aboutsummaryrefslogtreecommitdiffstats
path: root/src/contract_wrappers/exchange_wrapper.ts
blob: b67fd33ac3d53f8418b14c705c33a27755b2e929 (plain) (blame)
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
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
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,
    SignedOrder,
    ContractEvent,
    ZeroExError,
    ExchangeEvents,
    SubscriptionOpts,
    IndexFilterValues,
    CreateContractEvent,
    ContractEventObj,
    EventCallback,
    ContractResponse,
} 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} 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;
    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 senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync();
        const exchangeInstance = await this.getExchangeContractAsync();

        const isValidSignature = await exchangeInstance.isValidSignature.call(
            signerAddressHex,
            dataHex,
            ecSignature.v,
            ecSignature.r,
            ecSignature.s,
            {
                from: senderAddress,
            },
        );
        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 a fillAmount 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, fillTakerAmount: BigNumber.BigNumber,
                                shouldCheckTransfer: boolean): Promise<void> {
        assert.doesConformToSchema('signedOrder',
                                   SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object),
                                   signedOrderSchema);
        assert.isBigNumber('fillTakerAmount', fillTakerAmount);
        assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);

        const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync();
        const exchangeInstance = await this.getExchangeContractAsync();
        await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, senderAddress);

        const orderAddresses: OrderAddresses = [
            signedOrder.maker,
            signedOrder.taker,
            signedOrder.makerTokenAddress,
            signedOrder.takerTokenAddress,
            signedOrder.feeRecipient,
        ];
        const orderValues: OrderValues = [
            signedOrder.makerTokenAmount,
            signedOrder.takerTokenAmount,
            signedOrder.makerFee,
            signedOrder.takerFee,
            signedOrder.expirationUnixTimestampSec,
            signedOrder.salt,
        ];
        const gas = await exchangeInstance.fill.estimateGas(
            orderAddresses,
            orderValues,
            fillTakerAmount,
            shouldCheckTransfer,
            signedOrder.ecSignature.v,
            signedOrder.ecSignature.r,
            signedOrder.ecSignature.s,
            {
                from: senderAddress,
            },
        );
        const response: ContractResponse = await exchangeInstance.fill(
            orderAddresses,
            orderValues,
            fillTakerAmount,
            shouldCheckTransfer,
            signedOrder.ecSignature.v,
            signedOrder.ecSignature.r,
            signedOrder.ecSignature.s,
            {
                from: senderAddress,
                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 stopWatchingExchangeLogEventsAsync() {
        for (const logEventObj of this.exchangeLogEventObjs) {
            await promisify(logEventObj.stopWatching, logEventObj)();
        }
        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 = Date.now() / 1000;
        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);
        }
    }

    /**
     * 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
     * TODO: 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> {
        const exchangeInstance = await this.getExchangeContractAsync();
        const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync();
        const isRoundingError = await exchangeInstance.isRoundingError.call(
            takerTokenAmount, fillTakerAmount, makerTokenAmount, {
                from: senderAddress,
            },
        );
        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();
    }
}