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-rw-r--r--src/contract_wrappers/exchange_wrapper.ts103
1 files changed, 83 insertions, 20 deletions
diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index b1b21f873..214a19df9 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -28,6 +28,9 @@ import {utils} from '../utils/utils';
import {ContractWrapper} from './contract_wrapper';
import * as ExchangeArtifacts from '../artifacts/Exchange.json';
import {ecSignatureSchema} from '../schemas/ec_signature_schema';
+import {signedOrdersSchema} from '../schemas/signed_orders_schema';
+import {orderFillRequestsSchema} from '../schemas/order_fill_requests_schema';
+import {orderCancellationRequestsSchema} from '../schemas/order_cancel_schema';
import {orderFillOrKillRequestsSchema} from '../schemas/order_fill_or_kill_requests_schema';
import {signedOrderSchema, orderSchema} from '../schemas/order_schemas';
import {SchemaValidator} from '../utils/schema_validator';
@@ -161,6 +164,72 @@ export class ExchangeWrapper extends ContractWrapper {
this.throwErrorLogsAsErrors(response.logs);
}
/**
+ * Sequentially and atomically fills signedOrders up to the specified takerTokenFillAmount.
+ * If the fill amount is reached - it succeeds and does not fill the rest of the orders.
+ * If fill amount is not reached - it fills as much of the fill amount as possible and succeeds.
+ */
+ public async fillOrdersUpToAsync(signedOrders: SignedOrder[], takerTokenFillAmount: BigNumber.BigNumber,
+ shouldCheckTransfer: boolean, takerAddress: string): Promise<void> {
+ const takerTokenAddresses = _.map(signedOrders, signedOrder => signedOrder.takerTokenAddress);
+ assert.hasAtMostOneUniqueValue(takerTokenAddresses,
+ ExchangeContractErrs.MULTIPLE_TAKER_TOKENS_IN_FILL_UP_TO_DISALLOWED);
+ assert.isBigNumber('takerTokenFillAmount', takerTokenFillAmount);
+ assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
+ assert.doesConformToSchema(
+ 'signedOrders', SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrders), signedOrdersSchema
+ );
+ await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
+ _.forEach(signedOrders,
+ async (signedOrder: SignedOrder, i: number) => {
+ await this.validateFillOrderAndThrowIfInvalidAsync(
+ signedOrder, takerTokenFillAmount, takerAddress);
+ });
+ if (_.isEmpty(signedOrders)) {
+ return; // no-op
+ }
+
+ const orderAddressesValuesAndSignatureArray = _.map(signedOrders, signedOrder => {
+ return [
+ ...ExchangeWrapper.getOrderAddressesAndValues(signedOrder),
+ signedOrder.ecSignature.v,
+ signedOrder.ecSignature.r,
+ signedOrder.ecSignature.s,
+ ];
+ });
+ // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'(
+ const [orderAddressesArray, orderValuesArray, vArray, rArray, sArray] = _.unzip<any>(
+ orderAddressesValuesAndSignatureArray,
+ );
+
+ const exchangeInstance = await this.getExchangeContractAsync();
+ const gas = await exchangeInstance.fillUpTo.estimateGas(
+ orderAddressesArray,
+ orderValuesArray,
+ takerTokenFillAmount,
+ shouldCheckTransfer,
+ vArray,
+ rArray,
+ sArray,
+ {
+ from: takerAddress,
+ },
+ );
+ const response: ContractResponse = await exchangeInstance.fillUpTo(
+ orderAddressesArray,
+ orderValuesArray,
+ takerTokenFillAmount,
+ shouldCheckTransfer,
+ vArray,
+ rArray,
+ sArray,
+ {
+ from: takerAddress,
+ gas,
+ },
+ );
+ this.throwErrorLogsAsErrors(response.logs);
+ }
+ /**
* Batch version of fillOrderAsync.
* Executes multiple fills atomically in a single transaction.
* If shouldCheckTransfer is set to true, it will continue filling subsequent orders even when earlier ones fail.
@@ -170,12 +239,10 @@ export class ExchangeWrapper extends ContractWrapper {
shouldCheckTransfer: boolean, takerAddress: string): Promise<void> {
assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
- _.forEach(orderFillRequests,
- async (orderFillRequest: OrderFillRequest, i: number) => {
- assert.doesConformToSchema(`orderFillRequests[${i}].signedOrder`,
- SchemaValidator.convertToJSONSchemaCompatibleObject(orderFillRequest.signedOrder as object),
- signedOrderSchema);
- assert.isBigNumber(`orderFillRequests[${i}].takerTokenFillAmount`, orderFillRequest.takerTokenFillAmount);
+ assert.doesConformToSchema('orderFillRequests',
+ SchemaValidator.convertToJSONSchemaCompatibleObject(orderFillRequests as object),
+ orderFillRequestsSchema);
+ _.forEach(orderFillRequests, async (orderFillRequest: OrderFillRequest) => {
await this.validateFillOrderAndThrowIfInvalidAsync(
orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, takerAddress);
});
@@ -332,8 +399,8 @@ export class ExchangeWrapper extends ContractWrapper {
public async cancelOrderAsync(
order: Order|SignedOrder, takerTokenCancelAmount: BigNumber.BigNumber): Promise<void> {
assert.doesConformToSchema('order',
- SchemaValidator.convertToJSONSchemaCompatibleObject(order as object),
- orderSchema);
+ SchemaValidator.convertToJSONSchemaCompatibleObject(order),
+ orderSchema);
assert.isBigNumber('takerTokenCancelAmount', takerTokenCancelAmount);
await assert.isSenderAddressAsync('order.maker', order.maker, this.web3Wrapper);
@@ -365,25 +432,21 @@ export class ExchangeWrapper extends ContractWrapper {
* All orders must be from the same maker.
*/
public async batchCancelOrderAsync(orderCancellationRequests: OrderCancellationRequest[]): Promise<void> {
- if (_.isEmpty(orderCancellationRequests)) {
- return; // no-op
- }
const makers = _.map(orderCancellationRequests, cancellationRequest => cancellationRequest.order.maker);
- assert.assert(_.uniq(makers).length === 1, ExchangeContractErrs.MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH);
+ assert.hasAtMostOneUniqueValue(makers, ExchangeContractErrs.MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH_DISALLOWED);
const maker = makers[0];
await assert.isSenderAddressAsync('maker', maker, this.web3Wrapper);
- _.forEach(orderCancellationRequests,
- async (cancellationRequest: OrderCancellationRequest, i: number) => {
- assert.doesConformToSchema(`orderCancellationRequests[${i}].order`,
- SchemaValidator.convertToJSONSchemaCompatibleObject(cancellationRequest.order as object), orderSchema,
- );
- assert.isBigNumber(`orderCancellationRequests[${i}].takerTokenCancelAmount`,
- cancellationRequest.takerTokenCancelAmount,
- );
+ assert.doesConformToSchema('orderCancellationRequests',
+ SchemaValidator.convertToJSONSchemaCompatibleObject(orderCancellationRequests),
+ orderCancellationRequestsSchema);
+ _.forEach(orderCancellationRequests, async (cancellationRequest: OrderCancellationRequest) => {
await this.validateCancelOrderAndThrowIfInvalidAsync(
cancellationRequest.order, cancellationRequest.takerTokenCancelAmount,
);
});
+ if (_.isEmpty(orderCancellationRequests)) {
+ return; // no-op
+ }
const exchangeInstance = await this.getExchangeContractAsync();
const orderAddressesValuesAndTakerTokenCancelAmounts = _.map(orderCancellationRequests, cancellationRequest => {
return [