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import BigNumber from 'bignumber.js';
import * as _ from 'lodash';
import {ZeroEx} from '../0x';
import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper';
import {ExchangeContractErrs, Order, SignedOrder, TradeSide, TransferType, ZeroExError} from '../types';
import {constants} from '../utils/constants';
import {utils} from '../utils/utils';
import {ExchangeTransferSimulator} from './exchange_transfer_simulator';
export class OrderValidationUtils {
private exchangeWrapper: ExchangeWrapper;
public static validateCancelOrderThrowIfInvalid(
order: Order, cancelTakerTokenAmount: BigNumber, unavailableTakerTokenAmount: BigNumber,
): void {
if (cancelTakerTokenAmount.eq(0)) {
throw new Error(ExchangeContractErrs.OrderCancelAmountZero);
}
if (order.takerTokenAmount.eq(unavailableTakerTokenAmount)) {
throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
}
const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
throw new Error(ExchangeContractErrs.OrderCancelExpired);
}
}
public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder,
fillTakerTokenAmount: BigNumber, senderAddress: string, zrxTokenAddress: string,
): Promise<void> {
const fillMakerTokenAmount = OrderValidationUtils.getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerTokenAmount,
);
await exchangeTradeEmulator.transferFromAsync(
signedOrder.makerTokenAddress, signedOrder.maker, senderAddress, fillMakerTokenAmount,
TradeSide.Maker, TransferType.Trade,
);
await exchangeTradeEmulator.transferFromAsync(
signedOrder.takerTokenAddress, senderAddress, signedOrder.maker, fillTakerTokenAmount,
TradeSide.Taker, TransferType.Trade,
);
const makerFeeAmount = OrderValidationUtils.getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerFee,
);
await exchangeTradeEmulator.transferFromAsync(
zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, makerFeeAmount, TradeSide.Maker,
TransferType.Fee,
);
const takerFeeAmount = OrderValidationUtils.getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.takerFee,
);
await exchangeTradeEmulator.transferFromAsync(
zrxTokenAddress, senderAddress, signedOrder.feeRecipient, takerFeeAmount, TradeSide.Taker,
TransferType.Fee,
);
}
private static validateRemainingFillAmountNotZeroOrThrow(
takerTokenAmount: BigNumber, unavailableTakerTokenAmount: BigNumber,
) {
if (takerTokenAmount.eq(unavailableTakerTokenAmount)) {
throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
}
}
private static validateOrderNotExpiredOrThrow(expirationUnixTimestampSec: BigNumber) {
const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
if (expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
throw new Error(ExchangeContractErrs.OrderFillExpired);
}
}
private static getPartialAmount(numerator: BigNumber, denominator: BigNumber,
target: BigNumber): BigNumber {
const fillMakerTokenAmount = numerator
.mul(target)
.div(denominator)
.round(0);
return fillMakerTokenAmount;
}
constructor(exchangeWrapper: ExchangeWrapper) {
this.exchangeWrapper = exchangeWrapper;
}
public async validateOrderFillableOrThrowAsync(
exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder, zrxTokenAddress: string,
expectedFillTakerTokenAmount?: BigNumber): Promise<void> {
const orderHash = utils.getOrderHashHex(signedOrder);
const unavailableTakerTokenAmount = await this.exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
OrderValidationUtils.validateRemainingFillAmountNotZeroOrThrow(
signedOrder.takerTokenAmount, unavailableTakerTokenAmount,
);
OrderValidationUtils.validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
let fillTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
if (!_.isUndefined(expectedFillTakerTokenAmount)) {
fillTakerTokenAmount = expectedFillTakerTokenAmount;
}
const fillMakerTokenAmount = OrderValidationUtils.getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerTokenAmount,
);
await exchangeTradeEmulator.transferFromAsync(
signedOrder.makerTokenAddress, signedOrder.maker, signedOrder.taker, fillMakerTokenAmount,
TradeSide.Maker, TransferType.Trade,
);
const makerFeeAmount = OrderValidationUtils.getPartialAmount(
fillTakerTokenAmount,
signedOrder.takerTokenAmount,
signedOrder.makerFee,
);
await exchangeTradeEmulator.transferFromAsync(
zrxTokenAddress, signedOrder.maker, signedOrder.feeRecipient, makerFeeAmount,
TradeSide.Maker, TransferType.Fee,
);
}
public async validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder,
fillTakerTokenAmount: BigNumber, takerAddress: string,
zrxTokenAddress: string): Promise<BigNumber> {
if (fillTakerTokenAmount.eq(0)) {
throw new Error(ExchangeContractErrs.OrderFillAmountZero);
}
const orderHash = utils.getOrderHashHex(signedOrder);
if (!ZeroEx.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker)) {
throw new Error(ZeroExError.InvalidSignature);
}
const unavailableTakerTokenAmount = await this.exchangeWrapper.getUnavailableTakerAmountAsync(orderHash);
OrderValidationUtils.validateRemainingFillAmountNotZeroOrThrow(
signedOrder.takerTokenAmount, unavailableTakerTokenAmount,
);
if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== takerAddress) {
throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
}
OrderValidationUtils.validateOrderNotExpiredOrThrow(signedOrder.expirationUnixTimestampSec);
const remainingTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount);
const filledTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount) ?
remainingTakerTokenAmount :
fillTakerTokenAmount;
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTradeEmulator, signedOrder, filledTakerTokenAmount, takerAddress, zrxTokenAddress,
);
const wouldRoundingErrorOccur = await this.exchangeWrapper.isRoundingErrorAsync(
filledTakerTokenAmount, signedOrder.takerTokenAmount, signedOrder.makerTokenAmount,
);
if (wouldRoundingErrorOccur) {
throw new Error(ExchangeContractErrs.OrderFillRoundingError);
}
return filledTakerTokenAmount;
}
public async validateFillOrKillOrderThrowIfInvalidAsync(
exchangeTradeEmulator: ExchangeTransferSimulator, signedOrder: SignedOrder,
fillTakerTokenAmount: BigNumber, takerAddress: string, zrxTokenAddress: string): Promise<void> {
const filledTakerTokenAmount = await this.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress,
);
if (filledTakerTokenAmount !== fillTakerTokenAmount) {
throw new Error(ExchangeContractErrs.InsufficientRemainingFillAmount);
}
}
}
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