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-rw-r--r--src/utils/abi_decoder.ts2
-rw-r--r--src/utils/assert.ts17
-rw-r--r--src/utils/exchange_transfer_simulator.ts76
-rw-r--r--src/utils/order_state_utils.ts119
-rw-r--r--src/utils/signature_utils.ts15
5 files changed, 166 insertions, 63 deletions
diff --git a/src/utils/abi_decoder.ts b/src/utils/abi_decoder.ts
index 247ba0e5b..840ad9be0 100644
--- a/src/utils/abi_decoder.ts
+++ b/src/utils/abi_decoder.ts
@@ -10,7 +10,7 @@ export class AbiDecoder {
constructor(abiArrays: Web3.AbiDefinition[][]) {
_.map(abiArrays, this.addABI.bind(this));
}
- // This method can only decode logs from the 0x smart contracts
+ // This method can only decode logs from the 0x & ERC20 smart contracts
public tryToDecodeLogOrNoop<ArgsType extends ContractEventArgs>(
log: Web3.LogEntry): LogWithDecodedArgs<ArgsType>|RawLog {
const methodId = log.topics[0];
diff --git a/src/utils/assert.ts b/src/utils/assert.ts
index 286105345..e5c9439f3 100644
--- a/src/utils/assert.ts
+++ b/src/utils/assert.ts
@@ -1,8 +1,10 @@
import * as _ from 'lodash';
-import BigNumber from 'bignumber.js';
import * as Web3 from 'web3';
-import {Web3Wrapper} from '../web3_wrapper';
+import BigNumber from 'bignumber.js';
import {SchemaValidator, Schema} from '0x-json-schemas';
+import {Web3Wrapper} from '../web3_wrapper';
+import {signatureUtils} from '../utils/signature_utils';
+import {ECSignature} from '../types';
const HEX_REGEX = /^0x[0-9A-F]*$/i;
@@ -11,6 +13,17 @@ export const assert = {
const isBigNumber = _.isObject(value) && (value as any).isBigNumber;
this.assert(isBigNumber, this.typeAssertionMessage(variableName, 'BigNumber', value));
},
+ isValidBaseUnitAmount(variableName: string, value: BigNumber) {
+ assert.isBigNumber(variableName, value);
+ const hasDecimals = value.decimalPlaces() !== 0;
+ this.assert(
+ !hasDecimals, `${variableName} should be in baseUnits (no decimals), found value: ${value.toNumber()}`,
+ );
+ },
+ isValidSignature(orderHash: string, ecSignature: ECSignature, signerAddress: string) {
+ const isValidSignature = signatureUtils.isValidSignature(orderHash, ecSignature, signerAddress);
+ this.assert(isValidSignature, `Expected order with hash '${orderHash}' to have a valid signature`);
+ },
isUndefined(value: any, variableName?: string): void {
this.assert(_.isUndefined(value), this.typeAssertionMessage(variableName, 'undefined', value));
},
diff --git a/src/utils/exchange_transfer_simulator.ts b/src/utils/exchange_transfer_simulator.ts
index 89b23c8ab..308ef06db 100644
--- a/src/utils/exchange_transfer_simulator.ts
+++ b/src/utils/exchange_transfer_simulator.ts
@@ -1,7 +1,8 @@
import * as _ from 'lodash';
import BigNumber from 'bignumber.js';
-import {ExchangeContractErrs, TradeSide, TransferType} from '../types';
+import {ExchangeContractErrs, TradeSide, TransferType, BlockParamLiteral} from '../types';
import {TokenWrapper} from '../contract_wrappers/token_wrapper';
+import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store';
enum FailureReason {
Balance = 'balance',
@@ -31,58 +32,13 @@ const ERR_MSG_MAPPING = {
},
};
-/**
- * Copy on read store for balances/proxyAllowances of tokens/accounts touched in trades
- */
-export class BalanceAndProxyAllowanceLazyStore {
- protected _token: TokenWrapper;
- private _balance: {
- [tokenAddress: string]: {
- [userAddress: string]: BigNumber,
- },
- };
- private _proxyAllowance: {
- [tokenAddress: string]: {
- [userAddress: string]: BigNumber,
- },
- };
+export class ExchangeTransferSimulator {
+ private store: BalanceAndProxyAllowanceLazyStore;
+ private UNLIMITED_ALLOWANCE_IN_BASE_UNITS: BigNumber;
constructor(token: TokenWrapper) {
- this._token = token;
- this._balance = {};
- this._proxyAllowance = {};
- }
- protected async getBalanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber> {
- if (_.isUndefined(this._balance[tokenAddress]) || _.isUndefined(this._balance[tokenAddress][userAddress])) {
- const balance = await this._token.getBalanceAsync(tokenAddress, userAddress);
- this.setBalance(tokenAddress, userAddress, balance);
- }
- const cachedBalance = this._balance[tokenAddress][userAddress];
- return cachedBalance;
- }
- protected setBalance(tokenAddress: string, userAddress: string, balance: BigNumber): void {
- if (_.isUndefined(this._balance[tokenAddress])) {
- this._balance[tokenAddress] = {};
- }
- this._balance[tokenAddress][userAddress] = balance;
+ this.store = new BalanceAndProxyAllowanceLazyStore(token);
+ this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS = token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS;
}
- protected async getProxyAllowanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber> {
- if (_.isUndefined(this._proxyAllowance[tokenAddress]) ||
- _.isUndefined(this._proxyAllowance[tokenAddress][userAddress])) {
- const proxyAllowance = await this._token.getProxyAllowanceAsync(tokenAddress, userAddress);
- this.setProxyAllowance(tokenAddress, userAddress, proxyAllowance);
- }
- const cachedProxyAllowance = this._proxyAllowance[tokenAddress][userAddress];
- return cachedProxyAllowance;
- }
- protected setProxyAllowance(tokenAddress: string, userAddress: string, proxyAllowance: BigNumber): void {
- if (_.isUndefined(this._proxyAllowance[tokenAddress])) {
- this._proxyAllowance[tokenAddress] = {};
- }
- this._proxyAllowance[tokenAddress][userAddress] = proxyAllowance;
- }
-}
-
-export class ExchangeTransferSimulator extends BalanceAndProxyAllowanceLazyStore {
/**
* Simulates transferFrom call performed by a proxy
* @param tokenAddress Address of the token to be transferred
@@ -95,8 +51,8 @@ export class ExchangeTransferSimulator extends BalanceAndProxyAllowanceLazyStore
public async transferFromAsync(tokenAddress: string, from: string, to: string,
amountInBaseUnits: BigNumber, tradeSide: TradeSide,
transferType: TransferType): Promise<void> {
- const balance = await this.getBalanceAsync(tokenAddress, from);
- const proxyAllowance = await this.getProxyAllowanceAsync(tokenAddress, from);
+ const balance = await this.store.getBalanceAsync(tokenAddress, from);
+ const proxyAllowance = await this.store.getProxyAllowanceAsync(tokenAddress, from);
if (proxyAllowance.lessThan(amountInBaseUnits)) {
this.throwValidationError(FailureReason.ProxyAllowance, tradeSide, transferType);
}
@@ -109,20 +65,20 @@ export class ExchangeTransferSimulator extends BalanceAndProxyAllowanceLazyStore
}
private async decreaseProxyAllowanceAsync(tokenAddress: string, userAddress: string,
amountInBaseUnits: BigNumber): Promise<void> {
- const proxyAllowance = await this.getProxyAllowanceAsync(tokenAddress, userAddress);
- if (!proxyAllowance.eq(this._token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) {
- this.setProxyAllowance(tokenAddress, userAddress, proxyAllowance.minus(amountInBaseUnits));
+ const proxyAllowance = await this.store.getProxyAllowanceAsync(tokenAddress, userAddress);
+ if (!proxyAllowance.eq(this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) {
+ this.store.setProxyAllowance(tokenAddress, userAddress, proxyAllowance.minus(amountInBaseUnits));
}
}
private async increaseBalanceAsync(tokenAddress: string, userAddress: string,
amountInBaseUnits: BigNumber): Promise<void> {
- const balance = await this.getBalanceAsync(tokenAddress, userAddress);
- this.setBalance(tokenAddress, userAddress, balance.plus(amountInBaseUnits));
+ const balance = await this.store.getBalanceAsync(tokenAddress, userAddress);
+ this.store.setBalance(tokenAddress, userAddress, balance.plus(amountInBaseUnits));
}
private async decreaseBalanceAsync(tokenAddress: string, userAddress: string,
amountInBaseUnits: BigNumber): Promise<void> {
- const balance = await this.getBalanceAsync(tokenAddress, userAddress);
- this.setBalance(tokenAddress, userAddress, balance.minus(amountInBaseUnits));
+ const balance = await this.store.getBalanceAsync(tokenAddress, userAddress);
+ this.store.setBalance(tokenAddress, userAddress, balance.minus(amountInBaseUnits));
}
private throwValidationError(failureReason: FailureReason, tradeSide: TradeSide,
transferType: TransferType): Promise<never> {
diff --git a/src/utils/order_state_utils.ts b/src/utils/order_state_utils.ts
new file mode 100644
index 000000000..f82601cae
--- /dev/null
+++ b/src/utils/order_state_utils.ts
@@ -0,0 +1,119 @@
+import * as _ from 'lodash';
+import * as Web3 from 'web3';
+import BigNumber from 'bignumber.js';
+import {
+ ExchangeContractErrs,
+ SignedOrder,
+ OrderRelevantState,
+ MethodOpts,
+ OrderState,
+ OrderStateValid,
+ OrderStateInvalid,
+} from '../types';
+import {ZeroEx} from '../0x';
+import {TokenWrapper} from '../contract_wrappers/token_wrapper';
+import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper';
+import {utils} from '../utils/utils';
+import {constants} from '../utils/constants';
+import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store';
+import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store';
+
+export class OrderStateUtils {
+ private balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore;
+ private orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore;
+ constructor(balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore,
+ orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore) {
+ this.balanceAndProxyAllowanceLazyStore = balanceAndProxyAllowanceLazyStore;
+ this.orderFilledCancelledLazyStore = orderFilledCancelledLazyStore;
+ }
+ public async getOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
+ const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder);
+ const orderHash = ZeroEx.getOrderHashHex(signedOrder);
+ try {
+ this.validateIfOrderIsValid(signedOrder, orderRelevantState);
+ const orderState: OrderStateValid = {
+ isValid: true,
+ orderHash,
+ orderRelevantState,
+ };
+ return orderState;
+ } catch (err) {
+ const orderState: OrderStateInvalid = {
+ isValid: false,
+ orderHash,
+ error: err.message,
+ };
+ return orderState;
+ }
+ }
+ public async getOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> {
+ // HACK: We access the private property here but otherwise the interface will be less nice.
+ // If we pass it from the instantiator - there is no opportunity to get it there
+ // because JS doesn't support async constructors.
+ // Moreover - it's cached under the hood so it's equivalent to an async constructor.
+ const exchange = (this.orderFilledCancelledLazyStore as any).exchange as ExchangeWrapper;
+ const zrxTokenAddress = await exchange.getZRXTokenAddressAsync();
+ const orderHash = ZeroEx.getOrderHashHex(signedOrder);
+ const makerBalance = await this.balanceAndProxyAllowanceLazyStore.getBalanceAsync(
+ signedOrder.makerTokenAddress, signedOrder.maker,
+ );
+ const makerProxyAllowance = await this.balanceAndProxyAllowanceLazyStore.getProxyAllowanceAsync(
+ signedOrder.makerTokenAddress, signedOrder.maker,
+ );
+ const makerFeeBalance = await this.balanceAndProxyAllowanceLazyStore.getBalanceAsync(
+ zrxTokenAddress, signedOrder.maker,
+ );
+ const makerFeeProxyAllowance = await this.balanceAndProxyAllowanceLazyStore.getProxyAllowanceAsync(
+ zrxTokenAddress, signedOrder.maker,
+ );
+ const filledTakerTokenAmount = await this.orderFilledCancelledLazyStore.getFilledTakerAmountAsync(orderHash);
+ const canceledTakerTokenAmount = await this.orderFilledCancelledLazyStore.getCancelledTakerAmountAsync(
+ orderHash,
+ );
+ const unavailableTakerTokenAmount = await exchange.getUnavailableTakerAmountAsync(orderHash);
+ const totalMakerTokenAmount = signedOrder.makerTokenAmount;
+ const totalTakerTokenAmount = signedOrder.takerTokenAmount;
+ const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount);
+ const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount)
+ .dividedToIntegerBy(totalTakerTokenAmount);
+ const fillableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
+ const remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount);
+ // TODO: Handle edge case where maker token is ZRX with fee
+ const orderRelevantState = {
+ makerBalance,
+ makerProxyAllowance,
+ makerFeeBalance,
+ makerFeeProxyAllowance,
+ filledTakerTokenAmount,
+ canceledTakerTokenAmount,
+ remainingFillableMakerTokenAmount,
+ };
+ return orderRelevantState;
+ }
+ private validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void {
+ const unavailableTakerTokenAmount = orderRelevantState.canceledTakerTokenAmount.add(
+ orderRelevantState.filledTakerTokenAmount,
+ );
+ const availableTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
+ if (availableTakerTokenAmount.eq(0)) {
+ throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
+ }
+
+ if (orderRelevantState.makerBalance.eq(0)) {
+ throw new Error(ExchangeContractErrs.InsufficientMakerBalance);
+ }
+ if (orderRelevantState.makerProxyAllowance.eq(0)) {
+ throw new Error(ExchangeContractErrs.InsufficientMakerAllowance);
+ }
+ if (!signedOrder.makerFee.eq(0)) {
+ if (orderRelevantState.makerFeeBalance.eq(0)) {
+ throw new Error(ExchangeContractErrs.InsufficientMakerFeeBalance);
+ }
+ if (orderRelevantState.makerFeeProxyAllowance.eq(0)) {
+ throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance);
+ }
+ }
+ // TODO Add linear function solver when maker token is ZRX #badass
+ // Return the max amount that's fillable
+ }
+}
diff --git a/src/utils/signature_utils.ts b/src/utils/signature_utils.ts
index b312b5554..d066f8bf0 100644
--- a/src/utils/signature_utils.ts
+++ b/src/utils/signature_utils.ts
@@ -2,6 +2,21 @@ import * as ethUtil from 'ethereumjs-util';
import {ECSignature} from '../types';
export const signatureUtils = {
+ isValidSignature(data: string, signature: ECSignature, signerAddress: string): boolean {
+ const dataBuff = ethUtil.toBuffer(data);
+ const msgHashBuff = ethUtil.hashPersonalMessage(dataBuff);
+ try {
+ const pubKey = ethUtil.ecrecover(
+ msgHashBuff,
+ signature.v,
+ ethUtil.toBuffer(signature.r),
+ ethUtil.toBuffer(signature.s));
+ const retrievedAddress = ethUtil.bufferToHex(ethUtil.pubToAddress(pubKey));
+ return retrievedAddress === signerAddress;
+ } catch (err) {
+ return false;
+ }
+ },
parseSignatureHexAsVRS(signatureHex: string): ECSignature {
const signatureBuffer = ethUtil.toBuffer(signatureHex);
let v = signatureBuffer[0];
generated by cgit v1.2.3 (git 2.25.1) at 2024-11-06 01:18:16 +0800