Merge pull request #43 from 0xProject/batchCancelAsync

Batch cancel order async

3 files changed, 140 insertions, 25 deletions

diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index 4f132656e..d144d8aad 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -19,6 +19,7 @@ import {
     ContractEventObj,
     EventCallback,
     ContractResponse,
+    OrderCancellationRequest,
 } from '../types';
 import {assert} from '../utils/assert';
 import {utils} from '../utils/utils';
@@ -226,8 +227,8 @@ export class ExchangeWrapper extends ContractWrapper {
     /**
      * Cancel a given fill amount of an order. Cancellations are cumulative.
      */
-    public async cancelOrderAsync(order: Order|SignedOrder, takerTokenCancelAmount: BigNumber.BigNumber):
-        Promise<void> {
+    public async cancelOrderAsync(
+        order: Order|SignedOrder, takerTokenCancelAmount: BigNumber.BigNumber): Promise<void> {
         assert.doesConformToSchema('order',
             SchemaValidator.convertToJSONSchemaCompatibleObject(order as object),
             orderSchema);
@@ -258,6 +259,59 @@ export class ExchangeWrapper extends ContractWrapper {
         this.throwErrorLogsAsErrors(response.logs);
     }
     /**
+     * Batch version of cancelOrderAsync. Atomically cancels multiple orders in a single transaction.
+     * 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);
+        const maker = makers[0];
+        await assert.isSenderAddressAvailableAsync(this.web3Wrapper, 'maker', maker);
+        _.forEach(orderCancellationRequests,
+            async (cancellationRequest: OrderCancellationRequest, i: number) => {
+            assert.doesConformToSchema(`orderCancellationRequests[${i}].order`,
+                SchemaValidator.convertToJSONSchemaCompatibleObject(cancellationRequest.order as object), orderSchema,
+            );
+            assert.isBigNumber(`orderCancellationRequests[${i}].takerTokenCancelAmount`,
+                cancellationRequest.takerTokenCancelAmount,
+            );
+            await this.validateCancelOrderAndThrowIfInvalidAsync(
+                cancellationRequest.order, cancellationRequest.takerTokenCancelAmount,
+            );
+        });
+        const exchangeInstance = await this.getExchangeContractAsync();
+        const orderAddressesValuesAndTakerTokenCancelAmounts = _.map(orderCancellationRequests, cancellationRequest => {
+            return [
+                ...ExchangeWrapper.getOrderAddressesAndValues(cancellationRequest.order),
+                cancellationRequest.takerTokenCancelAmount,
+            ];
+        });
+        // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'(
+        const [orderAddresses, orderValues, takerTokenCancelAmounts] =
+            _.unzip<any>(orderAddressesValuesAndTakerTokenCancelAmounts);
+        const gas = await exchangeInstance.batchCancel.estimateGas(
+            orderAddresses,
+            orderValues,
+            takerTokenCancelAmounts,
+            {
+                from: maker,
+            },
+        );
+        const response: ContractResponse = await exchangeInstance.batchCancel(
+            orderAddresses,
+            orderValues,
+            takerTokenCancelAmounts,
+            {
+                from: maker,
+                gas,
+            },
+        );
+        this.throwErrorLogsAsErrors(response.logs);
+    }
+    /**
      * Subscribe to an event type emitted by the Exchange smart contract
      */
     public async subscribeAsync(eventName: ExchangeEvents, subscriptionOpts: SubscriptionOpts,
diff --git a/src/types.ts b/src/types.ts
index cc145dc2e..00ef17189 100644
--- a/src/types.ts
+++ b/src/types.ts
@@ -74,6 +74,12 @@ export interface ExchangeContract extends ContractInstance {
         estimateGas: (orderAddresses: OrderAddresses, orderValues: OrderValues, cancelAmount: BigNumber.BigNumber,
                       txOpts?: TxOpts) => number;
     };
+    batchCancel: {
+        (orderAddresses: OrderAddresses[], orderValues: OrderValues[], cancelAmount: BigNumber.BigNumber[],
+         txOpts?: TxOpts): ContractResponse;
+        estimateGas: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], cancelAmount: BigNumber.BigNumber[],
+                      txOpts?: TxOpts) => number;
+    };
     fillOrKill: {
         (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
          v: number, r: string, s: string, txOpts?: TxOpts): ContractResponse;
@@ -145,6 +151,7 @@ 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',
     'INSUFFICIENT_REMAINING_FILL_AMOUNT',
 ]);
 export type ExchangeContractErrs = keyof typeof ExchangeContractErrs;
@@ -222,3 +229,8 @@ export interface SubscriptionOpts {
 }
 
 export type DoneCallback = (err?: Error) => void;
+
+export interface OrderCancellationRequest {
+    order: Order|SignedOrder;
+    takerTokenCancelAmount: BigNumber.BigNumber;
+}
diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts
index 1186345be..08936f1d2 100644
--- a/test/exchange_wrapper_test.ts
+++ b/test/exchange_wrapper_test.ts
@@ -17,6 +17,7 @@ import {
     ContractEvent,
     DoneCallback,
     ExchangeContractErrs,
+    OrderCancellationRequest,
 } from '../src/types';
 import {FillScenarios} from './utils/fill_scenarios';
 import {TokenUtils} from './utils/token_utils';
@@ -421,7 +422,7 @@ describe('ExchangeWrapper', () => {
             });
         });
     });
-    describe('#cancelOrderAsync', () => {
+    describe('cancel order(s)', () => {
         let makerTokenAddress: string;
         let takerTokenAddress: string;
         let coinbase: string;
@@ -441,32 +442,80 @@ describe('ExchangeWrapper', () => {
             );
             orderHashHex = await zeroEx.getOrderHashHexAsync(signedOrder);
         });
-        describe('failed cancels', () => {
-            it('should throw when cancel amount is zero', async () => {
-                const zeroCancelAmount = new BigNumber(0);
-                return expect(zeroEx.exchange.cancelOrderAsync(signedOrder, zeroCancelAmount))
-                    .to.be.rejectedWith(ExchangeContractErrs.ORDER_CANCEL_AMOUNT_ZERO);
+        describe('#cancelOrderAsync', () => {
+            describe('failed cancels', () => {
+                it('should throw when cancel amount is zero', async () => {
+                    const zeroCancelAmount = new BigNumber(0);
+                    return expect(zeroEx.exchange.cancelOrderAsync(signedOrder, zeroCancelAmount))
+                        .to.be.rejectedWith(ExchangeContractErrs.ORDER_CANCEL_AMOUNT_ZERO);
+                });
+                it('should throw when order is expired', async () => {
+                    const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
+                    const expiredSignedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
+                        fillableAmount, expirationInPast,
+                    );
+                    orderHashHex = await zeroEx.getOrderHashHexAsync(expiredSignedOrder);
+                    return expect(zeroEx.exchange.cancelOrderAsync(expiredSignedOrder, cancelAmount))
+                        .to.be.rejectedWith(ExchangeContractErrs.ORDER_CANCEL_EXPIRED);
+                });
+                it('should throw when order is already cancelled or filled', async () => {
+                    await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
+                    return expect(zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount))
+                        .to.be.rejectedWith(ExchangeContractErrs.ORDER_ALREADY_CANCELLED_OR_FILLED);
+                });
             });
-            it('should throw when order is expired', async () => {
-                const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
-                const expiredSignedOrder = await fillScenarios.createFillableSignedOrderAsync(
-                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast,
+            describe('successful cancels', () => {
+                it('should cancel an order', async () => {
+                    await zeroEx.exchange.cancelOrderAsync(signedOrder, cancelAmount);
+                    const cancelledAmount = await zeroEx.exchange.getCanceledTakerAmountAsync(orderHashHex);
+                    expect(cancelledAmount).to.be.bignumber.equal(cancelAmount);
+                });
+            });
+        });
+        describe('#batchCancelOrderAsync', () => {
+            let anotherSignedOrder: SignedOrder;
+            let anotherOrderHashHex: string;
+            let cancelBatch: OrderCancellationRequest[];
+            beforeEach(async () => {
+                anotherSignedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                 );
-                orderHashHex = await zeroEx.getOrderHashHexAsync(expiredSignedOrder);
-                return expect(zeroEx.exchange.cancelOrderAsync(expiredSignedOrder, cancelAmount))
-                    .to.be.rejectedWith(ExchangeContractErrs.ORDER_CANCEL_EXPIRED);
+                anotherOrderHashHex = await zeroEx.getOrderHashHexAsync(anotherSignedOrder);
+                cancelBatch = [
+                    {
+                        order: signedOrder,
+                        takerTokenCancelAmount: cancelAmount,
+                    },
+                    {
+                        order: anotherSignedOrder,
+                        takerTokenCancelAmount: cancelAmount,
+                    },
+                ];
             });
-            it('should throw when order is already cancelled or filled', async () => {
-                await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
-                return expect(zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount))
-                    .to.be.rejectedWith(ExchangeContractErrs.ORDER_ALREADY_CANCELLED_OR_FILLED);
+            describe('failed batch cancels', () => {
+                it('should throw when orders have different makers', async () => {
+                    const signedOrderWithDifferentMaker = await fillScenarios.createFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, takerAddress, takerAddress, fillableAmount,
+                    );
+                    return expect(zeroEx.exchange.batchCancelOrderAsync([
+                        cancelBatch[0],
+                        {
+                            order: signedOrderWithDifferentMaker,
+                            takerTokenCancelAmount: cancelAmount,
+                        },
+                    ])).to.be.rejectedWith(ExchangeContractErrs.MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH);
+                });
             });
-        });
-        describe('successful cancels', () => {
-            it('should cancel an order', async () => {
-                await zeroEx.exchange.cancelOrderAsync(signedOrder, cancelAmount);
-                const cancelledAmount = await zeroEx.exchange.getCanceledTakerAmountAsync(orderHashHex);
-                expect(cancelledAmount).to.be.bignumber.equal(cancelAmount);
+            describe('successful batch cancels', () => {
+                it('should cancel a batch of orders', async () => {
+                    await zeroEx.exchange.batchCancelOrderAsync(cancelBatch);
+                    const cancelledAmount = await zeroEx.exchange.getCanceledTakerAmountAsync(orderHashHex);
+                    const anotherCancelledAmount = await zeroEx.exchange.getCanceledTakerAmountAsync(
+                        anotherOrderHashHex);
+                    expect(cancelledAmount).to.be.bignumber.equal(cancelAmount);
+                    expect(anotherCancelledAmount).to.be.bignumber.equal(cancelAmount);
+                });
             });
         });
     });