diff options
Diffstat (limited to 'packages/0x.js/src/utils/order_validation_utils.ts')
-rw-r--r-- | packages/0x.js/src/utils/order_validation_utils.ts | 404 |
1 files changed, 202 insertions, 202 deletions
diff --git a/packages/0x.js/src/utils/order_validation_utils.ts b/packages/0x.js/src/utils/order_validation_utils.ts index 917d414c8..8ff22266f 100644 --- a/packages/0x.js/src/utils/order_validation_utils.ts +++ b/packages/0x.js/src/utils/order_validation_utils.ts @@ -10,207 +10,207 @@ import { utils } from '../utils/utils'; import { ExchangeTransferSimulator } from './exchange_transfer_simulator'; export class OrderValidationUtils { - private _exchangeWrapper: ExchangeWrapper; - public static validateCancelOrderThrowIfInvalid( - order: Order, - cancelTakerTokenAmount: BigNumber, - unavailableTakerTokenAmount: BigNumber, - ): void { - if (cancelTakerTokenAmount.eq(0)) { - throw new Error(ExchangeContractErrs.OrderCancelAmountZero); - } - if (order.takerTokenAmount.eq(unavailableTakerTokenAmount)) { - throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled); - } - const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec(); - if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) { - throw new Error(ExchangeContractErrs.OrderCancelExpired); - } - } - public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTradeEmulator: ExchangeTransferSimulator, - signedOrder: SignedOrder, - fillTakerTokenAmount: BigNumber, - senderAddress: string, - zrxTokenAddress: string, - ): Promise<void> { - const fillMakerTokenAmount = OrderValidationUtils._getPartialAmount( - fillTakerTokenAmount, - signedOrder.takerTokenAmount, - signedOrder.makerTokenAmount, - ); - await exchangeTradeEmulator.transferFromAsync( - signedOrder.makerTokenAddress, - signedOrder.maker, - senderAddress, - fillMakerTokenAmount, - TradeSide.Maker, - TransferType.Trade, - ); - await exchangeTradeEmulator.transferFromAsync( - signedOrder.takerTokenAddress, - senderAddress, - signedOrder.maker, - fillTakerTokenAmount, - TradeSide.Taker, - TransferType.Trade, - ); - const makerFeeAmount = OrderValidationUtils._getPartialAmount( - fillTakerTokenAmount, - signedOrder.takerTokenAmount, - signedOrder.makerFee, - ); - await exchangeTradeEmulator.transferFromAsync( - zrxTokenAddress, - signedOrder.maker, - signedOrder.feeRecipient, - makerFeeAmount, - TradeSide.Maker, - TransferType.Fee, - ); - const takerFeeAmount = OrderValidationUtils._getPartialAmount( - fillTakerTokenAmount, - signedOrder.takerTokenAmount, - signedOrder.takerFee, - ); - await exchangeTradeEmulator.transferFromAsync( - zrxTokenAddress, - senderAddress, - signedOrder.feeRecipient, - takerFeeAmount, - TradeSide.Taker, - TransferType.Fee, - ); - } - private static _validateRemainingFillAmountNotZeroOrThrow( - takerTokenAmount: BigNumber, - unavailableTakerTokenAmount: BigNumber, - ) { - if (takerTokenAmount.eq(unavailableTakerTokenAmount)) { - throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero); - } - } - 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 { - const fillMakerTokenAmount = numerator - .mul(target) - .div(denominator) - .round(0); - return fillMakerTokenAmount; - } - constructor(exchangeWrapper: ExchangeWrapper) { - this._exchangeWrapper = exchangeWrapper; - } - public async validateOrderFillableOrThrowAsync( - 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, - ); - OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec); - let fillTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount); - if (!_.isUndefined(expectedFillTakerTokenAmount)) { - fillTakerTokenAmount = expectedFillTakerTokenAmount; - } - 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( - fillTakerTokenAmount, - signedOrder.takerTokenAmount, - signedOrder.makerFee, - ); - await exchangeTradeEmulator.transferFromAsync( - 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> { - if (fillTakerTokenAmount.eq(0)) { - throw new Error(ExchangeContractErrs.OrderFillAmountZero); - } - const orderHash = utils.getOrderHashHex(signedOrder); - 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, - ); - if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== takerAddress) { - throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker); - } - OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec); - const remainingTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount); - const filledTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount) - ? remainingTakerTokenAmount - : fillTakerTokenAmount; - await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTradeEmulator, - signedOrder, - filledTakerTokenAmount, - takerAddress, - zrxTokenAddress, - ); + private _exchangeWrapper: ExchangeWrapper; + public static validateCancelOrderThrowIfInvalid( + order: Order, + cancelTakerTokenAmount: BigNumber, + unavailableTakerTokenAmount: BigNumber, + ): void { + if (cancelTakerTokenAmount.eq(0)) { + throw new Error(ExchangeContractErrs.OrderCancelAmountZero); + } + if (order.takerTokenAmount.eq(unavailableTakerTokenAmount)) { + throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled); + } + const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec(); + if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) { + throw new Error(ExchangeContractErrs.OrderCancelExpired); + } + } + public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTradeEmulator: ExchangeTransferSimulator, + signedOrder: SignedOrder, + fillTakerTokenAmount: BigNumber, + senderAddress: string, + zrxTokenAddress: string, + ): Promise<void> { + const fillMakerTokenAmount = OrderValidationUtils._getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerTokenAmount, + signedOrder.makerTokenAmount, + ); + await exchangeTradeEmulator.transferFromAsync( + signedOrder.makerTokenAddress, + signedOrder.maker, + senderAddress, + fillMakerTokenAmount, + TradeSide.Maker, + TransferType.Trade, + ); + await exchangeTradeEmulator.transferFromAsync( + signedOrder.takerTokenAddress, + senderAddress, + signedOrder.maker, + fillTakerTokenAmount, + TradeSide.Taker, + TransferType.Trade, + ); + const makerFeeAmount = OrderValidationUtils._getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerTokenAmount, + signedOrder.makerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + zrxTokenAddress, + signedOrder.maker, + signedOrder.feeRecipient, + makerFeeAmount, + TradeSide.Maker, + TransferType.Fee, + ); + const takerFeeAmount = OrderValidationUtils._getPartialAmount( + fillTakerTokenAmount, + signedOrder.takerTokenAmount, + signedOrder.takerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + zrxTokenAddress, + senderAddress, + signedOrder.feeRecipient, + takerFeeAmount, + TradeSide.Taker, + TransferType.Fee, + ); + } + private static _validateRemainingFillAmountNotZeroOrThrow( + takerTokenAmount: BigNumber, + unavailableTakerTokenAmount: BigNumber, + ) { + if (takerTokenAmount.eq(unavailableTakerTokenAmount)) { + throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero); + } + } + 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 { + const fillMakerTokenAmount = numerator + .mul(target) + .div(denominator) + .round(0); + return fillMakerTokenAmount; + } + constructor(exchangeWrapper: ExchangeWrapper) { + this._exchangeWrapper = exchangeWrapper; + } + public async validateOrderFillableOrThrowAsync( + 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, + ); + OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec); + let fillTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount); + if (!_.isUndefined(expectedFillTakerTokenAmount)) { + fillTakerTokenAmount = expectedFillTakerTokenAmount; + } + 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( + fillTakerTokenAmount, + signedOrder.takerTokenAmount, + signedOrder.makerFee, + ); + await exchangeTradeEmulator.transferFromAsync( + 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> { + if (fillTakerTokenAmount.eq(0)) { + throw new Error(ExchangeContractErrs.OrderFillAmountZero); + } + const orderHash = utils.getOrderHashHex(signedOrder); + 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, + ); + if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== takerAddress) { + throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker); + } + OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec); + const remainingTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount); + const filledTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount) + ? remainingTakerTokenAmount + : fillTakerTokenAmount; + await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTradeEmulator, + signedOrder, + filledTakerTokenAmount, + takerAddress, + zrxTokenAddress, + ); - const wouldRoundingErrorOccur = await this._exchangeWrapper.isRoundingErrorAsync( - filledTakerTokenAmount, - signedOrder.takerTokenAmount, - signedOrder.makerTokenAmount, - ); - if (wouldRoundingErrorOccur) { - throw new Error(ExchangeContractErrs.OrderFillRoundingError); - } - return filledTakerTokenAmount; - } - public async validateFillOrKillOrderThrowIfInvalidAsync( - exchangeTradeEmulator: ExchangeTransferSimulator, - signedOrder: SignedOrder, - fillTakerTokenAmount: BigNumber, - takerAddress: string, - zrxTokenAddress: string, - ): Promise<void> { - const filledTakerTokenAmount = await this.validateFillOrderThrowIfInvalidAsync( - exchangeTradeEmulator, - signedOrder, - fillTakerTokenAmount, - takerAddress, - zrxTokenAddress, - ); - if (filledTakerTokenAmount !== fillTakerTokenAmount) { - throw new Error(ExchangeContractErrs.InsufficientRemainingFillAmount); - } - } + const wouldRoundingErrorOccur = await this._exchangeWrapper.isRoundingErrorAsync( + filledTakerTokenAmount, + signedOrder.takerTokenAmount, + signedOrder.makerTokenAmount, + ); + if (wouldRoundingErrorOccur) { + throw new Error(ExchangeContractErrs.OrderFillRoundingError); + } + return filledTakerTokenAmount; + } + public async validateFillOrKillOrderThrowIfInvalidAsync( + exchangeTradeEmulator: ExchangeTransferSimulator, + signedOrder: SignedOrder, + fillTakerTokenAmount: BigNumber, + takerAddress: string, + zrxTokenAddress: string, + ): Promise<void> { + const filledTakerTokenAmount = await this.validateFillOrderThrowIfInvalidAsync( + exchangeTradeEmulator, + signedOrder, + fillTakerTokenAmount, + takerAddress, + zrxTokenAddress, + ); + if (filledTakerTokenAmount !== fillTakerTokenAmount) { + throw new Error(ExchangeContractErrs.InsufficientRemainingFillAmount); + } + } } |