1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
|
import { SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as _ from 'lodash';
import { ZeroEx } from '../0x';
import { ExchangeWrapper } from '../contract_wrappers/exchange_wrapper';
import { BalanceAndAllowanceFetcher } from '../abstract/balance_and_allowance_fetcher';
import { OrderFilledCancelledFetcher } from '../abstract/order_filled_cancelled_fetcher';
import { RemainingFillableCalculator } from '../order_watcher/remaining_fillable_calculator';
import { ExchangeContractErrs, OrderRelevantState, OrderState, OrderStateInvalid, OrderStateValid } from '../types';
const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
export class OrderStateUtils {
private _balanceAndAllowanceFetcher: BalanceAndAllowanceFetcher;
private _orderFilledCancelledFetcher: OrderFilledCancelledFetcher;
private static _validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void {
const unavailableTakerTokenAmount = orderRelevantState.cancelledTakerTokenAmount.add(
orderRelevantState.filledTakerTokenAmount,
);
const availableTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
if (availableTakerTokenAmount.eq(0)) {
throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
}
if (orderRelevantState.makerBalance.eq(0)) {
throw new Error(ExchangeContractErrs.InsufficientMakerBalance);
}
if (orderRelevantState.makerProxyAllowance.eq(0)) {
throw new Error(ExchangeContractErrs.InsufficientMakerAllowance);
}
if (!signedOrder.makerFee.eq(0)) {
if (orderRelevantState.makerFeeBalance.eq(0)) {
throw new Error(ExchangeContractErrs.InsufficientMakerFeeBalance);
}
if (orderRelevantState.makerFeeProxyAllowance.eq(0)) {
throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance);
}
}
const minFillableTakerTokenAmountWithinNoRoundingErrorRange = signedOrder.takerTokenAmount
.dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
.dividedBy(signedOrder.makerTokenAmount);
if (
orderRelevantState.remainingFillableTakerTokenAmount.lessThan(
minFillableTakerTokenAmountWithinNoRoundingErrorRange,
)
) {
throw new Error(ExchangeContractErrs.OrderFillRoundingError);
}
}
constructor(
balanceAndProxyAllowanceFetcher: BalanceAndAllowanceFetcher,
orderFilledCancelledFetcher: OrderFilledCancelledFetcher,
) {
this._balanceAndAllowanceFetcher = balanceAndProxyAllowanceFetcher;
this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
}
public async getOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
try {
OrderStateUtils._validateIfOrderIsValid(signedOrder, orderRelevantState);
const orderState: OrderStateValid = {
isValid: true,
orderHash,
orderRelevantState,
};
return orderState;
} catch (err) {
const orderState: OrderStateInvalid = {
isValid: false,
orderHash,
error: err.message,
};
return orderState;
}
}
public async getOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> {
// HACK: We access the private property here but otherwise the interface will be less nice.
// If we pass it from the instantiator - there is no opportunity to get it there
// because JS doesn't support async constructors.
// Moreover - it's cached under the hood so it's equivalent to an async constructor.
const exchange = (this._orderFilledCancelledFetcher as any)._exchange as ExchangeWrapper;
const zrxTokenAddress = exchange.getZRXTokenAddress();
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
const makerBalance = await this._balanceAndAllowanceFetcher.getBalanceAsync(
signedOrder.makerTokenAddress,
signedOrder.maker,
);
const makerProxyAllowance = await this._balanceAndAllowanceFetcher.getProxyAllowanceAsync(
signedOrder.makerTokenAddress,
signedOrder.maker,
);
const makerFeeBalance = await this._balanceAndAllowanceFetcher.getBalanceAsync(
zrxTokenAddress,
signedOrder.maker,
);
const makerFeeProxyAllowance = await this._balanceAndAllowanceFetcher.getProxyAllowanceAsync(
zrxTokenAddress,
signedOrder.maker,
);
const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
const cancelledTakerTokenAmount = await this._orderFilledCancelledFetcher.getCancelledTakerAmountAsync(
orderHash,
);
const unavailableTakerTokenAmount = await exchange.getUnavailableTakerAmountAsync(orderHash);
const totalMakerTokenAmount = signedOrder.makerTokenAmount;
const totalTakerTokenAmount = signedOrder.takerTokenAmount;
const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount);
const remainingMakerTokenAmount = remainingTakerTokenAmount
.times(totalMakerTokenAmount)
.dividedToIntegerBy(totalTakerTokenAmount);
const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
const isMakerTokenZRX = signedOrder.makerTokenAddress === zrxTokenAddress;
const remainingFillableCalculator = new RemainingFillableCalculator(
signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableFeeTokenAmount,
remainingMakerTokenAmount,
);
const remainingFillableMakerTokenAmount = remainingFillableCalculator.computeRemainingMakerFillable();
const remainingFillableTakerTokenAmount = remainingFillableCalculator.computeRemainingTakerFillable();
const orderRelevantState = {
makerBalance,
makerProxyAllowance,
makerFeeBalance,
makerFeeProxyAllowance,
filledTakerTokenAmount,
cancelledTakerTokenAmount,
remainingFillableMakerTokenAmount,
remainingFillableTakerTokenAmount,
};
return orderRelevantState;
}
}
|