diff options
Diffstat (limited to 'packages/contract-wrappers/src/utils/order_validation_utils.ts')
-rw-r--r-- | packages/contract-wrappers/src/utils/order_validation_utils.ts | 198 |
1 files changed, 198 insertions, 0 deletions
diff --git a/packages/contract-wrappers/src/utils/order_validation_utils.ts b/packages/contract-wrappers/src/utils/order_validation_utils.ts new file mode 100644 index 000000000..36dfbd800 --- /dev/null +++ b/packages/contract-wrappers/src/utils/order_validation_utils.ts @@ -0,0 +1,198 @@ +import { getOrderHashHex, isValidSignature, OrderError } from '@0xproject/order-utils'; +import { ExchangeContractErrs, Order, SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import * as _ from 'lodash'; + +import { ExchangeWrapper } from '../contract_wrappers/exchange_wrapper'; +import { ContractWrappersError, TradeSide, TransferType } from '../types'; +import { constants } from '../utils/constants'; +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 = 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; + } + await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTradeEmulator, + signedOrder, + fillTakerTokenAmount, + signedOrder.taker, + zrxTokenAddress, + ); + } + 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 = getOrderHashHex(signedOrder); + if (!isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker)) { + throw new Error(OrderError.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); + } + } +} |