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Diffstat (limited to 'src/utils/order_state_utils.ts')
-rw-r--r-- | src/utils/order_state_utils.ts | 119 |
1 files changed, 119 insertions, 0 deletions
diff --git a/src/utils/order_state_utils.ts b/src/utils/order_state_utils.ts new file mode 100644 index 000000000..f82601cae --- /dev/null +++ b/src/utils/order_state_utils.ts @@ -0,0 +1,119 @@ +import * as _ from 'lodash'; +import * as Web3 from 'web3'; +import BigNumber from 'bignumber.js'; +import { + ExchangeContractErrs, + SignedOrder, + OrderRelevantState, + MethodOpts, + OrderState, + OrderStateValid, + OrderStateInvalid, +} from '../types'; +import {ZeroEx} from '../0x'; +import {TokenWrapper} from '../contract_wrappers/token_wrapper'; +import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper'; +import {utils} from '../utils/utils'; +import {constants} from '../utils/constants'; +import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store'; +import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store'; + +export class OrderStateUtils { + private balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore; + private orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore; + constructor(balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore, + orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore) { + this.balanceAndProxyAllowanceLazyStore = balanceAndProxyAllowanceLazyStore; + this.orderFilledCancelledLazyStore = orderFilledCancelledLazyStore; + } + public async getOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> { + const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder); + const orderHash = ZeroEx.getOrderHashHex(signedOrder); + try { + this.validateIfOrderIsValid(signedOrder, orderRelevantState); + const orderState: OrderStateValid = { + isValid: true, + orderHash, + orderRelevantState, + }; + return orderState; + } catch (err) { + const orderState: OrderStateInvalid = { + isValid: false, + orderHash, + error: err.message, + }; + return orderState; + } + } + public async getOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> { + // HACK: We access the private property here but otherwise the interface will be less nice. + // If we pass it from the instantiator - there is no opportunity to get it there + // because JS doesn't support async constructors. + // Moreover - it's cached under the hood so it's equivalent to an async constructor. + const exchange = (this.orderFilledCancelledLazyStore as any).exchange as ExchangeWrapper; + const zrxTokenAddress = await exchange.getZRXTokenAddressAsync(); + const orderHash = ZeroEx.getOrderHashHex(signedOrder); + const makerBalance = await this.balanceAndProxyAllowanceLazyStore.getBalanceAsync( + signedOrder.makerTokenAddress, signedOrder.maker, + ); + const makerProxyAllowance = await this.balanceAndProxyAllowanceLazyStore.getProxyAllowanceAsync( + signedOrder.makerTokenAddress, signedOrder.maker, + ); + const makerFeeBalance = await this.balanceAndProxyAllowanceLazyStore.getBalanceAsync( + zrxTokenAddress, signedOrder.maker, + ); + const makerFeeProxyAllowance = await this.balanceAndProxyAllowanceLazyStore.getProxyAllowanceAsync( + zrxTokenAddress, signedOrder.maker, + ); + const filledTakerTokenAmount = await this.orderFilledCancelledLazyStore.getFilledTakerAmountAsync(orderHash); + const canceledTakerTokenAmount = await this.orderFilledCancelledLazyStore.getCancelledTakerAmountAsync( + orderHash, + ); + const unavailableTakerTokenAmount = await exchange.getUnavailableTakerAmountAsync(orderHash); + const totalMakerTokenAmount = signedOrder.makerTokenAmount; + const totalTakerTokenAmount = signedOrder.takerTokenAmount; + const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount); + const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount) + .dividedToIntegerBy(totalTakerTokenAmount); + const fillableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]); + const remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount); + // TODO: Handle edge case where maker token is ZRX with fee + const orderRelevantState = { + makerBalance, + makerProxyAllowance, + makerFeeBalance, + makerFeeProxyAllowance, + filledTakerTokenAmount, + canceledTakerTokenAmount, + remainingFillableMakerTokenAmount, + }; + return orderRelevantState; + } + private validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void { + const unavailableTakerTokenAmount = orderRelevantState.canceledTakerTokenAmount.add( + orderRelevantState.filledTakerTokenAmount, + ); + const availableTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount); + if (availableTakerTokenAmount.eq(0)) { + throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero); + } + + if (orderRelevantState.makerBalance.eq(0)) { + throw new Error(ExchangeContractErrs.InsufficientMakerBalance); + } + if (orderRelevantState.makerProxyAllowance.eq(0)) { + throw new Error(ExchangeContractErrs.InsufficientMakerAllowance); + } + if (!signedOrder.makerFee.eq(0)) { + if (orderRelevantState.makerFeeBalance.eq(0)) { + throw new Error(ExchangeContractErrs.InsufficientMakerFeeBalance); + } + if (orderRelevantState.makerFeeProxyAllowance.eq(0)) { + throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance); + } + } + // TODO Add linear function solver when maker token is ZRX #badass + // Return the max amount that's fillable + } +} |