise<void> {
- if (fillTakerAmount.eq(0)) {
- throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
- }
- if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== senderAddress) {
- throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
- }
- const currentUnixTimestampSec = utils.getCurrentUnixTimestamp();
- if (signedOrder.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
- throw new Error(ExchangeContractErrs.OrderFillExpired);
- }
- const zrxTokenAddress = await this._getZRXTokenAddressAsync(signedOrder.exchangeContractAddress);
- await this._orderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
- signedOrder, fillTakerAmount, senderAddress, zrxTokenAddress,
- );
-
- const wouldRoundingErrorOccur = await this._isRoundingErrorAsync(
- fillTakerAmount, signedOrder.takerTokenAmount, signedOrder.makerTokenAmount,
- );
- if (wouldRoundingErrorOccur) {
- throw new Error(ExchangeContractErrs.OrderFillRoundingError);
- }
- }
- private async _validateCancelOrderAndThrowIfInvalidAsync(
- order: Order, takerTokenCancelAmount: BigNumber.BigNumber): Promise<void> {
- if (takerTokenCancelAmount.eq(0)) {
- throw new Error(ExchangeContractErrs.OrderCancelAmountZero);
- }
- const orderHash = utils.getOrderHashHex(order);
- const unavailableAmount = await this.getUnavailableTakerAmountAsync(orderHash);
- if (order.takerTokenAmount.minus(unavailableAmount).eq(0)) {
- throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
- }
- const currentUnixTimestampSec = utils.getCurrentUnixTimestamp();
- if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
- throw new Error(ExchangeContractErrs.OrderCancelExpired);
- }
- }
- private async _validateFillOrKillOrderAndThrowIfInvalidAsync(signedOrder: SignedOrder,
- fillTakerAmount: BigNumber.BigNumber) {
- // Check that fillValue available >= fillTakerAmount
- const orderHashHex = utils.getOrderHashHex(signedOrder);
- const unavailableTakerAmount = await this.getUnavailableTakerAmountAsync(orderHashHex);
- const remainingTakerAmount = signedOrder.takerTokenAmount.minus(unavailableTakerAmount);
- if (remainingTakerAmount < fillTakerAmount) {
- throw new Error(ExchangeContractErrs.InsufficientRemainingFillAmount);
- }
- }
private _throwErrorLogsAsErrors(logs: ContractEvent[]): void {
const errEvent = _.find(logs, {event: 'LogError'});
if (!_.isUndefined(errEvent)) {
@@ -711,15 +733,6 @@ export class ExchangeWrapper extends ContractWrapper {
throw new Error(errMessage);
}
}
- private async _isRoundingErrorAsync(numerator: BigNumber.BigNumber,
- demoninator: BigNumber.BigNumber,
- makerTokenAmount: BigNumber.BigNumber): Promise<boolean> {
- const exchangeInstance = await this._getExchangeContractAsync();
- const isRoundingError = await exchangeInstance.isRoundingError.call(
- numerator, demoninator, makerTokenAmount,
- );
- return isRoundingError;
- }
private async _getExchangeContractAsync(): Promise<ExchangeContract> {
if (!_.isUndefined(this._exchangeContractIfExists)) {
return this._exchangeContractIfExists;
@@ -728,7 +741,7 @@ export class ExchangeWrapper extends ContractWrapper {
this._exchangeContractIfExists = contractInstance as ExchangeContract;
return this._exchangeContractIfExists;
}
- private async _getZRXTokenAddressAsync(exchangeContractAddress: string): Promise<string> {
+ private async _getZRXTokenAddressAsync(): Promise<string> {
const exchangeInstance = await this._getExchangeContractAsync();
const ZRXtokenAddress = await exchangeInstance.ZRX_TOKEN_CONTRACT.call();
return ZRXtokenAddress;
generated by cgit v1.2.3 (git 2.25.1) at 2024-09-20 19:22:42 +0800