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import {
ExchangeContractErrs,
OrderRelevantState,
OrderState,
OrderStateInvalid,
OrderStateValid,
SignedOrder,
} from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
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 { orderHashUtils } from './order_hash';
import { RemainingFillableCalculator } from './remaining_fillable_calculator';
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);
if (availableTakerAssetAmount.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 minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount
.dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
.dividedBy(signedOrder.makerAssetAmount);
if (
orderRelevantState.remainingFillableTakerAssetAmount.lessThan(
minFillableTakerAssetAmountWithinNoRoundingErrorRange,
)
) {
throw new Error(ExchangeContractErrs.OrderFillRoundingError);
}
}
constructor(
balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher,
orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher,
) {
this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher;
this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
}
public async getOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder);
const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
try {
OrderStateUtils._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> {
const zrxTokenAddress = this._orderFilledCancelledFetcher.getZRXTokenAddress();
const makerProxyData = assetProxyUtils.decodeERC20ProxyData(signedOrder.makerAssetData);
const makerAssetAddress = makerProxyData.tokenAddress;
const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
const makerBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
makerAssetAddress,
signedOrder.makerAddress,
);
const makerProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
makerAssetAddress,
signedOrder.makerAddress,
);
const makerFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
zrxTokenAddress,
signedOrder.makerAddress,
);
const makerFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
zrxTokenAddress,
signedOrder.makerAddress,
);
const filledTakerAssetAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash);
const totalMakerAssetAmount = signedOrder.makerAssetAmount;
const totalTakerAssetAmount = signedOrder.takerAssetAmount;
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.encodeERC20ProxyData(zrxTokenAddress);
const isMakerAssetZRX = signedOrder.makerAssetData === zrxAssetData;
const remainingFillableCalculator = new RemainingFillableCalculator(
signedOrder.makerFee,
signedOrder.makerAssetAmount,
isMakerAssetZRX,
transferrableMakerAssetAmount,
transferrableFeeAssetAmount,
remainingMakerAssetAmount,
);
const remainingFillableMakerAssetAmount = remainingFillableCalculator.computeRemainingFillable();
const remainingFillableTakerAssetAmount = remainingFillableMakerAssetAmount
.times(signedOrder.takerAssetAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
const orderRelevantState = {
makerBalance,
makerProxyAllowance,
makerFeeBalance,
makerFeeProxyAllowance,
filledTakerAssetAmount,
remainingFillableMakerAssetAmount,
remainingFillableTakerAssetAmount,
};
return orderRelevantState;
}
}
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