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import BigNumber from 'bignumber.js';
import * as _ from 'lodash';
import { ZeroEx } from '../0x';
import { ExchangeWrapper } from '../contract_wrappers/exchange_wrapper';
import { ExchangeContractErrs, Order, SignedOrder, TradeSide, TransferType, ZeroExError } from '../types';
import { constants } from '../utils/constants';
import { utils } from '../utils/utils';
import { ExchangeTransferSimulator } from './exchange_transfer_simulator';
export class OrderValidationUtils {
private _exchangeWrapper: ExchangeWrapper;
public static validateCancelOrderThrowIfInvalid(
order: Order,
cancelTakerTokenAmount: BigNumber,
unavailableTakerTokenAmount: BigNumber,
): void {
if (cancelTakerTokenAmount.eq(0)) {
throw new Error(ExchangeContractErrs.OrderCancelAmountZero);
}
if (order.takerTokenAmount.eq(unavailableTakerTokenAmount)) {
throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
}
const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
throw new Error(ExchangeContractErrs.OrderCancelExpired);
}
}
public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTradeEmulator: ExchangeTransferSimulator,
signedOrder: SignedOrder,
fillTakerTokenAmount: BigNumber,
senderAddress: string,
zrxTokenAddress: string,
): Promise<void> {
const fillMakerTokenAmount = OrderValidationUtils._getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerTokenAmount,
);
await exchangeTradeEmulator.transferFromAsync(
signedOrder.makerTokenAddress,
signedOrder.maker,
senderAddress,
fillMakerTokenAmount,
TradeSide.Maker,
TransferType.Trade,
);
await exchangeTradeEmulator.transferFromAsync(
signedOrder.takerTokenAddress,
senderAddress,
signedOrder.maker,
fillTakerTokenAmount,
TradeSide.Taker,
TransferType.Trade,
);
const makerFeeAmount = OrderValidationUtils._getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerFee,
);
await exchangeTradeEmulator.transferFromAsync(
zrxTokenAddress,
signedOrder.maker,
signedOrder.feeRecipient,
makerFeeAmount,
TradeSide.Maker,
TransferType.Fee,
);
const takerFeeAmount = OrderValidationUtils._getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.takerFee,
);
await exchangeTradeEmulator.transferFromAsync(
zrxTokenAddress,
senderAddress,
signedOrder.feeRecipient,
takerFeeAmount,
TradeSide.Taker,
TransferType.Fee,
);
}
private static _validateRemainingFillAmountNotZeroOrThrow(
takerTokenAmount: BigNumber,
unavailableTakerTokenAmount: BigNumber,
) {
if (takerTokenAmount.eq(unavailableTakerTokenAmount)) {
throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
}
}
private static _validateOrderNotExpiredOrThrow(expirationUnixTimestampSec: BigNumber) {
const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
if (expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
throw new Error(ExchangeContractErrs.OrderFillExpired);
}
}
private static _getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
const fillMakerTokenAmount = numerator
.mul(target)
.div(denominator)
.round(0);
return fillMakerTokenAmount;
}
constructor(exchangeWrapper: ExchangeWrapper) {
this._exchangeWrapper = exchangeWrapper;
}
public async validateOrderFillableOrThrowAsync(
exchangeTradeEmulator: ExchangeTransferSimulator,
signedOrder: SignedOrder,
zrxTokenAddress: string,
expectedFillTakerTokenAmount?: BigNumber,
): Promise<void> {
const orderHash = utils.getOrderHashHex(signedOrder);
const unavailableTakerTokenAmount = await this._exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
signedOrder.takerTokenAmount,
unavailableTakerTokenAmount,
);
OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
let fillTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
if (!_.isUndefined(expectedFillTakerTokenAmount)) {
fillTakerTokenAmount = expectedFillTakerTokenAmount;
}
const fillMakerTokenAmount = OrderValidationUtils._getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerTokenAmount,
);
await exchangeTradeEmulator.transferFromAsync(
signedOrder.makerTokenAddress,
signedOrder.maker,
signedOrder.taker,
fillMakerTokenAmount,
TradeSide.Maker,
TransferType.Trade,
);
const makerFeeAmount = OrderValidationUtils._getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerFee,
);
await exchangeTradeEmulator.transferFromAsync(
zrxTokenAddress,
signedOrder.maker,
signedOrder.feeRecipient,
makerFeeAmount,
TradeSide.Maker,
TransferType.Fee,
);
}
public async validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator: ExchangeTransferSimulator,
signedOrder: SignedOrder,
fillTakerTokenAmount: BigNumber,
takerAddress: string,
zrxTokenAddress: string,
): Promise<BigNumber> {
if (fillTakerTokenAmount.eq(0)) {
throw new Error(ExchangeContractErrs.OrderFillAmountZero);
}
const orderHash = utils.getOrderHashHex(signedOrder);
if (!ZeroEx.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker)) {
throw new Error(ZeroExError.InvalidSignature);
}
const unavailableTakerTokenAmount = await this._exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
signedOrder.takerTokenAmount,
unavailableTakerTokenAmount,
);
if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== takerAddress) {
throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
}
OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
const remainingTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
const filledTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount)
? remainingTakerTokenAmount
: fillTakerTokenAmount;
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTradeEmulator,
signedOrder,
filledTakerTokenAmount,
takerAddress,
zrxTokenAddress,
);
const wouldRoundingErrorOccur = await this._exchangeWrapper.isRoundingErrorAsync(
filledTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerTokenAmount,
);
if (wouldRoundingErrorOccur) {
throw new Error(ExchangeContractErrs.OrderFillRoundingError);
}
return filledTakerTokenAmount;
}
public async validateFillOrKillOrderThrowIfInvalidAsync(
exchangeTradeEmulator: ExchangeTransferSimulator,
signedOrder: SignedOrder,
fillTakerTokenAmount: BigNumber,
takerAddress: string,
zrxTokenAddress: string,
): Promise<void> {
const filledTakerTokenAmount = await this.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator,
signedOrder,
fillTakerTokenAmount,
takerAddress,
zrxTokenAddress,
);
if (filledTakerTokenAmount !== fillTakerTokenAmount) {
throw new Error(ExchangeContractErrs.InsufficientRemainingFillAmount);
}
}
}
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