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import * as _ from 'lodash';
import * as Web3 from 'web3';
import BigNumber from 'bignumber.js';
import {
ExchangeContractErrs,
SignedOrder,
OrderRelevantState,
MethodOpts,
OrderState,
OrderStateValid,
OrderStateInvalid,
} from '../types';
import {ZeroEx} from '../0x';
import {TokenWrapper} from '../contract_wrappers/token_wrapper';
import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper';
import {utils} from '../utils/utils';
import {constants} from '../utils/constants';
import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store';
import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store';
const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
export class OrderStateUtils {
private balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore;
private orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore;
constructor(balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore,
orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore) {
this.balanceAndProxyAllowanceLazyStore = balanceAndProxyAllowanceLazyStore;
this.orderFilledCancelledLazyStore = orderFilledCancelledLazyStore;
}
public async getOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
try {
this.validateIfOrderIsValid(signedOrder, orderRelevantState);
const orderState: OrderStateValid = {
isValid: true,
orderHash,
orderRelevantState,
};
return orderState;
} catch (err) {
const orderState: OrderStateInvalid = {
isValid: false,
orderHash,
error: err.message,
};
return orderState;
}
}
public async getOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> {
// HACK: We access the private property here but otherwise the interface will be less nice.
// If we pass it from the instantiator - there is no opportunity to get it there
// because JS doesn't support async constructors.
// Moreover - it's cached under the hood so it's equivalent to an async constructor.
const exchange = (this.orderFilledCancelledLazyStore as any).exchange as ExchangeWrapper;
const zrxTokenAddress = await exchange.getZRXTokenAddressAsync();
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
const makerBalance = await this.balanceAndProxyAllowanceLazyStore.getBalanceAsync(
signedOrder.makerTokenAddress, signedOrder.maker,
);
const makerProxyAllowance = await this.balanceAndProxyAllowanceLazyStore.getProxyAllowanceAsync(
signedOrder.makerTokenAddress, signedOrder.maker,
);
const makerFeeBalance = await this.balanceAndProxyAllowanceLazyStore.getBalanceAsync(
zrxTokenAddress, signedOrder.maker,
);
const makerFeeProxyAllowance = await this.balanceAndProxyAllowanceLazyStore.getProxyAllowanceAsync(
zrxTokenAddress, signedOrder.maker,
);
const filledTakerTokenAmount = await this.orderFilledCancelledLazyStore.getFilledTakerAmountAsync(orderHash);
const cancelledTakerTokenAmount = await this.orderFilledCancelledLazyStore.getCancelledTakerAmountAsync(
orderHash,
);
const unavailableTakerTokenAmount = await exchange.getUnavailableTakerAmountAsync(orderHash);
const totalMakerTokenAmount = signedOrder.makerTokenAmount;
const totalTakerTokenAmount = signedOrder.takerTokenAmount;
const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount);
const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount)
.dividedToIntegerBy(totalTakerTokenAmount);
const remainingFeeTokenAmount = remainingTakerTokenAmount.times(signedOrder.makerFee)
.dividedToIntegerBy(totalTakerTokenAmount);
const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
const remainingFillableMakerTokenAmount = this.calculateRemainingMakerTokenAmount(
transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount,
remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress,
zrxTokenAddress);
const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount
.times(totalTakerTokenAmount)
.dividedToIntegerBy(totalMakerTokenAmount);
const orderRelevantState = {
makerBalance,
makerProxyAllowance,
makerFeeBalance,
makerFeeProxyAllowance,
filledTakerTokenAmount,
cancelledTakerTokenAmount,
remainingFillableMakerTokenAmount,
remainingFillableTakerTokenAmount,
};
return orderRelevantState;
}
private calculateRemainingMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
if ((makerTokenAddress !== zrxTokenAddress || makerFeeAmount.isZero())) {
return this.calculateFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
} else {
return this.calculatePooledFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
}
}
private calculateFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
if (makerFeeAmount.isZero()) {
return BigNumber.min(remainingMakerAmount, transferrableMakerTokenAmount);
} else if (transferrableMakerTokenAmount.gte(remainingMakerAmount) &&
transferrableMakerFeeTokenAmount.gte(remainingMakerFeeAmount)) {
return remainingMakerAmount;
} else {
return this.calculatePartiallyFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
}
}
private calculatePooledFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
if (transferrableMakerTokenAmount.plus(transferrableMakerFeeTokenAmount).gte(
remainingMakerAmount.plus(remainingMakerFeeAmount))) {
return remainingMakerAmount;
} else {
return this.calculatePartiallyFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerAmount,
remainingMakerFeeAmount, totalMakerAmount, makerFeeAmount, makerTokenAddress,
zrxTokenAddress);
}
}
private calculatePartiallyFillableMakerTokenAmount(transferrableMakerTokenAmount: BigNumber,
transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerAmount: BigNumber,
remainingMakerFeeAmount: BigNumber,
totalMakerAmount: BigNumber, makerFeeAmount: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
const orderToFeeRatio = totalMakerAmount.dividedToIntegerBy(makerFeeAmount);
const fillableTimesInFeeToken = BigNumber.min(transferrableMakerFeeTokenAmount, remainingMakerFeeAmount);
let fillableTimesInMakerToken = transferrableMakerTokenAmount.dividedToIntegerBy(orderToFeeRatio);
if (makerTokenAddress === zrxTokenAddress) {
const totalFeeTokenPool = transferrableMakerTokenAmount.plus(transferrableMakerFeeTokenAmount);
fillableTimesInMakerToken = totalFeeTokenPool.dividedToIntegerBy(
orderToFeeRatio.plus(
ZeroEx.toBaseUnitAmount(new BigNumber(1), 18)));
}
return BigNumber.min(fillableTimesInMakerToken.times(orderToFeeRatio),
fillableTimesInFeeToken.times(orderToFeeRatio));
}
private 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);
}
// TODO Add linear function solver when maker token is ZRX #badass
// Return the max amount that's fillable
}
}
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