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authorFabio Berger <me@fabioberger.com>2018-05-10 02:36:28 +0800
committerFabio Berger <me@fabioberger.com>2018-05-10 02:36:28 +0800
commit209266dbed9d7d038c90c2da8d9b99acab77c80c (patch)
treecfefd5ab15bc237716b15687629e0f41362a8e86 /packages/contract-wrappers/src/contract_wrappers/exchange_wrapper.ts
parent69a6166b6a1d39afc24b8dd950ec5d8539a03420 (diff)
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Split 0x.js into contract-wrappers, order-watcher but keep 0x.js as a unifying library with the same interface
Diffstat (limited to 'packages/contract-wrappers/src/contract_wrappers/exchange_wrapper.ts')
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diff --git a/packages/contract-wrappers/src/contract_wrappers/exchange_wrapper.ts b/packages/contract-wrappers/src/contract_wrappers/exchange_wrapper.ts
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+import { schemas } from '@0xproject/json-schemas';
+import { formatters, getOrderHashHex, OrderStateUtils } from '@0xproject/order-utils';
+import {
+ BlockParamLiteral,
+ DecodedLogArgs,
+ ECSignature,
+ ExchangeContractErrs,
+ LogEntry,
+ LogWithDecodedArgs,
+ Order,
+ OrderAddresses,
+ OrderState,
+ OrderValues,
+ SignedOrder,
+} from '@0xproject/types';
+import { AbiDecoder, BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as _ from 'lodash';
+
+import { artifacts } from '../artifacts';
+import { SimpleBalanceAndProxyAllowanceFetcher } from '../fetchers/simple_balance_and_proxy_allowance_fetcher';
+import { SimpleOrderFilledCancelledFetcher } from '../fetchers/simple_order_filled_cancelled_fetcher';
+import {
+ BlockRange,
+ EventCallback,
+ ExchangeContractErrCodes,
+ IndexedFilterValues,
+ MethodOpts,
+ OrderCancellationRequest,
+ OrderFillRequest,
+ OrderTransactionOpts,
+ ValidateOrderFillableOpts,
+} from '../types';
+import { assert } from '../utils/assert';
+import { decorators } from '../utils/decorators';
+import { ExchangeTransferSimulator } from '../utils/exchange_transfer_simulator';
+import { OrderValidationUtils } from '../utils/order_validation_utils';
+import { utils } from '../utils/utils';
+
+import { ContractWrapper } from './contract_wrapper';
+import {
+ ExchangeContract,
+ ExchangeContractEventArgs,
+ ExchangeEvents,
+ LogErrorContractEventArgs,
+} from './generated/exchange';
+import { TokenWrapper } from './token_wrapper';
+const SHOULD_VALIDATE_BY_DEFAULT = true;
+
+interface ExchangeContractErrCodesToMsgs {
+ [exchangeContractErrCodes: number]: string;
+}
+
+/**
+ * This class includes all the functionality related to calling methods and subscribing to
+ * events of the 0x Exchange smart contract.
+ */
+export class ExchangeWrapper extends ContractWrapper {
+ private _exchangeContractIfExists?: ExchangeContract;
+ private _orderValidationUtils: OrderValidationUtils;
+ private _tokenWrapper: TokenWrapper;
+ private _exchangeContractErrCodesToMsg: ExchangeContractErrCodesToMsgs = {
+ [ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.OrderFillExpired,
+ [ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.OrderFillExpired,
+ [ExchangeContractErrCodes.ERROR_FILL_NO_VALUE]: ExchangeContractErrs.OrderRemainingFillAmountZero,
+ [ExchangeContractErrCodes.ERROR_CANCEL_NO_VALUE]: ExchangeContractErrs.OrderRemainingFillAmountZero,
+ [ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.OrderFillRoundingError,
+ [ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.FillBalanceAllowanceError,
+ };
+ private _contractAddressIfExists?: string;
+ private _zrxContractAddressIfExists?: string;
+ constructor(
+ web3Wrapper: Web3Wrapper,
+ networkId: number,
+ tokenWrapper: TokenWrapper,
+ contractAddressIfExists?: string,
+ zrxContractAddressIfExists?: string,
+ ) {
+ super(web3Wrapper, networkId);
+ this._tokenWrapper = tokenWrapper;
+ this._orderValidationUtils = new OrderValidationUtils(this);
+ this._contractAddressIfExists = contractAddressIfExists;
+ this._zrxContractAddressIfExists = zrxContractAddressIfExists;
+ }
+ /**
+ * 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.
+ * @param orderHash The hex encoded orderHash for which you would like to retrieve the
+ * unavailable takerAmount.
+ * @param methodOpts Optional arguments this method accepts.
+ * @return The amount of the order (in taker tokens) that has either been filled or cancelled.
+ */
+ public async getUnavailableTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise<BigNumber> {
+ assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema);
+
+ const exchangeContract = await this._getExchangeContractAsync();
+ const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock;
+ const txData = {};
+ let unavailableTakerTokenAmount = await exchangeContract.getUnavailableTakerTokenAmount.callAsync(
+ orderHash,
+ txData,
+ defaultBlock,
+ );
+ // Wrap BigNumbers returned from web3 with our own (later) version of BigNumber
+ unavailableTakerTokenAmount = new BigNumber(unavailableTakerTokenAmount);
+ return unavailableTakerTokenAmount;
+ }
+ /**
+ * Retrieve the takerAmount of an order that has already been filled.
+ * @param orderHash The hex encoded orderHash for which you would like to retrieve the filled takerAmount.
+ * @param methodOpts Optional arguments this method accepts.
+ * @return The amount of the order (in taker tokens) that has already been filled.
+ */
+ public async getFilledTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise<BigNumber> {
+ assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema);
+
+ const exchangeContract = await this._getExchangeContractAsync();
+ const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock;
+ const txData = {};
+ let fillAmountInBaseUnits = await exchangeContract.filled.callAsync(orderHash, txData, defaultBlock);
+ // 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.
+ * @param orderHash The hex encoded orderHash for which you would like to retrieve the
+ * cancelled takerAmount.
+ * @param methodOpts Optional arguments this method accepts.
+ * @return The amount of the order (in taker tokens) that has been cancelled.
+ */
+ public async getCancelledTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise<BigNumber> {
+ assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema);
+
+ const exchangeContract = await this._getExchangeContractAsync();
+ const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock;
+ const txData = {};
+ let cancelledAmountInBaseUnits = await exchangeContract.cancelled.callAsync(orderHash, txData, defaultBlock);
+ // 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 `shouldThrowOnInsufficientBalanceOrAllowance`.
+ * If false, the smart contract will not throw if the parties
+ * do not have sufficient balances/allowances, preserving gas costs. Setting it to true forgoes this check
+ * and causes the smart contract to throw (using all the gas supplied) instead.
+ * @param signedOrder An object that conforms to the SignedOrder interface.
+ * @param fillTakerTokenAmount The amount of the order (in taker tokens baseUnits) that
+ * you wish to fill.
+ * @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw
+ * if upon execution the tokens cannot be transferred.
+ * @param takerAddress The user Ethereum address who would like to fill this order.
+ * Must be available via the supplied Provider
+ * passed to 0x.js.
+ * @param orderTransactionOpts Optional arguments this method accepts.
+ * @return Transaction hash.
+ */
+ @decorators.asyncZeroExErrorHandler
+ public async fillOrderAsync(
+ signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber,
+ shouldThrowOnInsufficientBalanceOrAllowance: boolean,
+ takerAddress: string,
+ orderTransactionOpts: OrderTransactionOpts = {},
+ ): Promise<string> {
+ assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
+ assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
+ assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance);
+ await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
+ const normalizedTakerAddress = takerAddress.toLowerCase();
+
+ const exchangeInstance = await this._getExchangeContractAsync();
+ const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
+ ? SHOULD_VALIDATE_BY_DEFAULT
+ : orderTransactionOpts.shouldValidate;
+ if (shouldValidate) {
+ const zrxTokenAddress = this.getZRXTokenAddress();
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
+ await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ signedOrder,
+ fillTakerTokenAmount,
+ normalizedTakerAddress,
+ zrxTokenAddress,
+ );
+ }
+
+ const [orderAddresses, orderValues] = formatters.getOrderAddressesAndValues(signedOrder);
+
+ const txHash: string = await exchangeInstance.fillOrder.sendTransactionAsync(
+ orderAddresses,
+ orderValues,
+ fillTakerTokenAmount,
+ shouldThrowOnInsufficientBalanceOrAllowance,
+ signedOrder.ecSignature.v,
+ signedOrder.ecSignature.r,
+ signedOrder.ecSignature.s,
+ {
+ from: normalizedTakerAddress,
+ gas: orderTransactionOpts.gasLimit,
+ gasPrice: orderTransactionOpts.gasPrice,
+ },
+ );
+ return txHash;
+ }
+ /**
+ * Sequentially and atomically fills signedOrders up to the specified takerTokenFillAmount.
+ * If the fill amount is reached - it succeeds and does not fill the rest of the orders.
+ * If fill amount is not reached - it fills as much of the fill amount as possible and succeeds.
+ * @param signedOrders The array of signedOrders that you would like to fill until
+ * takerTokenFillAmount is reached.
+ * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill.
+ * @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw if
+ * upon execution any of the tokens cannot be transferred.
+ * If set to false, the call will continue to fill subsequent
+ * signedOrders even when some cannot be filled.
+ * @param takerAddress The user Ethereum address who would like to fill these
+ * orders. Must be available via the supplied Provider
+ * passed to 0x.js.
+ * @param orderTransactionOpts Optional arguments this method accepts.
+ * @return Transaction hash.
+ */
+ @decorators.asyncZeroExErrorHandler
+ public async fillOrdersUpToAsync(
+ signedOrders: SignedOrder[],
+ fillTakerTokenAmount: BigNumber,
+ shouldThrowOnInsufficientBalanceOrAllowance: boolean,
+ takerAddress: string,
+ orderTransactionOpts: OrderTransactionOpts = {},
+ ): Promise<string> {
+ assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+ const takerTokenAddresses = _.map(signedOrders, signedOrder => signedOrder.takerTokenAddress);
+ assert.hasAtMostOneUniqueValue(
+ takerTokenAddresses,
+ ExchangeContractErrs.MultipleTakerTokensInFillUpToDisallowed,
+ );
+ const exchangeContractAddresses = _.map(signedOrders, signedOrder => signedOrder.exchangeContractAddress);
+ assert.hasAtMostOneUniqueValue(
+ exchangeContractAddresses,
+ ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress,
+ );
+ assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
+ assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance);
+ await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
+ const normalizedTakerAddress = takerAddress.toLowerCase();
+
+ const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
+ ? SHOULD_VALIDATE_BY_DEFAULT
+ : orderTransactionOpts.shouldValidate;
+ if (shouldValidate) {
+ let filledTakerTokenAmount = new BigNumber(0);
+ const zrxTokenAddress = this.getZRXTokenAddress();
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
+ for (const signedOrder of signedOrders) {
+ const singleFilledTakerTokenAmount = await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ signedOrder,
+ fillTakerTokenAmount.minus(filledTakerTokenAmount),
+ normalizedTakerAddress,
+ zrxTokenAddress,
+ );
+ filledTakerTokenAmount = filledTakerTokenAmount.plus(singleFilledTakerTokenAmount);
+ if (filledTakerTokenAmount.eq(fillTakerTokenAmount)) {
+ break;
+ }
+ }
+ }
+
+ if (_.isEmpty(signedOrders)) {
+ throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem);
+ }
+
+ const orderAddressesValuesAndSignatureArray = _.map(signedOrders, signedOrder => {
+ return [
+ ...formatters.getOrderAddressesAndValues(signedOrder),
+ signedOrder.ecSignature.v,
+ signedOrder.ecSignature.r,
+ signedOrder.ecSignature.s,
+ ];
+ });
+ // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'(
+ const [orderAddressesArray, orderValuesArray, vArray, rArray, sArray] = _.unzip<any>(
+ orderAddressesValuesAndSignatureArray,
+ );
+
+ const exchangeInstance = await this._getExchangeContractAsync();
+ const txHash = await exchangeInstance.fillOrdersUpTo.sendTransactionAsync(
+ orderAddressesArray,
+ orderValuesArray,
+ fillTakerTokenAmount,
+ shouldThrowOnInsufficientBalanceOrAllowance,
+ vArray,
+ rArray,
+ sArray,
+ {
+ from: normalizedTakerAddress,
+ gas: orderTransactionOpts.gasLimit,
+ gasPrice: orderTransactionOpts.gasPrice,
+ },
+ );
+ return txHash;
+ }
+ /**
+ * Batch version of fillOrderAsync.
+ * Executes multiple fills atomically in a single transaction.
+ * If shouldThrowOnInsufficientBalanceOrAllowance is set to false, it will continue filling subsequent orders even
+ * when earlier ones fail.
+ * When shouldThrowOnInsufficientBalanceOrAllowance is set to true, if any fill fails, the entire batch fails.
+ * @param orderFillRequests An array of objects that conform to the
+ * OrderFillRequest interface.
+ * @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw
+ * if upon execution any of the tokens cannot be
+ * transferred. If set to false, the call will continue to
+ * fill subsequent signedOrders even when some
+ * cannot be filled.
+ * @param takerAddress The user Ethereum address who would like to fill
+ * these orders. Must be available via the supplied
+ * Provider passed to 0x.js.
+ * @param orderTransactionOpts Optional arguments this method accepts.
+ * @return Transaction hash.
+ */
+ @decorators.asyncZeroExErrorHandler
+ public async batchFillOrdersAsync(
+ orderFillRequests: OrderFillRequest[],
+ shouldThrowOnInsufficientBalanceOrAllowance: boolean,
+ takerAddress: string,
+ orderTransactionOpts: OrderTransactionOpts = {},
+ ): Promise<string> {
+ assert.doesConformToSchema('orderFillRequests', orderFillRequests, schemas.orderFillRequestsSchema);
+ const exchangeContractAddresses = _.map(
+ orderFillRequests,
+ orderFillRequest => orderFillRequest.signedOrder.exchangeContractAddress,
+ );
+ assert.hasAtMostOneUniqueValue(
+ exchangeContractAddresses,
+ ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress,
+ );
+ assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance);
+ await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
+ const normalizedTakerAddress = takerAddress.toLowerCase();
+ const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
+ ? SHOULD_VALIDATE_BY_DEFAULT
+ : orderTransactionOpts.shouldValidate;
+ if (shouldValidate) {
+ const zrxTokenAddress = this.getZRXTokenAddress();
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
+ for (const orderFillRequest of orderFillRequests) {
+ await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ orderFillRequest.signedOrder,
+ orderFillRequest.takerTokenFillAmount,
+ normalizedTakerAddress,
+ zrxTokenAddress,
+ );
+ }
+ }
+ if (_.isEmpty(orderFillRequests)) {
+ throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem);
+ }
+
+ const orderAddressesValuesAmountsAndSignatureArray = _.map(orderFillRequests, orderFillRequest => {
+ return [
+ ...formatters.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, fillTakerTokenAmounts, vArray, rArray, sArray] = _.unzip<any>(
+ orderAddressesValuesAmountsAndSignatureArray,
+ );
+
+ const exchangeInstance = await this._getExchangeContractAsync();
+ const txHash = await exchangeInstance.batchFillOrders.sendTransactionAsync(
+ orderAddressesArray,
+ orderValuesArray,
+ fillTakerTokenAmounts,
+ shouldThrowOnInsufficientBalanceOrAllowance,
+ vArray,
+ rArray,
+ sArray,
+ {
+ from: normalizedTakerAddress,
+ gas: orderTransactionOpts.gasLimit,
+ gasPrice: orderTransactionOpts.gasPrice,
+ },
+ );
+ return txHash;
+ }
+ /**
+ * Attempts to fill a specific amount of an order. If the entire amount specified cannot be filled,
+ * the fill order is abandoned.
+ * @param signedOrder An object that conforms to the SignedOrder interface. The
+ * signedOrder you wish to fill.
+ * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill.
+ * @param takerAddress The user Ethereum address who would like to fill this order.
+ * Must be available via the supplied Provider passed to 0x.js.
+ * @param orderTransactionOpts Optional arguments this method accepts.
+ * @return Transaction hash.
+ */
+ @decorators.asyncZeroExErrorHandler
+ public async fillOrKillOrderAsync(
+ signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber,
+ takerAddress: string,
+ orderTransactionOpts: OrderTransactionOpts = {},
+ ): Promise<string> {
+ assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
+ assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
+ await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
+ const normalizedTakerAddress = takerAddress.toLowerCase();
+
+ const exchangeInstance = await this._getExchangeContractAsync();
+
+ const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
+ ? SHOULD_VALIDATE_BY_DEFAULT
+ : orderTransactionOpts.shouldValidate;
+ if (shouldValidate) {
+ const zrxTokenAddress = this.getZRXTokenAddress();
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
+ await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ signedOrder,
+ fillTakerTokenAmount,
+ normalizedTakerAddress,
+ zrxTokenAddress,
+ );
+ }
+
+ const [orderAddresses, orderValues] = formatters.getOrderAddressesAndValues(signedOrder);
+ const txHash = await exchangeInstance.fillOrKillOrder.sendTransactionAsync(
+ orderAddresses,
+ orderValues,
+ fillTakerTokenAmount,
+ signedOrder.ecSignature.v,
+ signedOrder.ecSignature.r,
+ signedOrder.ecSignature.s,
+ {
+ from: normalizedTakerAddress,
+ gas: orderTransactionOpts.gasLimit,
+ gasPrice: orderTransactionOpts.gasPrice,
+ },
+ );
+ return txHash;
+ }
+ /**
+ * Batch version of fillOrKill. Allows a taker to specify a batch of orders that will either be atomically
+ * filled (each to the specified fillAmount) or aborted.
+ * @param orderFillRequests An array of objects that conform to the OrderFillRequest interface.
+ * @param takerAddress The user Ethereum address who would like to fill there orders.
+ * Must be available via the supplied Provider passed to 0x.js.
+ * @param orderTransactionOpts Optional arguments this method accepts.
+ * @return Transaction hash.
+ */
+ @decorators.asyncZeroExErrorHandler
+ public async batchFillOrKillAsync(
+ orderFillRequests: OrderFillRequest[],
+ takerAddress: string,
+ orderTransactionOpts: OrderTransactionOpts = {},
+ ): Promise<string> {
+ assert.doesConformToSchema('orderFillRequests', orderFillRequests, schemas.orderFillRequestsSchema);
+ const exchangeContractAddresses = _.map(
+ orderFillRequests,
+ orderFillRequest => orderFillRequest.signedOrder.exchangeContractAddress,
+ );
+ assert.hasAtMostOneUniqueValue(
+ exchangeContractAddresses,
+ ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress,
+ );
+ await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
+ const normalizedTakerAddress = takerAddress.toLowerCase();
+ if (_.isEmpty(orderFillRequests)) {
+ throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem);
+ }
+ const exchangeInstance = await this._getExchangeContractAsync();
+
+ const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
+ ? SHOULD_VALIDATE_BY_DEFAULT
+ : orderTransactionOpts.shouldValidate;
+ if (shouldValidate) {
+ const zrxTokenAddress = this.getZRXTokenAddress();
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
+ for (const orderFillRequest of orderFillRequests) {
+ await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ orderFillRequest.signedOrder,
+ orderFillRequest.takerTokenFillAmount,
+ normalizedTakerAddress,
+ zrxTokenAddress,
+ );
+ }
+ }
+
+ const orderAddressesValuesAndTakerTokenFillAmounts = _.map(orderFillRequests, request => {
+ return [
+ ...formatters.getOrderAddressesAndValues(request.signedOrder),
+ request.takerTokenFillAmount,
+ request.signedOrder.ecSignature.v,
+ request.signedOrder.ecSignature.r,
+ request.signedOrder.ecSignature.s,
+ ];
+ });
+
+ // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'(
+ const [orderAddresses, orderValues, fillTakerTokenAmounts, vParams, rParams, sParams] = _.unzip<any>(
+ orderAddressesValuesAndTakerTokenFillAmounts,
+ );
+ const txHash = await exchangeInstance.batchFillOrKillOrders.sendTransactionAsync(
+ orderAddresses,
+ orderValues,
+ fillTakerTokenAmounts,
+ vParams,
+ rParams,
+ sParams,
+ {
+ from: normalizedTakerAddress,
+ gas: orderTransactionOpts.gasLimit,
+ gasPrice: orderTransactionOpts.gasPrice,
+ },
+ );
+ return txHash;
+ }
+ /**
+ * Cancel a given fill amount of an order. Cancellations are cumulative.
+ * @param order An object that conforms to the Order or SignedOrder interface.
+ * The order you would like to cancel.
+ * @param cancelTakerTokenAmount The amount (specified in taker tokens) that you would like to cancel.
+ * @param transactionOpts Optional arguments this method accepts.
+ * @return Transaction hash.
+ */
+ @decorators.asyncZeroExErrorHandler
+ public async cancelOrderAsync(
+ order: Order | SignedOrder,
+ cancelTakerTokenAmount: BigNumber,
+ orderTransactionOpts: OrderTransactionOpts = {},
+ ): Promise<string> {
+ assert.doesConformToSchema('order', order, schemas.orderSchema);
+ assert.isValidBaseUnitAmount('takerTokenCancelAmount', cancelTakerTokenAmount);
+ await assert.isSenderAddressAsync('order.maker', order.maker, this._web3Wrapper);
+ const normalizedMakerAddress = order.maker.toLowerCase();
+
+ const exchangeInstance = await this._getExchangeContractAsync();
+
+ const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
+ ? SHOULD_VALIDATE_BY_DEFAULT
+ : orderTransactionOpts.shouldValidate;
+ if (shouldValidate) {
+ const orderHash = getOrderHashHex(order);
+ const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash);
+ OrderValidationUtils.validateCancelOrderThrowIfInvalid(
+ order,
+ cancelTakerTokenAmount,
+ unavailableTakerTokenAmount,
+ );
+ }
+
+ const [orderAddresses, orderValues] = formatters.getOrderAddressesAndValues(order);
+ const txHash = await exchangeInstance.cancelOrder.sendTransactionAsync(
+ orderAddresses,
+ orderValues,
+ cancelTakerTokenAmount,
+ {
+ from: normalizedMakerAddress,
+ gas: orderTransactionOpts.gasLimit,
+ gasPrice: orderTransactionOpts.gasPrice,
+ },
+ );
+ return txHash;
+ }
+ /**
+ * Batch version of cancelOrderAsync. Atomically cancels multiple orders in a single transaction.
+ * All orders must be from the same maker.
+ * @param orderCancellationRequests An array of objects that conform to the OrderCancellationRequest
+ * interface.
+ * @param transactionOpts Optional arguments this method accepts.
+ * @return Transaction hash.
+ */
+ @decorators.asyncZeroExErrorHandler
+ public async batchCancelOrdersAsync(
+ orderCancellationRequests: OrderCancellationRequest[],
+ orderTransactionOpts: OrderTransactionOpts = {},
+ ): Promise<string> {
+ assert.doesConformToSchema(
+ 'orderCancellationRequests',
+ orderCancellationRequests,
+ schemas.orderCancellationRequestsSchema,
+ );
+ const exchangeContractAddresses = _.map(
+ orderCancellationRequests,
+ orderCancellationRequest => orderCancellationRequest.order.exchangeContractAddress,
+ );
+ assert.hasAtMostOneUniqueValue(
+ exchangeContractAddresses,
+ ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress,
+ );
+ const makers = _.map(orderCancellationRequests, cancellationRequest => cancellationRequest.order.maker);
+ assert.hasAtMostOneUniqueValue(makers, ExchangeContractErrs.MultipleMakersInSingleCancelBatchDisallowed);
+ const maker = makers[0];
+ await assert.isSenderAddressAsync('maker', maker, this._web3Wrapper);
+ const normalizedMakerAddress = maker.toLowerCase();
+
+ const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
+ ? SHOULD_VALIDATE_BY_DEFAULT
+ : orderTransactionOpts.shouldValidate;
+ if (shouldValidate) {
+ for (const orderCancellationRequest of orderCancellationRequests) {
+ const orderHash = getOrderHashHex(orderCancellationRequest.order);
+ const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash);
+ OrderValidationUtils.validateCancelOrderThrowIfInvalid(
+ orderCancellationRequest.order,
+ orderCancellationRequest.takerTokenCancelAmount,
+ unavailableTakerTokenAmount,
+ );
+ }
+ }
+ if (_.isEmpty(orderCancellationRequests)) {
+ throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem);
+ }
+ const exchangeInstance = await this._getExchangeContractAsync();
+ const orderAddressesValuesAndTakerTokenCancelAmounts = _.map(orderCancellationRequests, cancellationRequest => {
+ return [
+ ...formatters.getOrderAddressesAndValues(cancellationRequest.order),
+ cancellationRequest.takerTokenCancelAmount,
+ ];
+ });
+ // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'(
+ const [orderAddresses, orderValues, cancelTakerTokenAmounts] = _.unzip<any>(
+ orderAddressesValuesAndTakerTokenCancelAmounts,
+ );
+ const txHash = await exchangeInstance.batchCancelOrders.sendTransactionAsync(
+ orderAddresses,
+ orderValues,
+ cancelTakerTokenAmounts,
+ {
+ from: normalizedMakerAddress,
+ gas: orderTransactionOpts.gasLimit,
+ gasPrice: orderTransactionOpts.gasPrice,
+ },
+ );
+ return txHash;
+ }
+ /**
+ * Subscribe to an event type emitted by the Exchange contract.
+ * @param eventName The exchange contract event you would like to subscribe to.
+ * @param indexFilterValues An object where the keys are indexed args returned by the event and
+ * the value is the value you are interested in. E.g `{maker: aUserAddressHex}`
+ * @param callback Callback that gets called when a log is added/removed
+ * @return Subscription token used later to unsubscribe
+ */
+ public subscribe<ArgsType extends ExchangeContractEventArgs>(
+ eventName: ExchangeEvents,
+ indexFilterValues: IndexedFilterValues,
+ callback: EventCallback<ArgsType>,
+ ): string {
+ assert.doesBelongToStringEnum('eventName', eventName, ExchangeEvents);
+ assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema);
+ assert.isFunction('callback', callback);
+ const exchangeContractAddress = this.getContractAddress();
+ const subscriptionToken = this._subscribe<ArgsType>(
+ exchangeContractAddress,
+ eventName,
+ indexFilterValues,
+ artifacts.Exchange.abi,
+ callback,
+ );
+ return subscriptionToken;
+ }
+ /**
+ * Cancel a subscription
+ * @param subscriptionToken Subscription token returned by `subscribe()`
+ */
+ public unsubscribe(subscriptionToken: string): void {
+ this._unsubscribe(subscriptionToken);
+ }
+ /**
+ * Cancels all existing subscriptions
+ */
+ public unsubscribeAll(): void {
+ super._unsubscribeAll();
+ }
+ /**
+ * Gets historical logs without creating a subscription
+ * @param eventName The exchange contract event you would like to subscribe to.
+ * @param blockRange Block range to get logs from.
+ * @param indexFilterValues An object where the keys are indexed args returned by the event and
+ * the value is the value you are interested in. E.g `{_from: aUserAddressHex}`
+ * @return Array of logs that match the parameters
+ */
+ public async getLogsAsync<ArgsType extends ExchangeContractEventArgs>(
+ eventName: ExchangeEvents,
+ blockRange: BlockRange,
+ indexFilterValues: IndexedFilterValues,
+ ): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
+ assert.doesBelongToStringEnum('eventName', eventName, ExchangeEvents);
+ assert.doesConformToSchema('blockRange', blockRange, schemas.blockRangeSchema);
+ assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema);
+ const exchangeContractAddress = this.getContractAddress();
+ const logs = await this._getLogsAsync<ArgsType>(
+ exchangeContractAddress,
+ eventName,
+ blockRange,
+ indexFilterValues,
+ artifacts.Exchange.abi,
+ );
+ return logs;
+ }
+ /**
+ * Retrieves the Ethereum address of the Exchange contract deployed on the network
+ * that the user-passed web3 provider is connected to.
+ * @returns The Ethereum address of the Exchange contract being used.
+ */
+ public getContractAddress(): string {
+ const contractAddress = this._getContractAddress(artifacts.Exchange, this._contractAddressIfExists);
+ return contractAddress;
+ }
+ /**
+ * Checks if order is still fillable and throws an error otherwise. Useful for orderbook
+ * pruning where you want to remove stale orders without knowing who the taker will be.
+ * @param signedOrder An object that conforms to the SignedOrder interface. The
+ * signedOrder you wish to validate.
+ * @param opts An object that conforms to the ValidateOrderFillableOpts
+ * interface. Allows specifying a specific fillTakerTokenAmount
+ * to validate for.
+ */
+ public async validateOrderFillableOrThrowAsync(
+ signedOrder: SignedOrder,
+ opts?: ValidateOrderFillableOpts,
+ ): Promise<void> {
+ assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
+ const zrxTokenAddress = this.getZRXTokenAddress();
+ const expectedFillTakerTokenAmount = !_.isUndefined(opts) ? opts.expectedFillTakerTokenAmount : undefined;
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
+ await this._orderValidationUtils.validateOrderFillableOrThrowAsync(
+ exchangeTradeEmulator,
+ signedOrder,
+ zrxTokenAddress,
+ expectedFillTakerTokenAmount,
+ );
+ }
+ /**
+ * Checks if order fill will succeed and throws an error otherwise.
+ * @param signedOrder An object that conforms to the SignedOrder interface. The
+ * signedOrder you wish to fill.
+ * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill.
+ * @param takerAddress The user Ethereum address who would like to fill this order.
+ * Must be available via the supplied Provider passed to 0x.js.
+ */
+ public async validateFillOrderThrowIfInvalidAsync(
+ signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber,
+ takerAddress: string,
+ ): Promise<void> {
+ assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
+ assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
+ await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
+ const normalizedTakerAddress = takerAddress.toLowerCase();
+ const zrxTokenAddress = this.getZRXTokenAddress();
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
+ await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ signedOrder,
+ fillTakerTokenAmount,
+ normalizedTakerAddress,
+ zrxTokenAddress,
+ );
+ }
+ /**
+ * Checks if cancelling a given order will succeed and throws an informative error if it won't.
+ * @param order An object that conforms to the Order or SignedOrder interface.
+ * The order you would like to cancel.
+ * @param cancelTakerTokenAmount The amount (specified in taker tokens) that you would like to cancel.
+ */
+ public async validateCancelOrderThrowIfInvalidAsync(
+ order: Order,
+ cancelTakerTokenAmount: BigNumber,
+ ): Promise<void> {
+ assert.doesConformToSchema('order', order, schemas.orderSchema);
+ assert.isValidBaseUnitAmount('cancelTakerTokenAmount', cancelTakerTokenAmount);
+ const orderHash = getOrderHashHex(order);
+ const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash);
+ OrderValidationUtils.validateCancelOrderThrowIfInvalid(
+ order,
+ cancelTakerTokenAmount,
+ unavailableTakerTokenAmount,
+ );
+ }
+ /**
+ * Checks if calling fillOrKill on a given order will succeed and throws an informative error if it won't.
+ * @param signedOrder An object that conforms to the SignedOrder interface. The
+ * signedOrder you wish to fill.
+ * @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill.
+ * @param takerAddress The user Ethereum address who would like to fill this order.
+ * Must be available via the supplied Provider passed to 0x.js.
+ */
+ public async validateFillOrKillOrderThrowIfInvalidAsync(
+ signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber,
+ takerAddress: string,
+ ): Promise<void> {
+ assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
+ assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
+ await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
+ const normalizedTakerAddress = takerAddress.toLowerCase();
+ const zrxTokenAddress = this.getZRXTokenAddress();
+ const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
+ await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ signedOrder,
+ fillTakerTokenAmount,
+ normalizedTakerAddress,
+ zrxTokenAddress,
+ );
+ }
+ /**
+ * Checks if rounding error will be > 0.1% when computing makerTokenAmount by doing:
+ * `(fillTakerTokenAmount * makerTokenAmount) / takerTokenAmount`.
+ * 0x Protocol does not accept any trades that result in large rounding errors. This means that tokens with few or
+ * no decimals can only be filled in quantities and ratios that avoid large rounding errors.
+ * @param fillTakerTokenAmount The amount of the order (in taker tokens baseUnits) that you wish to fill.
+ * @param takerTokenAmount The order size on the taker side
+ * @param makerTokenAmount The order size on the maker side
+ */
+ public async isRoundingErrorAsync(
+ fillTakerTokenAmount: BigNumber,
+ takerTokenAmount: BigNumber,
+ makerTokenAmount: BigNumber,
+ ): Promise<boolean> {
+ assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
+ assert.isValidBaseUnitAmount('takerTokenAmount', takerTokenAmount);
+ assert.isValidBaseUnitAmount('makerTokenAmount', makerTokenAmount);
+ const exchangeInstance = await this._getExchangeContractAsync();
+ const isRoundingError = await exchangeInstance.isRoundingError.callAsync(
+ fillTakerTokenAmount,
+ takerTokenAmount,
+ makerTokenAmount,
+ );
+ return isRoundingError;
+ }
+ /**
+ * Checks if logs contain LogError, which is emitted by Exchange contract on transaction failure.
+ * @param logs Transaction logs as returned by `zeroEx.awaitTransactionMinedAsync`
+ */
+ public throwLogErrorsAsErrors(logs: Array<LogWithDecodedArgs<DecodedLogArgs> | LogEntry>): void {
+ const errLog = _.find(logs, {
+ event: ExchangeEvents.LogError,
+ });
+ if (!_.isUndefined(errLog)) {
+ const logArgs = (errLog as LogWithDecodedArgs<LogErrorContractEventArgs>).args;
+ const errCode = logArgs.errorId;
+ const errMessage = this._exchangeContractErrCodesToMsg[errCode];
+ throw new Error(errMessage);
+ }
+ }
+ /**
+ * Gets the latest OrderState of a signedOrder
+ * @param signedOrder The signedOrder
+ * @param stateLayer Optional, desired blockchain state layer (defaults to latest).
+ * @return OrderState of the signedOrder
+ */
+ public async getOrderStateAsync(
+ signedOrder: SignedOrder,
+ stateLayer: BlockParamLiteral = BlockParamLiteral.Latest,
+ ): Promise<OrderState> {
+ const simpleBalanceAndProxyAllowanceFetcher = new SimpleBalanceAndProxyAllowanceFetcher(
+ this._tokenWrapper,
+ stateLayer,
+ );
+ const simpleOrderFilledCancelledFetcher = new SimpleOrderFilledCancelledFetcher(this, stateLayer);
+ const orderStateUtils = new OrderStateUtils(
+ simpleBalanceAndProxyAllowanceFetcher,
+ simpleOrderFilledCancelledFetcher,
+ );
+ const orderState = orderStateUtils.getOrderStateAsync(signedOrder);
+ return orderState;
+ }
+ /**
+ * Returns the ZRX token address used by the exchange contract.
+ * @return Address of ZRX token
+ */
+ public getZRXTokenAddress(): string {
+ const contractAddress = this._getContractAddress(artifacts.ZRX, this._zrxContractAddressIfExists);
+ return contractAddress;
+ }
+ private _invalidateContractInstances(): void {
+ this.unsubscribeAll();
+ delete this._exchangeContractIfExists;
+ }
+ private async _isValidSignatureUsingContractCallAsync(
+ dataHex: string,
+ ecSignature: ECSignature,
+ signerAddressHex: string,
+ ): Promise<boolean> {
+ assert.isHexString('dataHex', dataHex);
+ assert.doesConformToSchema('ecSignature', ecSignature, schemas.ecSignatureSchema);
+ assert.isETHAddressHex('signerAddressHex', signerAddressHex);
+ const normalizedSignerAddress = signerAddressHex.toLowerCase();
+
+ const exchangeInstance = await this._getExchangeContractAsync();
+
+ const isValidSignature = await exchangeInstance.isValidSignature.callAsync(
+ normalizedSignerAddress,
+ dataHex,
+ ecSignature.v,
+ ecSignature.r,
+ ecSignature.s,
+ );
+ return isValidSignature;
+ }
+ private async _getOrderHashHexUsingContractCallAsync(order: Order | SignedOrder): Promise<string> {
+ const exchangeInstance = await this._getExchangeContractAsync();
+ const [orderAddresses, orderValues] = formatters.getOrderAddressesAndValues(order);
+ const orderHashHex = await exchangeInstance.getOrderHash.callAsync(orderAddresses, orderValues);
+ return orderHashHex;
+ }
+ private async _getExchangeContractAsync(): Promise<ExchangeContract> {
+ if (!_.isUndefined(this._exchangeContractIfExists)) {
+ return this._exchangeContractIfExists;
+ }
+ const [abi, address] = await this._getContractAbiAndAddressFromArtifactsAsync(
+ artifacts.Exchange,
+ this._contractAddressIfExists,
+ );
+ const contractInstance = new ExchangeContract(
+ abi,
+ address,
+ this._web3Wrapper.getProvider(),
+ this._web3Wrapper.getContractDefaults(),
+ );
+ this._exchangeContractIfExists = contractInstance;
+ return this._exchangeContractIfExists;
+ }
+ private async _getTokenTransferProxyAddressAsync(): Promise<string> {
+ const exchangeInstance = await this._getExchangeContractAsync();
+ const tokenTransferProxyAddress = await exchangeInstance.TOKEN_TRANSFER_PROXY_CONTRACT.callAsync();
+ const tokenTransferProxyAddressLowerCase = tokenTransferProxyAddress.toLowerCase();
+ return tokenTransferProxyAddressLowerCase;
+ }
+} // tslint:disable:max-file-line-count