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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';
import {RemainingFillableCalculator} from '../order_watcher/remaining_fillable_calculator';
const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
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 cancelledTakerTokenAmount = 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 transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
const isMakerTokenZRX = signedOrder.makerTokenAddress === zrxTokenAddress;
const remainingFillableCalculator = new RemainingFillableCalculator(signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableFeeTokenAmount,
remainingMakerTokenAmount);
const remainingFillableMakerTokenAmount = remainingFillableCalculator.computeRemainingMakerFillable();
const remainingFillableTakerTokenAmount = remainingFillableCalculator.computeRemainingTakerFillable();
const orderRelevantState = {
makerBalance,
makerProxyAllowance,
makerFeeBalance,
makerFeeProxyAllowance,
filledTakerTokenAmount,
cancelledTakerTokenAmount,
remainingFillableMakerTokenAmount,
remainingFillableTakerTokenAmount,
};
return orderRelevantState;
}
private validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void {
const unavailableTakerTokenAmount = orderRelevantState.cancelledTakerTokenAmount.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);
}
}
const minFillableTakerTokenAmountWithinNoRoundingErrorRange = signedOrder.takerTokenAmount
.dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
.dividedBy(signedOrder.makerTokenAmount);
if (orderRelevantState.remainingFillableTakerTokenAmount
.lessThan(minFillableTakerTokenAmountWithinNoRoundingErrorRange)) {
throw new Error(ExchangeContractErrs.OrderFillRoundingError);
}
// TODO Add linear function solver when maker token is ZRX #badass
// Return the max amount that's fillable
}
}
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