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|
import { schemas } from '@0xproject/json-schemas';
import { BlockParamLiteral, DecodedLogArgs, LogWithDecodedArgs } 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,
ECSignature,
EventCallback,
ExchangeContractErrCodes,
ExchangeContractErrs,
IndexedFilterValues,
MethodOpts,
Order,
OrderAddresses,
OrderCancellationRequest,
OrderFillRequest,
OrderTransactionOpts,
OrderValues,
SignedOrder,
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<BigNumber> {
assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema);
const exchangeContract = await this._getExchangeContractAsync();
const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock;
let unavailableTakerTokenAmount = await exchangeContract.getUnavailableTakerTokenAmount.callAsync(
orderHash,
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<BigNumber> {
assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema);
const exchangeContract = await this._getExchangeContractAsync();
const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock;
let fillAmountInBaseUnits = await exchangeContract.filled.callAsync(orderHash, 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<BigNumber> {
assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema);
const exchangeContract = await this._getExchangeContractAsync();
const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock;
let cancelledAmountInBaseUnits = await exchangeContract.cancelled.callAsync(orderHash, 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<string> {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance);
const normalizedTakerAddress = takerAddress.toLowerCase();
assert.isETHAddressHex('takerAddress', normalizedTakerAddress);
await assert.isSenderAddressAsync('takerAddress', normalizedTakerAddress, this._web3Wrapper);
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<string> {
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);
const normalizedTakerAddress = takerAddress.toLowerCase();
assert.isETHAddressHex('takerAddress', normalizedTakerAddress);
await assert.isSenderAddressAsync('takerAddress', normalizedTakerAddress, this._web3Wrapper);
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<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 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<string> {
assert.doesConformToSchema('orderFillRequests', orderFillRequests, schemas.orderFillRequestsSchema);
const exchangeContractAddresses = _.map(
orderFillRequests,
orderFillRequest => orderFillRequest.signedOrder.exchangeContractAddress,
);
assert.hasAtMostOneUniqueValue(
exchangeContractAddresses,
ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress,
);
assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance);
const normalizedTakerAddress = takerAddress.toLowerCase();
assert.isETHAddressHex('takerAddress', normalizedTakerAddress);
await assert.isSenderAddressAsync('takerAddress', normalizedTakerAddress, this._web3Wrapper);
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<any> because _.unzip doesn't type check if values have different types :'(
const [orderAddressesArray, orderValuesArray, fillTakerTokenAmounts, vArray, rArray, sArray] = _.unzip<any>(
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<string> {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
const normalizedTakerAddress = takerAddress.toLowerCase();
assert.isETHAddressHex('takerAddress', normalizedTakerAddress);
await assert.isSenderAddressAsync('takerAddress', normalizedTakerAddress, this._web3Wrapper);
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<string> {
assert.doesConformToSchema('orderFillRequests', orderFillRequests, schemas.orderFillRequestsSchema);
const exchangeContractAddresses = _.map(
orderFillRequests,
orderFillRequest => orderFillRequest.signedOrder.exchangeContractAddress,
);
assert.hasAtMostOneUniqueValue(
exchangeContractAddresses,
ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress,
);
const normalizedTakerAddress = takerAddress.toLowerCase();
assert.isETHAddressHex('takerAddress', normalizedTakerAddress);
await assert.isSenderAddressAsync('takerAddress', normalizedTakerAddress, this._web3Wrapper);
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<any> because _.unzip doesn't type check if values have different types :'(
const [orderAddresses, orderValues, fillTakerTokenAmounts, vParams, rParams, sParams] = _.unzip<any>(
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<string> {
assert.doesConformToSchema('order', order, schemas.orderSchema);
assert.isValidBaseUnitAmount('takerTokenCancelAmount', cancelTakerTokenAmount);
await assert.isSenderAddressAsync('order.maker', order.maker, this._web3Wrapper);
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: order.maker,
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<string> {
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 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<any> because _.unzip doesn't type check if values have different types :'(
const [orderAddresses, orderValues, cancelTakerTokenAmounts] = _.unzip<any>(
orderAddressesValuesAndTakerTokenCancelAmounts,
);
const txHash = await exchangeInstance.batchCancelOrders.sendTransactionAsync(
orderAddresses,
orderValues,
cancelTakerTokenAmounts,
{
from: maker,
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<ArgsType extends ExchangeContractEventArgs>(
eventName: ExchangeEvents,
indexFilterValues: IndexedFilterValues,
callback: EventCallback<ArgsType>,
): string {
assert.doesBelongToStringEnum('eventName', eventName, ExchangeEvents);
assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema);
assert.isFunction('callback', callback);
const exchangeContractAddress = this.getContractAddress();
const subscriptionToken = this._subscribe<ArgsType>(
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<ArgsType extends ExchangeContractEventArgs>(
eventName: ExchangeEvents,
blockRange: BlockRange,
indexFilterValues: IndexedFilterValues,
): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
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<ArgsType>(
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<void> {
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<void> {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
const normalizedTakerAddress = takerAddress.toLowerCase();
assert.isETHAddressHex('takerAddress', normalizedTakerAddress);
await assert.isSenderAddressAsync('takerAddress', normalizedTakerAddress, this._web3Wrapper);
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<void> {
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<void> {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
const normalizedTakerAddress = takerAddress.toLowerCase();
assert.isETHAddressHex('takerAddress', normalizedTakerAddress);
await assert.isSenderAddressAsync('takerAddress', normalizedTakerAddress, this._web3Wrapper);
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<boolean> {
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<LogWithDecodedArgs<DecodedLogArgs> | Web3.LogEntry>): void {
const errLog = _.find(logs, {
event: ExchangeEvents.LogError,
});
if (!_.isUndefined(errLog)) {
const logArgs = (errLog as LogWithDecodedArgs<LogErrorContractEventArgs>).args;
const errCode = logArgs.errorId.toNumber();
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<boolean> {
assert.isHexString('dataHex', dataHex);
assert.doesConformToSchema('ecSignature', ecSignature, schemas.ecSignatureSchema);
assert.isETHAddressHex('signerAddressHex', signerAddressHex);
const exchangeInstance = await this._getExchangeContractAsync();
const isValidSignature = await exchangeInstance.isValidSignature.callAsync(
signerAddressHex,
dataHex,
ecSignature.v,
ecSignature.r,
ecSignature.s,
);
return isValidSignature;
}
private async _getOrderHashHexUsingContractCallAsync(order: Order | SignedOrder): Promise<string> {
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<ExchangeContract> {
if (!_.isUndefined(this._exchangeContractIfExists)) {
return this._exchangeContractIfExists;
}
const web3ContractInstance = await this._instantiateContractIfExistsAsync(
artifacts.ExchangeArtifact,
this._contractAddressIfExists,
);
const contractInstance = new ExchangeContract(web3ContractInstance, this._web3Wrapper.getContractDefaults());
this._exchangeContractIfExists = contractInstance;
return this._exchangeContractIfExists;
}
private async _getTokenTransferProxyAddressAsync(): Promise<string> {
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
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