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import { ExchangeContractErrs, Order, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as _ from 'lodash';
import { OrderError, TradeSide, TransferType } from './types';
import { constants } from './constants';
import { ExchangeTransferSimulator } from './exchange_transfer_simulator';
import { ExchangeContract } from './generated_contract_wrappers/exchange';
import { orderHashUtils } from './order_hash';
import { isValidECSignature, parseECSignature } from './signature_utils';
import { utils } from './utils';
export class OrderValidationUtils {
private _exchangeContract: ExchangeContract;
// TODO: Write some tests for the function
// const numerator = new BigNumber(20);
// const denominator = new BigNumber(999);
// const target = new BigNumber(50);
// rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1%
public static isRoundingError(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean {
// Solidity's mulmod() in JS
// Source: https://solidity.readthedocs.io/en/latest/units-and-global-variables.html#mathematical-and-cryptographic-functions
if (denominator.eq(0)) {
throw new Error('denominator cannot be 0');
}
const remainder = target.mul(numerator).mod(denominator);
if (remainder.eq(0)) {
return false; // no rounding error
}
// tslint:disable-next-line:custom-no-magic-numbers
const errPercentageTimes1000000 = remainder.mul(1000000).div(numerator.mul(target));
// tslint:disable-next-line:custom-no-magic-numbers
const isError = errPercentageTimes1000000.gt(1000);
return isError;
}
public static validateCancelOrderThrowIfInvalid(
order: Order,
cancelTakerTokenAmount: BigNumber,
filledTakerTokenAmount: BigNumber,
): void {
if (cancelTakerTokenAmount.eq(0)) {
throw new Error(ExchangeContractErrs.OrderCancelAmountZero);
}
if (order.takerAssetAmount.eq(filledTakerTokenAmount)) {
throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
}
const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
if (order.expirationTimeSeconds.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.takerAssetAmount,
signedOrder.makerAssetAmount,
);
await exchangeTradeEmulator.transferFromAsync(
signedOrder.makerAssetData,
signedOrder.makerAddress,
senderAddress,
fillMakerTokenAmount,
TradeSide.Maker,
TransferType.Trade,
);
await exchangeTradeEmulator.transferFromAsync(
signedOrder.takerAssetData,
senderAddress,
signedOrder.makerAddress,
fillTakerTokenAmount,
TradeSide.Taker,
TransferType.Trade,
);
const makerFeeAmount = OrderValidationUtils._getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerAssetAmount,
signedOrder.makerFee,
);
await exchangeTradeEmulator.transferFromAsync(
zrxTokenAddress,
signedOrder.makerAddress,
signedOrder.feeRecipientAddress,
makerFeeAmount,
TradeSide.Maker,
TransferType.Fee,
);
const takerFeeAmount = OrderValidationUtils._getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerAssetAmount,
signedOrder.takerFee,
);
await exchangeTradeEmulator.transferFromAsync(
zrxTokenAddress,
senderAddress,
signedOrder.feeRecipientAddress,
takerFeeAmount,
TradeSide.Taker,
TransferType.Fee,
);
}
private static _validateRemainingFillAmountNotZeroOrThrow(
takerAssetAmount: BigNumber,
filledTakerTokenAmount: BigNumber,
): void {
if (takerAssetAmount.eq(filledTakerTokenAmount)) {
throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
}
}
private static _validateOrderNotExpiredOrThrow(expirationTimeSeconds: BigNumber): void {
const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
if (expirationTimeSeconds.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(exchangeContract: ExchangeContract) {
this._exchangeContract = exchangeContract;
}
public async validateOrderFillableOrThrowAsync(
exchangeTradeEmulator: ExchangeTransferSimulator,
signedOrder: SignedOrder,
zrxTokenAddress: string,
expectedFillTakerTokenAmount?: BigNumber,
): Promise<void> {
const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash);
OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
signedOrder.takerAssetAmount,
filledTakerTokenAmount,
);
OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
let fillTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
if (!_.isUndefined(expectedFillTakerTokenAmount)) {
fillTakerTokenAmount = expectedFillTakerTokenAmount;
}
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTradeEmulator,
signedOrder,
fillTakerTokenAmount,
signedOrder.takerAddress,
zrxTokenAddress,
);
}
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 = orderHashUtils.getOrderHashHex(signedOrder);
// TODO: Verify all signature types! To do this, we need access to a Provider...
const ecSignature = parseECSignature(signedOrder.signature);
if (!isValidECSignature(orderHash, ecSignature, signedOrder.makerAddress)) {
throw new Error(OrderError.InvalidSignature);
}
const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash);
OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
signedOrder.takerAssetAmount,
filledTakerTokenAmount,
);
if (signedOrder.takerAddress !== constants.NULL_ADDRESS && signedOrder.takerAddress !== takerAddress) {
throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
}
OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
const remainingTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
const desiredFillTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount)
? remainingTakerTokenAmount
: fillTakerTokenAmount;
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTradeEmulator,
signedOrder,
desiredFillTakerTokenAmount,
takerAddress,
zrxTokenAddress,
);
const wouldRoundingErrorOccur = await OrderValidationUtils.isRoundingError(
filledTakerTokenAmount,
signedOrder.takerAssetAmount,
signedOrder.makerAssetAmount,
);
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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