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-rw-r--r--src/contract_wrappers/exchange_wrapper.ts82
-rw-r--r--src/types.ts11
2 files changed, 85 insertions, 8 deletions
diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index c53e092fb..72ae0d07e 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -20,6 +20,7 @@ import {
EventCallback,
ContractResponse,
OrderCancellationRequest,
+ OrderFillRequest,
} from '../types';
import {assert} from '../utils/assert';
import {utils} from '../utils/utils';
@@ -126,31 +127,31 @@ export class ExchangeWrapper extends ContractWrapper {
return cancelledAmountInBaseUnits;
}
/**
- * Fills a signed order with a fillAmount denominated in baseUnits of the taker token.
+ * Fills a signed order with an amount denominated in baseUnits of the taker token.
* Since the order in which transactions are included in the next block is indeterminate, race-conditions
* could arise where a users balance or allowance changes before the fillOrder executes. Because of this,
* we allow you to specify `shouldCheckTransfer`. If true, the smart contract will not throw if while
* executing, the parties do not have sufficient balances/allowances, preserving gas costs. Setting it to
* false forgoes this check and causes the smart contract to throw instead.
*/
- public async fillOrderAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber,
+ public async fillOrderAsync(signedOrder: SignedOrder, takerTokenFillAmount: BigNumber.BigNumber,
shouldCheckTransfer: boolean, takerAddress: string): Promise<void> {
assert.doesConformToSchema('signedOrder',
SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object),
signedOrderSchema);
- assert.isBigNumber('fillTakerAmount', fillTakerAmount);
+ assert.isBigNumber('takerTokenFillAmount', takerTokenFillAmount);
assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
const exchangeInstance = await this.getExchangeContractAsync();
- await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress);
+ await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, takerTokenFillAmount, takerAddress);
const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder);
const gas = await exchangeInstance.fill.estimateGas(
orderAddresses,
orderValues,
- fillTakerAmount,
+ takerTokenFillAmount,
shouldCheckTransfer,
signedOrder.ecSignature.v,
signedOrder.ecSignature.r,
@@ -162,7 +163,7 @@ export class ExchangeWrapper extends ContractWrapper {
const response: ContractResponse = await exchangeInstance.fill(
orderAddresses,
orderValues,
- fillTakerAmount,
+ takerTokenFillAmount,
shouldCheckTransfer,
signedOrder.ecSignature.v,
signedOrder.ecSignature.r,
@@ -175,6 +176,71 @@ export class ExchangeWrapper extends ContractWrapper {
this.throwErrorLogsAsErrors(response.logs);
}
/**
+ * Batch version of fillOrderAsync.
+ * Executes multiple fills atomically in a single transaction.
+ * If shouldCheckTransfer is set to true, it will continue filling subsequent orders even when earlier ones fail.
+ * When shouldCheckTransfer is set to false, if any fill fails, the entire batch fails.
+ */
+ public async batchFillOrderAsync(orderFillRequests: OrderFillRequest[],
+ shouldCheckTransfer: boolean, takerAddress: string): Promise<void> {
+ assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
+ await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
+ _.forEach(orderFillRequests,
+ async (orderFillRequest: OrderFillRequest, i: number) => {
+ assert.doesConformToSchema(`orderFillRequests[${i}].signedOrder`,
+ SchemaValidator.convertToJSONSchemaCompatibleObject(orderFillRequest.signedOrder as object),
+ signedOrderSchema);
+ assert.isBigNumber(`orderFillRequests[${i}].takerTokenFillAmount`, orderFillRequest.takerTokenFillAmount);
+ await this.validateFillOrderAndThrowIfInvalidAsync(
+ orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, takerAddress);
+ });
+ if (_.isEmpty(orderFillRequests)) {
+ return; // no-op
+ }
+
+ const orderAddressesValuesAmountsAndSignatureArray = _.map(orderFillRequests, orderFillRequest => {
+ return [
+ ...ExchangeWrapper.getOrderAddressesAndValues(orderFillRequest.signedOrder),
+ orderFillRequest.takerTokenFillAmount,
+ orderFillRequest.signedOrder.ecSignature.v,
+ orderFillRequest.signedOrder.ecSignature.r,
+ orderFillRequest.signedOrder.ecSignature.s,
+ ];
+ });
+ // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'(
+ const [orderAddressesArray, orderValuesArray, takerTokenFillAmountArray, vArray, rArray, sArray] = _.unzip<any>(
+ orderAddressesValuesAmountsAndSignatureArray,
+ );
+
+ const exchangeInstance = await this.getExchangeContractAsync();
+ const gas = await exchangeInstance.batchFill.estimateGas(
+ orderAddressesArray,
+ orderValuesArray,
+ takerTokenFillAmountArray,
+ shouldCheckTransfer,
+ vArray,
+ rArray,
+ sArray,
+ {
+ from: takerAddress,
+ },
+ );
+ const response: ContractResponse = await exchangeInstance.batchFill(
+ orderAddressesArray,
+ orderValuesArray,
+ takerTokenFillAmountArray,
+ shouldCheckTransfer,
+ vArray,
+ rArray,
+ sArray,
+ {
+ from: takerAddress,
+ gas,
+ },
+ );
+ this.throwErrorLogsAsErrors(response.logs);
+ }
+ /**
* Attempts to fill a specific amount of an order. If the entire amount specified cannot be filled,
* the fill order is abandoned.
*/
@@ -233,7 +299,7 @@ export class ExchangeWrapper extends ContractWrapper {
SchemaValidator.convertToJSONSchemaCompatibleObject(order as object),
orderSchema);
assert.isBigNumber('takerTokenCancelAmount', takerTokenCancelAmount);
- await assert.isSenderAddressAvailableAsync(this.web3Wrapper, 'order.maker', order.maker);
+ await assert.isSenderAddressAsync('order.maker', order.maker, this.web3Wrapper);
const exchangeInstance = await this.getExchangeContractAsync();
await this.validateCancelOrderAndThrowIfInvalidAsync(order, takerTokenCancelAmount);
@@ -269,7 +335,7 @@ export class ExchangeWrapper extends ContractWrapper {
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);
+ await assert.isSenderAddressAsync('maker', maker, this.web3Wrapper);
_.forEach(orderCancellationRequests,
async (cancellationRequest: OrderCancellationRequest, i: number) => {
assert.doesConformToSchema(`orderCancellationRequests[${i}].order`,
diff --git a/src/types.ts b/src/types.ts
index 00ef17189..edd7f2d33 100644
--- a/src/types.ts
+++ b/src/types.ts
@@ -68,6 +68,12 @@ export interface ExchangeContract extends ContractInstance {
estimateGas: (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
shouldCheckTransfer: boolean, v: number, r: string, s: string, txOpts?: TxOpts) => number;
};
+ batchFill: {
+ (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillAmounts: BigNumber.BigNumber[],
+ shouldCheckTransfer: boolean, v: number[], r: string[], s: string[], txOpts?: TxOpts): ContractResponse;
+ estimateGas: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillAmounts: BigNumber.BigNumber[],
+ shouldCheckTransfer: boolean, v: number[], r: string[], s: string[], txOpts?: TxOpts) => number;
+ };
cancel: {
(orderAddresses: OrderAddresses, orderValues: OrderValues, cancelAmount: BigNumber.BigNumber,
txOpts?: TxOpts): ContractResponse;
@@ -234,3 +240,8 @@ export interface OrderCancellationRequest {
order: Order|SignedOrder;
takerTokenCancelAmount: BigNumber.BigNumber;
}
+
+export interface OrderFillRequest {
+ signedOrder: SignedOrder;
+ takerTokenFillAmount: BigNumber.BigNumber;
+}
generated by cgit (git 2.34.1) at 2024-11-16 15:12:58 +0800