Merge pull request #49 from 0xProject/fillOrderUpToAsync

Implement fillOrderUpToAsync

4 files changed, 87 insertions, 5 deletions

diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index ed0438372..5473e2565 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -28,6 +28,7 @@ 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 {signedOrdersSchema} from '../schemas/signed_orders_schema';
 import {orderFillRequestsSchema} from '../schemas/order_fill_requests_schema';
 import {orderCancellationRequestsSchema} from '../schemas/order_cancel_schema';
 import {orderFillOrKillRequestsSchema} from '../schemas/order_fill_or_kill_requests_schema';
@@ -163,6 +164,72 @@ export class ExchangeWrapper extends ContractWrapper {
         this.throwErrorLogsAsErrors(response.logs);
     }
     /**
+     * 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.
+     */
+    public async fillOrdersUpToAsync(signedOrders: SignedOrder[], takerTokenFillAmount: BigNumber.BigNumber,
+                                     shouldCheckTransfer: boolean, takerAddress: string): Promise<void> {
+        const takerTokenAddresses = _.map(signedOrders, signedOrder => signedOrder.takerTokenAddress);
+        assert.hasAtMostOneUniqueValue(takerTokenAddresses,
+                                        ExchangeContractErrs.MULTIPLE_TAKER_TOKENS_IN_FILL_UP_TO_DISALLOWED);
+        assert.isBigNumber('takerTokenFillAmount', takerTokenFillAmount);
+        assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
+        assert.doesConformToSchema(
+            'signedOrders', SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrders), signedOrdersSchema
+        );
+        await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
+        _.forEach(signedOrders,
+            async (signedOrder: SignedOrder, i: number) => {
+                await this.validateFillOrderAndThrowIfInvalidAsync(
+                    signedOrder, takerTokenFillAmount, takerAddress);
+            });
+        if (_.isEmpty(signedOrders)) {
+            return; // no-op
+        }
+
+        const orderAddressesValuesAndSignatureArray = _.map(signedOrders, signedOrder => {
+            return [
+                ...ExchangeWrapper.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 gas = await exchangeInstance.fillUpTo.estimateGas(
+            orderAddressesArray,
+            orderValuesArray,
+            takerTokenFillAmount,
+            shouldCheckTransfer,
+            vArray,
+            rArray,
+            sArray,
+            {
+                from: takerAddress,
+            },
+        );
+        const response: ContractResponse = await exchangeInstance.fillUpTo(
+            orderAddressesArray,
+            orderValuesArray,
+            takerTokenFillAmount,
+            shouldCheckTransfer,
+            vArray,
+            rArray,
+            sArray,
+            {
+                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.
@@ -366,11 +433,8 @@ export class ExchangeWrapper extends ContractWrapper {
      * 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);
+        assert.hasAtMostOneUniqueValue(makers, ExchangeContractErrs.MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH_DISALLOWED);
         const maker = makers[0];
         await assert.isSenderAddressAsync('maker', maker, this.web3Wrapper);
         assert.doesConformToSchema('orderCancellationRequests',
@@ -381,6 +445,9 @@ export class ExchangeWrapper extends ContractWrapper {
                 cancellationRequest.order, cancellationRequest.takerTokenCancelAmount,
             );
         });
+        if (_.isEmpty(orderCancellationRequests)) {
+            return; // no-op
+        }
         const exchangeInstance = await this.getExchangeContractAsync();
         const orderAddressesValuesAndTakerTokenCancelAmounts = _.map(orderCancellationRequests, cancellationRequest => {
             return [
diff --git a/src/schemas/signed_orders_schema.ts b/src/schemas/signed_orders_schema.ts
new file mode 100644
index 000000000..3b3b23649
--- /dev/null
+++ b/src/schemas/signed_orders_schema.ts
@@ -0,0 +1,5 @@
+export const signedOrdersSchema = {
+    id: '/signedOrdersSchema',
+    type: 'array',
+    items: {$ref: '/signedOrderSchema'},
+};
diff --git a/src/types.ts b/src/types.ts
index dc5a5e6b3..5237fdb1b 100644
--- a/src/types.ts
+++ b/src/types.ts
@@ -74,6 +74,12 @@ export interface ExchangeContract extends ContractInstance {
         estimateGas: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillAmounts: BigNumber.BigNumber[],
                       shouldCheckTransfer: boolean, v: number[], r: string[], s: string[], txOpts?: TxOpts) => number;
     };
+    fillUpTo: {
+        (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillAmount: BigNumber.BigNumber,
+         shouldCheckTransfer: boolean, v: number[], r: string[], s: string[], txOpts?: TxOpts): ContractResponse;
+        estimateGas: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillAmount: BigNumber.BigNumber,
+                      shouldCheckTransfer: boolean, v: number[], r: string[], s: string[], txOpts?: TxOpts) => number;
+    };
     cancel: {
         (orderAddresses: OrderAddresses, orderValues: OrderValues, cancelAmount: BigNumber.BigNumber,
          txOpts?: TxOpts): ContractResponse;
@@ -163,8 +169,9 @@ export const ExchangeContractErrs = strEnum([
     'INSUFFICIENT_MAKER_FEE_BALANCE',
     'INSUFFICIENT_MAKER_FEE_ALLOWANCE',
     'TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER',
-    'MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH',
+    'MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH_DISALLOWED',
     'INSUFFICIENT_REMAINING_FILL_AMOUNT',
+    'MULTIPLE_TAKER_TOKENS_IN_FILL_UP_TO_DISALLOWED',
 ]);
 export type ExchangeContractErrs = keyof typeof ExchangeContractErrs;
 
diff --git a/src/utils/assert.ts b/src/utils/assert.ts
index d93ac71f7..94b119d5a 100644
--- a/src/utils/assert.ts
+++ b/src/utils/assert.ts
@@ -38,6 +38,9 @@ export const assert = {
         const availableAddresses = await web3Wrapper.getAvailableAddressesAsync();
         this.assert(!_.isEmpty(availableAddresses), 'No addresses were available on the provided web3 instance');
     },
+    hasAtMostOneUniqueValue(value: any[], errMsg: string): void {
+        this.assert(_.uniq(value).length <= 1, errMsg);
+    },
     isNumber(variableName: string, value: number): void {
         this.assert(_.isFinite(value), this.typeAssertionMessage(variableName, 'number', value));
     },