import { schemas } from '@0xproject/json-schemas'; import { BlockParamLiteral, DecodedLogArgs, ECSignature, LogWithDecodedArgs, Order, SignedOrder, } from '@0xproject/types'; import { AbiDecoder, BigNumber } from '@0xproject/utils'; import { Web3Wrapper } from '@0xproject/web3-wrapper'; import * as _ from 'lodash'; import * as Web3 from 'web3'; import { artifacts } from '../artifacts'; import { BlockRange, EventCallback, ExchangeContractErrCodes, ExchangeContractErrs, IndexedFilterValues, MethodOpts, OrderAddresses, OrderCancellationRequest, OrderFillRequest, OrderTransactionOpts, OrderValues, ValidateOrderFillableOpts, } from '../types'; import { assert } from '../utils/assert'; import { decorators } from '../utils/decorators'; import { ExchangeTransferSimulator } from '../utils/exchange_transfer_simulator'; import { OrderValidationUtils } from '../utils/order_validation_utils'; import { utils } from '../utils/utils'; import { ContractWrapper } from './contract_wrapper'; import { ExchangeContract, ExchangeContractEventArgs, ExchangeEvents, LogErrorContractEventArgs, } from './generated/exchange'; import { TokenWrapper } from './token_wrapper'; const SHOULD_VALIDATE_BY_DEFAULT = true; interface ExchangeContractErrCodesToMsgs { [exchangeContractErrCodes: number]: string; } /** * This class includes all the functionality related to calling methods and subscribing to * events of the 0x Exchange smart contract. */ export class ExchangeWrapper extends ContractWrapper { private _exchangeContractIfExists?: ExchangeContract; private _orderValidationUtils: OrderValidationUtils; private _tokenWrapper: TokenWrapper; private _exchangeContractErrCodesToMsg: ExchangeContractErrCodesToMsgs = { [ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.OrderFillExpired, [ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.OrderFillExpired, [ExchangeContractErrCodes.ERROR_FILL_NO_VALUE]: ExchangeContractErrs.OrderRemainingFillAmountZero, [ExchangeContractErrCodes.ERROR_CANCEL_NO_VALUE]: ExchangeContractErrs.OrderRemainingFillAmountZero, [ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.OrderFillRoundingError, [ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.FillBalanceAllowanceError, }; private _contractAddressIfExists?: string; private _zrxContractAddressIfExists?: string; private static _getOrderAddressesAndValues(order: Order): [OrderAddresses, OrderValues] { const orderAddresses: OrderAddresses = [ order.maker, order.taker, order.makerTokenAddress, order.takerTokenAddress, order.feeRecipient, ]; const orderValues: OrderValues = [ order.makerTokenAmount, order.takerTokenAmount, order.makerFee, order.takerFee, order.expirationUnixTimestampSec, order.salt, ]; return [orderAddresses, orderValues]; } constructor( web3Wrapper: Web3Wrapper, networkId: number, abiDecoder: AbiDecoder, tokenWrapper: TokenWrapper, contractAddressIfExists?: string, zrxContractAddressIfExists?: string, ) { super(web3Wrapper, networkId, abiDecoder); this._tokenWrapper = tokenWrapper; this._orderValidationUtils = new OrderValidationUtils(this); this._contractAddressIfExists = contractAddressIfExists; this._zrxContractAddressIfExists = zrxContractAddressIfExists; } /** * Returns the unavailable takerAmount of an order. Unavailable amount is defined as the total * amount that has been filled or cancelled. The remaining takerAmount can be calculated by * subtracting the unavailable amount from the total order takerAmount. * @param orderHash The hex encoded orderHash for which you would like to retrieve the * unavailable takerAmount. * @param methodOpts Optional arguments this method accepts. * @return The amount of the order (in taker tokens) that has either been filled or cancelled. */ public async getUnavailableTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise { assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema); const exchangeContract = await this._getExchangeContractAsync(); const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock; const txData = {}; let unavailableTakerTokenAmount = await exchangeContract.getUnavailableTakerTokenAmount.callAsync( orderHash, txData, defaultBlock, ); // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber unavailableTakerTokenAmount = new BigNumber(unavailableTakerTokenAmount); return unavailableTakerTokenAmount; } /** * Retrieve the takerAmount of an order that has already been filled. * @param orderHash The hex encoded orderHash for which you would like to retrieve the filled takerAmount. * @param methodOpts Optional arguments this method accepts. * @return The amount of the order (in taker tokens) that has already been filled. */ public async getFilledTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise { assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema); const exchangeContract = await this._getExchangeContractAsync(); const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock; const txData = {}; let fillAmountInBaseUnits = await exchangeContract.filled.callAsync(orderHash, txData, defaultBlock); // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber fillAmountInBaseUnits = new BigNumber(fillAmountInBaseUnits); return fillAmountInBaseUnits; } /** * Retrieve the takerAmount of an order that has been cancelled. * @param orderHash The hex encoded orderHash for which you would like to retrieve the * cancelled takerAmount. * @param methodOpts Optional arguments this method accepts. * @return The amount of the order (in taker tokens) that has been cancelled. */ public async getCancelledTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise { assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema); const exchangeContract = await this._getExchangeContractAsync(); const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock; const txData = {}; let cancelledAmountInBaseUnits = await exchangeContract.cancelled.callAsync(orderHash, txData, defaultBlock); // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber cancelledAmountInBaseUnits = new BigNumber(cancelledAmountInBaseUnits); return cancelledAmountInBaseUnits; } /** * Fills a signed order with an amount denominated in baseUnits of the taker token. * Since the order in which transactions are included in the next block is indeterminate, race-conditions * could arise where a users balance or allowance changes before the fillOrder executes. Because of this, * we allow you to specify `shouldThrowOnInsufficientBalanceOrAllowance`. * If false, the smart contract will not throw if the parties * do not have sufficient balances/allowances, preserving gas costs. Setting it to true forgoes this check * and causes the smart contract to throw (using all the gas supplied) instead. * @param signedOrder An object that conforms to the SignedOrder interface. * @param fillTakerTokenAmount The amount of the order (in taker tokens baseUnits) that * you wish to fill. * @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw * if upon execution the tokens cannot be transferred. * @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. * @param orderTransactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler public async fillOrderAsync( signedOrder: SignedOrder, fillTakerTokenAmount: BigNumber, shouldThrowOnInsufficientBalanceOrAllowance: boolean, takerAddress: string, orderTransactionOpts: OrderTransactionOpts = {}, ): Promise { assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); const normalizedTakerAddress = takerAddress.toLowerCase(); const exchangeInstance = await this._getExchangeContractAsync(); const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) ? SHOULD_VALIDATE_BY_DEFAULT : orderTransactionOpts.shouldValidate; if (shouldValidate) { const zrxTokenAddress = this.getZRXTokenAddress(); const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync( exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, normalizedTakerAddress, zrxTokenAddress, ); } const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(signedOrder); const txHash: string = await exchangeInstance.fillOrder.sendTransactionAsync( orderAddresses, orderValues, fillTakerTokenAmount, shouldThrowOnInsufficientBalanceOrAllowance, signedOrder.ecSignature.v, signedOrder.ecSignature.r, signedOrder.ecSignature.s, { from: normalizedTakerAddress, gas: orderTransactionOpts.gasLimit, gasPrice: orderTransactionOpts.gasPrice, }, ); return txHash; } /** * 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. * @param signedOrders The array of signedOrders that you would like to fill until * takerTokenFillAmount is reached. * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill. * @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw if * upon execution any of the tokens cannot be transferred. * If set to false, the call will continue to fill subsequent * signedOrders even when some cannot be filled. * @param takerAddress The user Ethereum address who would like to fill these * orders. Must be available via the supplied Web3.Provider * passed to 0x.js. * @param orderTransactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler public async fillOrdersUpToAsync( signedOrders: SignedOrder[], fillTakerTokenAmount: BigNumber, shouldThrowOnInsufficientBalanceOrAllowance: boolean, takerAddress: string, orderTransactionOpts: OrderTransactionOpts = {}, ): Promise { assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema); const takerTokenAddresses = _.map(signedOrders, signedOrder => signedOrder.takerTokenAddress); assert.hasAtMostOneUniqueValue( takerTokenAddresses, ExchangeContractErrs.MultipleTakerTokensInFillUpToDisallowed, ); const exchangeContractAddresses = _.map(signedOrders, signedOrder => signedOrder.exchangeContractAddress); assert.hasAtMostOneUniqueValue( exchangeContractAddresses, ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress, ); assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); const normalizedTakerAddress = takerAddress.toLowerCase(); const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) ? SHOULD_VALIDATE_BY_DEFAULT : orderTransactionOpts.shouldValidate; if (shouldValidate) { let filledTakerTokenAmount = new BigNumber(0); const zrxTokenAddress = this.getZRXTokenAddress(); const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); for (const signedOrder of signedOrders) { const singleFilledTakerTokenAmount = await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync( exchangeTradeEmulator, signedOrder, fillTakerTokenAmount.minus(filledTakerTokenAmount), normalizedTakerAddress, zrxTokenAddress, ); filledTakerTokenAmount = filledTakerTokenAmount.plus(singleFilledTakerTokenAmount); } } if (_.isEmpty(signedOrders)) { throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem); } const orderAddressesValuesAndSignatureArray = _.map(signedOrders, signedOrder => { return [ ...ExchangeWrapper._getOrderAddressesAndValues(signedOrder), signedOrder.ecSignature.v, signedOrder.ecSignature.r, signedOrder.ecSignature.s, ]; }); // We use _.unzip because _.unzip doesn't type check if values have different types :'( const [orderAddressesArray, orderValuesArray, vArray, rArray, sArray] = _.unzip( orderAddressesValuesAndSignatureArray, ); const exchangeInstance = await this._getExchangeContractAsync(); const txHash = await exchangeInstance.fillOrdersUpTo.sendTransactionAsync( orderAddressesArray, orderValuesArray, fillTakerTokenAmount, shouldThrowOnInsufficientBalanceOrAllowance, vArray, rArray, sArray, { from: normalizedTakerAddress, gas: orderTransactionOpts.gasLimit, gasPrice: orderTransactionOpts.gasPrice, }, ); return txHash; } /** * Batch version of fillOrderAsync. * Executes multiple fills atomically in a single transaction. * If shouldThrowOnInsufficientBalanceOrAllowance is set to false, it will continue filling subsequent orders even * when earlier ones fail. * When shouldThrowOnInsufficientBalanceOrAllowance is set to true, if any fill fails, the entire batch fails. * @param orderFillRequests An array of objects that conform to the * OrderFillRequest interface. * @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw * if upon execution any of the tokens cannot be * transferred. If set to false, the call will continue to * fill subsequent signedOrders even when some * cannot be filled. * @param takerAddress The user Ethereum address who would like to fill * these orders. Must be available via the supplied * Web3.Provider passed to 0x.js. * @param orderTransactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler public async batchFillOrdersAsync( orderFillRequests: OrderFillRequest[], shouldThrowOnInsufficientBalanceOrAllowance: boolean, takerAddress: string, orderTransactionOpts: OrderTransactionOpts = {}, ): Promise { assert.doesConformToSchema('orderFillRequests', orderFillRequests, schemas.orderFillRequestsSchema); const exchangeContractAddresses = _.map( orderFillRequests, orderFillRequest => orderFillRequest.signedOrder.exchangeContractAddress, ); assert.hasAtMostOneUniqueValue( exchangeContractAddresses, ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress, ); assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); const normalizedTakerAddress = takerAddress.toLowerCase(); const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) ? SHOULD_VALIDATE_BY_DEFAULT : orderTransactionOpts.shouldValidate; if (shouldValidate) { const zrxTokenAddress = this.getZRXTokenAddress(); const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); for (const orderFillRequest of orderFillRequests) { await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync( exchangeTradeEmulator, orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, normalizedTakerAddress, zrxTokenAddress, ); } } if (_.isEmpty(orderFillRequests)) { throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem); } const orderAddressesValuesAmountsAndSignatureArray = _.map(orderFillRequests, orderFillRequest => { return [ ...ExchangeWrapper._getOrderAddressesAndValues(orderFillRequest.signedOrder), orderFillRequest.takerTokenFillAmount, orderFillRequest.signedOrder.ecSignature.v, orderFillRequest.signedOrder.ecSignature.r, orderFillRequest.signedOrder.ecSignature.s, ]; }); // We use _.unzip because _.unzip doesn't type check if values have different types :'( const [orderAddressesArray, orderValuesArray, fillTakerTokenAmounts, vArray, rArray, sArray] = _.unzip( orderAddressesValuesAmountsAndSignatureArray, ); const exchangeInstance = await this._getExchangeContractAsync(); const txHash = await exchangeInstance.batchFillOrders.sendTransactionAsync( orderAddressesArray, orderValuesArray, fillTakerTokenAmounts, shouldThrowOnInsufficientBalanceOrAllowance, vArray, rArray, sArray, { from: normalizedTakerAddress, gas: orderTransactionOpts.gasLimit, gasPrice: orderTransactionOpts.gasPrice, }, ); return txHash; } /** * Attempts to fill a specific amount of an order. If the entire amount specified cannot be filled, * the fill order is abandoned. * @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. * @param orderTransactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler public async fillOrKillOrderAsync( signedOrder: SignedOrder, fillTakerTokenAmount: BigNumber, takerAddress: string, orderTransactionOpts: OrderTransactionOpts = {}, ): Promise { assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); const normalizedTakerAddress = takerAddress.toLowerCase(); const exchangeInstance = await this._getExchangeContractAsync(); const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) ? SHOULD_VALIDATE_BY_DEFAULT : orderTransactionOpts.shouldValidate; if (shouldValidate) { const zrxTokenAddress = this.getZRXTokenAddress(); const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync( exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, normalizedTakerAddress, zrxTokenAddress, ); } const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(signedOrder); const txHash = await exchangeInstance.fillOrKillOrder.sendTransactionAsync( orderAddresses, orderValues, fillTakerTokenAmount, signedOrder.ecSignature.v, signedOrder.ecSignature.r, signedOrder.ecSignature.s, { from: normalizedTakerAddress, gas: orderTransactionOpts.gasLimit, gasPrice: orderTransactionOpts.gasPrice, }, ); return txHash; } /** * Batch version of fillOrKill. Allows a taker to specify a batch of orders that will either be atomically * filled (each to the specified fillAmount) or aborted. * @param orderFillRequests An array of objects that conform to the OrderFillRequest interface. * @param takerAddress The user Ethereum address who would like to fill there orders. * Must be available via the supplied Web3.Provider passed to 0x.js. * @param orderTransactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler public async batchFillOrKillAsync( orderFillRequests: OrderFillRequest[], takerAddress: string, orderTransactionOpts: OrderTransactionOpts = {}, ): Promise { assert.doesConformToSchema('orderFillRequests', orderFillRequests, schemas.orderFillRequestsSchema); const exchangeContractAddresses = _.map( orderFillRequests, orderFillRequest => orderFillRequest.signedOrder.exchangeContractAddress, ); assert.hasAtMostOneUniqueValue( exchangeContractAddresses, ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress, ); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); const normalizedTakerAddress = takerAddress.toLowerCase(); if (_.isEmpty(orderFillRequests)) { throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem); } const exchangeInstance = await this._getExchangeContractAsync(); const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) ? SHOULD_VALIDATE_BY_DEFAULT : orderTransactionOpts.shouldValidate; if (shouldValidate) { const zrxTokenAddress = this.getZRXTokenAddress(); const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); for (const orderFillRequest of orderFillRequests) { await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync( exchangeTradeEmulator, orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, normalizedTakerAddress, zrxTokenAddress, ); } } const orderAddressesValuesAndTakerTokenFillAmounts = _.map(orderFillRequests, request => { return [ ...ExchangeWrapper._getOrderAddressesAndValues(request.signedOrder), request.takerTokenFillAmount, request.signedOrder.ecSignature.v, request.signedOrder.ecSignature.r, request.signedOrder.ecSignature.s, ]; }); // We use _.unzip because _.unzip doesn't type check if values have different types :'( const [orderAddresses, orderValues, fillTakerTokenAmounts, vParams, rParams, sParams] = _.unzip( orderAddressesValuesAndTakerTokenFillAmounts, ); const txHash = await exchangeInstance.batchFillOrKillOrders.sendTransactionAsync( orderAddresses, orderValues, fillTakerTokenAmounts, vParams, rParams, sParams, { from: normalizedTakerAddress, gas: orderTransactionOpts.gasLimit, gasPrice: orderTransactionOpts.gasPrice, }, ); return txHash; } /** * Cancel a given fill amount of an order. Cancellations are cumulative. * @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. * @param transactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler public async cancelOrderAsync( order: Order | SignedOrder, cancelTakerTokenAmount: BigNumber, orderTransactionOpts: OrderTransactionOpts = {}, ): Promise { assert.doesConformToSchema('order', order, schemas.orderSchema); assert.isValidBaseUnitAmount('takerTokenCancelAmount', cancelTakerTokenAmount); await assert.isSenderAddressAsync('order.maker', order.maker, this._web3Wrapper); const normalizedMakerAddress = order.maker.toLowerCase(); const exchangeInstance = await this._getExchangeContractAsync(); const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) ? SHOULD_VALIDATE_BY_DEFAULT : orderTransactionOpts.shouldValidate; if (shouldValidate) { const orderHash = utils.getOrderHashHex(order); const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash); OrderValidationUtils.validateCancelOrderThrowIfInvalid( order, cancelTakerTokenAmount, unavailableTakerTokenAmount, ); } const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(order); const txHash = await exchangeInstance.cancelOrder.sendTransactionAsync( orderAddresses, orderValues, cancelTakerTokenAmount, { from: normalizedMakerAddress, gas: orderTransactionOpts.gasLimit, gasPrice: orderTransactionOpts.gasPrice, }, ); return txHash; } /** * Batch version of cancelOrderAsync. Atomically cancels multiple orders in a single transaction. * All orders must be from the same maker. * @param orderCancellationRequests An array of objects that conform to the OrderCancellationRequest * interface. * @param transactionOpts Optional arguments this method accepts. * @return Transaction hash. */ @decorators.asyncZeroExErrorHandler public async batchCancelOrdersAsync( orderCancellationRequests: OrderCancellationRequest[], orderTransactionOpts: OrderTransactionOpts = {}, ): Promise { assert.doesConformToSchema( 'orderCancellationRequests', orderCancellationRequests, schemas.orderCancellationRequestsSchema, ); const exchangeContractAddresses = _.map( orderCancellationRequests, orderCancellationRequest => orderCancellationRequest.order.exchangeContractAddress, ); assert.hasAtMostOneUniqueValue( exchangeContractAddresses, ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress, ); const makers = _.map(orderCancellationRequests, cancellationRequest => cancellationRequest.order.maker); assert.hasAtMostOneUniqueValue(makers, ExchangeContractErrs.MultipleMakersInSingleCancelBatchDisallowed); const maker = makers[0]; await assert.isSenderAddressAsync('maker', maker, this._web3Wrapper); const normalizedMakerAddress = maker.toLowerCase(); const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate) ? SHOULD_VALIDATE_BY_DEFAULT : orderTransactionOpts.shouldValidate; if (shouldValidate) { for (const orderCancellationRequest of orderCancellationRequests) { const orderHash = utils.getOrderHashHex(orderCancellationRequest.order); const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash); OrderValidationUtils.validateCancelOrderThrowIfInvalid( orderCancellationRequest.order, orderCancellationRequest.takerTokenCancelAmount, unavailableTakerTokenAmount, ); } } if (_.isEmpty(orderCancellationRequests)) { throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem); } const exchangeInstance = await this._getExchangeContractAsync(); const orderAddressesValuesAndTakerTokenCancelAmounts = _.map(orderCancellationRequests, cancellationRequest => { return [ ...ExchangeWrapper._getOrderAddressesAndValues(cancellationRequest.order), cancellationRequest.takerTokenCancelAmount, ]; }); // We use _.unzip because _.unzip doesn't type check if values have different types :'( const [orderAddresses, orderValues, cancelTakerTokenAmounts] = _.unzip( orderAddressesValuesAndTakerTokenCancelAmounts, ); const txHash = await exchangeInstance.batchCancelOrders.sendTransactionAsync( orderAddresses, orderValues, cancelTakerTokenAmounts, { from: normalizedMakerAddress, gas: orderTransactionOpts.gasLimit, gasPrice: orderTransactionOpts.gasPrice, }, ); return txHash; } /** * Subscribe to an event type emitted by the Exchange contract. * @param eventName The exchange contract event you would like to subscribe to. * @param indexFilterValues An object where the keys are indexed args returned by the event and * the value is the value you are interested in. E.g `{maker: aUserAddressHex}` * @param callback Callback that gets called when a log is added/removed * @return Subscription token used later to unsubscribe */ public subscribe( eventName: ExchangeEvents, indexFilterValues: IndexedFilterValues, callback: EventCallback, ): string { assert.doesBelongToStringEnum('eventName', eventName, ExchangeEvents); assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema); assert.isFunction('callback', callback); const exchangeContractAddress = this.getContractAddress(); const subscriptionToken = this._subscribe( exchangeContractAddress, eventName, indexFilterValues, artifacts.ExchangeArtifact.abi, callback, ); return subscriptionToken; } /** * Cancel a subscription * @param subscriptionToken Subscription token returned by `subscribe()` */ public unsubscribe(subscriptionToken: string): void { this._unsubscribe(subscriptionToken); } /** * Cancels all existing subscriptions */ public unsubscribeAll(): void { super._unsubscribeAll(); } /** * Gets historical logs without creating a subscription * @param eventName The exchange contract event you would like to subscribe to. * @param blockRange Block range to get logs from. * @param indexFilterValues An object where the keys are indexed args returned by the event and * the value is the value you are interested in. E.g `{_from: aUserAddressHex}` * @return Array of logs that match the parameters */ public async getLogsAsync( eventName: ExchangeEvents, blockRange: BlockRange, indexFilterValues: IndexedFilterValues, ): Promise>> { assert.doesBelongToStringEnum('eventName', eventName, ExchangeEvents); assert.doesConformToSchema('blockRange', blockRange, schemas.blockRangeSchema); assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema); const exchangeContractAddress = this.getContractAddress(); const logs = await this._getLogsAsync( exchangeContractAddress, eventName, blockRange, indexFilterValues, artifacts.ExchangeArtifact.abi, ); return logs; } /** * Retrieves the Ethereum address of the Exchange contract deployed on the network * that the user-passed web3 provider is connected to. * @returns The Ethereum address of the Exchange contract being used. */ public getContractAddress(): string { const contractAddress = this._getContractAddress(artifacts.ExchangeArtifact, this._contractAddressIfExists); return contractAddress; } /** * Checks if order is still fillable and throws an error otherwise. Useful for orderbook * pruning where you want to remove stale orders without knowing who the taker will be. * @param signedOrder An object that conforms to the SignedOrder interface. The * signedOrder you wish to validate. * @param opts An object that conforms to the ValidateOrderFillableOpts * interface. Allows specifying a specific fillTakerTokenAmount * to validate for. */ public async validateOrderFillableOrThrowAsync( signedOrder: SignedOrder, opts?: ValidateOrderFillableOpts, ): Promise { assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); const zrxTokenAddress = this.getZRXTokenAddress(); const expectedFillTakerTokenAmount = !_.isUndefined(opts) ? opts.expectedFillTakerTokenAmount : undefined; const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); await this._orderValidationUtils.validateOrderFillableOrThrowAsync( exchangeTradeEmulator, signedOrder, zrxTokenAddress, expectedFillTakerTokenAmount, ); } /** * 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, takerAddress: string, ): Promise { assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); const normalizedTakerAddress = takerAddress.toLowerCase(); const zrxTokenAddress = this.getZRXTokenAddress(); const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync( exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, normalizedTakerAddress, 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, ): Promise { assert.doesConformToSchema('order', order, schemas.orderSchema); assert.isValidBaseUnitAmount('cancelTakerTokenAmount', cancelTakerTokenAmount); const orderHash = utils.getOrderHashHex(order); const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash); OrderValidationUtils.validateCancelOrderThrowIfInvalid( 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, takerAddress: string, ): Promise { assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); const normalizedTakerAddress = takerAddress.toLowerCase(); const zrxTokenAddress = this.getZRXTokenAddress(); const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync( exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, normalizedTakerAddress, 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, takerTokenAmount: BigNumber, makerTokenAmount: BigNumber, ): Promise { assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); assert.isValidBaseUnitAmount('takerTokenAmount', takerTokenAmount); assert.isValidBaseUnitAmount('makerTokenAmount', makerTokenAmount); const exchangeInstance = await this._getExchangeContractAsync(); const isRoundingError = await exchangeInstance.isRoundingError.callAsync( fillTakerTokenAmount, takerTokenAmount, makerTokenAmount, ); return isRoundingError; } /** * Checks if logs contain LogError, which is emmited by Exchange contract on transaction failure. * @param logs Transaction logs as returned by `zeroEx.awaitTransactionMinedAsync` */ public throwLogErrorsAsErrors(logs: Array | Web3.LogEntry>): void { const errLog = _.find(logs, { event: ExchangeEvents.LogError, }); if (!_.isUndefined(errLog)) { const logArgs = (errLog as LogWithDecodedArgs).args; const errCode = logArgs.errorId; const errMessage = this._exchangeContractErrCodesToMsg[errCode]; throw new Error(errMessage); } } /** * Returns the ZRX token address used by the exchange contract. * @return Address of ZRX token */ public getZRXTokenAddress(): string { const contractAddress = this._getContractAddress(artifacts.ZRXArtifact, this._zrxContractAddressIfExists); return contractAddress; } private _invalidateContractInstances(): void { this.unsubscribeAll(); delete this._exchangeContractIfExists; } private async _isValidSignatureUsingContractCallAsync( dataHex: string, ecSignature: ECSignature, signerAddressHex: string, ): Promise { assert.isHexString('dataHex', dataHex); assert.doesConformToSchema('ecSignature', ecSignature, schemas.ecSignatureSchema); assert.isETHAddressHex('signerAddressHex', signerAddressHex); const normalizedSignerAddress = signerAddressHex.toLowerCase(); const exchangeInstance = await this._getExchangeContractAsync(); const isValidSignature = await exchangeInstance.isValidSignature.callAsync( normalizedSignerAddress, dataHex, ecSignature.v, ecSignature.r, ecSignature.s, ); return isValidSignature; } private async _getOrderHashHexUsingContractCallAsync(order: Order | SignedOrder): Promise { const exchangeInstance = await this._getExchangeContractAsync(); const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(order); const orderHashHex = await exchangeInstance.getOrderHash.callAsync(orderAddresses, orderValues); return orderHashHex; } private async _getExchangeContractAsync(): Promise { if (!_.isUndefined(this._exchangeContractIfExists)) { return this._exchangeContractIfExists; } const [abi, address] = await this._getContractAbiAndAddressFromArtifactsAsync( artifacts.ExchangeArtifact, this._contractAddressIfExists, ); const contractInstance = new ExchangeContract(this._web3Wrapper, abi, address); this._exchangeContractIfExists = contractInstance; return this._exchangeContractIfExists; } private async _getTokenTransferProxyAddressAsync(): Promise { const exchangeInstance = await this._getExchangeContractAsync(); const tokenTransferProxyAddress = await exchangeInstance.TOKEN_TRANSFER_PROXY_CONTRACT.callAsync(); const tokenTransferProxyAddressLowerCase = tokenTransferProxyAddress.toLowerCase(); return tokenTransferProxyAddressLowerCase; } } // tslint:disable:max-file-line-count