Implement initial set of orderFill combinatorial tests

2 files changed, 209 insertions, 63 deletions

diff --git a/packages/order-utils/src/exchange_transfer_simulator.ts b/packages/order-utils/src/exchange_transfer_simulator.ts
index 32d53d6a2..cac4af243 100644
--- a/packages/order-utils/src/exchange_transfer_simulator.ts
+++ b/packages/order-utils/src/exchange_transfer_simulator.ts
@@ -1,7 +1,8 @@
-import { ExchangeContractErrs } from '@0xproject/types';
+import { AssetProxyId, ExchangeContractErrs } from '@0xproject/types';
 import { BigNumber } from '@0xproject/utils';
 
 import { AbstractBalanceAndProxyAllowanceLazyStore } from './abstract/abstract_balance_and_proxy_allowance_lazy_store';
+import { assetProxyUtils } from './asset_proxy_utils';
 import { constants } from './constants';
 import { TradeSide, TransferType } from './types';
 
@@ -89,8 +90,13 @@ export class ExchangeTransferSimulator {
         userAddress: string,
         amountInBaseUnits: BigNumber,
     ): Promise<void> {
+        const assetProxyId = assetProxyUtils.decodeAssetDataId(assetData);
+        const isERC721Asset = assetProxyId === AssetProxyId.ERC721;
         const proxyAllowance = await this._store.getProxyAllowanceAsync(assetData, userAddress);
-        if (!proxyAllowance.eq(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) {
+        // HACK: This code assumes that all tokens with an UNLIMITED_ALLOWANCE_IN_BASE_UNITS set,
+        // are UnlimitedAllowanceTokens. This is however not true, it just so happens that all
+        // DummyERC20Tokens we use in tests are.
+        if (!proxyAllowance.eq(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS) && !isERC721Asset) {
             this._store.setProxyAllowance(assetData, userAddress, proxyAllowance.minus(amountInBaseUnits));
         }
     }
diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts
index 40f235da7..dbb65de59 100644
--- a/packages/order-utils/src/order_state_utils.ts
+++ b/packages/order-utils/src/order_state_utils.ts
@@ -7,43 +7,85 @@ import {
     SignedOrder,
 } from '@0xproject/types';
 import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
 
 import { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher';
 import { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
-import { assetProxyUtils } from './asset_proxy_utils';
+import { constants } from './constants';
 import { orderHashUtils } from './order_hash';
 import { RemainingFillableCalculator } from './remaining_fillable_calculator';
 
+interface SidedOrderRelevantState {
+    isMakerSide: boolean;
+    traderBalance: BigNumber;
+    traderProxyAllowance: BigNumber;
+    traderFeeBalance: BigNumber;
+    traderFeeProxyAllowance: BigNumber;
+    filledTakerAssetAmount: BigNumber;
+    remainingFillableAssetAmount: BigNumber;
+}
+
 const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
 
 export class OrderStateUtils {
     private _balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher;
     private _orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher;
-    private static _validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void {
-        const availableTakerAssetAmount = signedOrder.takerAssetAmount.minus(orderRelevantState.filledTakerAssetAmount);
+    private static _validateIfOrderIsValid(
+        signedOrder: SignedOrder,
+        sidedOrderRelevantState: SidedOrderRelevantState,
+    ): void {
+        const isMakerSide = sidedOrderRelevantState.isMakerSide;
+        const availableTakerAssetAmount = signedOrder.takerAssetAmount.minus(
+            sidedOrderRelevantState.filledTakerAssetAmount,
+        );
         if (availableTakerAssetAmount.eq(0)) {
             throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
         }
 
-        if (orderRelevantState.makerBalance.eq(0)) {
-            throw new Error(ExchangeContractErrs.InsufficientMakerBalance);
+        if (sidedOrderRelevantState.traderBalance.eq(0)) {
+            throw new Error(
+                isMakerSide
+                    ? ExchangeContractErrs.InsufficientMakerBalance
+                    : ExchangeContractErrs.InsufficientTakerBalance,
+            );
         }
-        if (orderRelevantState.makerProxyAllowance.eq(0)) {
-            throw new Error(ExchangeContractErrs.InsufficientMakerAllowance);
+        if (sidedOrderRelevantState.traderProxyAllowance.eq(0)) {
+            throw new Error(
+                isMakerSide
+                    ? ExchangeContractErrs.InsufficientMakerAllowance
+                    : ExchangeContractErrs.InsufficientTakerAllowance,
+            );
         }
         if (!signedOrder.makerFee.eq(0)) {
-            if (orderRelevantState.makerFeeBalance.eq(0)) {
-                throw new Error(ExchangeContractErrs.InsufficientMakerFeeBalance);
+            if (sidedOrderRelevantState.traderFeeBalance.eq(0)) {
+                throw new Error(
+                    isMakerSide
+                        ? ExchangeContractErrs.InsufficientMakerFeeBalance
+                        : ExchangeContractErrs.InsufficientTakerFeeBalance,
+                );
             }
-            if (orderRelevantState.makerFeeProxyAllowance.eq(0)) {
-                throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance);
+            if (sidedOrderRelevantState.traderFeeProxyAllowance.eq(0)) {
+                throw new Error(
+                    isMakerSide
+                        ? ExchangeContractErrs.InsufficientMakerFeeAllowance
+                        : ExchangeContractErrs.InsufficientTakerFeeAllowance,
+                );
             }
         }
-        const minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount
-            .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
-            .dividedBy(signedOrder.makerAssetAmount);
+
+        let minFillableTakerAssetAmountWithinNoRoundingErrorRange;
+        if (isMakerSide) {
+            minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount
+                .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
+                .dividedBy(signedOrder.makerAssetAmount);
+        } else {
+            minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.makerAssetAmount
+                .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
+                .dividedBy(signedOrder.takerAssetAmount);
+        }
+
         if (
-            orderRelevantState.remainingFillableTakerAssetAmount.lessThan(
+            sidedOrderRelevantState.remainingFillableAssetAmount.lessThan(
                 minFillableTakerAssetAmountWithinNoRoundingErrorRange,
             )
         ) {
@@ -57,11 +99,20 @@ export class OrderStateUtils {
         this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher;
         this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
     }
-    public async getOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
-        const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder);
+    public async getOpenOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
+        const orderRelevantState = await this.getOpenOrderRelevantStateAsync(signedOrder);
         const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+        const sidedOrderRelevantState = {
+            isMakerSide: true,
+            traderBalance: orderRelevantState.makerBalance,
+            traderProxyAllowance: orderRelevantState.makerProxyAllowance,
+            traderFeeBalance: orderRelevantState.makerFeeBalance,
+            traderFeeProxyAllowance: orderRelevantState.makerFeeProxyAllowance,
+            filledTakerAssetAmount: orderRelevantState.filledTakerAssetAmount,
+            remainingFillableAssetAmount: orderRelevantState.remainingFillableMakerAssetAmount,
+        };
         try {
-            OrderStateUtils._validateIfOrderIsValid(signedOrder, orderRelevantState);
+            OrderStateUtils._validateIfOrderIsValid(signedOrder, sidedOrderRelevantState);
             const orderState: OrderStateValid = {
                 isValid: true,
                 orderHash,
@@ -77,63 +128,152 @@ export class OrderStateUtils {
             return orderState;
         }
     }
-    public async getOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> {
-        const zrxTokenAddress = this._orderFilledCancelledFetcher.getZRXTokenAddress();
-        const makerProxyData = assetProxyUtils.decodeERC20AssetData(signedOrder.makerAssetData);
-        const makerAssetAddress = makerProxyData.tokenAddress;
-        const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
-        const makerBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
-            makerAssetAddress,
-            signedOrder.makerAddress,
+    public async getOpenOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> {
+        const isMaker = true;
+        const sidedOrderRelevantState = await this._getSidedOrderRelevantStateAsync(
+            isMaker,
+            signedOrder,
+            signedOrder.takerAddress,
+        );
+        const remainingFillableTakerAssetAmount = sidedOrderRelevantState.remainingFillableAssetAmount
+            .times(signedOrder.takerAssetAmount)
+            .dividedToIntegerBy(signedOrder.makerAssetAmount);
+
+        const orderRelevantState = {
+            makerBalance: sidedOrderRelevantState.traderBalance,
+            makerProxyAllowance: sidedOrderRelevantState.traderProxyAllowance,
+            makerFeeBalance: sidedOrderRelevantState.traderFeeBalance,
+            makerFeeProxyAllowance: sidedOrderRelevantState.traderFeeProxyAllowance,
+            filledTakerAssetAmount: sidedOrderRelevantState.filledTakerAssetAmount,
+            remainingFillableMakerAssetAmount: sidedOrderRelevantState.remainingFillableAssetAmount,
+            remainingFillableTakerAssetAmount,
+        };
+        return orderRelevantState;
+    }
+    public async getMaxFillableTakerAssetAmountAsync(
+        signedOrder: SignedOrder,
+        takerAddress: string,
+    ): Promise<BigNumber> {
+        // Get max fillable amount for an order, considering the makers ability to fill
+        let isMaker = true;
+        const orderRelevantMakerState = await this._getSidedOrderRelevantStateAsync(
+            isMaker,
+            signedOrder,
+            signedOrder.takerAddress,
+        );
+        const remainingFillableTakerAssetAmountGivenMakersStatus = orderRelevantMakerState.remainingFillableAssetAmount;
+
+        // Get max fillable amount for an order, considering the takers ability to fill
+        isMaker = false;
+        const orderRelevantTakerState = await this._getSidedOrderRelevantStateAsync(isMaker, signedOrder, takerAddress);
+        const remainingFillableTakerAssetAmountGivenTakersStatus = orderRelevantTakerState.remainingFillableAssetAmount;
+
+        // The min of these two in the actualy max fillable by either party
+        const fillableTakerAssetAmount = BigNumber.min([
+            remainingFillableTakerAssetAmountGivenMakersStatus,
+            remainingFillableTakerAssetAmountGivenTakersStatus,
+        ]);
+
+        return fillableTakerAssetAmount;
+    }
+    public async getMaxFillableTakerAssetAmountForFailingOrderAsync(
+        signedOrder: SignedOrder,
+        takerAddress: string,
+    ): Promise<BigNumber> {
+        // Get min of taker balance & allowance
+        const takerAssetBalanceOfTaker = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
+            signedOrder.takerAssetData,
+            takerAddress,
         );
-        const makerProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
-            makerAssetAddress,
-            signedOrder.makerAddress,
+        const takerAssetAllowanceOfTaker = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+            signedOrder.takerAssetData,
+            takerAddress,
         );
-        const makerFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
-            zrxTokenAddress,
-            signedOrder.makerAddress,
+        const minTakerAssetAmount = BigNumber.min([takerAssetBalanceOfTaker, takerAssetAllowanceOfTaker]);
+
+        // get remainingFillAmount
+        const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+        const filledTakerAssetAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
+        const remainingFillTakerAssetAmount = signedOrder.takerAssetAmount.minus(filledTakerAssetAmount);
+
+        if (minTakerAssetAmount.gte(remainingFillTakerAssetAmount)) {
+            return remainingFillTakerAssetAmount;
+        } else {
+            return minTakerAssetAmount;
+        }
+    }
+    private async _getSidedOrderRelevantStateAsync(
+        isMakerSide: boolean,
+        signedOrder: SignedOrder,
+        takerAddress: string,
+    ): Promise<SidedOrderRelevantState> {
+        let traderAddress;
+        let assetData;
+        let assetAmount;
+        let feeAmount;
+        if (isMakerSide) {
+            traderAddress = signedOrder.makerAddress;
+            assetData = signedOrder.makerAssetData;
+            assetAmount = signedOrder.makerAssetAmount;
+            feeAmount = signedOrder.makerFee;
+        } else {
+            traderAddress = takerAddress;
+            assetData = signedOrder.takerAssetData;
+            assetAmount = signedOrder.takerAssetAmount;
+            feeAmount = signedOrder.takerFee;
+        }
+        const zrxAssetData = this._orderFilledCancelledFetcher.getZRXAssetData();
+        const isAssetZRX = assetData === zrxAssetData;
+
+        const traderBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(assetData, traderAddress);
+        const traderProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+            assetData,
+            traderAddress,
+        );
+        const traderFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
+            zrxAssetData,
+            traderAddress,
         );
-        const makerFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
-            zrxTokenAddress,
-            signedOrder.makerAddress,
+        const traderFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+            zrxAssetData,
+            traderAddress,
         );
+
+        const transferrableTraderAssetAmount = BigNumber.min([traderProxyAllowance, traderBalance]);
+        const transferrableFeeAssetAmount = BigNumber.min([traderFeeProxyAllowance, traderFeeBalance]);
+
+        const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
         const filledTakerAssetAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
-        const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash);
         const totalMakerAssetAmount = signedOrder.makerAssetAmount;
         const totalTakerAssetAmount = signedOrder.takerAssetAmount;
+        const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash);
         const remainingTakerAssetAmount = isOrderCancelled
             ? new BigNumber(0)
             : totalTakerAssetAmount.minus(filledTakerAssetAmount);
-        const remainingMakerAssetAmount = remainingTakerAssetAmount
-            .times(totalMakerAssetAmount)
-            .dividedToIntegerBy(totalTakerAssetAmount);
-        const transferrableMakerAssetAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
-        const transferrableFeeAssetAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
-
-        const zrxAssetData = assetProxyUtils.encodeERC20AssetData(zrxTokenAddress);
-        const isMakerAssetZRX = signedOrder.makerAssetData === zrxAssetData;
+        const remainingMakerAssetAmount = remainingTakerAssetAmount.eq(0)
+            ? new BigNumber(0)
+            : remainingTakerAssetAmount.times(totalMakerAssetAmount).dividedToIntegerBy(totalTakerAssetAmount);
+        const remainingAssetAmount = isMakerSide ? remainingMakerAssetAmount : remainingTakerAssetAmount;
+
         const remainingFillableCalculator = new RemainingFillableCalculator(
-            signedOrder.makerFee,
-            signedOrder.makerAssetAmount,
-            isMakerAssetZRX,
-            transferrableMakerAssetAmount,
+            feeAmount,
+            assetAmount,
+            isAssetZRX,
+            transferrableTraderAssetAmount,
             transferrableFeeAssetAmount,
-            remainingMakerAssetAmount,
+            remainingAssetAmount,
         );
-        const remainingFillableMakerAssetAmount = remainingFillableCalculator.computeRemainingFillable();
-        const remainingFillableTakerAssetAmount = remainingFillableMakerAssetAmount
-            .times(signedOrder.takerAssetAmount)
-            .dividedToIntegerBy(signedOrder.makerAssetAmount);
-        const orderRelevantState = {
-            makerBalance,
-            makerProxyAllowance,
-            makerFeeBalance,
-            makerFeeProxyAllowance,
+        const remainingFillableAssetAmount = remainingFillableCalculator.computeRemainingFillable();
+
+        const sidedOrderRelevantState = {
+            isMakerSide,
+            traderBalance,
+            traderProxyAllowance,
+            traderFeeBalance,
+            traderFeeProxyAllowance,
             filledTakerAssetAmount,
-            remainingFillableMakerAssetAmount,
-            remainingFillableTakerAssetAmount,
+            remainingFillableAssetAmount,
         };
-        return orderRelevantState;
+        return sidedOrderRelevantState;
     }
 }