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|
import * as _ from 'lodash';
import * as BigNumber from 'bignumber.js';
import promisify = require('es6-promisify');
import {Web3Wrapper} from '../web3_wrapper';
import {
ECSignature,
ExchangeContract,
ExchangeContractErrCodes,
ExchangeContractErrs,
OrderValues,
OrderAddresses,
Order,
SignedOrder,
ContractEvent,
ExchangeEvents,
SubscriptionOpts,
IndexFilterValues,
CreateContractEvent,
ContractEventObj,
EventCallback,
ContractResponse,
OrderCancellationRequest,
OrderFillRequest,
} from '../types';
import {assert} from '../utils/assert';
import {utils} from '../utils/utils';
import {ContractWrapper} from './contract_wrapper';
import * as ExchangeArtifacts from '../artifacts/Exchange.json';
import {ecSignatureSchema} from '../schemas/ec_signature_schema';
import {signedOrderSchema, orderSchema} from '../schemas/order_schemas';
import {SchemaValidator} from '../utils/schema_validator';
import {constants} from '../utils/constants';
import {TokenWrapper} from './token_wrapper';
export class ExchangeWrapper extends ContractWrapper {
private exchangeContractErrCodesToMsg = {
[ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED,
[ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED,
[ExchangeContractErrCodes.ERROR_FILL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO,
[ExchangeContractErrCodes.ERROR_CANCEL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO,
[ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR,
[ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.FILL_BALANCE_ALLOWANCE_ERROR,
};
private exchangeContractIfExists?: ExchangeContract;
private exchangeLogEventObjs: ContractEventObj[];
private tokenWrapper: TokenWrapper;
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, tokenWrapper: TokenWrapper) {
super(web3Wrapper);
this.tokenWrapper = tokenWrapper;
this.exchangeLogEventObjs = [];
}
public async invalidateContractInstanceAsync(): Promise<void> {
await this.stopWatchingExchangeLogEventsAsync();
delete this.exchangeContractIfExists;
}
public async isValidSignatureAsync(dataHex: string, ecSignature: ECSignature,
signerAddressHex: string): Promise<boolean> {
assert.isHexString('dataHex', dataHex);
assert.doesConformToSchema('ecSignature', ecSignature, ecSignatureSchema);
assert.isETHAddressHex('signerAddressHex', signerAddressHex);
const exchangeInstance = await this.getExchangeContractAsync();
const isValidSignature = await exchangeInstance.isValidSignature.call(
signerAddressHex,
dataHex,
ecSignature.v,
ecSignature.r,
ecSignature.s,
);
return isValidSignature;
}
/**
* 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.
*/
public async getUnavailableTakerAmountAsync(orderHashHex: string): Promise<BigNumber.BigNumber> {
assert.isValidOrderHash('orderHashHex', orderHashHex);
const exchangeContract = await this.getExchangeContractAsync();
let unavailableAmountInBaseUnits = await exchangeContract.getUnavailableValueT.call(orderHashHex);
// Wrap BigNumbers returned from web3 with our own (later) version of BigNumber
unavailableAmountInBaseUnits = new BigNumber(unavailableAmountInBaseUnits);
return unavailableAmountInBaseUnits;
}
/**
* Retrieve the takerAmount of an order that has already been filled.
*/
public async getFilledTakerAmountAsync(orderHashHex: string): Promise<BigNumber.BigNumber> {
assert.isValidOrderHash('orderHashHex', orderHashHex);
const exchangeContract = await this.getExchangeContractAsync();
let fillAmountInBaseUnits = await exchangeContract.filled.call(orderHashHex);
// 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.
*/
public async getCanceledTakerAmountAsync(orderHashHex: string): Promise<BigNumber.BigNumber> {
assert.isValidOrderHash('orderHashHex', orderHashHex);
const exchangeContract = await this.getExchangeContractAsync();
let cancelledAmountInBaseUnits = await exchangeContract.cancelled.call(orderHashHex);
// 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 `shouldCheckTransfer`. If true, the smart contract will not throw if while
* executing, the parties do not have sufficient balances/allowances, preserving gas costs. Setting it to
* false forgoes this check and causes the smart contract to throw instead.
*/
public async fillOrderAsync(signedOrder: SignedOrder, takerTokenFillAmount: BigNumber.BigNumber,
shouldCheckTransfer: boolean, takerAddress: string): Promise<void> {
assert.doesConformToSchema('signedOrder',
SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object),
signedOrderSchema);
assert.isBigNumber('takerTokenFillAmount', takerTokenFillAmount);
assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
const exchangeInstance = await this.getExchangeContractAsync();
await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, takerTokenFillAmount, takerAddress);
const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder);
const gas = await exchangeInstance.fill.estimateGas(
orderAddresses,
orderValues,
takerTokenFillAmount,
shouldCheckTransfer,
signedOrder.ecSignature.v,
signedOrder.ecSignature.r,
signedOrder.ecSignature.s,
{
from: takerAddress,
},
);
const response: ContractResponse = await exchangeInstance.fill(
orderAddresses,
orderValues,
takerTokenFillAmount,
shouldCheckTransfer,
signedOrder.ecSignature.v,
signedOrder.ecSignature.r,
signedOrder.ecSignature.s,
{
from: takerAddress,
gas,
},
);
this.throwErrorLogsAsErrors(response.logs);
}
/**
* Batch version of fillOrderAsync.
* Executes multiple fills atomically in a single transaction.
* If shouldCheckTransfer is set to true, it will continue filling subsequent orders even when earlier ones fail.
* When shouldCheckTransfer is set to false, if any fill fails, the entire batch fails.
*/
public async batchFillOrderAsync(orderFillRequests: OrderFillRequest[],
shouldCheckTransfer: boolean, takerAddress: string): Promise<void> {
assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
_.forEach(orderFillRequests,
async (orderFillRequest: OrderFillRequest, i: number) => {
assert.doesConformToSchema(`orderFillRequests[${i}].signedOrder`,
SchemaValidator.convertToJSONSchemaCompatibleObject(orderFillRequest.signedOrder as object),
signedOrderSchema);
assert.isBigNumber(`orderFillRequests[${i}].takerTokenFillAmount`, orderFillRequest.takerTokenFillAmount);
await this.validateFillOrderAndThrowIfInvalidAsync(
orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, takerAddress);
});
if (_.isEmpty(orderFillRequests)) {
return; // no-op
}
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, takerTokenFillAmountArray, vArray, rArray, sArray] = _.unzip<any>(
orderAddressesValuesAmountsAndSignatureArray,
);
const exchangeInstance = await this.getExchangeContractAsync();
const gas = await exchangeInstance.batchFill.estimateGas(
orderAddressesArray,
orderValuesArray,
takerTokenFillAmountArray,
shouldCheckTransfer,
vArray,
rArray,
sArray,
{
from: takerAddress,
},
);
const response: ContractResponse = await exchangeInstance.batchFill(
orderAddressesArray,
orderValuesArray,
takerTokenFillAmountArray,
shouldCheckTransfer,
vArray,
rArray,
sArray,
{
from: takerAddress,
gas,
},
);
this.throwErrorLogsAsErrors(response.logs);
}
/**
* Attempts to fill a specific amount of an order. If the entire amount specified cannot be filled,
* the fill order is abandoned.
*/
public async fillOrKillOrderAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber,
takerAddress: string) {
assert.doesConformToSchema('signedOrder',
SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object),
signedOrderSchema);
assert.isBigNumber('fillTakerAmount', fillTakerAmount);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
const exchangeInstance = await this.getExchangeContractAsync();
await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress);
// Check that fillValue available >= fillTakerAmount
const orderHashHex = await this.getOrderHashHexAsync(signedOrder);
const unavailableTakerAmount = await this.getUnavailableTakerAmountAsync(orderHashHex);
const remainingTakerAmount = signedOrder.takerTokenAmount.minus(unavailableTakerAmount);
if (remainingTakerAmount < fillTakerAmount) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_REMAINING_FILL_AMOUNT);
}
const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder);
const gas = await exchangeInstance.fillOrKill.estimateGas(
orderAddresses,
orderValues,
fillTakerAmount,
signedOrder.ecSignature.v,
signedOrder.ecSignature.r,
signedOrder.ecSignature.s,
{
from: takerAddress,
},
);
const response: ContractResponse = await exchangeInstance.fillOrKill(
orderAddresses,
orderValues,
fillTakerAmount,
signedOrder.ecSignature.v,
signedOrder.ecSignature.r,
signedOrder.ecSignature.s,
{
from: takerAddress,
gas,
},
);
this.throwErrorLogsAsErrors(response.logs);
}
/**
* Cancel a given fill amount of an order. Cancellations are cumulative.
*/
public async cancelOrderAsync(
order: Order|SignedOrder, takerTokenCancelAmount: BigNumber.BigNumber): Promise<void> {
assert.doesConformToSchema('order',
SchemaValidator.convertToJSONSchemaCompatibleObject(order as object),
orderSchema);
assert.isBigNumber('takerTokenCancelAmount', takerTokenCancelAmount);
await assert.isSenderAddressAsync('order.maker', order.maker, this.web3Wrapper);
const exchangeInstance = await this.getExchangeContractAsync();
await this.validateCancelOrderAndThrowIfInvalidAsync(order, takerTokenCancelAmount);
const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(order);
const gas = await exchangeInstance.cancel.estimateGas(
orderAddresses,
orderValues,
takerTokenCancelAmount,
{
from: order.maker,
},
);
const response: ContractResponse = await exchangeInstance.cancel(
orderAddresses,
orderValues,
takerTokenCancelAmount,
{
from: order.maker,
gas,
},
);
this.throwErrorLogsAsErrors(response.logs);
}
/**
* Batch version of cancelOrderAsync. Atomically cancels multiple orders in a single transaction.
* All orders must be from the same maker.
*/
public async batchCancelOrderAsync(orderCancellationRequests: OrderCancellationRequest[]): Promise<void> {
if (_.isEmpty(orderCancellationRequests)) {
return; // no-op
}
const makers = _.map(orderCancellationRequests, cancellationRequest => cancellationRequest.order.maker);
assert.assert(_.uniq(makers).length === 1, ExchangeContractErrs.MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH);
const maker = makers[0];
await assert.isSenderAddressAsync('maker', maker, this.web3Wrapper);
_.forEach(orderCancellationRequests,
async (cancellationRequest: OrderCancellationRequest, i: number) => {
assert.doesConformToSchema(`orderCancellationRequests[${i}].order`,
SchemaValidator.convertToJSONSchemaCompatibleObject(cancellationRequest.order as object), orderSchema,
);
assert.isBigNumber(`orderCancellationRequests[${i}].takerTokenCancelAmount`,
cancellationRequest.takerTokenCancelAmount,
);
await this.validateCancelOrderAndThrowIfInvalidAsync(
cancellationRequest.order, cancellationRequest.takerTokenCancelAmount,
);
});
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, takerTokenCancelAmounts] =
_.unzip<any>(orderAddressesValuesAndTakerTokenCancelAmounts);
const gas = await exchangeInstance.batchCancel.estimateGas(
orderAddresses,
orderValues,
takerTokenCancelAmounts,
{
from: maker,
},
);
const response: ContractResponse = await exchangeInstance.batchCancel(
orderAddresses,
orderValues,
takerTokenCancelAmounts,
{
from: maker,
gas,
},
);
this.throwErrorLogsAsErrors(response.logs);
}
/**
* Subscribe to an event type emitted by the Exchange smart contract
*/
public async subscribeAsync(eventName: ExchangeEvents, subscriptionOpts: SubscriptionOpts,
indexFilterValues: IndexFilterValues, callback: EventCallback) {
const exchangeContract = await this.getExchangeContractAsync();
let createLogEvent: CreateContractEvent;
switch (eventName) {
case ExchangeEvents.LogFill:
createLogEvent = exchangeContract.LogFill;
break;
case ExchangeEvents.LogError:
createLogEvent = exchangeContract.LogError;
break;
case ExchangeEvents.LogCancel:
createLogEvent = exchangeContract.LogCancel;
break;
default:
utils.spawnSwitchErr('ExchangeEvents', eventName);
return;
}
const logEventObj: ContractEventObj = createLogEvent(indexFilterValues, subscriptionOpts);
logEventObj.watch(callback);
this.exchangeLogEventObjs.push(logEventObj);
}
private async getOrderHashHexAsync(order: Order|SignedOrder): Promise<string> {
const exchangeInstance = await this.getExchangeContractAsync();
const orderHashHex = utils.getOrderHashHex(order, exchangeInstance.address);
return orderHashHex;
}
private async stopWatchingExchangeLogEventsAsync() {
const stopWatchingPromises = _.map(this.exchangeLogEventObjs, logEventObj => {
return promisify(logEventObj.stopWatching, logEventObj)();
});
await Promise.all(stopWatchingPromises);
this.exchangeLogEventObjs = [];
}
private async validateFillOrderAndThrowIfInvalidAsync(signedOrder: SignedOrder,
fillTakerAmount: BigNumber.BigNumber,
senderAddress: string): Promise<void> {
if (fillTakerAmount.eq(0)) {
throw new Error(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO);
}
if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== senderAddress) {
throw new Error(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER);
}
const currentUnixTimestampSec = utils.getCurrentUnixTimestamp();
if (signedOrder.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
throw new Error(ExchangeContractErrs.ORDER_FILL_EXPIRED);
}
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
await this.validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder, fillTakerAmount,
senderAddress, zrxTokenAddress);
const wouldRoundingErrorOccur = await this.isRoundingErrorAsync(
signedOrder.takerTokenAmount, fillTakerAmount, signedOrder.makerTokenAmount,
);
if (wouldRoundingErrorOccur) {
throw new Error(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR);
}
}
private async validateCancelOrderAndThrowIfInvalidAsync(
order: Order, takerTokenCancelAmount: BigNumber.BigNumber): Promise<void> {
if (takerTokenCancelAmount.eq(0)) {
throw new Error(ExchangeContractErrs.ORDER_CANCEL_AMOUNT_ZERO);
}
const orderHash = await this.getOrderHashHexAsync(order);
const unavailableAmount = await this.getUnavailableTakerAmountAsync(orderHash);
if (order.takerTokenAmount.minus(unavailableAmount).eq(0)) {
throw new Error(ExchangeContractErrs.ORDER_ALREADY_CANCELLED_OR_FILLED);
}
const currentUnixTimestampSec = utils.getCurrentUnixTimestamp();
if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
throw new Error(ExchangeContractErrs.ORDER_CANCEL_EXPIRED);
}
}
/**
* This method does not currently validate the edge-case where the makerToken or takerToken is also the token used
* to pay fees (ZRX). It is possible for them to have enough for fees and the transfer but not both.
* Handling the edge-cases that arise when this happens would require making sure that the user has sufficient
* funds to pay both the fees and the transfer amount. We decided to punt on this for now as the contracts
* will throw for these edge-cases.
* TODO: Throw errors before calling the smart contract for these edge-cases in order to minimize
* the callers gas costs.
*/
private async validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder: SignedOrder,
fillTakerAmount: BigNumber.BigNumber,
senderAddress: string,
zrxTokenAddress: string): Promise<void> {
const makerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.makerTokenAddress,
signedOrder.maker);
const takerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.takerTokenAddress, senderAddress);
const makerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.makerTokenAddress,
signedOrder.maker);
const takerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.takerTokenAddress,
senderAddress);
// exchangeRate is the price of one maker token denominated in taker tokens
const exchangeRate = signedOrder.takerTokenAmount.div(signedOrder.makerTokenAmount);
const fillMakerAmountInBaseUnits = fillTakerAmount.div(exchangeRate);
if (fillTakerAmount.greaterThan(takerBalance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE);
}
if (fillTakerAmount.greaterThan(takerAllowance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE);
}
if (fillMakerAmountInBaseUnits.greaterThan(makerBalance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE);
}
if (fillMakerAmountInBaseUnits.greaterThan(makerAllowance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE);
}
const makerFeeBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress,
signedOrder.maker);
const takerFeeBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, senderAddress);
const makerFeeAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress,
signedOrder.maker);
const takerFeeAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress,
senderAddress);
if (signedOrder.takerFee.greaterThan(takerFeeBalance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_BALANCE);
}
if (signedOrder.takerFee.greaterThan(takerFeeAllowance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE);
}
if (signedOrder.makerFee.greaterThan(makerFeeBalance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_BALANCE);
}
if (signedOrder.makerFee.greaterThan(makerFeeAllowance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_ALLOWANCE);
}
}
private throwErrorLogsAsErrors(logs: ContractEvent[]): void {
const errEvent = _.find(logs, {event: 'LogError'});
if (!_.isUndefined(errEvent)) {
const errCode = errEvent.args.errorId.toNumber();
const errMessage = this.exchangeContractErrCodesToMsg[errCode];
throw new Error(errMessage);
}
}
private async isRoundingErrorAsync(takerTokenAmount: BigNumber.BigNumber,
fillTakerAmount: BigNumber.BigNumber,
makerTokenAmount: BigNumber.BigNumber): Promise<boolean> {
await assert.isUserAddressAvailableAsync(this.web3Wrapper);
const exchangeInstance = await this.getExchangeContractAsync();
const isRoundingError = await exchangeInstance.isRoundingError.call(
takerTokenAmount, fillTakerAmount, makerTokenAmount,
);
return isRoundingError;
}
private async getExchangeContractAsync(): Promise<ExchangeContract> {
if (!_.isUndefined(this.exchangeContractIfExists)) {
return this.exchangeContractIfExists;
}
const contractInstance = await this.instantiateContractIfExistsAsync((ExchangeArtifacts as any));
this.exchangeContractIfExists = contractInstance as ExchangeContract;
return this.exchangeContractIfExists;
}
private async getZRXTokenAddressAsync(): Promise<string> {
const exchangeInstance = await this.getExchangeContractAsync();
return exchangeInstance.ZRX.call();
}
}
|