import * as _ from 'lodash'; import * as BigNumber from 'bignumber.js'; import promisify = require('es6-promisify'); import {Web3Wrapper} from '../web3_wrapper'; import { ECSignature, ExchangeContract, ExchangeContractErrCodes, ExchangeContractErrs, OrderValues, OrderAddresses, Order, OrderFillOrKillRequest, SignedOrder, ContractEvent, ExchangeEvents, SubscriptionOpts, IndexFilterValues, CreateContractEvent, ContractEventObj, EventCallback, ContractResponse, OrderCancellationRequest, OrderFillRequest, } from '../types'; import {assert} from '../utils/assert'; 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 {constants} from '../utils/constants'; import {TokenWrapper} from './token_wrapper'; export class ExchangeWrapper extends ContractWrapper { private exchangeContractErrCodesToMsg = { [ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED, [ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED, [ExchangeContractErrCodes.ERROR_FILL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO, [ExchangeContractErrCodes.ERROR_CANCEL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO, [ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR, [ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.FILL_BALANCE_ALLOWANCE_ERROR, }; private exchangeContractIfExists?: ExchangeContract; private exchangeLogEventObjs: ContractEventObj[]; private tokenWrapper: TokenWrapper; 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, tokenWrapper: TokenWrapper) { super(web3Wrapper); this.tokenWrapper = tokenWrapper; this.exchangeLogEventObjs = []; } public async invalidateContractInstanceAsync(): Promise { await this.stopWatchingExchangeLogEventsAsync(); delete this.exchangeContractIfExists; } /** * 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 orderHashHex The hex encoded orderHash for which you would like to retrieve the * unavailable takerAmount. * @return The amount of the order (in taker tokens) that has either been filled or canceled. */ public async getUnavailableTakerAmountAsync(orderHashHex: string): Promise { assert.isValidOrderHash('orderHashHex', orderHashHex); const exchangeContract = await this.getExchangeContractAsync(); let unavailableAmountInBaseUnits = await exchangeContract.getUnavailableValueT.call(orderHashHex); // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber unavailableAmountInBaseUnits = new BigNumber(unavailableAmountInBaseUnits); return unavailableAmountInBaseUnits; } /** * Retrieve the takerAmount of an order that has already been filled. * @param orderHashHex The hex encoded orderHash for which you would like to retrieve the filled takerAmount. * @return The amount of the order (in taker tokens) that has already been filled. */ public async getFilledTakerAmountAsync(orderHashHex: string): Promise { assert.isValidOrderHash('orderHashHex', orderHashHex); const exchangeContract = await this.getExchangeContractAsync(); let fillAmountInBaseUnits = await exchangeContract.filled.call(orderHashHex); // 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 orderHashHex The hex encoded orderHash for which you would like to retrieve the * cancelled takerAmount. * @return The amount of the order (in taker tokens) that has been cancelled. */ public async getCanceledTakerAmountAsync(orderHashHex: string): Promise { assert.isValidOrderHash('orderHashHex', orderHashHex); const exchangeContract = await this.getExchangeContractAsync(); let cancelledAmountInBaseUnits = await exchangeContract.cancelled.call(orderHashHex); // 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 `shouldCheckTransfer`. If true, the smart contract will not throw if while * executing, the parties do not have sufficient balances/allowances, preserving gas costs. Setting it to * false forgoes this check and causes the smart contract to throw (using all the gas supplied) instead. * @param signedOrder A JS object that conforms to the SignedOrder interface. * @param takerTokenFillAmount The amount of the order (in taker tokens baseUnits) that you wish to fill. * @param shouldCheckTransfer 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. */ public async fillOrderAsync(signedOrder: SignedOrder, takerTokenFillAmount: BigNumber.BigNumber, shouldCheckTransfer: boolean, takerAddress: string): Promise { assert.doesConformToSchema('signedOrder', signedOrder, signedOrderSchema); assert.isBigNumber('takerTokenFillAmount', takerTokenFillAmount); assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer); await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper); const exchangeInstance = await this.getExchangeContractAsync(); await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, takerTokenFillAmount, takerAddress); const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder); const gas = await exchangeInstance.fill.estimateGas( orderAddresses, orderValues, takerTokenFillAmount, shouldCheckTransfer, signedOrder.ecSignature.v, signedOrder.ecSignature.r, signedOrder.ecSignature.s, { from: takerAddress, }, ); const response: ContractResponse = await exchangeInstance.fill( orderAddresses, orderValues, takerTokenFillAmount, shouldCheckTransfer, signedOrder.ecSignature.v, signedOrder.ecSignature.r, signedOrder.ecSignature.s, { from: takerAddress, gas, }, ); 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. * @param signedOrders The array of signedOrders that you would like to fill until * takerTokenFillAmount is reached. * @param takerTokenFillAmount The total amount of the takerTokens you would like to fill. * @param shouldCheckTransfer 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. */ public async fillOrdersUpToAsync(signedOrders: SignedOrder[], takerTokenFillAmount: BigNumber.BigNumber, shouldCheckTransfer: boolean, takerAddress: string): Promise { 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', signedOrders, signedOrdersSchema); await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper); for (const signedOrder of signedOrders) { 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 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 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. * When shouldCheckTransfer is set to false, if any fill fails, the entire batch fails. * @param orderFillRequests An array of JS objects that conform to the OrderFillRequest interface. * @param shouldCheckTransfer 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. */ public async batchFillOrderAsync(orderFillRequests: OrderFillRequest[], shouldCheckTransfer: boolean, takerAddress: string): Promise { assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer); await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper); assert.doesConformToSchema('orderFillRequests', orderFillRequests, orderFillRequestsSchema); for (const orderFillRequest of orderFillRequests) { await this.validateFillOrderAndThrowIfInvalidAsync( orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, takerAddress); } if (_.isEmpty(orderFillRequests)) { return; // no-op } 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, takerTokenFillAmountArray, vArray, rArray, sArray] = _.unzip( orderAddressesValuesAmountsAndSignatureArray, ); const exchangeInstance = await this.getExchangeContractAsync(); const gas = await exchangeInstance.batchFill.estimateGas( orderAddressesArray, orderValuesArray, takerTokenFillAmountArray, shouldCheckTransfer, vArray, rArray, sArray, { from: takerAddress, }, ); const response: ContractResponse = await exchangeInstance.batchFill( orderAddressesArray, orderValuesArray, takerTokenFillAmountArray, shouldCheckTransfer, vArray, rArray, sArray, { from: takerAddress, gas, }, ); this.throwErrorLogsAsErrors(response.logs); } /** * Attempts to fill a specific amount of an order. If the entire amount specified cannot be filled, * the fill order is abandoned. * @param signedOrder A JS object that conforms to the SignedOrder interface. The * signedOrder you wish to fill. * @param takerTokenFillAmount 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 fillOrKillOrderAsync(signedOrder: SignedOrder, takerTokenFillAmount: BigNumber.BigNumber, takerAddress: string): Promise { assert.doesConformToSchema('signedOrder', signedOrder, signedOrderSchema); assert.isBigNumber('takerTokenFillAmount', takerTokenFillAmount); await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper); const exchangeInstance = await this.getExchangeContractAsync(); await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, takerTokenFillAmount, takerAddress); await this.validateFillOrKillOrderAndThrowIfInvalidAsync(signedOrder, exchangeInstance.address, takerTokenFillAmount); const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder); const gas = await exchangeInstance.fillOrKill.estimateGas( orderAddresses, orderValues, takerTokenFillAmount, signedOrder.ecSignature.v, signedOrder.ecSignature.r, signedOrder.ecSignature.s, { from: takerAddress, }, ); const response: ContractResponse = await exchangeInstance.fillOrKill( orderAddresses, orderValues, takerTokenFillAmount, signedOrder.ecSignature.v, signedOrder.ecSignature.r, signedOrder.ecSignature.s, { from: takerAddress, gas, }, ); this.throwErrorLogsAsErrors(response.logs); } /** * 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 orderFillOrKillRequests An array of JS objects that conform to the OrderFillOrKillRequest 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. */ public async batchFillOrKillAsync(orderFillOrKillRequests: OrderFillOrKillRequest[], takerAddress: string): Promise { await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper); assert.doesConformToSchema('orderFillOrKillRequests', orderFillOrKillRequests, orderFillOrKillRequestsSchema); const exchangeInstance = await this.getExchangeContractAsync(); for (const request of orderFillOrKillRequests) { await this.validateFillOrKillOrderAndThrowIfInvalidAsync(request.signedOrder, exchangeInstance.address, request.fillTakerAmount); } const orderAddressesValuesAndTakerTokenFillAmounts = _.map(orderFillOrKillRequests, request => { return [ ...ExchangeWrapper.getOrderAddressesAndValues(request.signedOrder), request.fillTakerAmount, 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, fillTakerAmounts, vParams, rParams, sParams] = _.unzip(orderAddressesValuesAndTakerTokenFillAmounts); const gas = await exchangeInstance.batchFillOrKill.estimateGas( orderAddresses, orderValues, fillTakerAmounts, vParams, rParams, sParams, { from: takerAddress, }, ); const response: ContractResponse = await exchangeInstance.batchFillOrKill( orderAddresses, orderValues, fillTakerAmounts, vParams, rParams, sParams, { from: takerAddress, gas, }, ); this.throwErrorLogsAsErrors(response.logs); } /** * Cancel a given fill amount of an order. Cancellations are cumulative. * @param order A JS object that conforms to the Order or SignedOrder interface. * The order you would like to cancel. * @param takerTokenCancelAmount The amount (specified in taker tokens) that you would like to cancel. */ public async cancelOrderAsync( order: Order|SignedOrder, takerTokenCancelAmount: BigNumber.BigNumber): Promise { assert.doesConformToSchema('order', order, orderSchema); assert.isBigNumber('takerTokenCancelAmount', takerTokenCancelAmount); await assert.isSenderAddressAsync('order.maker', order.maker, this.web3Wrapper); const exchangeInstance = await this.getExchangeContractAsync(); await this.validateCancelOrderAndThrowIfInvalidAsync(order, takerTokenCancelAmount); const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(order); const gas = await exchangeInstance.cancel.estimateGas( orderAddresses, orderValues, takerTokenCancelAmount, { from: order.maker, }, ); const response: ContractResponse = await exchangeInstance.cancel( orderAddresses, orderValues, takerTokenCancelAmount, { from: order.maker, gas, }, ); this.throwErrorLogsAsErrors(response.logs); } /** * 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 JS objects that conform to the OrderCancellationRequest * interface. */ public async batchCancelOrderAsync(orderCancellationRequests: OrderCancellationRequest[]): Promise { const makers = _.map(orderCancellationRequests, cancellationRequest => cancellationRequest.order.maker); assert.hasAtMostOneUniqueValue(makers, ExchangeContractErrs.MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH_DISALLOWED); const maker = makers[0]; await assert.isSenderAddressAsync('maker', maker, this.web3Wrapper); assert.doesConformToSchema('orderCancellationRequests', orderCancellationRequests, orderCancellationRequestsSchema); for (const cancellationRequest of orderCancellationRequests) { await this.validateCancelOrderAndThrowIfInvalidAsync( cancellationRequest.order, cancellationRequest.takerTokenCancelAmount, ); } if (_.isEmpty(orderCancellationRequests)) { return; // no-op } 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, takerTokenCancelAmounts] = _.unzip(orderAddressesValuesAndTakerTokenCancelAmounts); const gas = await exchangeInstance.batchCancel.estimateGas( orderAddresses, orderValues, takerTokenCancelAmounts, { from: maker, }, ); const response: ContractResponse = await exchangeInstance.batchCancel( orderAddresses, orderValues, takerTokenCancelAmounts, { from: maker, gas, }, ); this.throwErrorLogsAsErrors(response.logs); } /** * Subscribe to an event type emitted by the Exchange smart contract * @param eventName The exchange contract event you would like to subscribe to. * @param subscriptionOpts Subscriptions options that let you configure the subscription. * @param indexFilterValues A JS 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 The callback that will be called everytime a matching event is found. */ public async subscribeAsync(eventName: ExchangeEvents, subscriptionOpts: SubscriptionOpts, indexFilterValues: IndexFilterValues, callback: EventCallback): Promise { const exchangeContract = await this.getExchangeContractAsync(); let createLogEvent: CreateContractEvent; switch (eventName) { case ExchangeEvents.LogFill: createLogEvent = exchangeContract.LogFill; break; case ExchangeEvents.LogError: createLogEvent = exchangeContract.LogError; break; case ExchangeEvents.LogCancel: createLogEvent = exchangeContract.LogCancel; break; default: utils.spawnSwitchErr('ExchangeEvents', eventName); return; } const logEventObj: ContractEventObj = createLogEvent(indexFilterValues, subscriptionOpts); logEventObj.watch(callback); this.exchangeLogEventObjs.push(logEventObj); } private async isValidSignatureUsingContractCallAsync(dataHex: string, ecSignature: ECSignature, signerAddressHex: string): Promise { assert.isHexString('dataHex', dataHex); assert.doesConformToSchema('ecSignature', ecSignature, ecSignatureSchema); assert.isETHAddressHex('signerAddressHex', signerAddressHex); const exchangeInstance = await this.getExchangeContractAsync(); const isValidSignature = await exchangeInstance.isValidSignature.call( signerAddressHex, dataHex, ecSignature.v, ecSignature.r, ecSignature.s, ); return isValidSignature; } private async getOrderHashHexAsync(order: Order|SignedOrder): Promise { const exchangeInstance = await this.getExchangeContractAsync(); const orderHashHex = utils.getOrderHashHex(order, exchangeInstance.address); return orderHashHex; } private async getOrderHashHexUsingContractCallAsync(order: Order|SignedOrder): Promise { const exchangeInstance = await this.getExchangeContractAsync(); const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(order); const orderHashHex = await exchangeInstance.getOrderHash.call(orderAddresses, orderValues); return orderHashHex; } private async stopWatchingExchangeLogEventsAsync() { const stopWatchingPromises = _.map(this.exchangeLogEventObjs, logEventObj => { return promisify(logEventObj.stopWatching, logEventObj)(); }); await Promise.all(stopWatchingPromises); this.exchangeLogEventObjs = []; } private async validateFillOrderAndThrowIfInvalidAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber, senderAddress: string): Promise { if (fillTakerAmount.eq(0)) { throw new Error(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO); } if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== senderAddress) { throw new Error(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER); } const currentUnixTimestampSec = utils.getCurrentUnixTimestamp(); if (signedOrder.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) { throw new Error(ExchangeContractErrs.ORDER_FILL_EXPIRED); } const zrxTokenAddress = await this.getZRXTokenAddressAsync(); await this.validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, senderAddress, zrxTokenAddress); const wouldRoundingErrorOccur = await this.isRoundingErrorAsync( signedOrder.takerTokenAmount, fillTakerAmount, signedOrder.makerTokenAmount, ); if (wouldRoundingErrorOccur) { throw new Error(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR); } } private async validateCancelOrderAndThrowIfInvalidAsync( order: Order, takerTokenCancelAmount: BigNumber.BigNumber): Promise { if (takerTokenCancelAmount.eq(0)) { throw new Error(ExchangeContractErrs.ORDER_CANCEL_AMOUNT_ZERO); } const orderHash = await this.getOrderHashHexAsync(order); const unavailableAmount = await this.getUnavailableTakerAmountAsync(orderHash); if (order.takerTokenAmount.minus(unavailableAmount).eq(0)) { throw new Error(ExchangeContractErrs.ORDER_ALREADY_CANCELLED_OR_FILLED); } const currentUnixTimestampSec = utils.getCurrentUnixTimestamp(); if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) { throw new Error(ExchangeContractErrs.ORDER_CANCEL_EXPIRED); } } private async validateFillOrKillOrderAndThrowIfInvalidAsync(signedOrder: SignedOrder, exchangeAddress: string, fillTakerAmount: BigNumber.BigNumber) { // Check that fillValue available >= fillTakerAmount const orderHashHex = utils.getOrderHashHex(signedOrder, exchangeAddress); const unavailableTakerAmount = await this.getUnavailableTakerAmountAsync(orderHashHex); const remainingTakerAmount = signedOrder.takerTokenAmount.minus(unavailableTakerAmount); if (remainingTakerAmount < fillTakerAmount) { throw new Error(ExchangeContractErrs.INSUFFICIENT_REMAINING_FILL_AMOUNT); } } /** * This method does not currently validate the edge-case where the makerToken or takerToken is also the token used * to pay fees (ZRX). It is possible for them to have enough for fees and the transfer but not both. * Handling the edge-cases that arise when this happens would require making sure that the user has sufficient * funds to pay both the fees and the transfer amount. We decided to punt on this for now as the contracts * will throw for these edge-cases. * TODO: Throw errors before calling the smart contract for these edge-cases in order to minimize * the callers gas costs. */ private async validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber, senderAddress: string, zrxTokenAddress: string): Promise { const makerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.makerTokenAddress, signedOrder.maker); const takerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.takerTokenAddress, senderAddress); const makerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.makerTokenAddress, signedOrder.maker); const takerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.takerTokenAddress, senderAddress); // exchangeRate is the price of one maker token denominated in taker tokens const exchangeRate = signedOrder.takerTokenAmount.div(signedOrder.makerTokenAmount); const fillMakerAmountInBaseUnits = fillTakerAmount.div(exchangeRate); if (fillTakerAmount.greaterThan(takerBalance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE); } if (fillTakerAmount.greaterThan(takerAllowance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE); } if (fillMakerAmountInBaseUnits.greaterThan(makerBalance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE); } if (fillMakerAmountInBaseUnits.greaterThan(makerAllowance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE); } const makerFeeBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, signedOrder.maker); const takerFeeBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, senderAddress); const makerFeeAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress, signedOrder.maker); const takerFeeAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress, senderAddress); if (signedOrder.takerFee.greaterThan(takerFeeBalance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_BALANCE); } if (signedOrder.takerFee.greaterThan(takerFeeAllowance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE); } if (signedOrder.makerFee.greaterThan(makerFeeBalance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_BALANCE); } if (signedOrder.makerFee.greaterThan(makerFeeAllowance)) { throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_ALLOWANCE); } } private throwErrorLogsAsErrors(logs: ContractEvent[]): void { const errEvent = _.find(logs, {event: 'LogError'}); if (!_.isUndefined(errEvent)) { const errCode = errEvent.args.errorId.toNumber(); const errMessage = this.exchangeContractErrCodesToMsg[errCode]; throw new Error(errMessage); } } private async isRoundingErrorAsync(takerTokenAmount: BigNumber.BigNumber, fillTakerAmount: BigNumber.BigNumber, makerTokenAmount: BigNumber.BigNumber): Promise { await assert.isUserAddressAvailableAsync(this.web3Wrapper); const exchangeInstance = await this.getExchangeContractAsync(); const isRoundingError = await exchangeInstance.isRoundingError.call( takerTokenAmount, fillTakerAmount, makerTokenAmount, ); return isRoundingError; } private async getExchangeContractAsync(): Promise { if (!_.isUndefined(this.exchangeContractIfExists)) { return this.exchangeContractIfExists; } const contractInstance = await this.instantiateContractIfExistsAsync((ExchangeArtifacts as any)); this.exchangeContractIfExists = contractInstance as ExchangeContract; return this.exchangeContractIfExists; } private async getZRXTokenAddressAsync(): Promise { const exchangeInstance = await this.getExchangeContractAsync(); return exchangeInstance.ZRX.call(); } }