Implement batchFillOrKill and tests

3 files changed, 157 insertions, 58 deletions

diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index 4f132656e..901ea4749 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -10,6 +10,7 @@ import {
     OrderValues,
     OrderAddresses,
     Order,
+    OrderFillOrKillRequest,
     SignedOrder,
     ContractEvent,
     ExchangeEvents,
@@ -188,13 +189,8 @@ export class ExchangeWrapper extends ContractWrapper {
         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);
-        }
+        await this.validateFillOrKillOrderAndThrowIfInvalidAsync(signedOrder, exchangeInstance.address,
+                                                                 fillTakerAmount);
 
         const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder);
 
@@ -224,6 +220,62 @@ export class ExchangeWrapper extends ContractWrapper {
         this.throwErrorLogsAsErrors(response.logs);
     }
     /**
+     * Batch version of fillOrKill. Allows a taker to specify a batch of orders that will either be atomically
+     * filled to the desired fillAmount or aborted.
+     */
+    public async batchFillOrKillAsync(orderFillOrKillRequests: OrderFillOrKillRequest[],
+                                      takerAddress: string) {
+        await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
+        const exchangeInstance = await this.getExchangeContractAsync();
+        _.each(orderFillOrKillRequests, request => {
+            assert.doesConformToSchema('signedOrder',
+                              SchemaValidator.convertToJSONSchemaCompatibleObject(request.signedOrder as object),
+                              signedOrderSchema);
+            assert.isBigNumber('fillTakerAmount', request.fillTakerAmount);
+            this.validateFillOrKillOrderAndThrowIfInvalidAsync(request.signedOrder,
+                                                               exchangeInstance.address,
+                                                               request.fillTakerAmount);
+        });
+
+        const orderAddressesValuesAndTakerTokenFillAmounts = _.map(orderFillOrKillRequests, request => {
+            return [
+                ...ExchangeWrapper.getOrderAddressesAndValues(request.signedOrder),
+                request.fillTakerAmount,
+                request.signedOrder.ecSignature.v,
+                request.signedOrder.ecSignature.r,
+                request.signedOrder.ecSignature.s,
+            ];
+        });
+
+        const [orderAddresses, orderValues, fillTakerAmounts, vParams, rParams, sParams] =
+              _.unzip<any>(orderAddressesValuesAndTakerTokenFillAmounts);
+
+        const gas = await exchangeInstance.batchFillOrKill.estimateGas(
+         orderAddresses,
+         orderValues,
+         fillTakerAmounts,
+         vParams,
+         rParams,
+         sParams,
+         {
+             from: takerAddress,
+         },
+        );
+        const response: ContractResponse = await exchangeInstance.batchFillOrKill(
+            orderAddresses,
+            orderValues,
+            fillTakerAmounts,
+            vParams,
+            rParams,
+            sParams,
+         {
+             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):
@@ -334,6 +386,17 @@ export class ExchangeWrapper extends ContractWrapper {
             throw new Error(ExchangeContractErrs.ORDER_CANCEL_EXPIRED);
         }
     }
+    private async validateFillOrKillOrderAndThrowIfInvalidAsync(signedOrder: SignedOrder,
+                                                                exchangeAddress: string,
+                                                                fillTakerAmount: BigNumber.BigNumber) {
+        // Check that fillValue available >= fillTakerAmount
+        const orderHashHex = utils.getOrderHashHex(signedOrder, exchangeAddress);
+        const unavailableTakerAmount = await this.getUnavailableTakerAmountAsync(orderHashHex);
+        const remainingTakerAmount = signedOrder.takerTokenAmount.minus(unavailableTakerAmount);
+        if (remainingTakerAmount < fillTakerAmount) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_REMAINING_FILL_AMOUNT);
+        }
+    }
     /**
      * 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.
diff --git a/src/types.ts b/src/types.ts
index cc145dc2e..d19fb2d43 100644
--- a/src/types.ts
+++ b/src/types.ts
@@ -80,6 +80,12 @@ export interface ExchangeContract extends ContractInstance {
         estimateGas: (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
                       v: number, r: string, s: string, txOpts?: TxOpts) => number;
     };
+    batchFillOrKill: {
+        (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillValuesT: BigNumber.BigNumber[],
+         v: number[], r: string[], s: string[], txOpts: TxOpts): ContractResponse;
+        estimateGas: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillValuesT: BigNumber.BigNumber[],
+                      v: number[], r: string[], s: string[], txOpts?: TxOpts) => number;
+    };
     filled: {
         call: (orderHash: string) => BigNumber.BigNumber;
     };
@@ -222,3 +228,8 @@ export interface SubscriptionOpts {
 }
 
 export type DoneCallback = (err?: Error) => void;
+
+export interface OrderFillOrKillRequest {
+    signedOrder: SignedOrder;
+    fillTakerAmount: BigNumber.BigNumber;
+}
diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts
index 1186345be..4a004fbcf 100644
--- a/test/exchange_wrapper_test.ts
+++ b/test/exchange_wrapper_test.ts
@@ -120,7 +120,7 @@ describe('ExchangeWrapper', () => {
             expect(isValid).to.be.true();
         });
     });
-    describe('#fillOrKillOrderAsync', () => {
+    describe('fillOrKill order(s)', () => {
         let makerTokenAddress: string;
         let takerTokenAddress: string;
         let coinbase: string;
@@ -135,63 +135,88 @@ describe('ExchangeWrapper', () => {
             makerTokenAddress = makerToken.address;
             takerTokenAddress = takerToken.address;
         });
-        describe('failed fillOrKill', () => {
-            it('should throw if remaining fillAmount is less then the desired fillAmount', async () => {
+        describe('#batchFillOrKillAsync', () => {
+            it('successfuly batch fillOrKill', async () => {
                 const fillableAmount = new BigNumber(5);
+                const partialFillTakerAmount = new BigNumber(2);
                 const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
                     makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                 );
-                const tooLargeFillAmount = new BigNumber(7);
-                const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount);
-                await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference);
-                await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount);
-                await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference);
-                await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount);
-
-                return expect(zeroEx.exchange.fillOrKillOrderAsync(
-                    signedOrder, tooLargeFillAmount, takerAddress,
-                )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_REMAINING_FILL_AMOUNT);
-            });
-        });
-        describe('successful fills', () => {
-            it('should fill a valid order', async () => {
-                const fillableAmount = new BigNumber(5);
-                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                const anotherSignedOrder = await fillScenarios.createFillableSignedOrderAsync(
                     makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                 );
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillableAmount);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(0);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(0);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillableAmount);
-                await zeroEx.exchange.fillOrKillOrderAsync(signedOrder, fillTakerAmount, takerAddress);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillTakerAmount);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillTakerAmount);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
+                const orderFillOrKillRequests = [
+                    {
+                        signedOrder,
+                        fillTakerAmount: partialFillTakerAmount,
+                    },
+                    {
+                        signedOrder: anotherSignedOrder,
+                        fillTakerAmount: partialFillTakerAmount,
+                    },
+                ];
+                await zeroEx.exchange.batchFillOrKillAsync(orderFillOrKillRequests, takerAddress);
             });
-            it('should partially fill a valid order', async () => {
-                const fillableAmount = new BigNumber(5);
-                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
-                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
-                );
-                const partialFillAmount = new BigNumber(3);
-                await zeroEx.exchange.fillOrKillOrderAsync(signedOrder, partialFillAmount, takerAddress);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(partialFillAmount);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(partialFillAmount);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
+        });
+        describe('#fillOrKillOrderAsync', () => {
+            describe('failed fillOrKill', () => {
+                it('should throw if remaining fillAmount is less then the desired fillAmount', async () => {
+                    const fillableAmount = new BigNumber(5);
+                    const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+                    );
+                    const tooLargeFillAmount = new BigNumber(7);
+                    const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount);
+                    await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference);
+                    await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount);
+                    await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference);
+                    await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount);
+
+                    return expect(zeroEx.exchange.fillOrKillOrderAsync(
+                        signedOrder, tooLargeFillAmount, takerAddress,
+                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_REMAINING_FILL_AMOUNT);
+                });
+            });
+            describe('successful fills', () => {
+                it('should fill a valid order', async () => {
+                    const fillableAmount = new BigNumber(5);
+                    const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+                    );
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(fillableAmount);
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(0);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(0);
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(fillableAmount);
+                    await zeroEx.exchange.fillOrKillOrderAsync(signedOrder, fillTakerAmount, takerAddress);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(fillTakerAmount);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(fillTakerAmount);
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
+                });
+                it('should partially fill a valid order', async () => {
+                    const fillableAmount = new BigNumber(5);
+                    const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+                    );
+                    const partialFillAmount = new BigNumber(3);
+                    await zeroEx.exchange.fillOrKillOrderAsync(signedOrder, partialFillAmount, takerAddress);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(partialFillAmount);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(partialFillAmount);
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
+                });
             });
         });
     });