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import {
ExchangeContractErrs,
OrderRelevantState,
OrderState,
OrderStateInvalid,
OrderStateValid,
SignedOrder,
} from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as _ from 'lodash';
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 unavailableTakerTokenAmount = orderRelevantState.cancelledTakerTokenAmount.add(
orderRelevantState.filledTakerTokenAmount,
);
const availableTakerTokenAmount = signedOrder.takerAssetAmount.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.takerAssetAmount
.dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
.dividedBy(signedOrder.makerAssetAmount);
if (
orderRelevantState.remainingFillableTakerTokenAmount.lessThan(
minFillableTakerTokenAmountWithinNoRoundingErrorRange,
)
) {
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 orderHash = orderHashUtils.getOrderHashHex(signedOrder);
const makerBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
signedOrder.makerAssetData,
signedOrder.makerAddress,
);
const makerProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
signedOrder.makerAssetData,
signedOrder.makerAddress,
);
const makerFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
zrxTokenAddress,
signedOrder.makerAddress,
);
const makerFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
zrxTokenAddress,
signedOrder.makerAddress,
);
const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
const cancelledTakerTokenAmount = await this._orderFilledCancelledFetcher.getCancelledTakerAmountAsync(
orderHash,
);
const unavailableTakerTokenAmount = await this._orderFilledCancelledFetcher.getUnavailableTakerAmountAsync(
orderHash,
);
const totalMakerTokenAmount = signedOrder.makerAssetAmount;
const totalTakerTokenAmount = signedOrder.takerAssetAmount;
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 zrxAssetData = assetProxyUtils.encodeERC20ProxyData(zrxTokenAddress);
const isMakerTokenZRX = signedOrder.makerAssetData === zrxAssetData;
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;
}
}
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