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-rw-r--r--packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts4
-rw-r--r--packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts11
-rw-r--r--packages/order-utils/src/artifacts.ts12
-rw-r--r--packages/order-utils/src/asset_proxy_utils.ts137
-rw-r--r--packages/order-utils/src/constants.ts5
-rw-r--r--packages/order-utils/src/exchange_transfer_simulator.ts113
-rw-r--r--packages/order-utils/src/index.ts3
-rw-r--r--packages/order-utils/src/order_state_utils.ts4
-rw-r--r--packages/order-utils/src/order_validation_utils.ts231
-rw-r--r--packages/order-utils/src/signature_utils.ts25
-rw-r--r--packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts81
-rw-r--r--packages/order-utils/src/types.ts10
-rw-r--r--packages/order-utils/src/utils.ts6
13 files changed, 571 insertions, 71 deletions
diff --git a/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts
index 857c6167f..b2760d98e 100644
--- a/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts
+++ b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_fetcher.ts
@@ -1,6 +1,6 @@
import { BigNumber } from '@0xproject/utils';
export abstract class AbstractBalanceAndProxyAllowanceFetcher {
- public abstract async getBalanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber>;
- public abstract async getProxyAllowanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber>;
+ public abstract async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
+ public abstract async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
}
diff --git a/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts
new file mode 100644
index 000000000..38e08b7fe
--- /dev/null
+++ b/packages/order-utils/src/abstract/abstract_balance_and_proxy_allowance_lazy_store.ts
@@ -0,0 +1,11 @@
+import { BigNumber } from '@0xproject/utils';
+
+export abstract class AbstractBalanceAndProxyAllowanceLazyStore {
+ public abstract async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
+ public abstract async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber>;
+ public abstract setBalance(assetData: string, userAddress: string, balance: BigNumber): void;
+ public abstract deleteBalance(assetData: string, userAddress: string): void;
+ public abstract setProxyAllowance(assetData: string, userAddress: string, proxyAllowance: BigNumber): void;
+ public abstract deleteProxyAllowance(assetData: string, userAddress: string): void;
+ public abstract deleteAll(): void;
+}
diff --git a/packages/order-utils/src/artifacts.ts b/packages/order-utils/src/artifacts.ts
index f6fd00472..3d2d1e953 100644
--- a/packages/order-utils/src/artifacts.ts
+++ b/packages/order-utils/src/artifacts.ts
@@ -1,10 +1,14 @@
-import { Artifact } from '@0xproject/types';
+import { ContractArtifact } from '@0xproject/sol-compiler';
+import * as DummyERC20Token from './artifacts/DummyERC20Token.json';
+import * as ERC20Proxy from './artifacts/ERC20Proxy.json';
import * as Exchange from './artifacts/Exchange.json';
import * as IValidator from './artifacts/IValidator.json';
import * as IWallet from './artifacts/IWallet.json';
export const artifacts = {
- Exchange: (Exchange as any) as Artifact,
- IWallet: (IWallet as any) as Artifact,
- IValidator: (IValidator as any) as Artifact,
+ ERC20Proxy: (ERC20Proxy as any) as ContractArtifact,
+ DummyERC20Token: (DummyERC20Token as any) as ContractArtifact,
+ Exchange: (Exchange as any) as ContractArtifact,
+ IWallet: (IWallet as any) as ContractArtifact,
+ IValidator: (IValidator as any) as ContractArtifact,
};
diff --git a/packages/order-utils/src/asset_proxy_utils.ts b/packages/order-utils/src/asset_proxy_utils.ts
index 55f2d56df..915ee5032 100644
--- a/packages/order-utils/src/asset_proxy_utils.ts
+++ b/packages/order-utils/src/asset_proxy_utils.ts
@@ -1,10 +1,15 @@
-import { AssetProxyId, ERC20ProxyData, ERC721ProxyData, ProxyData } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
+import { AssetProxyId, ERC20AssetData, ERC721AssetData } from '@0xproject/types';
+import { BigNumber, NULL_BYTES } from '@0xproject/utils';
import BN = require('bn.js');
import ethUtil = require('ethereumjs-util');
+import * as _ from 'lodash';
-const ERC20_PROXY_METADATA_BYTE_LENGTH = 21;
-const ERC721_PROXY_METADATA_BYTE_LENGTH = 53;
+const ERC20_ASSET_DATA_BYTE_LENGTH = 21;
+const ERC721_ASSET_DATA_MINIMUM_BYTE_LENGTH = 53;
+const ASSET_DATA_ADDRESS_OFFSET = 0;
+const ERC721_ASSET_DATA_TOKEN_ID_OFFSET = 20;
+const ERC721_ASSET_DATA_RECEIVER_DATA_LENGTH_OFFSET = 52;
+const ERC721_ASSET_DATA_RECEIVER_DATA_OFFSET = 84;
export const assetProxyUtils = {
encodeAssetProxyId(assetProxyId: AssetProxyId): Buffer {
@@ -40,23 +45,24 @@ export const assetProxyUtils = {
const value = new BigNumber(formattedValue, 16);
return value;
},
- encodeERC20ProxyData(tokenAddress: string): string {
+ encodeERC20AssetData(tokenAddress: string): string {
const encodedAssetProxyId = assetProxyUtils.encodeAssetProxyId(AssetProxyId.ERC20);
const encodedAddress = assetProxyUtils.encodeAddress(tokenAddress);
- const encodedMetadata = Buffer.concat([encodedAddress, encodedAssetProxyId]);
- const encodedMetadataHex = ethUtil.bufferToHex(encodedMetadata);
- return encodedMetadataHex;
+ const encodedAssetData = Buffer.concat([encodedAddress, encodedAssetProxyId]);
+ const encodedAssetDataHex = ethUtil.bufferToHex(encodedAssetData);
+ return encodedAssetDataHex;
},
- decodeERC20ProxyData(proxyData: string): ERC20ProxyData {
- const encodedProxyMetadata = ethUtil.toBuffer(proxyData);
- if (encodedProxyMetadata.byteLength !== ERC20_PROXY_METADATA_BYTE_LENGTH) {
+ decodeERC20AssetData(proxyData: string): ERC20AssetData {
+ const encodedAssetData = ethUtil.toBuffer(proxyData);
+ if (encodedAssetData.byteLength !== ERC20_ASSET_DATA_BYTE_LENGTH) {
throw new Error(
`Could not decode ERC20 Proxy Data. Expected length of encoded data to be 21. Got ${
- encodedProxyMetadata.byteLength
+ encodedAssetData.byteLength
}`,
);
}
- const encodedAssetProxyId = encodedProxyMetadata.slice(-1);
+ const assetProxyIdOffset = encodedAssetData.byteLength - 1;
+ const encodedAssetProxyId = encodedAssetData.slice(assetProxyIdOffset);
const assetProxyId = assetProxyUtils.decodeAssetProxyId(encodedAssetProxyId);
if (assetProxyId !== AssetProxyId.ERC20) {
throw new Error(
@@ -65,33 +71,45 @@ export const assetProxyUtils = {
}), but got ${assetProxyId}`,
);
}
- const addressOffset = ERC20_PROXY_METADATA_BYTE_LENGTH - 1;
- const encodedTokenAddress = encodedProxyMetadata.slice(0, addressOffset);
+ const encodedTokenAddress = encodedAssetData.slice(ASSET_DATA_ADDRESS_OFFSET, assetProxyIdOffset);
const tokenAddress = assetProxyUtils.decodeAddress(encodedTokenAddress);
- const erc20ProxyData = {
+ const erc20AssetData = {
assetProxyId,
tokenAddress,
};
- return erc20ProxyData;
+ return erc20AssetData;
},
- encodeERC721ProxyData(tokenAddress: string, tokenId: BigNumber): string {
+ encodeERC721AssetData(tokenAddress: string, tokenId: BigNumber, receiverData?: string): string {
const encodedAssetProxyId = assetProxyUtils.encodeAssetProxyId(AssetProxyId.ERC721);
const encodedAddress = assetProxyUtils.encodeAddress(tokenAddress);
const encodedTokenId = assetProxyUtils.encodeUint256(tokenId);
- const encodedMetadata = Buffer.concat([encodedAddress, encodedTokenId, encodedAssetProxyId]);
- const encodedMetadataHex = ethUtil.bufferToHex(encodedMetadata);
- return encodedMetadataHex;
+ let encodedAssetData = Buffer.concat([encodedAddress, encodedTokenId]);
+ if (!_.isUndefined(receiverData)) {
+ const encodedReceiverData = ethUtil.toBuffer(receiverData);
+ const receiverDataLength = new BigNumber(encodedReceiverData.byteLength);
+ const encodedReceiverDataLength = assetProxyUtils.encodeUint256(receiverDataLength);
+ encodedAssetData = Buffer.concat([encodedAssetData, encodedReceiverDataLength, encodedReceiverData]);
+ }
+ encodedAssetData = Buffer.concat([encodedAssetData, encodedAssetProxyId]);
+ const encodedAssetDataHex = ethUtil.bufferToHex(encodedAssetData);
+ return encodedAssetDataHex;
},
- decodeERC721ProxyData(proxyData: string): ERC721ProxyData {
- const encodedProxyMetadata = ethUtil.toBuffer(proxyData);
- if (encodedProxyMetadata.byteLength !== ERC721_PROXY_METADATA_BYTE_LENGTH) {
+ decodeERC721AssetData(assetData: string): ERC721AssetData {
+ const encodedAssetData = ethUtil.toBuffer(assetData);
+ if (encodedAssetData.byteLength < ERC721_ASSET_DATA_MINIMUM_BYTE_LENGTH) {
throw new Error(
- `Could not decode ERC20 Proxy Data. Expected length of encoded data to be 53. Got ${
- encodedProxyMetadata.byteLength
+ `Could not decode ERC20 Proxy Data. Expected length of encoded data to be at least 53. Got ${
+ encodedAssetData.byteLength
}`,
);
}
- const encodedAssetProxyId = encodedProxyMetadata.slice(-1);
+
+ const encodedTokenAddress = encodedAssetData.slice(
+ ASSET_DATA_ADDRESS_OFFSET,
+ ERC721_ASSET_DATA_TOKEN_ID_OFFSET,
+ );
+ const proxyIdOffset = encodedAssetData.byteLength - 1;
+ const encodedAssetProxyId = encodedAssetData.slice(proxyIdOffset);
const assetProxyId = assetProxyUtils.decodeAssetProxyId(encodedAssetProxyId);
if (assetProxyId !== AssetProxyId.ERC721) {
throw new Error(
@@ -100,50 +118,63 @@ export const assetProxyUtils = {
}), but got ${assetProxyId}`,
);
}
- const addressOffset = ERC20_PROXY_METADATA_BYTE_LENGTH - 1;
- const encodedTokenAddress = encodedProxyMetadata.slice(0, addressOffset);
const tokenAddress = assetProxyUtils.decodeAddress(encodedTokenAddress);
- const tokenIdOffset = ERC721_PROXY_METADATA_BYTE_LENGTH - 1;
- const encodedTokenId = encodedProxyMetadata.slice(addressOffset, tokenIdOffset);
+ const encodedTokenId = encodedAssetData.slice(
+ ERC721_ASSET_DATA_TOKEN_ID_OFFSET,
+ ERC721_ASSET_DATA_RECEIVER_DATA_LENGTH_OFFSET,
+ );
const tokenId = assetProxyUtils.decodeUint256(encodedTokenId);
- const erc721ProxyData = {
+ let receiverData = NULL_BYTES;
+ const lengthUpToReceiverDataLength = ERC721_ASSET_DATA_RECEIVER_DATA_LENGTH_OFFSET + 1;
+ if (encodedAssetData.byteLength > lengthUpToReceiverDataLength) {
+ const encodedReceiverDataLength = encodedAssetData.slice(
+ ERC721_ASSET_DATA_RECEIVER_DATA_LENGTH_OFFSET,
+ ERC721_ASSET_DATA_RECEIVER_DATA_OFFSET,
+ );
+ const receiverDataLength = assetProxyUtils.decodeUint256(encodedReceiverDataLength);
+ const lengthUpToReceiverData = ERC721_ASSET_DATA_RECEIVER_DATA_OFFSET + 1;
+ const expectedReceiverDataLength = new BigNumber(encodedAssetData.byteLength - lengthUpToReceiverData);
+ if (!receiverDataLength.equals(expectedReceiverDataLength)) {
+ throw new Error(
+ `Data length (${receiverDataLength}) does not match actual length of data (${expectedReceiverDataLength})`,
+ );
+ }
+ const encodedReceiverData = encodedAssetData.slice(
+ ERC721_ASSET_DATA_RECEIVER_DATA_OFFSET,
+ receiverDataLength.add(ERC721_ASSET_DATA_RECEIVER_DATA_OFFSET).toNumber(),
+ );
+ receiverData = ethUtil.bufferToHex(encodedReceiverData);
+ }
+ const erc721AssetData: ERC721AssetData = {
assetProxyId,
tokenAddress,
tokenId,
+ receiverData,
};
- return erc721ProxyData;
+ return erc721AssetData;
},
- decodeProxyDataId(proxyData: string): AssetProxyId {
- const encodedProxyMetadata = ethUtil.toBuffer(proxyData);
- if (encodedProxyMetadata.byteLength < 1) {
+ decodeAssetDataId(assetData: string): AssetProxyId {
+ const encodedAssetData = ethUtil.toBuffer(assetData);
+ if (encodedAssetData.byteLength < 1) {
throw new Error(
`Could not decode Proxy Data. Expected length of encoded data to be at least 1. Got ${
- encodedProxyMetadata.byteLength
+ encodedAssetData.byteLength
}`,
);
}
- const encodedAssetProxyId = encodedProxyMetadata.slice(-1);
+ const encodedAssetProxyId = encodedAssetData.slice(-1);
const assetProxyId = assetProxyUtils.decodeAssetProxyId(encodedAssetProxyId);
return assetProxyId;
},
- decodeProxyData(proxyData: string): ProxyData {
- const assetProxyId = assetProxyUtils.decodeProxyDataId(proxyData);
+ decodeAssetData(assetData: string): ERC20AssetData | ERC721AssetData {
+ const assetProxyId = assetProxyUtils.decodeAssetDataId(assetData);
switch (assetProxyId) {
case AssetProxyId.ERC20:
- const erc20ProxyData = assetProxyUtils.decodeERC20ProxyData(proxyData);
- const generalizedERC20ProxyData = {
- assetProxyId,
- tokenAddress: erc20ProxyData.tokenAddress,
- };
- return generalizedERC20ProxyData;
+ const erc20AssetData = assetProxyUtils.decodeERC20AssetData(assetData);
+ return erc20AssetData;
case AssetProxyId.ERC721:
- const erc721ProxyData = assetProxyUtils.decodeERC721ProxyData(proxyData);
- const generaliedERC721ProxyData = {
- assetProxyId,
- tokenAddress: erc721ProxyData.tokenAddress,
- data: erc721ProxyData.tokenId,
- };
- return generaliedERC721ProxyData;
+ const erc721AssetData = assetProxyUtils.decodeERC721AssetData(assetData);
+ return erc721AssetData;
default:
throw new Error(`Unrecognized asset proxy id: ${assetProxyId}`);
}
diff --git a/packages/order-utils/src/constants.ts b/packages/order-utils/src/constants.ts
index ec2fe744a..ed5bd8101 100644
--- a/packages/order-utils/src/constants.ts
+++ b/packages/order-utils/src/constants.ts
@@ -1,3 +1,8 @@
+import { BigNumber } from '@0xproject/utils';
+
export const constants = {
NULL_ADDRESS: '0x0000000000000000000000000000000000000000',
+ // tslint:disable-next-line:custom-no-magic-numbers
+ UNLIMITED_ALLOWANCE_IN_BASE_UNITS: new BigNumber(2).pow(256).minus(1),
+ TESTRPC_NETWORK_ID: 50,
};
diff --git a/packages/order-utils/src/exchange_transfer_simulator.ts b/packages/order-utils/src/exchange_transfer_simulator.ts
new file mode 100644
index 000000000..32d53d6a2
--- /dev/null
+++ b/packages/order-utils/src/exchange_transfer_simulator.ts
@@ -0,0 +1,113 @@
+import { ExchangeContractErrs } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+import { AbstractBalanceAndProxyAllowanceLazyStore } from './abstract/abstract_balance_and_proxy_allowance_lazy_store';
+import { constants } from './constants';
+import { TradeSide, TransferType } from './types';
+
+enum FailureReason {
+ Balance = 'balance',
+ ProxyAllowance = 'proxyAllowance',
+}
+
+const ERR_MSG_MAPPING = {
+ [FailureReason.Balance]: {
+ [TradeSide.Maker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientMakerBalance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeBalance,
+ },
+ [TradeSide.Taker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientTakerBalance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeBalance,
+ },
+ },
+ [FailureReason.ProxyAllowance]: {
+ [TradeSide.Maker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientMakerAllowance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeAllowance,
+ },
+ [TradeSide.Taker]: {
+ [TransferType.Trade]: ExchangeContractErrs.InsufficientTakerAllowance,
+ [TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeAllowance,
+ },
+ },
+};
+
+export class ExchangeTransferSimulator {
+ private _store: AbstractBalanceAndProxyAllowanceLazyStore;
+ private static _throwValidationError(
+ failureReason: FailureReason,
+ tradeSide: TradeSide,
+ transferType: TransferType,
+ ): never {
+ const errMsg = ERR_MSG_MAPPING[failureReason][tradeSide][transferType];
+ throw new Error(errMsg);
+ }
+ constructor(store: AbstractBalanceAndProxyAllowanceLazyStore) {
+ this._store = store;
+ }
+ /**
+ * Simulates transferFrom call performed by a proxy
+ * @param assetData Data of the asset being transferred. Includes
+ * it's identifying information and assetType,
+ * e.g address for ERC20, address & tokenId for ERC721
+ * @param from Owner of the transferred tokens
+ * @param to Recipient of the transferred tokens
+ * @param amountInBaseUnits The amount of tokens being transferred
+ * @param tradeSide Is Maker/Taker transferring
+ * @param transferType Is it a fee payment or a value transfer
+ */
+ public async transferFromAsync(
+ assetData: string,
+ from: string,
+ to: string,
+ amountInBaseUnits: BigNumber,
+ tradeSide: TradeSide,
+ transferType: TransferType,
+ ): Promise<void> {
+ // HACK: When simulating an open order (e.g taker is NULL_ADDRESS), we don't want to adjust balances/
+ // allowances for the taker. We do however, want to increase the balance of the maker since the maker
+ // might be relying on those funds to fill subsequent orders or pay the order's fees.
+ if (from === constants.NULL_ADDRESS && tradeSide === TradeSide.Taker) {
+ await this._increaseBalanceAsync(assetData, to, amountInBaseUnits);
+ return;
+ }
+ const balance = await this._store.getBalanceAsync(assetData, from);
+ const proxyAllowance = await this._store.getProxyAllowanceAsync(assetData, from);
+ if (proxyAllowance.lessThan(amountInBaseUnits)) {
+ ExchangeTransferSimulator._throwValidationError(FailureReason.ProxyAllowance, tradeSide, transferType);
+ }
+ if (balance.lessThan(amountInBaseUnits)) {
+ ExchangeTransferSimulator._throwValidationError(FailureReason.Balance, tradeSide, transferType);
+ }
+ await this._decreaseProxyAllowanceAsync(assetData, from, amountInBaseUnits);
+ await this._decreaseBalanceAsync(assetData, from, amountInBaseUnits);
+ await this._increaseBalanceAsync(assetData, to, amountInBaseUnits);
+ }
+ private async _decreaseProxyAllowanceAsync(
+ assetData: string,
+ userAddress: string,
+ amountInBaseUnits: BigNumber,
+ ): Promise<void> {
+ const proxyAllowance = await this._store.getProxyAllowanceAsync(assetData, userAddress);
+ if (!proxyAllowance.eq(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) {
+ this._store.setProxyAllowance(assetData, userAddress, proxyAllowance.minus(amountInBaseUnits));
+ }
+ }
+ private async _increaseBalanceAsync(
+ assetData: string,
+ userAddress: string,
+ amountInBaseUnits: BigNumber,
+ ): Promise<void> {
+ const balance = await this._store.getBalanceAsync(assetData, userAddress);
+ this._store.setBalance(assetData, userAddress, balance.plus(amountInBaseUnits));
+ }
+ private async _decreaseBalanceAsync(
+ assetData: string,
+ userAddress: string,
+ amountInBaseUnits: BigNumber,
+ ): Promise<void> {
+ const balance = await this._store.getBalanceAsync(assetData, userAddress);
+ this._store.setBalance(assetData, userAddress, balance.minus(amountInBaseUnits));
+ }
+}
diff --git a/packages/order-utils/src/index.ts b/packages/order-utils/src/index.ts
index cb859dcb9..f9b37df82 100644
--- a/packages/order-utils/src/index.ts
+++ b/packages/order-utils/src/index.ts
@@ -7,6 +7,7 @@ export {
isValidECSignature,
ecSignOrderHashAsync,
addSignedMessagePrefix,
+ parseECSignature,
} from './signature_utils';
export { orderFactory } from './order_factory';
export { constants } from './constants';
@@ -18,3 +19,5 @@ export { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_f
export { RemainingFillableCalculator } from './remaining_fillable_calculator';
export { OrderStateUtils } from './order_state_utils';
export { assetProxyUtils } from './asset_proxy_utils';
+export { OrderValidationUtils } from './order_validation_utils';
+export { ExchangeTransferSimulator } from './exchange_transfer_simulator';
diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts
index ca18097c9..40f235da7 100644
--- a/packages/order-utils/src/order_state_utils.ts
+++ b/packages/order-utils/src/order_state_utils.ts
@@ -79,7 +79,7 @@ export class OrderStateUtils {
}
public async getOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> {
const zrxTokenAddress = this._orderFilledCancelledFetcher.getZRXTokenAddress();
- const makerProxyData = assetProxyUtils.decodeERC20ProxyData(signedOrder.makerAssetData);
+ const makerProxyData = assetProxyUtils.decodeERC20AssetData(signedOrder.makerAssetData);
const makerAssetAddress = makerProxyData.tokenAddress;
const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
const makerBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
@@ -111,7 +111,7 @@ export class OrderStateUtils {
const transferrableMakerAssetAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
const transferrableFeeAssetAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
- const zrxAssetData = assetProxyUtils.encodeERC20ProxyData(zrxTokenAddress);
+ const zrxAssetData = assetProxyUtils.encodeERC20AssetData(zrxTokenAddress);
const isMakerAssetZRX = signedOrder.makerAssetData === zrxAssetData;
const remainingFillableCalculator = new RemainingFillableCalculator(
signedOrder.makerFee,
diff --git a/packages/order-utils/src/order_validation_utils.ts b/packages/order-utils/src/order_validation_utils.ts
new file mode 100644
index 000000000..3a6704f26
--- /dev/null
+++ b/packages/order-utils/src/order_validation_utils.ts
@@ -0,0 +1,231 @@
+import { ExchangeContractErrs, Order, SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Provider } from 'ethereum-types';
+import * as _ from 'lodash';
+
+import { OrderError, TradeSide, TransferType } from './types';
+
+import { constants } from './constants';
+import { ExchangeTransferSimulator } from './exchange_transfer_simulator';
+import { ExchangeContract } from './generated_contract_wrappers/exchange';
+import { orderHashUtils } from './order_hash';
+import { isValidSignatureAsync } from './signature_utils';
+import { utils } from './utils';
+
+export class OrderValidationUtils {
+ private _exchangeContract: ExchangeContract;
+ // TODO: Write some tests for the function
+ // const numerator = new BigNumber(20);
+ // const denominator = new BigNumber(999);
+ // const target = new BigNumber(50);
+ // rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1%
+ public static isRoundingError(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean {
+ // Solidity's mulmod() in JS
+ // Source: https://solidity.readthedocs.io/en/latest/units-and-global-variables.html#mathematical-and-cryptographic-functions
+ if (denominator.eq(0)) {
+ throw new Error('denominator cannot be 0');
+ }
+ const remainder = target.mul(numerator).mod(denominator);
+ if (remainder.eq(0)) {
+ return false; // no rounding error
+ }
+
+ // tslint:disable-next-line:custom-no-magic-numbers
+ const errPercentageTimes1000000 = remainder.mul(1000000).div(numerator.mul(target));
+ // tslint:disable-next-line:custom-no-magic-numbers
+ const isError = errPercentageTimes1000000.gt(1000);
+ return isError;
+ }
+ public static validateCancelOrderThrowIfInvalid(
+ order: Order,
+ cancelTakerTokenAmount: BigNumber,
+ filledTakerTokenAmount: BigNumber,
+ ): void {
+ if (cancelTakerTokenAmount.eq(0)) {
+ throw new Error(ExchangeContractErrs.OrderCancelAmountZero);
+ }
+ if (order.takerAssetAmount.eq(filledTakerTokenAmount)) {
+ throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
+ }
+ const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
+ if (order.expirationTimeSeconds.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.takerAssetAmount,
+ signedOrder.makerAssetAmount,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ signedOrder.makerAssetData,
+ signedOrder.makerAddress,
+ senderAddress,
+ fillMakerTokenAmount,
+ TradeSide.Maker,
+ TransferType.Trade,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ signedOrder.takerAssetData,
+ senderAddress,
+ signedOrder.makerAddress,
+ fillTakerTokenAmount,
+ TradeSide.Taker,
+ TransferType.Trade,
+ );
+ const makerFeeAmount = OrderValidationUtils._getPartialAmount(
+ fillTakerTokenAmount,
+ signedOrder.takerAssetAmount,
+ signedOrder.makerFee,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ zrxTokenAddress,
+ signedOrder.makerAddress,
+ signedOrder.feeRecipientAddress,
+ makerFeeAmount,
+ TradeSide.Maker,
+ TransferType.Fee,
+ );
+ const takerFeeAmount = OrderValidationUtils._getPartialAmount(
+ fillTakerTokenAmount,
+ signedOrder.takerAssetAmount,
+ signedOrder.takerFee,
+ );
+ await exchangeTradeEmulator.transferFromAsync(
+ zrxTokenAddress,
+ senderAddress,
+ signedOrder.feeRecipientAddress,
+ takerFeeAmount,
+ TradeSide.Taker,
+ TransferType.Fee,
+ );
+ }
+ private static _validateRemainingFillAmountNotZeroOrThrow(
+ takerAssetAmount: BigNumber,
+ filledTakerTokenAmount: BigNumber,
+ ): void {
+ if (takerAssetAmount.eq(filledTakerTokenAmount)) {
+ throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
+ }
+ }
+ private static _validateOrderNotExpiredOrThrow(expirationTimeSeconds: BigNumber): void {
+ const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
+ if (expirationTimeSeconds.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(exchangeContract: ExchangeContract) {
+ this._exchangeContract = exchangeContract;
+ }
+ public async validateOrderFillableOrThrowAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ signedOrder: SignedOrder,
+ zrxTokenAddress: string,
+ expectedFillTakerTokenAmount?: BigNumber,
+ ): Promise<void> {
+ const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+ const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash);
+ OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
+ signedOrder.takerAssetAmount,
+ filledTakerTokenAmount,
+ );
+ OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
+ let fillTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
+ if (!_.isUndefined(expectedFillTakerTokenAmount)) {
+ fillTakerTokenAmount = expectedFillTakerTokenAmount;
+ }
+ await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ signedOrder,
+ fillTakerTokenAmount,
+ signedOrder.takerAddress,
+ zrxTokenAddress,
+ );
+ }
+ public async validateFillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ provider: Provider,
+ signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber,
+ takerAddress: string,
+ zrxTokenAddress: string,
+ ): Promise<BigNumber> {
+ if (fillTakerTokenAmount.eq(0)) {
+ throw new Error(ExchangeContractErrs.OrderFillAmountZero);
+ }
+ const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+ const isValid = await isValidSignatureAsync(
+ provider,
+ orderHash,
+ signedOrder.signature,
+ signedOrder.makerAddress,
+ );
+ if (!isValid) {
+ throw new Error(OrderError.InvalidSignature);
+ }
+ const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash);
+ OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
+ signedOrder.takerAssetAmount,
+ filledTakerTokenAmount,
+ );
+ if (signedOrder.takerAddress !== constants.NULL_ADDRESS && signedOrder.takerAddress !== takerAddress) {
+ throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
+ }
+ OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
+ const remainingTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
+ const desiredFillTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount)
+ ? remainingTakerTokenAmount
+ : fillTakerTokenAmount;
+ await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ signedOrder,
+ desiredFillTakerTokenAmount,
+ takerAddress,
+ zrxTokenAddress,
+ );
+
+ const wouldRoundingErrorOccur = OrderValidationUtils.isRoundingError(
+ filledTakerTokenAmount,
+ signedOrder.takerAssetAmount,
+ signedOrder.makerAssetAmount,
+ );
+ if (wouldRoundingErrorOccur) {
+ throw new Error(ExchangeContractErrs.OrderFillRoundingError);
+ }
+ return filledTakerTokenAmount;
+ }
+ public async validateFillOrKillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator: ExchangeTransferSimulator,
+ provider: Provider,
+ signedOrder: SignedOrder,
+ fillTakerTokenAmount: BigNumber,
+ takerAddress: string,
+ zrxTokenAddress: string,
+ ): Promise<void> {
+ const filledTakerTokenAmount = await this.validateFillOrderThrowIfInvalidAsync(
+ exchangeTradeEmulator,
+ provider,
+ signedOrder,
+ fillTakerTokenAmount,
+ takerAddress,
+ zrxTokenAddress,
+ );
+ if (filledTakerTokenAmount !== fillTakerTokenAmount) {
+ throw new Error(ExchangeContractErrs.InsufficientRemainingFillAmount);
+ }
+ }
+}
diff --git a/packages/order-utils/src/signature_utils.ts b/packages/order-utils/src/signature_utils.ts
index c3fa0b6a5..44a7203a0 100644
--- a/packages/order-utils/src/signature_utils.ts
+++ b/packages/order-utils/src/signature_utils.ts
@@ -90,7 +90,7 @@ export async function isValidPresignedSignatureAsync(
data: string,
signerAddress: string,
): Promise<boolean> {
- const exchangeContract = new ExchangeContract(artifacts.Exchange.abi, signerAddress, provider);
+ const exchangeContract = new ExchangeContract(artifacts.Exchange.compilerOutput.abi, signerAddress, provider);
const isValid = await exchangeContract.preSigned.callAsync(data, signerAddress);
return isValid;
}
@@ -110,7 +110,7 @@ export async function isValidWalletSignatureAsync(
): Promise<boolean> {
// tslint:disable-next-line:custom-no-magic-numbers
const signatureWithoutType = signature.slice(-2);
- const walletContract = new IWalletContract(artifacts.IWallet.abi, signerAddress, provider);
+ const walletContract = new IWalletContract(artifacts.IWallet.compilerOutput.abi, signerAddress, provider);
const isValid = await walletContract.isValidSignature.callAsync(data, signatureWithoutType);
return isValid;
}
@@ -129,7 +129,7 @@ export async function isValidValidatorSignatureAsync(
signerAddress: string,
): Promise<boolean> {
const validatorSignature = parseValidatorSignature(signature);
- const exchangeContract = new ExchangeContract(artifacts.Exchange.abi, signerAddress, provider);
+ const exchangeContract = new ExchangeContract(artifacts.Exchange.compilerOutput.abi, signerAddress, provider);
const isValidatorApproved = await exchangeContract.allowedValidators.callAsync(
signerAddress,
validatorSignature.validatorAddress,
@@ -138,7 +138,7 @@ export async function isValidValidatorSignatureAsync(
throw new Error(`Validator ${validatorSignature.validatorAddress} was not pre-approved by ${signerAddress}.`);
}
- const validatorContract = new IValidatorContract(artifacts.IValidator.abi, signerAddress, provider);
+ const validatorContract = new IValidatorContract(artifacts.IValidator.compilerOutput.abi, signerAddress, provider);
const isValid = await validatorContract.isValidSignature.callAsync(
data,
signerAddress,
@@ -260,12 +260,12 @@ export function addSignedMessagePrefix(message: string, messagePrefixType: Messa
}
}
-function hashTrezorPersonalMessage(message: Buffer): Buffer {
- const prefix = ethUtil.toBuffer('\x19Ethereum Signed Message:\n' + String.fromCharCode(message.length));
- return ethUtil.sha3(Buffer.concat([prefix, message]));
-}
-
-function parseECSignature(signature: string): ECSignature {
+/**
+ * Parse a 0x protocol hex-encoded signature string into it's ECSignature components
+ * @param signature A hex encoded ecSignature 0x Protocol signature
+ * @return An ECSignature object with r,s,v parameters
+ */
+export function parseECSignature(signature: string): ECSignature {
const ecSignatureTypes = [SignatureType.EthSign, SignatureType.EIP712, SignatureType.Trezor];
assert.isOneOfExpectedSignatureTypes(signature, ecSignatureTypes);
@@ -276,6 +276,11 @@ function parseECSignature(signature: string): ECSignature {
return ecSignature;
}
+function hashTrezorPersonalMessage(message: Buffer): Buffer {
+ const prefix = ethUtil.toBuffer('\x19Ethereum Signed Message:\n' + String.fromCharCode(message.length));
+ return ethUtil.sha3(Buffer.concat([prefix, message]));
+}
+
function parseValidatorSignature(signature: string): ValidatorSignature {
assert.isOneOfExpectedSignatureTypes(signature, [SignatureType.Validator]);
// tslint:disable:custom-no-magic-numbers
diff --git a/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts b/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts
new file mode 100644
index 000000000..08d50b924
--- /dev/null
+++ b/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts
@@ -0,0 +1,81 @@
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { AbstractBalanceAndProxyAllowanceFetcher } from '../abstract/abstract_balance_and_proxy_allowance_fetcher';
+import { AbstractBalanceAndProxyAllowanceLazyStore } from '../abstract/abstract_balance_and_proxy_allowance_lazy_store';
+
+/**
+ * Copy on read store for balances/proxyAllowances of tokens/accounts
+ */
+export class BalanceAndProxyAllowanceLazyStore implements AbstractBalanceAndProxyAllowanceLazyStore {
+ private _balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher;
+ private _balance: {
+ [assetData: string]: {
+ [userAddress: string]: BigNumber;
+ };
+ };
+ private _proxyAllowance: {
+ [assetData: string]: {
+ [userAddress: string]: BigNumber;
+ };
+ };
+ constructor(token: AbstractBalanceAndProxyAllowanceFetcher) {
+ this._balanceAndProxyAllowanceFetcher = token;
+ this._balance = {};
+ this._proxyAllowance = {};
+ }
+ public async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber> {
+ if (_.isUndefined(this._balance[assetData]) || _.isUndefined(this._balance[assetData][userAddress])) {
+ const balance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(assetData, userAddress);
+ this.setBalance(assetData, userAddress, balance);
+ }
+ const cachedBalance = this._balance[assetData][userAddress];
+ return cachedBalance;
+ }
+ public setBalance(assetData: string, userAddress: string, balance: BigNumber): void {
+ if (_.isUndefined(this._balance[assetData])) {
+ this._balance[assetData] = {};
+ }
+ this._balance[assetData][userAddress] = balance;
+ }
+ public deleteBalance(assetData: string, userAddress: string): void {
+ if (!_.isUndefined(this._balance[assetData])) {
+ delete this._balance[assetData][userAddress];
+ if (_.isEmpty(this._balance[assetData])) {
+ delete this._balance[assetData];
+ }
+ }
+ }
+ public async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber> {
+ if (
+ _.isUndefined(this._proxyAllowance[assetData]) ||
+ _.isUndefined(this._proxyAllowance[assetData][userAddress])
+ ) {
+ const proxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+ assetData,
+ userAddress,
+ );
+ this.setProxyAllowance(assetData, userAddress, proxyAllowance);
+ }
+ const cachedProxyAllowance = this._proxyAllowance[assetData][userAddress];
+ return cachedProxyAllowance;
+ }
+ public setProxyAllowance(assetData: string, userAddress: string, proxyAllowance: BigNumber): void {
+ if (_.isUndefined(this._proxyAllowance[assetData])) {
+ this._proxyAllowance[assetData] = {};
+ }
+ this._proxyAllowance[assetData][userAddress] = proxyAllowance;
+ }
+ public deleteProxyAllowance(assetData: string, userAddress: string): void {
+ if (!_.isUndefined(this._proxyAllowance[assetData])) {
+ delete this._proxyAllowance[assetData][userAddress];
+ if (_.isEmpty(this._proxyAllowance[assetData])) {
+ delete this._proxyAllowance[assetData];
+ }
+ }
+ }
+ public deleteAll(): void {
+ this._balance = {};
+ this._proxyAllowance = {};
+ }
+}
diff --git a/packages/order-utils/src/types.ts b/packages/order-utils/src/types.ts
index db0bfb249..3f1fce66d 100644
--- a/packages/order-utils/src/types.ts
+++ b/packages/order-utils/src/types.ts
@@ -23,3 +23,13 @@ export interface MessagePrefixOpts {
prefixType: MessagePrefixType;
shouldAddPrefixBeforeCallingEthSign: boolean;
}
+
+export enum TradeSide {
+ Maker = 'maker',
+ Taker = 'taker',
+}
+
+export enum TransferType {
+ Trade = 'trade',
+ Fee = 'fee',
+}
diff --git a/packages/order-utils/src/utils.ts b/packages/order-utils/src/utils.ts
index 3b465cece..6149316f6 100644
--- a/packages/order-utils/src/utils.ts
+++ b/packages/order-utils/src/utils.ts
@@ -1,3 +1,5 @@
+import { BigNumber } from '@0xproject/utils';
+
export const utils = {
getSignatureTypeIndexIfExists(signature: string): number {
// tslint:disable-next-line:custom-no-magic-numbers
@@ -6,4 +8,8 @@ export const utils = {
const signatureTypeInt = parseInt(signatureTypeHex, base);
return signatureTypeInt;
},
+ getCurrentUnixTimestampSec(): BigNumber {
+ const milisecondsInSecond = 1000;
+ return new BigNumber(Date.now() / milisecondsInSecond).round();
+ },
};
generated by cgit (git 2.34.1) at 2024-11-20 19:37:12 +0800