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-rw-r--r--packages/0x.js/src/utils/order_validation_utils.ts172
1 files changed, 110 insertions, 62 deletions
diff --git a/packages/0x.js/src/utils/order_validation_utils.ts b/packages/0x.js/src/utils/order_validation_utils.ts
index d514483e0..917d414c8 100644
--- a/packages/0x.js/src/utils/order_validation_utils.ts
+++ b/packages/0x.js/src/utils/order_validation_utils.ts
@@ -1,20 +1,20 @@
-import BigNumber from 'bignumber.js';
+import { BigNumber } from '@0xproject/utils';
import * as _ from 'lodash';
-import {ZeroEx} from '../0x';
-import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper';
-import {TokenWrapper} from '../contract_wrappers/token_wrapper';
-import {ExchangeContractErrs, Order, SignedOrder, TradeSide, TransferType, ZeroExError} from '../types';
-import {constants} from '../utils/constants';
-import {utils} from '../utils/utils';
+import { ZeroEx } from '../0x';
+import { ExchangeWrapper } from '../contract_wrappers/exchange_wrapper';
+import { ExchangeContractErrs, Order, SignedOrder, TradeSide, TransferType, ZeroExError } from '../types';
+import { constants } from '../utils/constants';
+import { utils } from '../utils/utils';
-import {ExchangeTransferSimulator} from './exchange_transfer_simulator';
+import { ExchangeTransferSimulator } from './exchange_transfer_simulator';
export class OrderValidationUtils {
- private tokenWrapper: TokenWrapper;
- private exchangeWrapper: ExchangeWrapper;
+ private _exchangeWrapper: ExchangeWrapper;
public static validateCancelOrderThrowIfInvalid(
- order: Order, cancelTakerTokenAmount: BigNumber, unavailableTakerTokenAmount: BigNumber,
+ order: Order,
+ cancelTakerTokenAmount: BigNumber,
+ unavailableTakerTokenAmount: BigNumber,
): void {
if (cancelTakerTokenAmount.eq(0)) {
throw new Error(ExchangeContractErrs.OrderCancelAmountZero);
@@ -28,102 +28,135 @@ export class OrderValidationUtils {
}
}
public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
- exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder,
- fillTakerTokenAmount: BigNumber, senderAddress: string, zrxTokenAddress: string,
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber,
+ senderAddress: string,
+ zrxTokenAddress: string,
): Promise<void> {
- const fillMakerTokenAmount = OrderValidationUtils.getPartialAmount(
+ const fillMakerTokenAmount = OrderValidationUtils._getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerTokenAmount,
);
await exchangeTradeEmulator.transferFromAsync(
- signedOrder.makerTokenAddress, signedOrder.maker, senderAddress, fillMakerTokenAmount,
- TradeSide.Maker, TransferType.Trade,
+ signedOrder.makerTokenAddress,
+ signedOrder.maker,
+ senderAddress,
+ fillMakerTokenAmount,
+ TradeSide.Maker,
+ TransferType.Trade,
);
await exchangeTradeEmulator.transferFromAsync(
- signedOrder.takerTokenAddress, senderAddress, signedOrder.maker, fillTakerTokenAmount,
- TradeSide.Taker, TransferType.Trade,
+ signedOrder.takerTokenAddress,
+ senderAddress,
+ signedOrder.maker,
+ fillTakerTokenAmount,
+ TradeSide.Taker,
+ TransferType.Trade,
);
- const makerFeeAmount = OrderValidationUtils.getPartialAmount(
+ const makerFeeAmount = OrderValidationUtils._getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerFee,
);
await exchangeTradeEmulator.transferFromAsync(
- zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, makerFeeAmount, TradeSide.Maker,
+ zrxTokenAddress,
+ signedOrder.maker,
+ signedOrder.feeRecipient,
+ makerFeeAmount,
+ TradeSide.Maker,
TransferType.Fee,
);
- const takerFeeAmount = OrderValidationUtils.getPartialAmount(
+ const takerFeeAmount = OrderValidationUtils._getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.takerFee,
);
await exchangeTradeEmulator.transferFromAsync(
- zrxTokenAddress, senderAddress, signedOrder.feeRecipient, takerFeeAmount, TradeSide.Taker,
+ zrxTokenAddress,
+ senderAddress,
+ signedOrder.feeRecipient,
+ takerFeeAmount,
+ TradeSide.Taker,
TransferType.Fee,
);
}
- private static validateRemainingFillAmountNotZeroOrThrow(
- takerTokenAmount: BigNumber, unavailableTakerTokenAmount: BigNumber,
+ private static _validateRemainingFillAmountNotZeroOrThrow(
+ takerTokenAmount: BigNumber,
+ unavailableTakerTokenAmount: BigNumber,
) {
if (takerTokenAmount.eq(unavailableTakerTokenAmount)) {
throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
}
}
- private static validateOrderNotExpiredOrThrow(expirationUnixTimestampSec: BigNumber) {
+ private static _validateOrderNotExpiredOrThrow(expirationUnixTimestampSec: BigNumber) {
const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
if (expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
throw new Error(ExchangeContractErrs.OrderFillExpired);
}
}
- private static getPartialAmount(numerator: BigNumber, denominator: BigNumber,
- target: BigNumber): BigNumber {
+ private static _getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
const fillMakerTokenAmount = numerator
- .mul(target)
- .div(denominator)
- .round(0);
+ .mul(target)
+ .div(denominator)
+ .round(0);
return fillMakerTokenAmount;
}
- constructor(tokenWrapper: TokenWrapper, exchangeWrapper: ExchangeWrapper) {
- this.tokenWrapper = tokenWrapper;
- this.exchangeWrapper = exchangeWrapper;
+ constructor(exchangeWrapper: ExchangeWrapper) {
+ this._exchangeWrapper = exchangeWrapper;
}
public async validateOrderFillableOrThrowAsync(
- exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder, zrxTokenAddress: string,
- expectedFillTakerTokenAmount?: BigNumber): Promise<void> {
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ signedOrder: SignedOrder,
+ zrxTokenAddress: string,
+ expectedFillTakerTokenAmount?: BigNumber,
+ ): Promise<void> {
const orderHash = utils.getOrderHashHex(signedOrder);
- const unavailableTakerTokenAmount = await this.exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
- OrderValidationUtils.validateRemainingFillAmountNotZeroOrThrow(
- signedOrder.takerTokenAmount, unavailableTakerTokenAmount,
+ const unavailableTakerTokenAmount = await this._exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
+ OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
+ signedOrder.takerTokenAmount,
+ unavailableTakerTokenAmount,
);
- OrderValidationUtils.validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
+ OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
let fillTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
if (!_.isUndefined(expectedFillTakerTokenAmount)) {
fillTakerTokenAmount = expectedFillTakerTokenAmount;
}
- const fillMakerTokenAmount = OrderValidationUtils.getPartialAmount(
+ const fillMakerTokenAmount = OrderValidationUtils._getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerTokenAmount,
);
await exchangeTradeEmulator.transferFromAsync(
- signedOrder.makerTokenAddress, signedOrder.maker, signedOrder.taker, fillMakerTokenAmount,
- TradeSide.Maker, TransferType.Trade,
- );
- const makerFeeAmount = OrderValidationUtils.getPartialAmount(
+ signedOrder.makerTokenAddress,
+ signedOrder.maker,
+ signedOrder.taker,
+ fillMakerTokenAmount,
+ TradeSide.Maker,
+ TransferType.Trade,
+ );
+ const makerFeeAmount = OrderValidationUtils._getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerFee,
);
await exchangeTradeEmulator.transferFromAsync(
- zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, makerFeeAmount,
- TradeSide.Maker, TransferType.Fee,
+ zrxTokenAddress,
+ signedOrder.maker,
+ signedOrder.feeRecipient,
+ makerFeeAmount,
+ TradeSide.Maker,
+ TransferType.Fee,
);
}
public async validateFillOrderThrowIfInvalidAsync(
- exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder,
- fillTakerTokenAmount: BigNumber, takerAddress: string,
- zrxTokenAddress: string): Promise<BigNumber> {
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber,
+ takerAddress: string,
+ zrxTokenAddress: string,
+ ): Promise<BigNumber> {
if (fillTakerTokenAmount.eq(0)) {
throw new Error(ExchangeContractErrs.OrderFillAmountZero);
}
@@ -131,24 +164,31 @@ export class OrderValidationUtils {
if (!ZeroEx.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker)) {
throw new Error(ZeroExError.InvalidSignature);
}
- const unavailableTakerTokenAmount = await this.exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
- OrderValidationUtils.validateRemainingFillAmountNotZeroOrThrow(
- signedOrder.takerTokenAmount, unavailableTakerTokenAmount,
+ const unavailableTakerTokenAmount = await this._exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
+ OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
+ signedOrder.takerTokenAmount,
+ unavailableTakerTokenAmount,
);
if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== takerAddress) {
throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
}
- OrderValidationUtils.validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
+ OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
const remainingTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
- const filledTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount) ?
- remainingTakerTokenAmount :
- fillTakerTokenAmount;
+ const filledTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount)
+ ? remainingTakerTokenAmount
+ : fillTakerTokenAmount;
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
- exchangeTradeEmulator, signedOrder, filledTakerTokenAmount, takerAddress, zrxTokenAddress,
+ exchangeTradeEmulator,
+ signedOrder,
+ filledTakerTokenAmount,
+ takerAddress,
+ zrxTokenAddress,
);
- const wouldRoundingErrorOccur = await this.exchangeWrapper.isRoundingErrorAsync(
- filledTakerTokenAmount, signedOrder.takerTokenAmount, signedOrder.makerTokenAmount,
+ const wouldRoundingErrorOccur = await this._exchangeWrapper.isRoundingErrorAsync(
+ filledTakerTokenAmount,
+ signedOrder.takerTokenAmount,
+ signedOrder.makerTokenAmount,
);
if (wouldRoundingErrorOccur) {
throw new Error(ExchangeContractErrs.OrderFillRoundingError);
@@ -156,10 +196,18 @@ export class OrderValidationUtils {
return filledTakerTokenAmount;
}
public async validateFillOrKillOrderThrowIfInvalidAsync(
- exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder,
- fillTakerTokenAmount: BigNumber, takerAddress: string, zrxTokenAddress: string): Promise<void> {
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber,
+ takerAddress: string,
+ zrxTokenAddress: string,
+ ): Promise<void> {
const filledTakerTokenAmount = await this.validateFillOrderThrowIfInvalidAsync(
- exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress,
+ exchangeTradeEmulator,
+ signedOrder,
+ fillTakerTokenAmount,
+ takerAddress,
+ zrxTokenAddress,
);
if (filledTakerTokenAmount !== fillTakerTokenAmount) {
throw new Error(ExchangeContractErrs.InsufficientRemainingFillAmount);
generated by cgit (git 2.34.1) at 2024-11-20 08:15:19 +0800