Split 0x.js into contract-wrappers, order-watcher but keep 0x.js as a unifying library with the same interface

This commit is contained in:
Fabio Berger
2018-05-09 20:36:28 +02:00
parent 69a6166b6a
commit 209266dbed
168 changed files with 19678 additions and 1357 deletions

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@@ -1,4 +1,14 @@
[
{
"version": "0.38.0",
"changes": [
{
"note": "Renamed createOrderStateWatcher to createOrderWatcherAsync since it is not async",
"note":
"Renamed ZeroExError to ContractWrappersErrors since they not live in the @0xproject/contract-wrappers subpackage"
}
]
},
{
"timestamp": 1525477860,
"version": "0.37.2",

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@@ -65,15 +65,11 @@
"@0xproject/dev-utils": "^0.4.1",
"@0xproject/migrations": "^0.0.5",
"@0xproject/monorepo-scripts": "^0.1.19",
"@0xproject/subproviders": "^0.10.1",
"@0xproject/tslint-config": "^0.4.17",
"@types/bintrees": "^1.0.2",
"@types/lodash": "4.14.104",
"@types/mocha": "^2.2.42",
"@types/node": "^8.0.53",
"@types/request": "2.47.0",
"@types/sinon": "^2.2.2",
"@types/uuid": "^3.4.2",
"awesome-typescript-loader": "^3.1.3",
"chai": "^4.0.1",
"chai-as-promised": "^7.1.0",
@@ -86,35 +82,26 @@
"nyc": "^11.0.1",
"opn-cli": "^3.1.0",
"prettier": "^1.11.1",
"request": "^2.81.0",
"shx": "^0.2.2",
"sinon": "^4.0.0",
"source-map-support": "^0.5.0",
"tslint": "5.8.0",
"typedoc": "0xProject/typedoc",
"typescript": "2.7.1",
"web3-provider-engine": "^14.0.4",
"webpack": "^3.1.0"
},
"dependencies": {
"@0xproject/assert": "^0.2.9",
"@0xproject/base-contract": "^0.3.1",
"@0xproject/json-schemas": "^0.7.23",
"@0xproject/contract-wrappers": "^0.0.1",
"@0xproject/order-watcher": "^0.0.1",
"@0xproject/order-utils": "^0.0.4",
"@0xproject/types": "^0.6.3",
"@0xproject/typescript-typings": "^0.3.1",
"@0xproject/utils": "^0.6.1",
"@0xproject/web3-wrapper": "^0.6.3",
"bintrees": "^1.0.2",
"bn.js": "^4.11.8",
"ethereumjs-abi": "^0.6.4",
"ethereumjs-blockstream": "^2.0.6",
"ethereumjs-util": "^5.1.1",
"ethers": "^3.0.15",
"js-sha3": "^0.7.0",
"lodash": "^4.17.4",
"uuid": "^3.1.0",
"web3": "^0.20.0"
"lodash": "^4.17.4"
},
"publishConfig": {
"access": "public"

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@@ -1,4 +1,13 @@
import { schemas, SchemaValidator } from '@0xproject/json-schemas';
import { assert } from '@0xproject/assert';
import {
ContractWrappers,
EtherTokenWrapper,
ExchangeWrapper,
TokenRegistryWrapper,
TokenTransferProxyWrapper,
TokenWrapper,
ZeroExContractConfig,
} from '@0xproject/contract-wrappers';
import {
generatePseudoRandomSalt,
getOrderHashHex,
@@ -6,27 +15,13 @@ import {
isValidSignature,
signOrderHashAsync,
} from '@0xproject/order-utils';
import { OrderWatcher, OrderWatcherConfig } from '@0xproject/order-watcher';
import { ECSignature, Order, Provider, SignedOrder, TransactionReceiptWithDecodedLogs } from '@0xproject/types';
import { AbiDecoder, BigNumber, intervalUtils } from '@0xproject/utils';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as ethUtil from 'ethereumjs-util';
import * as _ from 'lodash';
import { artifacts } from './artifacts';
import { EtherTokenWrapper } from './contract_wrappers/ether_token_wrapper';
import { ExchangeWrapper } from './contract_wrappers/exchange_wrapper';
import { TokenRegistryWrapper } from './contract_wrappers/token_registry_wrapper';
import { TokenTransferProxyWrapper } from './contract_wrappers/token_transfer_proxy_wrapper';
import { TokenWrapper } from './contract_wrappers/token_wrapper';
import { OrderStateWatcher } from './order_watcher/order_state_watcher';
import { zeroExConfigSchema } from './schemas/zero_ex_config_schema';
import { zeroExPrivateNetworkConfigSchema } from './schemas/zero_ex_private_network_config_schema';
import { zeroExPublicNetworkConfigSchema } from './schemas/zero_ex_public_network_config_schema';
import { OrderStateWatcherConfig, ZeroExConfig, ZeroExError } from './types';
import { assert } from './utils/assert';
import { constants } from './utils/constants';
import { decorators } from './utils/decorators';
import { utils } from './utils/utils';
/**
* The ZeroEx class is the single entry-point into the 0x.js library. It contains all of the library's functionality
@@ -62,7 +57,7 @@ export class ZeroEx {
* tokenTransferProxy smart contract.
*/
public proxy: TokenTransferProxyWrapper;
private _web3Wrapper: Web3Wrapper;
private _contractWrappers: ContractWrappers;
/**
* Generates a pseudo-random 256-bit salt.
* The salt can be included in a 0x order, ensuring that the order generates a unique orderHash
@@ -136,40 +131,15 @@ export class ZeroEx {
* @param config The configuration object. Look up the type for the description.
* @return An instance of the 0x.js ZeroEx class.
*/
constructor(provider: Provider, config: ZeroExConfig) {
constructor(provider: Provider, config: ZeroExContractConfig) {
assert.isWeb3Provider('provider', provider);
assert.doesConformToSchema('config', config, zeroExConfigSchema, [
zeroExPrivateNetworkConfigSchema,
zeroExPublicNetworkConfigSchema,
]);
const artifactJSONs = _.values(artifacts);
const abiArrays = _.map(artifactJSONs, artifact => artifact.abi);
const defaults = {
gasPrice: config.gasPrice,
};
this._web3Wrapper = new Web3Wrapper(provider, defaults);
_.forEach(abiArrays, abi => {
this._web3Wrapper.abiDecoder.addABI(abi);
});
this.proxy = new TokenTransferProxyWrapper(
this._web3Wrapper,
config.networkId,
config.tokenTransferProxyContractAddress,
);
this.token = new TokenWrapper(this._web3Wrapper, config.networkId, this.proxy);
this.exchange = new ExchangeWrapper(
this._web3Wrapper,
config.networkId,
this.token,
config.exchangeContractAddress,
config.zrxContractAddress,
);
this.tokenRegistry = new TokenRegistryWrapper(
this._web3Wrapper,
config.networkId,
config.tokenRegistryContractAddress,
);
this.etherToken = new EtherTokenWrapper(this._web3Wrapper, config.networkId, this.token);
this._contractWrappers = new ContractWrappers(provider, config);
this.proxy = this._contractWrappers.proxy;
this.token = this._contractWrappers.token;
this.exchange = this._contractWrappers.exchange;
this.tokenRegistry = this._contractWrappers.tokenRegistry;
this.etherToken = this._contractWrappers.etherToken;
}
/**
* Sets a new web3 provider for 0x.js. Updating the provider will stop all
@@ -178,31 +148,23 @@ export class ZeroEx {
* @param networkId The id of the network your provider is connected to
*/
public setProvider(provider: Provider, networkId: number): void {
this._web3Wrapper.setProvider(provider);
(this.exchange as any)._invalidateContractInstances();
(this.exchange as any)._setNetworkId(networkId);
(this.tokenRegistry as any)._invalidateContractInstance();
(this.tokenRegistry as any)._setNetworkId(networkId);
(this.token as any)._invalidateContractInstances();
(this.token as any)._setNetworkId(networkId);
(this.proxy as any)._invalidateContractInstance();
(this.proxy as any)._setNetworkId(networkId);
(this.etherToken as any)._invalidateContractInstance();
(this.etherToken as any)._setNetworkId(networkId);
this._contractWrappers.setProvider(provider, networkId);
}
/**
* Get the provider instance currently used by 0x.js
* @return Web3 provider instance
*/
public getProvider(): Provider {
return this._web3Wrapper.getProvider();
return this._contractWrappers.getProvider();
}
/**
* Get user Ethereum addresses available through the supplied web3 provider available for sending transactions.
* @return An array of available user Ethereum addresses.
*/
public async getAvailableAddressesAsync(): Promise<string[]> {
const availableAddresses = await this._web3Wrapper.getAvailableAddressesAsync();
// Hack: Get Web3Wrapper from ZeroExContract
const web3Wrapper = (this._contractWrappers as any)._web3Wrapper;
const availableAddresses = await web3Wrapper.getAvailableAddressesAsync();
return availableAddresses;
}
/**
@@ -223,7 +185,7 @@ export class ZeroEx {
shouldAddPersonalMessagePrefix: boolean,
): Promise<ECSignature> {
return signOrderHashAsync(
this._web3Wrapper.getProvider(),
this._contractWrappers.getProvider(),
orderHash,
signerAddress,
shouldAddPersonalMessagePrefix,
@@ -241,7 +203,9 @@ export class ZeroEx {
pollingIntervalMs = 1000,
timeoutMs?: number,
): Promise<TransactionReceiptWithDecodedLogs> {
const transactionReceiptWithDecodedLogs = await this._web3Wrapper.awaitTransactionMinedAsync(
// Hack: Get Web3Wrapper from ZeroExContract
const web3Wrapper = (this._contractWrappers as any)._web3Wrapper;
const transactionReceiptWithDecodedLogs = await web3Wrapper.awaitTransactionMinedAsync(
txHash,
pollingIntervalMs,
timeoutMs,
@@ -249,22 +213,16 @@ export class ZeroEx {
return transactionReceiptWithDecodedLogs;
}
/**
* Instantiates and returns a new OrderStateWatcher instance.
* Instantiates and returns a new OrderWatcher instance.
* Defaults to watching the pending state.
* @param config The configuration object. Look up the type for the description.
* @return An instance of the 0x.js OrderStateWatcher class.
* @return An instance of the 0x.js OrderWatcher class.
*/
public createOrderStateWatcher(config?: OrderStateWatcherConfig) {
return new OrderStateWatcher(this._web3Wrapper, this.token, this.exchange, config);
}
/*
* HACK: `TokenWrapper` needs a token transfer proxy address. `TokenTransferProxy` address is fetched from
* an `ExchangeWrapper`. `ExchangeWrapper` needs `TokenWrapper` to validate orders, creating a dependency cycle.
* In order to break this - we create this function here and pass it as a parameter to the `TokenWrapper`
* and `ProxyWrapper`.
*/
private async _getTokenTransferProxyAddressAsync(): Promise<string> {
const tokenTransferProxyAddress = await (this.exchange as any)._getTokenTransferProxyAddressAsync();
return tokenTransferProxyAddress;
public async createOrderWatcherAsync(config?: OrderWatcherConfig) {
// Hack: Get Web3Wrapper from ZeroExContract
const web3Wrapper = (this._contractWrappers as any)._web3Wrapper;
const networkId = web3Wrapper.getNetworkIdAsync();
const provider = this._contractWrappers.getProvider();
return new OrderWatcher(provider, networkId, config);
}
}

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@@ -1,6 +0,0 @@
import { BigNumber } from '@0xproject/utils';
export abstract class BalanceAndProxyAllowanceFetcher {
public abstract async getBalanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber>;
public abstract async getProxyAllowanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber>;
}

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@@ -1,6 +0,0 @@
import { BigNumber } from '@0xproject/utils';
export abstract class OrderFilledCancelledFetcher {
public abstract async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber>;
public abstract async getCancelledTakerAmountAsync(orderHash: string): Promise<BigNumber>;
}

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@@ -1,18 +0,0 @@
import * as DummyTokenArtifact from './compact_artifacts/DummyToken.json';
import * as EtherTokenArtifact from './compact_artifacts/EtherToken.json';
import * as ExchangeArtifact from './compact_artifacts/Exchange.json';
import * as TokenArtifact from './compact_artifacts/Token.json';
import * as TokenRegistryArtifact from './compact_artifacts/TokenRegistry.json';
import * as TokenTransferProxyArtifact from './compact_artifacts/TokenTransferProxy.json';
import * as ZRXArtifact from './compact_artifacts/ZRX.json';
import { Artifact } from './types';
export const artifacts = {
ZRXArtifact: (ZRXArtifact as any) as Artifact,
DummyTokenArtifact: (DummyTokenArtifact as any) as Artifact,
TokenArtifact: (TokenArtifact as any) as Artifact,
ExchangeArtifact: (ExchangeArtifact as any) as Artifact,
EtherTokenArtifact: (EtherTokenArtifact as any) as Artifact,
TokenRegistryArtifact: (TokenRegistryArtifact as any) as Artifact,
TokenTransferProxyArtifact: (TokenTransferProxyArtifact as any) as Artifact,
};

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@@ -1,202 +0,0 @@
import { BlockParamLiteral, ContractAbi, FilterObject, LogEntry, LogWithDecodedArgs, RawLog } from '@0xproject/types';
import { AbiDecoder, intervalUtils } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import { Block, BlockAndLogStreamer } from 'ethereumjs-blockstream';
import * as _ from 'lodash';
import * as Web3 from 'web3';
import {
Artifact,
BlockRange,
ContractEventArgs,
ContractEvents,
EventCallback,
IndexedFilterValues,
InternalZeroExError,
ZeroExError,
} from '../types';
import { constants } from '../utils/constants';
import { filterUtils } from '../utils/filter_utils';
const CONTRACT_NAME_TO_NOT_FOUND_ERROR: {
[contractName: string]: ZeroExError;
} = {
ZRX: ZeroExError.ZRXContractDoesNotExist,
EtherToken: ZeroExError.EtherTokenContractDoesNotExist,
Token: ZeroExError.TokenContractDoesNotExist,
TokenRegistry: ZeroExError.TokenRegistryContractDoesNotExist,
TokenTransferProxy: ZeroExError.TokenTransferProxyContractDoesNotExist,
Exchange: ZeroExError.ExchangeContractDoesNotExist,
};
export class ContractWrapper {
protected _web3Wrapper: Web3Wrapper;
protected _networkId: number;
private _blockAndLogStreamerIfExists?: BlockAndLogStreamer;
private _blockAndLogStreamIntervalIfExists?: NodeJS.Timer;
private _filters: { [filterToken: string]: FilterObject };
private _filterCallbacks: {
[filterToken: string]: EventCallback<ContractEventArgs>;
};
private _onLogAddedSubscriptionToken: string | undefined;
private _onLogRemovedSubscriptionToken: string | undefined;
constructor(web3Wrapper: Web3Wrapper, networkId: number) {
this._web3Wrapper = web3Wrapper;
this._networkId = networkId;
this._filters = {};
this._filterCallbacks = {};
this._blockAndLogStreamerIfExists = undefined;
this._onLogAddedSubscriptionToken = undefined;
this._onLogRemovedSubscriptionToken = undefined;
}
protected _unsubscribeAll(): void {
const filterTokens = _.keys(this._filterCallbacks);
_.each(filterTokens, filterToken => {
this._unsubscribe(filterToken);
});
}
protected _unsubscribe(filterToken: string, err?: Error): void {
if (_.isUndefined(this._filters[filterToken])) {
throw new Error(ZeroExError.SubscriptionNotFound);
}
if (!_.isUndefined(err)) {
const callback = this._filterCallbacks[filterToken];
callback(err, undefined);
}
delete this._filters[filterToken];
delete this._filterCallbacks[filterToken];
if (_.isEmpty(this._filters)) {
this._stopBlockAndLogStream();
}
}
protected _subscribe<ArgsType extends ContractEventArgs>(
address: string,
eventName: ContractEvents,
indexFilterValues: IndexedFilterValues,
abi: ContractAbi,
callback: EventCallback<ArgsType>,
): string {
const filter = filterUtils.getFilter(address, eventName, indexFilterValues, abi);
if (_.isUndefined(this._blockAndLogStreamerIfExists)) {
this._startBlockAndLogStream();
}
const filterToken = filterUtils.generateUUID();
this._filters[filterToken] = filter;
this._filterCallbacks[filterToken] = callback as EventCallback<ContractEventArgs>;
return filterToken;
}
protected async _getLogsAsync<ArgsType extends ContractEventArgs>(
address: string,
eventName: ContractEvents,
blockRange: BlockRange,
indexFilterValues: IndexedFilterValues,
abi: ContractAbi,
): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
const filter = filterUtils.getFilter(address, eventName, indexFilterValues, abi, blockRange);
const logs = await this._web3Wrapper.getLogsAsync(filter);
const logsWithDecodedArguments = _.map(logs, this._tryToDecodeLogOrNoop.bind(this));
return logsWithDecodedArguments;
}
protected _tryToDecodeLogOrNoop<ArgsType extends ContractEventArgs>(
log: LogEntry,
): LogWithDecodedArgs<ArgsType> | RawLog {
if (_.isUndefined(this._web3Wrapper.abiDecoder)) {
throw new Error(InternalZeroExError.NoAbiDecoder);
}
const logWithDecodedArgs = this._web3Wrapper.abiDecoder.tryToDecodeLogOrNoop(log);
return logWithDecodedArgs;
}
protected async _getContractAbiAndAddressFromArtifactsAsync(
artifact: Artifact,
addressIfExists?: string,
): Promise<[ContractAbi, string]> {
let contractAddress: string;
if (_.isUndefined(addressIfExists)) {
if (_.isUndefined(artifact.networks[this._networkId])) {
throw new Error(ZeroExError.ContractNotDeployedOnNetwork);
}
contractAddress = artifact.networks[this._networkId].address.toLowerCase();
} else {
contractAddress = addressIfExists;
}
const doesContractExist = await this._web3Wrapper.doesContractExistAtAddressAsync(contractAddress);
if (!doesContractExist) {
throw new Error(CONTRACT_NAME_TO_NOT_FOUND_ERROR[artifact.contract_name]);
}
const abiAndAddress: [ContractAbi, string] = [artifact.abi, contractAddress];
return abiAndAddress;
}
protected _getContractAddress(artifact: Artifact, addressIfExists?: string): string {
if (_.isUndefined(addressIfExists)) {
const contractAddress = artifact.networks[this._networkId].address;
if (_.isUndefined(contractAddress)) {
throw new Error(ZeroExError.ExchangeContractDoesNotExist);
}
return contractAddress;
} else {
return addressIfExists;
}
}
private _onLogStateChanged<ArgsType extends ContractEventArgs>(isRemoved: boolean, log: LogEntry): void {
_.forEach(this._filters, (filter: FilterObject, filterToken: string) => {
if (filterUtils.matchesFilter(log, filter)) {
const decodedLog = this._tryToDecodeLogOrNoop(log) as LogWithDecodedArgs<ArgsType>;
const logEvent = {
log: decodedLog,
isRemoved,
};
this._filterCallbacks[filterToken](null, logEvent);
}
});
}
private _startBlockAndLogStream(): void {
if (!_.isUndefined(this._blockAndLogStreamerIfExists)) {
throw new Error(ZeroExError.SubscriptionAlreadyPresent);
}
this._blockAndLogStreamerIfExists = new BlockAndLogStreamer(
this._web3Wrapper.getBlockAsync.bind(this._web3Wrapper),
this._web3Wrapper.getLogsAsync.bind(this._web3Wrapper),
);
const catchAllLogFilter = {};
this._blockAndLogStreamerIfExists.addLogFilter(catchAllLogFilter);
this._blockAndLogStreamIntervalIfExists = intervalUtils.setAsyncExcludingInterval(
this._reconcileBlockAsync.bind(this),
constants.DEFAULT_BLOCK_POLLING_INTERVAL,
this._onReconcileBlockError.bind(this),
);
let isRemoved = false;
this._onLogAddedSubscriptionToken = this._blockAndLogStreamerIfExists.subscribeToOnLogAdded(
this._onLogStateChanged.bind(this, isRemoved),
);
isRemoved = true;
this._onLogRemovedSubscriptionToken = this._blockAndLogStreamerIfExists.subscribeToOnLogRemoved(
this._onLogStateChanged.bind(this, isRemoved),
);
}
private _onReconcileBlockError(err: Error): void {
const filterTokens = _.keys(this._filterCallbacks);
_.each(filterTokens, filterToken => {
this._unsubscribe(filterToken, err);
});
}
private _setNetworkId(networkId: number): void {
this._networkId = networkId;
}
private _stopBlockAndLogStream(): void {
if (_.isUndefined(this._blockAndLogStreamerIfExists)) {
throw new Error(ZeroExError.SubscriptionNotFound);
}
this._blockAndLogStreamerIfExists.unsubscribeFromOnLogAdded(this._onLogAddedSubscriptionToken as string);
this._blockAndLogStreamerIfExists.unsubscribeFromOnLogRemoved(this._onLogRemovedSubscriptionToken as string);
intervalUtils.clearAsyncExcludingInterval(this._blockAndLogStreamIntervalIfExists as NodeJS.Timer);
delete this._blockAndLogStreamerIfExists;
}
private async _reconcileBlockAsync(): Promise<void> {
const latestBlock = await this._web3Wrapper.getBlockAsync(BlockParamLiteral.Latest);
// We need to coerce to Block type cause Web3.Block includes types for mempool blocks
if (!_.isUndefined(this._blockAndLogStreamerIfExists)) {
// If we clear the interval while fetching the block - this._blockAndLogStreamer will be undefined
await this._blockAndLogStreamerIfExists.reconcileNewBlock((latestBlock as any) as Block);
}
}
}

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@@ -1,204 +0,0 @@
import { schemas } from '@0xproject/json-schemas';
import { LogWithDecodedArgs } from '@0xproject/types';
import { AbiDecoder, BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as _ from 'lodash';
import { artifacts } from '../artifacts';
import { BlockRange, EventCallback, IndexedFilterValues, TransactionOpts, ZeroExError } from '../types';
import { assert } from '../utils/assert';
import { ContractWrapper } from './contract_wrapper';
import { EtherTokenContract, EtherTokenContractEventArgs, EtherTokenEvents } from './generated/ether_token';
import { TokenWrapper } from './token_wrapper';
/**
* This class includes all the functionality related to interacting with a wrapped Ether ERC20 token contract.
* The caller can convert ETH into the equivalent number of wrapped ETH ERC20 tokens and back.
*/
export class EtherTokenWrapper extends ContractWrapper {
private _etherTokenContractsByAddress: {
[address: string]: EtherTokenContract;
} = {};
private _tokenWrapper: TokenWrapper;
constructor(web3Wrapper: Web3Wrapper, networkId: number, tokenWrapper: TokenWrapper) {
super(web3Wrapper, networkId);
this._tokenWrapper = tokenWrapper;
}
/**
* Deposit ETH into the Wrapped ETH smart contract and issues the equivalent number of wrapped ETH tokens
* to the depositor address. These wrapped ETH tokens can be used in 0x trades and are redeemable for 1-to-1
* for ETH.
* @param etherTokenAddress EtherToken address you wish to deposit into.
* @param amountInWei Amount of ETH in Wei the caller wishes to deposit.
* @param depositor The hex encoded user Ethereum address that would like to make the deposit.
* @param txOpts Transaction parameters.
* @return Transaction hash.
*/
public async depositAsync(
etherTokenAddress: string,
amountInWei: BigNumber,
depositor: string,
txOpts: TransactionOpts = {},
): Promise<string> {
assert.isETHAddressHex('etherTokenAddress', etherTokenAddress);
assert.isValidBaseUnitAmount('amountInWei', amountInWei);
await assert.isSenderAddressAsync('depositor', depositor, this._web3Wrapper);
const normalizedEtherTokenAddress = etherTokenAddress.toLowerCase();
const normalizedDepositorAddress = depositor.toLowerCase();
const ethBalanceInWei = await this._web3Wrapper.getBalanceInWeiAsync(normalizedDepositorAddress);
assert.assert(ethBalanceInWei.gte(amountInWei), ZeroExError.InsufficientEthBalanceForDeposit);
const wethContract = await this._getEtherTokenContractAsync(normalizedEtherTokenAddress);
const txHash = await wethContract.deposit.sendTransactionAsync({
from: normalizedDepositorAddress,
value: amountInWei,
gas: txOpts.gasLimit,
gasPrice: txOpts.gasPrice,
});
return txHash;
}
/**
* Withdraw ETH to the withdrawer's address from the wrapped ETH smart contract in exchange for the
* equivalent number of wrapped ETH tokens.
* @param etherTokenAddress EtherToken address you wish to withdraw from.
* @param amountInWei Amount of ETH in Wei the caller wishes to withdraw.
* @param withdrawer The hex encoded user Ethereum address that would like to make the withdrawal.
* @param txOpts Transaction parameters.
* @return Transaction hash.
*/
public async withdrawAsync(
etherTokenAddress: string,
amountInWei: BigNumber,
withdrawer: string,
txOpts: TransactionOpts = {},
): Promise<string> {
assert.isValidBaseUnitAmount('amountInWei', amountInWei);
assert.isETHAddressHex('etherTokenAddress', etherTokenAddress);
await assert.isSenderAddressAsync('withdrawer', withdrawer, this._web3Wrapper);
const normalizedEtherTokenAddress = etherTokenAddress.toLowerCase();
const normalizedWithdrawerAddress = withdrawer.toLowerCase();
const WETHBalanceInBaseUnits = await this._tokenWrapper.getBalanceAsync(
normalizedEtherTokenAddress,
normalizedWithdrawerAddress,
);
assert.assert(WETHBalanceInBaseUnits.gte(amountInWei), ZeroExError.InsufficientWEthBalanceForWithdrawal);
const wethContract = await this._getEtherTokenContractAsync(normalizedEtherTokenAddress);
const txHash = await wethContract.withdraw.sendTransactionAsync(amountInWei, {
from: normalizedWithdrawerAddress,
gas: txOpts.gasLimit,
gasPrice: txOpts.gasPrice,
});
return txHash;
}
/**
* Gets historical logs without creating a subscription
* @param etherTokenAddress An address of the ether token that emitted the logs.
* @param eventName The ether token contract event you would like to subscribe to.
* @param blockRange Block range to get logs from.
* @param indexFilterValues An object where the keys are indexed args returned by the event and
* the value is the value you are interested in. E.g `{_owner: aUserAddressHex}`
* @return Array of logs that match the parameters
*/
public async getLogsAsync<ArgsType extends EtherTokenContractEventArgs>(
etherTokenAddress: string,
eventName: EtherTokenEvents,
blockRange: BlockRange,
indexFilterValues: IndexedFilterValues,
): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
assert.isETHAddressHex('etherTokenAddress', etherTokenAddress);
const normalizedEtherTokenAddress = etherTokenAddress.toLowerCase();
assert.doesBelongToStringEnum('eventName', eventName, EtherTokenEvents);
assert.doesConformToSchema('blockRange', blockRange, schemas.blockRangeSchema);
assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema);
const logs = await this._getLogsAsync<ArgsType>(
normalizedEtherTokenAddress,
eventName,
blockRange,
indexFilterValues,
artifacts.EtherTokenArtifact.abi,
);
return logs;
}
/**
* Subscribe to an event type emitted by the Token contract.
* @param etherTokenAddress The hex encoded address where the ether token is deployed.
* @param eventName The ether token contract event you would like to subscribe to.
* @param indexFilterValues An object where the keys are indexed args returned by the event and
* the value is the value you are interested in. E.g `{_owner: aUserAddressHex}`
* @param callback Callback that gets called when a log is added/removed
* @return Subscription token used later to unsubscribe
*/
public subscribe<ArgsType extends EtherTokenContractEventArgs>(
etherTokenAddress: string,
eventName: EtherTokenEvents,
indexFilterValues: IndexedFilterValues,
callback: EventCallback<ArgsType>,
): string {
assert.isETHAddressHex('etherTokenAddress', etherTokenAddress);
const normalizedEtherTokenAddress = etherTokenAddress.toLowerCase();
assert.doesBelongToStringEnum('eventName', eventName, EtherTokenEvents);
assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema);
assert.isFunction('callback', callback);
const subscriptionToken = this._subscribe<ArgsType>(
normalizedEtherTokenAddress,
eventName,
indexFilterValues,
artifacts.EtherTokenArtifact.abi,
callback,
);
return subscriptionToken;
}
/**
* Cancel a subscription
* @param subscriptionToken Subscription token returned by `subscribe()`
*/
public unsubscribe(subscriptionToken: string): void {
this._unsubscribe(subscriptionToken);
}
/**
* Cancels all existing subscriptions
*/
public unsubscribeAll(): void {
super._unsubscribeAll();
}
/**
* Retrieves the Ethereum address of the EtherToken contract deployed on the network
* that the user-passed web3 provider is connected to. If it's not Kovan, Ropsten, Rinkeby, Mainnet or TestRPC
* (networkId: 50), it will return undefined (e.g a private network).
* @returns The Ethereum address of the EtherToken contract or undefined.
*/
public getContractAddressIfExists(): string | undefined {
const networkSpecificArtifact = artifacts.EtherTokenArtifact.networks[this._networkId];
const contractAddressIfExists = _.isUndefined(networkSpecificArtifact)
? undefined
: networkSpecificArtifact.address;
return contractAddressIfExists;
}
private _invalidateContractInstance(): void {
this.unsubscribeAll();
this._etherTokenContractsByAddress = {};
}
private async _getEtherTokenContractAsync(etherTokenAddress: string): Promise<EtherTokenContract> {
let etherTokenContract = this._etherTokenContractsByAddress[etherTokenAddress];
if (!_.isUndefined(etherTokenContract)) {
return etherTokenContract;
}
const [abi, address] = await this._getContractAbiAndAddressFromArtifactsAsync(
artifacts.EtherTokenArtifact,
etherTokenAddress,
);
const contractInstance = new EtherTokenContract(
abi,
address,
this._web3Wrapper.getProvider(),
this._web3Wrapper.getContractDefaults(),
);
etherTokenContract = contractInstance;
this._etherTokenContractsByAddress[etherTokenAddress] = etherTokenContract;
return etherTokenContract;
}
}

View File

@@ -1,964 +0,0 @@
import { schemas } from '@0xproject/json-schemas';
import { getOrderHashHex } from '@0xproject/order-utils';
import {
BlockParamLiteral,
DecodedLogArgs,
ECSignature,
LogEntry,
LogWithDecodedArgs,
Order,
SignedOrder,
} from '@0xproject/types';
import { AbiDecoder, BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as _ from 'lodash';
import { artifacts } from '../artifacts';
import { SimpleBalanceAndProxyAllowanceFetcher } from '../fetchers/simple_balance_and_proxy_allowance_fetcher';
import { SimpleOrderFilledCancelledFetcher } from '../fetchers/simple_order_filled_cancelled_fetcher';
import {
BlockRange,
EventCallback,
ExchangeContractErrCodes,
ExchangeContractErrs,
IndexedFilterValues,
MethodOpts,
OrderAddresses,
OrderCancellationRequest,
OrderFillRequest,
OrderState,
OrderTransactionOpts,
OrderValues,
ValidateOrderFillableOpts,
} from '../types';
import { assert } from '../utils/assert';
import { decorators } from '../utils/decorators';
import { ExchangeTransferSimulator } from '../utils/exchange_transfer_simulator';
import { OrderStateUtils } from '../utils/order_state_utils';
import { OrderValidationUtils } from '../utils/order_validation_utils';
import { utils } from '../utils/utils';
import { ContractWrapper } from './contract_wrapper';
import {
ExchangeContract,
ExchangeContractEventArgs,
ExchangeEvents,
LogErrorContractEventArgs,
} from './generated/exchange';
import { TokenWrapper } from './token_wrapper';
const SHOULD_VALIDATE_BY_DEFAULT = true;
interface ExchangeContractErrCodesToMsgs {
[exchangeContractErrCodes: number]: string;
}
/**
* This class includes all the functionality related to calling methods and subscribing to
* events of the 0x Exchange smart contract.
*/
export class ExchangeWrapper extends ContractWrapper {
private _exchangeContractIfExists?: ExchangeContract;
private _orderValidationUtils: OrderValidationUtils;
private _tokenWrapper: TokenWrapper;
private _exchangeContractErrCodesToMsg: ExchangeContractErrCodesToMsgs = {
[ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.OrderFillExpired,
[ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.OrderFillExpired,
[ExchangeContractErrCodes.ERROR_FILL_NO_VALUE]: ExchangeContractErrs.OrderRemainingFillAmountZero,
[ExchangeContractErrCodes.ERROR_CANCEL_NO_VALUE]: ExchangeContractErrs.OrderRemainingFillAmountZero,
[ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.OrderFillRoundingError,
[ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.FillBalanceAllowanceError,
};
private _contractAddressIfExists?: string;
private _zrxContractAddressIfExists?: string;
private static _getOrderAddressesAndValues(order: Order): [OrderAddresses, OrderValues] {
const orderAddresses: OrderAddresses = [
order.maker,
order.taker,
order.makerTokenAddress,
order.takerTokenAddress,
order.feeRecipient,
];
const orderValues: OrderValues = [
order.makerTokenAmount,
order.takerTokenAmount,
order.makerFee,
order.takerFee,
order.expirationUnixTimestampSec,
order.salt,
];
return [orderAddresses, orderValues];
}
constructor(
web3Wrapper: Web3Wrapper,
networkId: number,
tokenWrapper: TokenWrapper,
contractAddressIfExists?: string,
zrxContractAddressIfExists?: string,
) {
super(web3Wrapper, networkId);
this._tokenWrapper = tokenWrapper;
this._orderValidationUtils = new OrderValidationUtils(this);
this._contractAddressIfExists = contractAddressIfExists;
this._zrxContractAddressIfExists = zrxContractAddressIfExists;
}
/**
* Returns the unavailable takerAmount of an order. Unavailable amount is defined as the total
* amount that has been filled or cancelled. The remaining takerAmount can be calculated by
* subtracting the unavailable amount from the total order takerAmount.
* @param orderHash The hex encoded orderHash for which you would like to retrieve the
* unavailable takerAmount.
* @param methodOpts Optional arguments this method accepts.
* @return The amount of the order (in taker tokens) that has either been filled or cancelled.
*/
public async getUnavailableTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise<BigNumber> {
assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema);
const exchangeContract = await this._getExchangeContractAsync();
const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock;
const txData = {};
let unavailableTakerTokenAmount = await exchangeContract.getUnavailableTakerTokenAmount.callAsync(
orderHash,
txData,
defaultBlock,
);
// Wrap BigNumbers returned from web3 with our own (later) version of BigNumber
unavailableTakerTokenAmount = new BigNumber(unavailableTakerTokenAmount);
return unavailableTakerTokenAmount;
}
/**
* Retrieve the takerAmount of an order that has already been filled.
* @param orderHash The hex encoded orderHash for which you would like to retrieve the filled takerAmount.
* @param methodOpts Optional arguments this method accepts.
* @return The amount of the order (in taker tokens) that has already been filled.
*/
public async getFilledTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise<BigNumber> {
assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema);
const exchangeContract = await this._getExchangeContractAsync();
const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock;
const txData = {};
let fillAmountInBaseUnits = await exchangeContract.filled.callAsync(orderHash, txData, defaultBlock);
// Wrap BigNumbers returned from web3 with our own (later) version of BigNumber
fillAmountInBaseUnits = new BigNumber(fillAmountInBaseUnits);
return fillAmountInBaseUnits;
}
/**
* Retrieve the takerAmount of an order that has been cancelled.
* @param orderHash The hex encoded orderHash for which you would like to retrieve the
* cancelled takerAmount.
* @param methodOpts Optional arguments this method accepts.
* @return The amount of the order (in taker tokens) that has been cancelled.
*/
public async getCancelledTakerAmountAsync(orderHash: string, methodOpts?: MethodOpts): Promise<BigNumber> {
assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema);
const exchangeContract = await this._getExchangeContractAsync();
const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock;
const txData = {};
let cancelledAmountInBaseUnits = await exchangeContract.cancelled.callAsync(orderHash, txData, defaultBlock);
// Wrap BigNumbers returned from web3 with our own (later) version of BigNumber
cancelledAmountInBaseUnits = new BigNumber(cancelledAmountInBaseUnits);
return cancelledAmountInBaseUnits;
}
/**
* 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 `shouldThrowOnInsufficientBalanceOrAllowance`.
* If false, the smart contract will not throw if the parties
* do not have sufficient balances/allowances, preserving gas costs. Setting it to true forgoes this check
* and causes the smart contract to throw (using all the gas supplied) instead.
* @param signedOrder An object that conforms to the SignedOrder interface.
* @param fillTakerTokenAmount The amount of the order (in taker tokens baseUnits) that
* you wish to fill.
* @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw
* if upon execution the tokens cannot be transferred.
* @param takerAddress The user Ethereum address who would like to fill this order.
* Must be available via the supplied Provider
* passed to 0x.js.
* @param orderTransactionOpts Optional arguments this method accepts.
* @return Transaction hash.
*/
@decorators.asyncZeroExErrorHandler
public async fillOrderAsync(
signedOrder: SignedOrder,
fillTakerTokenAmount: BigNumber,
shouldThrowOnInsufficientBalanceOrAllowance: boolean,
takerAddress: string,
orderTransactionOpts: OrderTransactionOpts = {},
): Promise<string> {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
const normalizedTakerAddress = takerAddress.toLowerCase();
const exchangeInstance = await this._getExchangeContractAsync();
const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
? SHOULD_VALIDATE_BY_DEFAULT
: orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = this.getZRXTokenAddress();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator,
signedOrder,
fillTakerTokenAmount,
normalizedTakerAddress,
zrxTokenAddress,
);
}
const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(signedOrder);
const txHash: string = await exchangeInstance.fillOrder.sendTransactionAsync(
orderAddresses,
orderValues,
fillTakerTokenAmount,
shouldThrowOnInsufficientBalanceOrAllowance,
signedOrder.ecSignature.v,
signedOrder.ecSignature.r,
signedOrder.ecSignature.s,
{
from: normalizedTakerAddress,
gas: orderTransactionOpts.gasLimit,
gasPrice: orderTransactionOpts.gasPrice,
},
);
return txHash;
}
/**
* Sequentially and atomically fills signedOrders up to the specified takerTokenFillAmount.
* If the fill amount is reached - it succeeds and does not fill the rest of the orders.
* If fill amount is not reached - it fills as much of the fill amount as possible and succeeds.
* @param signedOrders The array of signedOrders that you would like to fill until
* takerTokenFillAmount is reached.
* @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill.
* @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw if
* upon execution any of the tokens cannot be transferred.
* If set to false, the call will continue to fill subsequent
* signedOrders even when some cannot be filled.
* @param takerAddress The user Ethereum address who would like to fill these
* orders. Must be available via the supplied Provider
* passed to 0x.js.
* @param orderTransactionOpts Optional arguments this method accepts.
* @return Transaction hash.
*/
@decorators.asyncZeroExErrorHandler
public async fillOrdersUpToAsync(
signedOrders: SignedOrder[],
fillTakerTokenAmount: BigNumber,
shouldThrowOnInsufficientBalanceOrAllowance: boolean,
takerAddress: string,
orderTransactionOpts: OrderTransactionOpts = {},
): Promise<string> {
assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
const takerTokenAddresses = _.map(signedOrders, signedOrder => signedOrder.takerTokenAddress);
assert.hasAtMostOneUniqueValue(
takerTokenAddresses,
ExchangeContractErrs.MultipleTakerTokensInFillUpToDisallowed,
);
const exchangeContractAddresses = _.map(signedOrders, signedOrder => signedOrder.exchangeContractAddress);
assert.hasAtMostOneUniqueValue(
exchangeContractAddresses,
ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress,
);
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
const normalizedTakerAddress = takerAddress.toLowerCase();
const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
? SHOULD_VALIDATE_BY_DEFAULT
: orderTransactionOpts.shouldValidate;
if (shouldValidate) {
let filledTakerTokenAmount = new BigNumber(0);
const zrxTokenAddress = this.getZRXTokenAddress();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
for (const signedOrder of signedOrders) {
const singleFilledTakerTokenAmount = await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator,
signedOrder,
fillTakerTokenAmount.minus(filledTakerTokenAmount),
normalizedTakerAddress,
zrxTokenAddress,
);
filledTakerTokenAmount = filledTakerTokenAmount.plus(singleFilledTakerTokenAmount);
if (filledTakerTokenAmount.eq(fillTakerTokenAmount)) {
break;
}
}
}
if (_.isEmpty(signedOrders)) {
throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem);
}
const orderAddressesValuesAndSignatureArray = _.map(signedOrders, signedOrder => {
return [
...ExchangeWrapper._getOrderAddressesAndValues(signedOrder),
signedOrder.ecSignature.v,
signedOrder.ecSignature.r,
signedOrder.ecSignature.s,
];
});
// We use _.unzip<any> because _.unzip doesn't type check if values have different types :'(
const [orderAddressesArray, orderValuesArray, vArray, rArray, sArray] = _.unzip<any>(
orderAddressesValuesAndSignatureArray,
);
const exchangeInstance = await this._getExchangeContractAsync();
const txHash = await exchangeInstance.fillOrdersUpTo.sendTransactionAsync(
orderAddressesArray,
orderValuesArray,
fillTakerTokenAmount,
shouldThrowOnInsufficientBalanceOrAllowance,
vArray,
rArray,
sArray,
{
from: normalizedTakerAddress,
gas: orderTransactionOpts.gasLimit,
gasPrice: orderTransactionOpts.gasPrice,
},
);
return txHash;
}
/**
* Batch version of fillOrderAsync.
* Executes multiple fills atomically in a single transaction.
* If shouldThrowOnInsufficientBalanceOrAllowance is set to false, it will continue filling subsequent orders even
* when earlier ones fail.
* When shouldThrowOnInsufficientBalanceOrAllowance is set to true, if any fill fails, the entire batch fails.
* @param orderFillRequests An array of objects that conform to the
* OrderFillRequest interface.
* @param shouldThrowOnInsufficientBalanceOrAllowance Whether or not you wish for the contract call to throw
* if upon execution any of the tokens cannot be
* transferred. If set to false, the call will continue to
* fill subsequent signedOrders even when some
* cannot be filled.
* @param takerAddress The user Ethereum address who would like to fill
* these orders. Must be available via the supplied
* Provider passed to 0x.js.
* @param orderTransactionOpts Optional arguments this method accepts.
* @return Transaction hash.
*/
@decorators.asyncZeroExErrorHandler
public async batchFillOrdersAsync(
orderFillRequests: OrderFillRequest[],
shouldThrowOnInsufficientBalanceOrAllowance: boolean,
takerAddress: string,
orderTransactionOpts: OrderTransactionOpts = {},
): Promise<string> {
assert.doesConformToSchema('orderFillRequests', orderFillRequests, schemas.orderFillRequestsSchema);
const exchangeContractAddresses = _.map(
orderFillRequests,
orderFillRequest => orderFillRequest.signedOrder.exchangeContractAddress,
);
assert.hasAtMostOneUniqueValue(
exchangeContractAddresses,
ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress,
);
assert.isBoolean('shouldThrowOnInsufficientBalanceOrAllowance', shouldThrowOnInsufficientBalanceOrAllowance);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
const normalizedTakerAddress = takerAddress.toLowerCase();
const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
? SHOULD_VALIDATE_BY_DEFAULT
: orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = this.getZRXTokenAddress();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
for (const orderFillRequest of orderFillRequests) {
await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator,
orderFillRequest.signedOrder,
orderFillRequest.takerTokenFillAmount,
normalizedTakerAddress,
zrxTokenAddress,
);
}
}
if (_.isEmpty(orderFillRequests)) {
throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem);
}
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, fillTakerTokenAmounts, vArray, rArray, sArray] = _.unzip<any>(
orderAddressesValuesAmountsAndSignatureArray,
);
const exchangeInstance = await this._getExchangeContractAsync();
const txHash = await exchangeInstance.batchFillOrders.sendTransactionAsync(
orderAddressesArray,
orderValuesArray,
fillTakerTokenAmounts,
shouldThrowOnInsufficientBalanceOrAllowance,
vArray,
rArray,
sArray,
{
from: normalizedTakerAddress,
gas: orderTransactionOpts.gasLimit,
gasPrice: orderTransactionOpts.gasPrice,
},
);
return txHash;
}
/**
* Attempts to fill a specific amount of an order. If the entire amount specified cannot be filled,
* the fill order is abandoned.
* @param signedOrder An object that conforms to the SignedOrder interface. The
* signedOrder you wish to fill.
* @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill.
* @param takerAddress The user Ethereum address who would like to fill this order.
* Must be available via the supplied Provider passed to 0x.js.
* @param orderTransactionOpts Optional arguments this method accepts.
* @return Transaction hash.
*/
@decorators.asyncZeroExErrorHandler
public async fillOrKillOrderAsync(
signedOrder: SignedOrder,
fillTakerTokenAmount: BigNumber,
takerAddress: string,
orderTransactionOpts: OrderTransactionOpts = {},
): Promise<string> {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
const normalizedTakerAddress = takerAddress.toLowerCase();
const exchangeInstance = await this._getExchangeContractAsync();
const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
? SHOULD_VALIDATE_BY_DEFAULT
: orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = this.getZRXTokenAddress();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync(
exchangeTradeEmulator,
signedOrder,
fillTakerTokenAmount,
normalizedTakerAddress,
zrxTokenAddress,
);
}
const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(signedOrder);
const txHash = await exchangeInstance.fillOrKillOrder.sendTransactionAsync(
orderAddresses,
orderValues,
fillTakerTokenAmount,
signedOrder.ecSignature.v,
signedOrder.ecSignature.r,
signedOrder.ecSignature.s,
{
from: normalizedTakerAddress,
gas: orderTransactionOpts.gasLimit,
gasPrice: orderTransactionOpts.gasPrice,
},
);
return txHash;
}
/**
* Batch version of fillOrKill. Allows a taker to specify a batch of orders that will either be atomically
* filled (each to the specified fillAmount) or aborted.
* @param orderFillRequests An array of objects that conform to the OrderFillRequest interface.
* @param takerAddress The user Ethereum address who would like to fill there orders.
* Must be available via the supplied Provider passed to 0x.js.
* @param orderTransactionOpts Optional arguments this method accepts.
* @return Transaction hash.
*/
@decorators.asyncZeroExErrorHandler
public async batchFillOrKillAsync(
orderFillRequests: OrderFillRequest[],
takerAddress: string,
orderTransactionOpts: OrderTransactionOpts = {},
): Promise<string> {
assert.doesConformToSchema('orderFillRequests', orderFillRequests, schemas.orderFillRequestsSchema);
const exchangeContractAddresses = _.map(
orderFillRequests,
orderFillRequest => orderFillRequest.signedOrder.exchangeContractAddress,
);
assert.hasAtMostOneUniqueValue(
exchangeContractAddresses,
ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress,
);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
const normalizedTakerAddress = takerAddress.toLowerCase();
if (_.isEmpty(orderFillRequests)) {
throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem);
}
const exchangeInstance = await this._getExchangeContractAsync();
const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
? SHOULD_VALIDATE_BY_DEFAULT
: orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = this.getZRXTokenAddress();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
for (const orderFillRequest of orderFillRequests) {
await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync(
exchangeTradeEmulator,
orderFillRequest.signedOrder,
orderFillRequest.takerTokenFillAmount,
normalizedTakerAddress,
zrxTokenAddress,
);
}
}
const orderAddressesValuesAndTakerTokenFillAmounts = _.map(orderFillRequests, request => {
return [
...ExchangeWrapper._getOrderAddressesAndValues(request.signedOrder),
request.takerTokenFillAmount,
request.signedOrder.ecSignature.v,
request.signedOrder.ecSignature.r,
request.signedOrder.ecSignature.s,
];
});
// We use _.unzip<any> because _.unzip doesn't type check if values have different types :'(
const [orderAddresses, orderValues, fillTakerTokenAmounts, vParams, rParams, sParams] = _.unzip<any>(
orderAddressesValuesAndTakerTokenFillAmounts,
);
const txHash = await exchangeInstance.batchFillOrKillOrders.sendTransactionAsync(
orderAddresses,
orderValues,
fillTakerTokenAmounts,
vParams,
rParams,
sParams,
{
from: normalizedTakerAddress,
gas: orderTransactionOpts.gasLimit,
gasPrice: orderTransactionOpts.gasPrice,
},
);
return txHash;
}
/**
* Cancel a given fill amount of an order. Cancellations are cumulative.
* @param order An object that conforms to the Order or SignedOrder interface.
* The order you would like to cancel.
* @param cancelTakerTokenAmount The amount (specified in taker tokens) that you would like to cancel.
* @param transactionOpts Optional arguments this method accepts.
* @return Transaction hash.
*/
@decorators.asyncZeroExErrorHandler
public async cancelOrderAsync(
order: Order | SignedOrder,
cancelTakerTokenAmount: BigNumber,
orderTransactionOpts: OrderTransactionOpts = {},
): Promise<string> {
assert.doesConformToSchema('order', order, schemas.orderSchema);
assert.isValidBaseUnitAmount('takerTokenCancelAmount', cancelTakerTokenAmount);
await assert.isSenderAddressAsync('order.maker', order.maker, this._web3Wrapper);
const normalizedMakerAddress = order.maker.toLowerCase();
const exchangeInstance = await this._getExchangeContractAsync();
const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
? SHOULD_VALIDATE_BY_DEFAULT
: orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const orderHash = getOrderHashHex(order);
const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash);
OrderValidationUtils.validateCancelOrderThrowIfInvalid(
order,
cancelTakerTokenAmount,
unavailableTakerTokenAmount,
);
}
const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(order);
const txHash = await exchangeInstance.cancelOrder.sendTransactionAsync(
orderAddresses,
orderValues,
cancelTakerTokenAmount,
{
from: normalizedMakerAddress,
gas: orderTransactionOpts.gasLimit,
gasPrice: orderTransactionOpts.gasPrice,
},
);
return txHash;
}
/**
* Batch version of cancelOrderAsync. Atomically cancels multiple orders in a single transaction.
* All orders must be from the same maker.
* @param orderCancellationRequests An array of objects that conform to the OrderCancellationRequest
* interface.
* @param transactionOpts Optional arguments this method accepts.
* @return Transaction hash.
*/
@decorators.asyncZeroExErrorHandler
public async batchCancelOrdersAsync(
orderCancellationRequests: OrderCancellationRequest[],
orderTransactionOpts: OrderTransactionOpts = {},
): Promise<string> {
assert.doesConformToSchema(
'orderCancellationRequests',
orderCancellationRequests,
schemas.orderCancellationRequestsSchema,
);
const exchangeContractAddresses = _.map(
orderCancellationRequests,
orderCancellationRequest => orderCancellationRequest.order.exchangeContractAddress,
);
assert.hasAtMostOneUniqueValue(
exchangeContractAddresses,
ExchangeContractErrs.BatchOrdersMustHaveSameExchangeAddress,
);
const makers = _.map(orderCancellationRequests, cancellationRequest => cancellationRequest.order.maker);
assert.hasAtMostOneUniqueValue(makers, ExchangeContractErrs.MultipleMakersInSingleCancelBatchDisallowed);
const maker = makers[0];
await assert.isSenderAddressAsync('maker', maker, this._web3Wrapper);
const normalizedMakerAddress = maker.toLowerCase();
const shouldValidate = _.isUndefined(orderTransactionOpts.shouldValidate)
? SHOULD_VALIDATE_BY_DEFAULT
: orderTransactionOpts.shouldValidate;
if (shouldValidate) {
for (const orderCancellationRequest of orderCancellationRequests) {
const orderHash = getOrderHashHex(orderCancellationRequest.order);
const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash);
OrderValidationUtils.validateCancelOrderThrowIfInvalid(
orderCancellationRequest.order,
orderCancellationRequest.takerTokenCancelAmount,
unavailableTakerTokenAmount,
);
}
}
if (_.isEmpty(orderCancellationRequests)) {
throw new Error(ExchangeContractErrs.BatchOrdersMustHaveAtLeastOneItem);
}
const exchangeInstance = await this._getExchangeContractAsync();
const orderAddressesValuesAndTakerTokenCancelAmounts = _.map(orderCancellationRequests, cancellationRequest => {
return [
...ExchangeWrapper._getOrderAddressesAndValues(cancellationRequest.order),
cancellationRequest.takerTokenCancelAmount,
];
});
// We use _.unzip<any> because _.unzip doesn't type check if values have different types :'(
const [orderAddresses, orderValues, cancelTakerTokenAmounts] = _.unzip<any>(
orderAddressesValuesAndTakerTokenCancelAmounts,
);
const txHash = await exchangeInstance.batchCancelOrders.sendTransactionAsync(
orderAddresses,
orderValues,
cancelTakerTokenAmounts,
{
from: normalizedMakerAddress,
gas: orderTransactionOpts.gasLimit,
gasPrice: orderTransactionOpts.gasPrice,
},
);
return txHash;
}
/**
* Subscribe to an event type emitted by the Exchange contract.
* @param eventName The exchange contract event you would like to subscribe to.
* @param indexFilterValues An object where the keys are indexed args returned by the event and
* the value is the value you are interested in. E.g `{maker: aUserAddressHex}`
* @param callback Callback that gets called when a log is added/removed
* @return Subscription token used later to unsubscribe
*/
public subscribe<ArgsType extends ExchangeContractEventArgs>(
eventName: ExchangeEvents,
indexFilterValues: IndexedFilterValues,
callback: EventCallback<ArgsType>,
): string {
assert.doesBelongToStringEnum('eventName', eventName, ExchangeEvents);
assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema);
assert.isFunction('callback', callback);
const exchangeContractAddress = this.getContractAddress();
const subscriptionToken = this._subscribe<ArgsType>(
exchangeContractAddress,
eventName,
indexFilterValues,
artifacts.ExchangeArtifact.abi,
callback,
);
return subscriptionToken;
}
/**
* Cancel a subscription
* @param subscriptionToken Subscription token returned by `subscribe()`
*/
public unsubscribe(subscriptionToken: string): void {
this._unsubscribe(subscriptionToken);
}
/**
* Cancels all existing subscriptions
*/
public unsubscribeAll(): void {
super._unsubscribeAll();
}
/**
* Gets historical logs without creating a subscription
* @param eventName The exchange contract event you would like to subscribe to.
* @param blockRange Block range to get logs from.
* @param indexFilterValues An object where the keys are indexed args returned by the event and
* the value is the value you are interested in. E.g `{_from: aUserAddressHex}`
* @return Array of logs that match the parameters
*/
public async getLogsAsync<ArgsType extends ExchangeContractEventArgs>(
eventName: ExchangeEvents,
blockRange: BlockRange,
indexFilterValues: IndexedFilterValues,
): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
assert.doesBelongToStringEnum('eventName', eventName, ExchangeEvents);
assert.doesConformToSchema('blockRange', blockRange, schemas.blockRangeSchema);
assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema);
const exchangeContractAddress = this.getContractAddress();
const logs = await this._getLogsAsync<ArgsType>(
exchangeContractAddress,
eventName,
blockRange,
indexFilterValues,
artifacts.ExchangeArtifact.abi,
);
return logs;
}
/**
* Retrieves the Ethereum address of the Exchange contract deployed on the network
* that the user-passed web3 provider is connected to.
* @returns The Ethereum address of the Exchange contract being used.
*/
public getContractAddress(): string {
const contractAddress = this._getContractAddress(artifacts.ExchangeArtifact, this._contractAddressIfExists);
return contractAddress;
}
/**
* Checks if order is still fillable and throws an error otherwise. Useful for orderbook
* pruning where you want to remove stale orders without knowing who the taker will be.
* @param signedOrder An object that conforms to the SignedOrder interface. The
* signedOrder you wish to validate.
* @param opts An object that conforms to the ValidateOrderFillableOpts
* interface. Allows specifying a specific fillTakerTokenAmount
* to validate for.
*/
public async validateOrderFillableOrThrowAsync(
signedOrder: SignedOrder,
opts?: ValidateOrderFillableOpts,
): Promise<void> {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
const zrxTokenAddress = this.getZRXTokenAddress();
const expectedFillTakerTokenAmount = !_.isUndefined(opts) ? opts.expectedFillTakerTokenAmount : undefined;
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateOrderFillableOrThrowAsync(
exchangeTradeEmulator,
signedOrder,
zrxTokenAddress,
expectedFillTakerTokenAmount,
);
}
/**
* Checks if order fill will succeed and throws an error otherwise.
* @param signedOrder An object that conforms to the SignedOrder interface. The
* signedOrder you wish to fill.
* @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill.
* @param takerAddress The user Ethereum address who would like to fill this order.
* Must be available via the supplied Provider passed to 0x.js.
*/
public async validateFillOrderThrowIfInvalidAsync(
signedOrder: SignedOrder,
fillTakerTokenAmount: BigNumber,
takerAddress: string,
): Promise<void> {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
const normalizedTakerAddress = takerAddress.toLowerCase();
const zrxTokenAddress = this.getZRXTokenAddress();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator,
signedOrder,
fillTakerTokenAmount,
normalizedTakerAddress,
zrxTokenAddress,
);
}
/**
* Checks if cancelling a given order will succeed and throws an informative error if it won't.
* @param order An object that conforms to the Order or SignedOrder interface.
* The order you would like to cancel.
* @param cancelTakerTokenAmount The amount (specified in taker tokens) that you would like to cancel.
*/
public async validateCancelOrderThrowIfInvalidAsync(
order: Order,
cancelTakerTokenAmount: BigNumber,
): Promise<void> {
assert.doesConformToSchema('order', order, schemas.orderSchema);
assert.isValidBaseUnitAmount('cancelTakerTokenAmount', cancelTakerTokenAmount);
const orderHash = getOrderHashHex(order);
const unavailableTakerTokenAmount = await this.getUnavailableTakerAmountAsync(orderHash);
OrderValidationUtils.validateCancelOrderThrowIfInvalid(
order,
cancelTakerTokenAmount,
unavailableTakerTokenAmount,
);
}
/**
* Checks if calling fillOrKill on a given order will succeed and throws an informative error if it won't.
* @param signedOrder An object that conforms to the SignedOrder interface. The
* signedOrder you wish to fill.
* @param fillTakerTokenAmount The total amount of the takerTokens you would like to fill.
* @param takerAddress The user Ethereum address who would like to fill this order.
* Must be available via the supplied Provider passed to 0x.js.
*/
public async validateFillOrKillOrderThrowIfInvalidAsync(
signedOrder: SignedOrder,
fillTakerTokenAmount: BigNumber,
takerAddress: string,
): Promise<void> {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
const normalizedTakerAddress = takerAddress.toLowerCase();
const zrxTokenAddress = this.getZRXTokenAddress();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync(
exchangeTradeEmulator,
signedOrder,
fillTakerTokenAmount,
normalizedTakerAddress,
zrxTokenAddress,
);
}
/**
* Checks if rounding error will be > 0.1% when computing makerTokenAmount by doing:
* `(fillTakerTokenAmount * makerTokenAmount) / takerTokenAmount`.
* 0x Protocol does not accept any trades that result in large rounding errors. This means that tokens with few or
* no decimals can only be filled in quantities and ratios that avoid large rounding errors.
* @param fillTakerTokenAmount The amount of the order (in taker tokens baseUnits) that you wish to fill.
* @param takerTokenAmount The order size on the taker side
* @param makerTokenAmount The order size on the maker side
*/
public async isRoundingErrorAsync(
fillTakerTokenAmount: BigNumber,
takerTokenAmount: BigNumber,
makerTokenAmount: BigNumber,
): Promise<boolean> {
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
assert.isValidBaseUnitAmount('takerTokenAmount', takerTokenAmount);
assert.isValidBaseUnitAmount('makerTokenAmount', makerTokenAmount);
const exchangeInstance = await this._getExchangeContractAsync();
const isRoundingError = await exchangeInstance.isRoundingError.callAsync(
fillTakerTokenAmount,
takerTokenAmount,
makerTokenAmount,
);
return isRoundingError;
}
/**
* Checks if logs contain LogError, which is emitted by Exchange contract on transaction failure.
* @param logs Transaction logs as returned by `zeroEx.awaitTransactionMinedAsync`
*/
public throwLogErrorsAsErrors(logs: Array<LogWithDecodedArgs<DecodedLogArgs> | LogEntry>): void {
const errLog = _.find(logs, {
event: ExchangeEvents.LogError,
});
if (!_.isUndefined(errLog)) {
const logArgs = (errLog as LogWithDecodedArgs<LogErrorContractEventArgs>).args;
const errCode = logArgs.errorId;
const errMessage = this._exchangeContractErrCodesToMsg[errCode];
throw new Error(errMessage);
}
}
/**
* Gets the latest OrderState of a signedOrder
* @param signedOrder The signedOrder
* @param stateLayer Optional, desired blockchain state layer (defaults to latest).
* @return OrderState of the signedOrder
*/
public async getOrderStateAsync(
signedOrder: SignedOrder,
stateLayer: BlockParamLiteral = BlockParamLiteral.Latest,
): Promise<OrderState> {
const simpleBalanceAndProxyAllowanceFetcher = new SimpleBalanceAndProxyAllowanceFetcher(
this._tokenWrapper,
stateLayer,
);
const simpleOrderFilledCancelledFetcher = new SimpleOrderFilledCancelledFetcher(this, stateLayer);
const orderStateUtils = new OrderStateUtils(
simpleBalanceAndProxyAllowanceFetcher,
simpleOrderFilledCancelledFetcher,
);
const orderState = orderStateUtils.getOrderStateAsync(signedOrder);
return orderState;
}
/**
* Returns the ZRX token address used by the exchange contract.
* @return Address of ZRX token
*/
public getZRXTokenAddress(): string {
const contractAddress = this._getContractAddress(artifacts.ZRXArtifact, this._zrxContractAddressIfExists);
return contractAddress;
}
private _invalidateContractInstances(): void {
this.unsubscribeAll();
delete this._exchangeContractIfExists;
}
private async _isValidSignatureUsingContractCallAsync(
dataHex: string,
ecSignature: ECSignature,
signerAddressHex: string,
): Promise<boolean> {
assert.isHexString('dataHex', dataHex);
assert.doesConformToSchema('ecSignature', ecSignature, schemas.ecSignatureSchema);
assert.isETHAddressHex('signerAddressHex', signerAddressHex);
const normalizedSignerAddress = signerAddressHex.toLowerCase();
const exchangeInstance = await this._getExchangeContractAsync();
const isValidSignature = await exchangeInstance.isValidSignature.callAsync(
normalizedSignerAddress,
dataHex,
ecSignature.v,
ecSignature.r,
ecSignature.s,
);
return isValidSignature;
}
private async _getOrderHashHexUsingContractCallAsync(order: Order | SignedOrder): Promise<string> {
const exchangeInstance = await this._getExchangeContractAsync();
const [orderAddresses, orderValues] = ExchangeWrapper._getOrderAddressesAndValues(order);
const orderHashHex = await exchangeInstance.getOrderHash.callAsync(orderAddresses, orderValues);
return orderHashHex;
}
private async _getExchangeContractAsync(): Promise<ExchangeContract> {
if (!_.isUndefined(this._exchangeContractIfExists)) {
return this._exchangeContractIfExists;
}
const [abi, address] = await this._getContractAbiAndAddressFromArtifactsAsync(
artifacts.ExchangeArtifact,
this._contractAddressIfExists,
);
const contractInstance = new ExchangeContract(
abi,
address,
this._web3Wrapper.getProvider(),
this._web3Wrapper.getContractDefaults(),
);
this._exchangeContractIfExists = contractInstance;
return this._exchangeContractIfExists;
}
private async _getTokenTransferProxyAddressAsync(): Promise<string> {
const exchangeInstance = await this._getExchangeContractAsync();
const tokenTransferProxyAddress = await exchangeInstance.TOKEN_TRANSFER_PROXY_CONTRACT.callAsync();
const tokenTransferProxyAddressLowerCase = tokenTransferProxyAddress.toLowerCase();
return tokenTransferProxyAddressLowerCase;
}
} // tslint:disable:max-file-line-count

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@@ -1,133 +0,0 @@
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as _ from 'lodash';
import { artifacts } from '../artifacts';
import { Token, TokenMetadata } from '../types';
import { assert } from '../utils/assert';
import { constants } from '../utils/constants';
import { ContractWrapper } from './contract_wrapper';
import { TokenRegistryContract } from './generated/token_registry';
/**
* This class includes all the functionality related to interacting with the 0x Token Registry smart contract.
*/
export class TokenRegistryWrapper extends ContractWrapper {
private _tokenRegistryContractIfExists?: TokenRegistryContract;
private _contractAddressIfExists?: string;
private static _createTokenFromMetadata(metadata: TokenMetadata): Token | undefined {
if (metadata[0] === constants.NULL_ADDRESS) {
return undefined;
}
const token = {
address: metadata[0],
name: metadata[1],
symbol: metadata[2],
decimals: metadata[3],
};
return token;
}
constructor(web3Wrapper: Web3Wrapper, networkId: number, contractAddressIfExists?: string) {
super(web3Wrapper, networkId);
this._contractAddressIfExists = contractAddressIfExists;
}
/**
* Retrieves all the tokens currently listed in the Token Registry smart contract
* @return An array of objects that conform to the Token interface.
*/
public async getTokensAsync(): Promise<Token[]> {
const addresses = await this.getTokenAddressesAsync();
const tokenPromises: Array<Promise<Token | undefined>> = _.map(addresses, async (address: string) =>
this.getTokenIfExistsAsync(address),
);
const tokens = await Promise.all(tokenPromises);
return tokens as Token[];
}
/**
* Retrieves all the addresses of the tokens currently listed in the Token Registry smart contract
* @return An array of token addresses.
*/
public async getTokenAddressesAsync(): Promise<string[]> {
const tokenRegistryContract = await this._getTokenRegistryContractAsync();
const addresses = await tokenRegistryContract.getTokenAddresses.callAsync();
const lowerCaseAddresses = _.map(addresses, address => address.toLowerCase());
return lowerCaseAddresses;
}
/**
* Retrieves a token by address currently listed in the Token Registry smart contract
* @return An object that conforms to the Token interface or undefined if token not found.
*/
public async getTokenIfExistsAsync(address: string): Promise<Token | undefined> {
assert.isETHAddressHex('address', address);
const normalizedAddress = address.toLowerCase();
const tokenRegistryContract = await this._getTokenRegistryContractAsync();
const metadata = await tokenRegistryContract.getTokenMetaData.callAsync(normalizedAddress);
const token = TokenRegistryWrapper._createTokenFromMetadata(metadata);
return token;
}
public async getTokenAddressBySymbolIfExistsAsync(symbol: string): Promise<string | undefined> {
assert.isString('symbol', symbol);
const tokenRegistryContract = await this._getTokenRegistryContractAsync();
const addressIfExists = await tokenRegistryContract.getTokenAddressBySymbol.callAsync(symbol);
if (addressIfExists === constants.NULL_ADDRESS) {
return undefined;
}
return addressIfExists;
}
public async getTokenAddressByNameIfExistsAsync(name: string): Promise<string | undefined> {
assert.isString('name', name);
const tokenRegistryContract = await this._getTokenRegistryContractAsync();
const addressIfExists = await tokenRegistryContract.getTokenAddressByName.callAsync(name);
if (addressIfExists === constants.NULL_ADDRESS) {
return undefined;
}
return addressIfExists;
}
public async getTokenBySymbolIfExistsAsync(symbol: string): Promise<Token | undefined> {
assert.isString('symbol', symbol);
const tokenRegistryContract = await this._getTokenRegistryContractAsync();
const metadata = await tokenRegistryContract.getTokenBySymbol.callAsync(symbol);
const token = TokenRegistryWrapper._createTokenFromMetadata(metadata);
return token;
}
public async getTokenByNameIfExistsAsync(name: string): Promise<Token | undefined> {
assert.isString('name', name);
const tokenRegistryContract = await this._getTokenRegistryContractAsync();
const metadata = await tokenRegistryContract.getTokenByName.callAsync(name);
const token = TokenRegistryWrapper._createTokenFromMetadata(metadata);
return token;
}
/**
* Retrieves the Ethereum address of the TokenRegistry contract deployed on the network
* that the user-passed web3 provider is connected to.
* @returns The Ethereum address of the TokenRegistry contract being used.
*/
public getContractAddress(): string {
const contractAddress = this._getContractAddress(
artifacts.TokenRegistryArtifact,
this._contractAddressIfExists,
);
return contractAddress;
}
private _invalidateContractInstance(): void {
delete this._tokenRegistryContractIfExists;
}
private async _getTokenRegistryContractAsync(): Promise<TokenRegistryContract> {
if (!_.isUndefined(this._tokenRegistryContractIfExists)) {
return this._tokenRegistryContractIfExists;
}
const [abi, address] = await this._getContractAbiAndAddressFromArtifactsAsync(
artifacts.TokenRegistryArtifact,
this._contractAddressIfExists,
);
const contractInstance = new TokenRegistryContract(
abi,
address,
this._web3Wrapper.getProvider(),
this._web3Wrapper.getContractDefaults(),
);
this._tokenRegistryContractIfExists = contractInstance;
return this._tokenRegistryContractIfExists;
}
}

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@@ -1,75 +0,0 @@
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as _ from 'lodash';
import { artifacts } from '../artifacts';
import { assert } from '../utils/assert';
import { ContractWrapper } from './contract_wrapper';
import { TokenTransferProxyContract } from './generated/token_transfer_proxy';
/**
* This class includes the functionality related to interacting with the TokenTransferProxy contract.
*/
export class TokenTransferProxyWrapper extends ContractWrapper {
private _tokenTransferProxyContractIfExists?: TokenTransferProxyContract;
private _contractAddressIfExists?: string;
constructor(web3Wrapper: Web3Wrapper, networkId: number, contractAddressIfExists?: string) {
super(web3Wrapper, networkId);
this._contractAddressIfExists = contractAddressIfExists;
}
/**
* Check if the Exchange contract address is authorized by the TokenTransferProxy contract.
* @param exchangeContractAddress The hex encoded address of the Exchange contract to call.
* @return Whether the exchangeContractAddress is authorized.
*/
public async isAuthorizedAsync(exchangeContractAddress: string): Promise<boolean> {
assert.isETHAddressHex('exchangeContractAddress', exchangeContractAddress);
const normalizedExchangeContractAddress = exchangeContractAddress.toLowerCase();
const tokenTransferProxyContractInstance = await this._getTokenTransferProxyContractAsync();
const isAuthorized = await tokenTransferProxyContractInstance.authorized.callAsync(
normalizedExchangeContractAddress,
);
return isAuthorized;
}
/**
* Get the list of all Exchange contract addresses authorized by the TokenTransferProxy contract.
* @return The list of authorized addresses.
*/
public async getAuthorizedAddressesAsync(): Promise<string[]> {
const tokenTransferProxyContractInstance = await this._getTokenTransferProxyContractAsync();
const authorizedAddresses = await tokenTransferProxyContractInstance.getAuthorizedAddresses.callAsync();
return authorizedAddresses;
}
/**
* Retrieves the Ethereum address of the TokenTransferProxy contract deployed on the network
* that the user-passed web3 provider is connected to.
* @returns The Ethereum address of the TokenTransferProxy contract being used.
*/
public getContractAddress(): string {
const contractAddress = this._getContractAddress(
artifacts.TokenTransferProxyArtifact,
this._contractAddressIfExists,
);
return contractAddress;
}
private _invalidateContractInstance(): void {
delete this._tokenTransferProxyContractIfExists;
}
private async _getTokenTransferProxyContractAsync(): Promise<TokenTransferProxyContract> {
if (!_.isUndefined(this._tokenTransferProxyContractIfExists)) {
return this._tokenTransferProxyContractIfExists;
}
const [abi, address] = await this._getContractAbiAndAddressFromArtifactsAsync(
artifacts.TokenTransferProxyArtifact,
this._contractAddressIfExists,
);
const contractInstance = new TokenTransferProxyContract(
abi,
address,
this._web3Wrapper.getProvider(),
this._web3Wrapper.getContractDefaults(),
);
this._tokenTransferProxyContractIfExists = contractInstance;
return this._tokenTransferProxyContractIfExists;
}
}

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@@ -1,434 +0,0 @@
import { schemas } from '@0xproject/json-schemas';
import { LogWithDecodedArgs } from '@0xproject/types';
import { AbiDecoder, BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as _ from 'lodash';
import { artifacts } from '../artifacts';
import { BlockRange, EventCallback, IndexedFilterValues, MethodOpts, TransactionOpts, ZeroExError } from '../types';
import { assert } from '../utils/assert';
import { constants } from '../utils/constants';
import { ContractWrapper } from './contract_wrapper';
import { TokenContract, TokenContractEventArgs, TokenEvents } from './generated/token';
import { TokenTransferProxyWrapper } from './token_transfer_proxy_wrapper';
/**
* This class includes all the functionality related to interacting with ERC20 token contracts.
* All ERC20 method calls are supported, along with some convenience methods for getting/setting allowances
* to the 0x Proxy smart contract.
*/
export class TokenWrapper extends ContractWrapper {
public UNLIMITED_ALLOWANCE_IN_BASE_UNITS = constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS;
private _tokenContractsByAddress: { [address: string]: TokenContract };
private _tokenTransferProxyWrapper: TokenTransferProxyWrapper;
constructor(web3Wrapper: Web3Wrapper, networkId: number, tokenTransferProxyWrapper: TokenTransferProxyWrapper) {
super(web3Wrapper, networkId);
this._tokenContractsByAddress = {};
this._tokenTransferProxyWrapper = tokenTransferProxyWrapper;
}
/**
* Retrieves an owner's ERC20 token balance.
* @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed.
* @param ownerAddress The hex encoded user Ethereum address whose balance you would like to check.
* @param methodOpts Optional arguments this method accepts.
* @return The owner's ERC20 token balance in base units.
*/
public async getBalanceAsync(
tokenAddress: string,
ownerAddress: string,
methodOpts?: MethodOpts,
): Promise<BigNumber> {
assert.isETHAddressHex('ownerAddress', ownerAddress);
assert.isETHAddressHex('tokenAddress', tokenAddress);
const normalizedTokenAddress = tokenAddress.toLowerCase();
const normalizedOwnerAddress = ownerAddress.toLowerCase();
const tokenContract = await this._getTokenContractAsync(normalizedTokenAddress);
const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock;
const txData = {};
let balance = await tokenContract.balanceOf.callAsync(normalizedOwnerAddress, txData, defaultBlock);
// Wrap BigNumbers returned from web3 with our own (later) version of BigNumber
balance = new BigNumber(balance);
return balance;
}
/**
* Sets the spender's allowance to a specified number of baseUnits on behalf of the owner address.
* Equivalent to the ERC20 spec method `approve`.
* @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed.
* @param ownerAddress The hex encoded user Ethereum address who would like to set an allowance
* for spenderAddress.
* @param spenderAddress The hex encoded user Ethereum address who will be able to spend the set allowance.
* @param amountInBaseUnits The allowance amount you would like to set.
* @param txOpts Transaction parameters.
* @return Transaction hash.
*/
public async setAllowanceAsync(
tokenAddress: string,
ownerAddress: string,
spenderAddress: string,
amountInBaseUnits: BigNumber,
txOpts: TransactionOpts = {},
): Promise<string> {
assert.isETHAddressHex('spenderAddress', spenderAddress);
assert.isETHAddressHex('tokenAddress', tokenAddress);
await assert.isSenderAddressAsync('ownerAddress', ownerAddress, this._web3Wrapper);
const normalizedTokenAddress = tokenAddress.toLowerCase();
const normalizedSpenderAddress = spenderAddress.toLowerCase();
const normalizedOwnerAddress = ownerAddress.toLowerCase();
assert.isValidBaseUnitAmount('amountInBaseUnits', amountInBaseUnits);
const tokenContract = await this._getTokenContractAsync(normalizedTokenAddress);
const txHash = await tokenContract.approve.sendTransactionAsync(normalizedSpenderAddress, amountInBaseUnits, {
from: normalizedOwnerAddress,
gas: txOpts.gasLimit,
gasPrice: txOpts.gasPrice,
});
return txHash;
}
/**
* Sets the spender's allowance to an unlimited number of baseUnits on behalf of the owner address.
* Equivalent to the ERC20 spec method `approve`.
* Setting an unlimited allowance will lower the gas cost for filling orders involving tokens that forego updating
* allowances set to the max amount (e.g ZRX, WETH)
* @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed.
* @param ownerAddress The hex encoded user Ethereum address who would like to set an allowance
* for spenderAddress.
* @param spenderAddress The hex encoded user Ethereum address who will be able to spend the set allowance.
* @param txOpts Transaction parameters.
* @return Transaction hash.
*/
public async setUnlimitedAllowanceAsync(
tokenAddress: string,
ownerAddress: string,
spenderAddress: string,
txOpts: TransactionOpts = {},
): Promise<string> {
assert.isETHAddressHex('ownerAddress', ownerAddress);
assert.isETHAddressHex('tokenAddress', tokenAddress);
assert.isETHAddressHex('spenderAddress', spenderAddress);
const normalizedTokenAddress = tokenAddress.toLowerCase();
const normalizedOwnerAddress = ownerAddress.toLowerCase();
const normalizedSpenderAddress = spenderAddress.toLowerCase();
const txHash = await this.setAllowanceAsync(
normalizedTokenAddress,
normalizedOwnerAddress,
normalizedSpenderAddress,
this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS,
txOpts,
);
return txHash;
}
/**
* Retrieves the owners allowance in baseUnits set to the spender's address.
* @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed.
* @param ownerAddress The hex encoded user Ethereum address whose allowance to spenderAddress
* you would like to retrieve.
* @param spenderAddress The hex encoded user Ethereum address who can spend the allowance you are fetching.
* @param methodOpts Optional arguments this method accepts.
*/
public async getAllowanceAsync(
tokenAddress: string,
ownerAddress: string,
spenderAddress: string,
methodOpts?: MethodOpts,
): Promise<BigNumber> {
assert.isETHAddressHex('ownerAddress', ownerAddress);
assert.isETHAddressHex('tokenAddress', tokenAddress);
assert.isETHAddressHex('spenderAddress', spenderAddress);
const normalizedTokenAddress = tokenAddress.toLowerCase();
const normalizedOwnerAddress = ownerAddress.toLowerCase();
const normalizedSpenderAddress = spenderAddress.toLowerCase();
const tokenContract = await this._getTokenContractAsync(normalizedTokenAddress);
const defaultBlock = _.isUndefined(methodOpts) ? undefined : methodOpts.defaultBlock;
const txData = {};
let allowanceInBaseUnits = await tokenContract.allowance.callAsync(
normalizedOwnerAddress,
normalizedSpenderAddress,
txData,
defaultBlock,
);
// Wrap BigNumbers returned from web3 with our own (later) version of BigNumber
allowanceInBaseUnits = new BigNumber(allowanceInBaseUnits);
return allowanceInBaseUnits;
}
/**
* Retrieves the owner's allowance in baseUnits set to the 0x proxy contract.
* @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed.
* @param ownerAddress The hex encoded user Ethereum address whose proxy contract allowance we are retrieving.
* @param methodOpts Optional arguments this method accepts.
*/
public async getProxyAllowanceAsync(
tokenAddress: string,
ownerAddress: string,
methodOpts?: MethodOpts,
): Promise<BigNumber> {
assert.isETHAddressHex('ownerAddress', ownerAddress);
assert.isETHAddressHex('tokenAddress', tokenAddress);
const normalizedTokenAddress = tokenAddress.toLowerCase();
const normalizedOwnerAddress = ownerAddress.toLowerCase();
const proxyAddress = this._tokenTransferProxyWrapper.getContractAddress();
const allowanceInBaseUnits = await this.getAllowanceAsync(
normalizedTokenAddress,
normalizedOwnerAddress,
proxyAddress,
methodOpts,
);
return allowanceInBaseUnits;
}
/**
* Sets the 0x proxy contract's allowance to a specified number of a tokens' baseUnits on behalf
* of an owner address.
* @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed.
* @param ownerAddress The hex encoded user Ethereum address who is setting an allowance
* for the Proxy contract.
* @param amountInBaseUnits The allowance amount specified in baseUnits.
* @param txOpts Transaction parameters.
* @return Transaction hash.
*/
public async setProxyAllowanceAsync(
tokenAddress: string,
ownerAddress: string,
amountInBaseUnits: BigNumber,
txOpts: TransactionOpts = {},
): Promise<string> {
assert.isETHAddressHex('ownerAddress', ownerAddress);
assert.isETHAddressHex('tokenAddress', tokenAddress);
const normalizedTokenAddress = tokenAddress.toLowerCase();
const normalizedOwnerAddress = ownerAddress.toLowerCase();
assert.isValidBaseUnitAmount('amountInBaseUnits', amountInBaseUnits);
const proxyAddress = this._tokenTransferProxyWrapper.getContractAddress();
const txHash = await this.setAllowanceAsync(
normalizedTokenAddress,
normalizedOwnerAddress,
proxyAddress,
amountInBaseUnits,
txOpts,
);
return txHash;
}
/**
* Sets the 0x proxy contract's allowance to a unlimited number of a tokens' baseUnits on behalf
* of an owner address.
* Setting an unlimited allowance will lower the gas cost for filling orders involving tokens that forego updating
* allowances set to the max amount (e.g ZRX, WETH)
* @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed.
* @param ownerAddress The hex encoded user Ethereum address who is setting an allowance
* for the Proxy contract.
* @param txOpts Transaction parameters.
* @return Transaction hash.
*/
public async setUnlimitedProxyAllowanceAsync(
tokenAddress: string,
ownerAddress: string,
txOpts: TransactionOpts = {},
): Promise<string> {
assert.isETHAddressHex('ownerAddress', ownerAddress);
assert.isETHAddressHex('tokenAddress', tokenAddress);
const normalizedTokenAddress = tokenAddress.toLowerCase();
const normalizedOwnerAddress = ownerAddress.toLowerCase();
const txHash = await this.setProxyAllowanceAsync(
normalizedTokenAddress,
normalizedOwnerAddress,
this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS,
txOpts,
);
return txHash;
}
/**
* Transfers `amountInBaseUnits` ERC20 tokens from `fromAddress` to `toAddress`.
* @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed.
* @param fromAddress The hex encoded user Ethereum address that will send the funds.
* @param toAddress The hex encoded user Ethereum address that will receive the funds.
* @param amountInBaseUnits The amount (specified in baseUnits) of the token to transfer.
* @param txOpts Transaction parameters.
* @return Transaction hash.
*/
public async transferAsync(
tokenAddress: string,
fromAddress: string,
toAddress: string,
amountInBaseUnits: BigNumber,
txOpts: TransactionOpts = {},
): Promise<string> {
assert.isETHAddressHex('tokenAddress', tokenAddress);
assert.isETHAddressHex('toAddress', toAddress);
await assert.isSenderAddressAsync('fromAddress', fromAddress, this._web3Wrapper);
const normalizedTokenAddress = tokenAddress.toLowerCase();
const normalizedFromAddress = fromAddress.toLowerCase();
const normalizedToAddress = toAddress.toLowerCase();
assert.isValidBaseUnitAmount('amountInBaseUnits', amountInBaseUnits);
const tokenContract = await this._getTokenContractAsync(normalizedTokenAddress);
const fromAddressBalance = await this.getBalanceAsync(normalizedTokenAddress, normalizedFromAddress);
if (fromAddressBalance.lessThan(amountInBaseUnits)) {
throw new Error(ZeroExError.InsufficientBalanceForTransfer);
}
const txHash = await tokenContract.transfer.sendTransactionAsync(normalizedToAddress, amountInBaseUnits, {
from: normalizedFromAddress,
gas: txOpts.gasLimit,
gasPrice: txOpts.gasPrice,
});
return txHash;
}
/**
* Transfers `amountInBaseUnits` ERC20 tokens from `fromAddress` to `toAddress`.
* Requires the fromAddress to have sufficient funds and to have approved an allowance of
* `amountInBaseUnits` to `senderAddress`.
* @param tokenAddress The hex encoded contract Ethereum address where the ERC20 token is deployed.
* @param fromAddress The hex encoded user Ethereum address whose funds are being sent.
* @param toAddress The hex encoded user Ethereum address that will receive the funds.
* @param senderAddress The hex encoded user Ethereum address whose initiates the fund transfer. The
* `fromAddress` must have set an allowance to the `senderAddress`
* before this call.
* @param amountInBaseUnits The amount (specified in baseUnits) of the token to transfer.
* @param txOpts Transaction parameters.
* @return Transaction hash.
*/
public async transferFromAsync(
tokenAddress: string,
fromAddress: string,
toAddress: string,
senderAddress: string,
amountInBaseUnits: BigNumber,
txOpts: TransactionOpts = {},
): Promise<string> {
assert.isETHAddressHex('toAddress', toAddress);
assert.isETHAddressHex('fromAddress', fromAddress);
assert.isETHAddressHex('tokenAddress', tokenAddress);
await assert.isSenderAddressAsync('senderAddress', senderAddress, this._web3Wrapper);
const normalizedToAddress = toAddress.toLowerCase();
const normalizedFromAddress = fromAddress.toLowerCase();
const normalizedTokenAddress = tokenAddress.toLowerCase();
const normalizedSenderAddress = senderAddress.toLowerCase();
assert.isValidBaseUnitAmount('amountInBaseUnits', amountInBaseUnits);
const tokenContract = await this._getTokenContractAsync(normalizedTokenAddress);
const fromAddressAllowance = await this.getAllowanceAsync(
normalizedTokenAddress,
normalizedFromAddress,
normalizedSenderAddress,
);
if (fromAddressAllowance.lessThan(amountInBaseUnits)) {
throw new Error(ZeroExError.InsufficientAllowanceForTransfer);
}
const fromAddressBalance = await this.getBalanceAsync(normalizedTokenAddress, normalizedFromAddress);
if (fromAddressBalance.lessThan(amountInBaseUnits)) {
throw new Error(ZeroExError.InsufficientBalanceForTransfer);
}
const txHash = await tokenContract.transferFrom.sendTransactionAsync(
normalizedFromAddress,
normalizedToAddress,
amountInBaseUnits,
{
from: normalizedSenderAddress,
gas: txOpts.gasLimit,
gasPrice: txOpts.gasPrice,
},
);
return txHash;
}
/**
* Subscribe to an event type emitted by the Token contract.
* @param tokenAddress The hex encoded address where the ERC20 token is deployed.
* @param eventName The token contract event you would like to subscribe to.
* @param indexFilterValues An object where the keys are indexed args returned by the event and
* the value is the value you are interested in. E.g `{maker: aUserAddressHex}`
* @param callback Callback that gets called when a log is added/removed
* @return Subscription token used later to unsubscribe
*/
public subscribe<ArgsType extends TokenContractEventArgs>(
tokenAddress: string,
eventName: TokenEvents,
indexFilterValues: IndexedFilterValues,
callback: EventCallback<ArgsType>,
): string {
assert.isETHAddressHex('tokenAddress', tokenAddress);
const normalizedTokenAddress = tokenAddress.toLowerCase();
assert.doesBelongToStringEnum('eventName', eventName, TokenEvents);
assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema);
assert.isFunction('callback', callback);
const subscriptionToken = this._subscribe<ArgsType>(
normalizedTokenAddress,
eventName,
indexFilterValues,
artifacts.TokenArtifact.abi,
callback,
);
return subscriptionToken;
}
/**
* Cancel a subscription
* @param subscriptionToken Subscription token returned by `subscribe()`
*/
public unsubscribe(subscriptionToken: string): void {
this._unsubscribe(subscriptionToken);
}
/**
* Cancels all existing subscriptions
*/
public unsubscribeAll(): void {
super._unsubscribeAll();
}
/**
* Gets historical logs without creating a subscription
* @param tokenAddress An address of the token that emitted the logs.
* @param eventName The token contract event you would like to subscribe to.
* @param blockRange Block range to get logs from.
* @param indexFilterValues An object where the keys are indexed args returned by the event and
* the value is the value you are interested in. E.g `{_from: aUserAddressHex}`
* @return Array of logs that match the parameters
*/
public async getLogsAsync<ArgsType extends TokenContractEventArgs>(
tokenAddress: string,
eventName: TokenEvents,
blockRange: BlockRange,
indexFilterValues: IndexedFilterValues,
): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
assert.isETHAddressHex('tokenAddress', tokenAddress);
const normalizedTokenAddress = tokenAddress.toLowerCase();
assert.doesBelongToStringEnum('eventName', eventName, TokenEvents);
assert.doesConformToSchema('blockRange', blockRange, schemas.blockRangeSchema);
assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema);
const logs = await this._getLogsAsync<ArgsType>(
normalizedTokenAddress,
eventName,
blockRange,
indexFilterValues,
artifacts.TokenArtifact.abi,
);
return logs;
}
private _invalidateContractInstances(): void {
this.unsubscribeAll();
this._tokenContractsByAddress = {};
}
private async _getTokenContractAsync(tokenAddress: string): Promise<TokenContract> {
const normalizedTokenAddress = tokenAddress.toLowerCase();
let tokenContract = this._tokenContractsByAddress[normalizedTokenAddress];
if (!_.isUndefined(tokenContract)) {
return tokenContract;
}
const [abi, address] = await this._getContractAbiAndAddressFromArtifactsAsync(
artifacts.TokenArtifact,
normalizedTokenAddress,
);
const contractInstance = new TokenContract(
abi,
address,
this._web3Wrapper.getProvider(),
this._web3Wrapper.getContractDefaults(),
);
tokenContract = contractInstance;
this._tokenContractsByAddress[normalizedTokenAddress] = tokenContract;
return tokenContract;
}
}

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@@ -1,28 +0,0 @@
import { BlockParamLiteral } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { BalanceAndProxyAllowanceFetcher } from '../abstract/balance_and_proxy_allowance_fetcher';
import { TokenWrapper } from '../contract_wrappers/token_wrapper';
export class SimpleBalanceAndProxyAllowanceFetcher implements BalanceAndProxyAllowanceFetcher {
private _tokenWrapper: TokenWrapper;
private _defaultBlock: BlockParamLiteral;
constructor(token: TokenWrapper, defaultBlock: BlockParamLiteral) {
this._tokenWrapper = token;
this._defaultBlock = defaultBlock;
}
public async getBalanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber> {
const methodOpts = {
defaultBlock: this._defaultBlock,
};
const balance = this._tokenWrapper.getBalanceAsync(tokenAddress, userAddress, methodOpts);
return balance;
}
public async getProxyAllowanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber> {
const methodOpts = {
defaultBlock: this._defaultBlock,
};
const proxyAllowance = this._tokenWrapper.getProxyAllowanceAsync(tokenAddress, userAddress, methodOpts);
return proxyAllowance;
}
}

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@@ -1,28 +0,0 @@
import { BlockParamLiteral } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { OrderFilledCancelledFetcher } from '../abstract/order_filled_cancelled_fetcher';
import { ExchangeWrapper } from '../contract_wrappers/exchange_wrapper';
export class SimpleOrderFilledCancelledFetcher implements OrderFilledCancelledFetcher {
private _exchangeWrapper: ExchangeWrapper;
private _defaultBlock: BlockParamLiteral;
constructor(exchange: ExchangeWrapper, defaultBlock: BlockParamLiteral) {
this._exchangeWrapper = exchange;
this._defaultBlock = defaultBlock;
}
public async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber> {
const methodOpts = {
defaultBlock: this._defaultBlock,
};
const filledTakerAmount = this._exchangeWrapper.getFilledTakerAmountAsync(orderHash, methodOpts);
return filledTakerAmount;
}
public async getCancelledTakerAmountAsync(orderHash: string): Promise<BigNumber> {
const methodOpts = {
defaultBlock: this._defaultBlock,
};
const cancelledTakerAmount = this._exchangeWrapper.getCancelledTakerAmountAsync(orderHash, methodOpts);
return cancelledTakerAmount;
}
}

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@@ -1,61 +1,51 @@
export { ZeroEx } from './0x';
export {
ZeroExError,
EventCallback,
ExchangeContractErrs,
ContractEvent,
Token,
IndexedFilterValues,
BlockRange,
OrderCancellationRequest,
OrderFillRequest,
ContractEventArgs,
ZeroExConfig,
MethodOpts,
OrderTransactionOpts,
TransactionOpts,
LogEvent,
DecodedLogEvent,
EventWatcherCallback,
OnOrderStateChangeCallback,
OrderStateValid,
OrderStateInvalid,
OrderState,
} from './types';
export {
BlockParamLiteral,
FilterObject,
BlockParam,
ContractEventArg,
ExchangeContractErrs,
LogWithDecodedArgs,
Order,
Provider,
SignedOrder,
ECSignature,
OrderStateValid,
OrderStateInvalid,
OrderState,
Token,
TransactionReceipt,
TransactionReceiptWithDecodedLogs,
} from '@0xproject/types';
export {
EventCallback,
ContractEvent,
IndexedFilterValues,
BlockRange,
OrderCancellationRequest,
OrderFillRequest,
ContractEventArgs,
MethodOpts,
OrderTransactionOpts,
TransactionOpts,
LogEvent,
DecodedLogEvent,
OnOrderStateChangeCallback,
ContractWrappersError,
EtherTokenContractEventArgs,
WithdrawalContractEventArgs,
DepositContractEventArgs,
EtherTokenEvents,
} from './contract_wrappers/generated/ether_token';
export {
TransferContractEventArgs,
ApprovalContractEventArgs,
TokenContractEventArgs,
TokenEvents,
} from './contract_wrappers/generated/token';
export {
LogErrorContractEventArgs,
LogCancelContractEventArgs,
LogFillContractEventArgs,
ExchangeContractEventArgs,
ExchangeEvents,
} from './contract_wrappers/generated/exchange';
ZeroExContractConfig,
} from '@0xproject/contract-wrappers';

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@@ -1,99 +0,0 @@
import { BlockParamLiteral, LogEntry } from '@0xproject/types';
import { intervalUtils } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as _ from 'lodash';
import { EventWatcherCallback, ZeroExError } from '../types';
import { assert } from '../utils/assert';
const DEFAULT_EVENT_POLLING_INTERVAL_MS = 200;
enum LogEventState {
Removed,
Added,
}
/**
* The EventWatcher watches for blockchain events at the specified block confirmation
* depth.
*/
export class EventWatcher {
private _web3Wrapper: Web3Wrapper;
private _pollingIntervalMs: number;
private _intervalIdIfExists?: NodeJS.Timer;
private _lastEvents: LogEntry[] = [];
private _stateLayer: BlockParamLiteral;
constructor(
web3Wrapper: Web3Wrapper,
pollingIntervalIfExistsMs: undefined | number,
stateLayer: BlockParamLiteral = BlockParamLiteral.Latest,
) {
this._web3Wrapper = web3Wrapper;
this._stateLayer = stateLayer;
this._pollingIntervalMs = _.isUndefined(pollingIntervalIfExistsMs)
? DEFAULT_EVENT_POLLING_INTERVAL_MS
: pollingIntervalIfExistsMs;
}
public subscribe(callback: EventWatcherCallback): void {
assert.isFunction('callback', callback);
if (!_.isUndefined(this._intervalIdIfExists)) {
throw new Error(ZeroExError.SubscriptionAlreadyPresent);
}
this._intervalIdIfExists = intervalUtils.setAsyncExcludingInterval(
this._pollForBlockchainEventsAsync.bind(this, callback),
this._pollingIntervalMs,
(err: Error) => {
this.unsubscribe();
callback(err);
},
);
}
public unsubscribe(): void {
this._lastEvents = [];
if (!_.isUndefined(this._intervalIdIfExists)) {
intervalUtils.clearAsyncExcludingInterval(this._intervalIdIfExists);
delete this._intervalIdIfExists;
}
}
private async _pollForBlockchainEventsAsync(callback: EventWatcherCallback): Promise<void> {
const pendingEvents = await this._getEventsAsync();
if (_.isUndefined(pendingEvents)) {
// HACK: This should never happen, but happens frequently on CI due to a ganache bug
return;
}
if (pendingEvents.length === 0) {
// HACK: Sometimes when node rebuilds the pending block we get back the empty result.
// We don't want to emit a lot of removal events and bring them back after a couple of miliseconds,
// that's why we just ignore those cases.
return;
}
const removedEvents = _.differenceBy(this._lastEvents, pendingEvents, JSON.stringify);
const newEvents = _.differenceBy(pendingEvents, this._lastEvents, JSON.stringify);
await this._emitDifferencesAsync(removedEvents, LogEventState.Removed, callback);
await this._emitDifferencesAsync(newEvents, LogEventState.Added, callback);
this._lastEvents = pendingEvents;
}
private async _getEventsAsync(): Promise<LogEntry[]> {
const eventFilter = {
fromBlock: this._stateLayer,
toBlock: this._stateLayer,
};
const events = await this._web3Wrapper.getLogsAsync(eventFilter);
return events;
}
private async _emitDifferencesAsync(
logs: LogEntry[],
logEventState: LogEventState,
callback: EventWatcherCallback,
): Promise<void> {
for (const log of logs) {
const logEvent = {
removed: logEventState === LogEventState.Removed,
...log,
};
if (!_.isUndefined(this._intervalIdIfExists)) {
callback(null, logEvent);
}
}
}
}

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@@ -1,87 +0,0 @@
import { BigNumber, intervalUtils } from '@0xproject/utils';
import { RBTree } from 'bintrees';
import * as _ from 'lodash';
import { ZeroExError } from '../types';
import { utils } from '../utils/utils';
const DEFAULT_EXPIRATION_MARGIN_MS = 0;
const DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS = 50;
/**
* This class includes the functionality to detect expired orders.
* It stores them in a min heap by expiration time and checks for expired ones every `orderExpirationCheckingIntervalMs`
*/
export class ExpirationWatcher {
private _orderHashByExpirationRBTree: RBTree<string>;
private _expiration: { [orderHash: string]: BigNumber } = {};
private _orderExpirationCheckingIntervalMs: number;
private _expirationMarginMs: number;
private _orderExpirationCheckingIntervalIdIfExists?: NodeJS.Timer;
constructor(expirationMarginIfExistsMs?: number, orderExpirationCheckingIntervalIfExistsMs?: number) {
this._expirationMarginMs = expirationMarginIfExistsMs || DEFAULT_EXPIRATION_MARGIN_MS;
this._orderExpirationCheckingIntervalMs =
expirationMarginIfExistsMs || DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS;
const comparator = (lhsOrderHash: string, rhsOrderHash: string) => {
const lhsExpiration = this._expiration[lhsOrderHash].toNumber();
const rhsExpiration = this._expiration[rhsOrderHash].toNumber();
if (lhsExpiration !== rhsExpiration) {
return lhsExpiration - rhsExpiration;
} else {
// HACK: If two orders have identical expirations, the order in which they are emitted by the
// ExpirationWatcher does not matter, so we emit them in alphabetical order by orderHash.
return lhsOrderHash.localeCompare(rhsOrderHash);
}
};
this._orderHashByExpirationRBTree = new RBTree(comparator);
}
public subscribe(callback: (orderHash: string) => void): void {
if (!_.isUndefined(this._orderExpirationCheckingIntervalIdIfExists)) {
throw new Error(ZeroExError.SubscriptionAlreadyPresent);
}
this._orderExpirationCheckingIntervalIdIfExists = intervalUtils.setInterval(
this._pruneExpiredOrders.bind(this, callback),
this._orderExpirationCheckingIntervalMs,
_.noop, // _pruneExpiredOrders never throws
);
}
public unsubscribe(): void {
if (_.isUndefined(this._orderExpirationCheckingIntervalIdIfExists)) {
throw new Error(ZeroExError.SubscriptionNotFound);
}
intervalUtils.clearInterval(this._orderExpirationCheckingIntervalIdIfExists);
delete this._orderExpirationCheckingIntervalIdIfExists;
}
public addOrder(orderHash: string, expirationUnixTimestampMs: BigNumber): void {
this._expiration[orderHash] = expirationUnixTimestampMs;
this._orderHashByExpirationRBTree.insert(orderHash);
}
public removeOrder(orderHash: string): void {
if (_.isUndefined(this._expiration[orderHash])) {
return; // noop since order already removed
}
this._orderHashByExpirationRBTree.remove(orderHash);
delete this._expiration[orderHash];
}
private _pruneExpiredOrders(callback: (orderHash: string) => void): void {
const currentUnixTimestampMs = utils.getCurrentUnixTimestampMs();
while (true) {
const hasTrakedOrders = this._orderHashByExpirationRBTree.size === 0;
if (hasTrakedOrders) {
break;
}
const nextOrderHashToExpire = this._orderHashByExpirationRBTree.min();
const hasNoExpiredOrders = this._expiration[nextOrderHashToExpire].greaterThan(
currentUnixTimestampMs.plus(this._expirationMarginMs),
);
const isSubscriptionActive = _.isUndefined(this._orderExpirationCheckingIntervalIdIfExists);
if (hasNoExpiredOrders || isSubscriptionActive) {
break;
}
const orderHash = this._orderHashByExpirationRBTree.min();
this._orderHashByExpirationRBTree.remove(orderHash);
delete this._expiration[orderHash];
callback(orderHash);
}
}
}

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@@ -1,381 +0,0 @@
import { schemas } from '@0xproject/json-schemas';
import { BlockParamLiteral, LogWithDecodedArgs, SignedOrder } from '@0xproject/types';
import { AbiDecoder, intervalUtils } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as _ from 'lodash';
import { ZeroEx } from '../0x';
import { ExchangeWrapper } from '../contract_wrappers/exchange_wrapper';
import {
DepositContractEventArgs,
EtherTokenEvents,
WithdrawalContractEventArgs,
} from '../contract_wrappers/generated/ether_token';
import {
ExchangeEvents,
LogCancelContractEventArgs,
LogFillContractEventArgs,
} from '../contract_wrappers/generated/exchange';
import {
ApprovalContractEventArgs,
TokenEvents,
TransferContractEventArgs,
} from '../contract_wrappers/generated/token';
import { TokenWrapper } from '../contract_wrappers/token_wrapper';
import { BalanceAndProxyAllowanceLazyStore } from '../stores/balance_proxy_allowance_lazy_store';
import { OrderFilledCancelledLazyStore } from '../stores/order_filled_cancelled_lazy_store';
import {
ContractEventArgs,
ExchangeContractErrs,
LogEvent,
OnOrderStateChangeCallback,
OrderState,
OrderStateWatcherConfig,
ZeroExError,
} from '../types';
import { assert } from '../utils/assert';
import { OrderStateUtils } from '../utils/order_state_utils';
import { utils } from '../utils/utils';
import { EventWatcher } from './event_watcher';
import { ExpirationWatcher } from './expiration_watcher';
interface DependentOrderHashes {
[makerAddress: string]: {
[makerToken: string]: Set<string>;
};
}
interface OrderByOrderHash {
[orderHash: string]: SignedOrder;
}
interface OrderStateByOrderHash {
[orderHash: string]: OrderState;
}
const DEFAULT_CLEANUP_JOB_INTERVAL_MS = 1000 * 60 * 60; // 1h
/**
* This class includes all the functionality related to watching a set of orders
* for potential changes in order validity/fillability. The orderWatcher notifies
* the subscriber of these changes so that a final decision can be made on whether
* the order should be deemed invalid.
*/
export class OrderStateWatcher {
private _orderStateByOrderHashCache: OrderStateByOrderHash = {};
private _orderByOrderHash: OrderByOrderHash = {};
private _dependentOrderHashes: DependentOrderHashes = {};
private _callbackIfExists?: OnOrderStateChangeCallback;
private _eventWatcher: EventWatcher;
private _web3Wrapper: Web3Wrapper;
private _expirationWatcher: ExpirationWatcher;
private _orderStateUtils: OrderStateUtils;
private _orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore;
private _balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore;
private _cleanupJobInterval: number;
private _cleanupJobIntervalIdIfExists?: NodeJS.Timer;
constructor(
web3Wrapper: Web3Wrapper,
token: TokenWrapper,
exchange: ExchangeWrapper,
config?: OrderStateWatcherConfig,
) {
this._web3Wrapper = web3Wrapper;
const pollingIntervalIfExistsMs = _.isUndefined(config) ? undefined : config.eventPollingIntervalMs;
const stateLayer =
_.isUndefined(config) || _.isUndefined(config.stateLayer) ? BlockParamLiteral.Latest : config.stateLayer;
this._eventWatcher = new EventWatcher(web3Wrapper, pollingIntervalIfExistsMs, stateLayer);
this._balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(token, stateLayer);
this._orderFilledCancelledLazyStore = new OrderFilledCancelledLazyStore(exchange, stateLayer);
this._orderStateUtils = new OrderStateUtils(
this._balanceAndProxyAllowanceLazyStore,
this._orderFilledCancelledLazyStore,
);
const orderExpirationCheckingIntervalMsIfExists = _.isUndefined(config)
? undefined
: config.orderExpirationCheckingIntervalMs;
const expirationMarginIfExistsMs = _.isUndefined(config) ? undefined : config.expirationMarginMs;
this._expirationWatcher = new ExpirationWatcher(
expirationMarginIfExistsMs,
orderExpirationCheckingIntervalMsIfExists,
);
this._cleanupJobInterval =
_.isUndefined(config) || _.isUndefined(config.cleanupJobIntervalMs)
? DEFAULT_CLEANUP_JOB_INTERVAL_MS
: config.cleanupJobIntervalMs;
}
/**
* Add an order to the orderStateWatcher. Before the order is added, it's
* signature is verified.
* @param signedOrder The order you wish to start watching.
*/
public addOrder(signedOrder: SignedOrder): void {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
assert.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker);
this._orderByOrderHash[orderHash] = signedOrder;
this._addToDependentOrderHashes(signedOrder, orderHash);
const expirationUnixTimestampMs = signedOrder.expirationUnixTimestampSec.times(1000);
this._expirationWatcher.addOrder(orderHash, expirationUnixTimestampMs);
}
/**
* Removes an order from the orderStateWatcher
* @param orderHash The orderHash of the order you wish to stop watching.
*/
public removeOrder(orderHash: string): void {
assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema);
const signedOrder = this._orderByOrderHash[orderHash];
if (_.isUndefined(signedOrder)) {
return; // noop
}
delete this._orderByOrderHash[orderHash];
delete this._orderStateByOrderHashCache[orderHash];
const exchange = (this._orderFilledCancelledLazyStore as any)._exchangeWrapper as ExchangeWrapper;
const zrxTokenAddress = exchange.getZRXTokenAddress();
this._removeFromDependentOrderHashes(signedOrder.maker, zrxTokenAddress, orderHash);
if (zrxTokenAddress !== signedOrder.makerTokenAddress) {
this._removeFromDependentOrderHashes(signedOrder.maker, signedOrder.makerTokenAddress, orderHash);
}
this._expirationWatcher.removeOrder(orderHash);
}
/**
* Starts an orderStateWatcher subscription. The callback will be called every time a watched order's
* backing blockchain state has changed. This is a call-to-action for the caller to re-validate the order.
* @param callback Receives the orderHash of the order that should be re-validated, together
* with all the order-relevant blockchain state needed to re-validate the order.
*/
public subscribe(callback: OnOrderStateChangeCallback): void {
assert.isFunction('callback', callback);
if (!_.isUndefined(this._callbackIfExists)) {
throw new Error(ZeroExError.SubscriptionAlreadyPresent);
}
this._callbackIfExists = callback;
this._eventWatcher.subscribe(this._onEventWatcherCallbackAsync.bind(this));
this._expirationWatcher.subscribe(this._onOrderExpired.bind(this));
this._cleanupJobIntervalIdIfExists = intervalUtils.setAsyncExcludingInterval(
this._cleanupAsync.bind(this),
this._cleanupJobInterval,
(err: Error) => {
this.unsubscribe();
callback(err);
},
);
}
/**
* Ends an orderStateWatcher subscription.
*/
public unsubscribe(): void {
if (_.isUndefined(this._callbackIfExists) || _.isUndefined(this._cleanupJobIntervalIdIfExists)) {
throw new Error(ZeroExError.SubscriptionNotFound);
}
this._balanceAndProxyAllowanceLazyStore.deleteAll();
this._orderFilledCancelledLazyStore.deleteAll();
delete this._callbackIfExists;
this._eventWatcher.unsubscribe();
this._expirationWatcher.unsubscribe();
intervalUtils.clearAsyncExcludingInterval(this._cleanupJobIntervalIdIfExists);
}
private async _cleanupAsync(): Promise<void> {
for (const orderHash of _.keys(this._orderByOrderHash)) {
this._cleanupOrderRelatedState(orderHash);
await this._emitRevalidateOrdersAsync([orderHash]);
}
}
private _cleanupOrderRelatedState(orderHash: string): void {
const signedOrder = this._orderByOrderHash[orderHash];
this._orderFilledCancelledLazyStore.deleteFilledTakerAmount(orderHash);
this._orderFilledCancelledLazyStore.deleteCancelledTakerAmount(orderHash);
this._balanceAndProxyAllowanceLazyStore.deleteBalance(signedOrder.makerTokenAddress, signedOrder.maker);
this._balanceAndProxyAllowanceLazyStore.deleteProxyAllowance(signedOrder.makerTokenAddress, signedOrder.maker);
this._balanceAndProxyAllowanceLazyStore.deleteBalance(signedOrder.takerTokenAddress, signedOrder.taker);
this._balanceAndProxyAllowanceLazyStore.deleteProxyAllowance(signedOrder.takerTokenAddress, signedOrder.taker);
const zrxTokenAddress = this._getZRXTokenAddress();
if (!signedOrder.makerFee.isZero()) {
this._balanceAndProxyAllowanceLazyStore.deleteBalance(zrxTokenAddress, signedOrder.maker);
this._balanceAndProxyAllowanceLazyStore.deleteProxyAllowance(zrxTokenAddress, signedOrder.maker);
}
if (!signedOrder.takerFee.isZero()) {
this._balanceAndProxyAllowanceLazyStore.deleteBalance(zrxTokenAddress, signedOrder.taker);
this._balanceAndProxyAllowanceLazyStore.deleteProxyAllowance(zrxTokenAddress, signedOrder.taker);
}
}
private _onOrderExpired(orderHash: string): void {
const orderState: OrderState = {
isValid: false,
orderHash,
error: ExchangeContractErrs.OrderFillExpired,
};
if (!_.isUndefined(this._orderByOrderHash[orderHash])) {
this.removeOrder(orderHash);
if (!_.isUndefined(this._callbackIfExists)) {
this._callbackIfExists(null, orderState);
}
}
}
private async _onEventWatcherCallbackAsync(err: Error | null, logIfExists?: LogEvent): Promise<void> {
if (!_.isNull(err)) {
if (!_.isUndefined(this._callbackIfExists)) {
this._callbackIfExists(err);
this.unsubscribe();
}
return;
}
const log = logIfExists as LogEvent; // At this moment we are sure that no error occured and log is defined.
const maybeDecodedLog = this._web3Wrapper.abiDecoder.tryToDecodeLogOrNoop<ContractEventArgs>(log);
const isLogDecoded = !_.isUndefined(((maybeDecodedLog as any) as LogWithDecodedArgs<ContractEventArgs>).event);
if (!isLogDecoded) {
return; // noop
}
const decodedLog = (maybeDecodedLog as any) as LogWithDecodedArgs<ContractEventArgs>;
let makerToken: string;
let makerAddress: string;
switch (decodedLog.event) {
case TokenEvents.Approval: {
// Invalidate cache
const args = decodedLog.args as ApprovalContractEventArgs;
this._balanceAndProxyAllowanceLazyStore.deleteProxyAllowance(decodedLog.address, args._owner);
// Revalidate orders
makerToken = decodedLog.address;
makerAddress = args._owner;
if (
!_.isUndefined(this._dependentOrderHashes[makerAddress]) &&
!_.isUndefined(this._dependentOrderHashes[makerAddress][makerToken])
) {
const orderHashes = Array.from(this._dependentOrderHashes[makerAddress][makerToken]);
await this._emitRevalidateOrdersAsync(orderHashes);
}
break;
}
case TokenEvents.Transfer: {
// Invalidate cache
const args = decodedLog.args as TransferContractEventArgs;
this._balanceAndProxyAllowanceLazyStore.deleteBalance(decodedLog.address, args._from);
this._balanceAndProxyAllowanceLazyStore.deleteBalance(decodedLog.address, args._to);
// Revalidate orders
makerToken = decodedLog.address;
makerAddress = args._from;
if (
!_.isUndefined(this._dependentOrderHashes[makerAddress]) &&
!_.isUndefined(this._dependentOrderHashes[makerAddress][makerToken])
) {
const orderHashes = Array.from(this._dependentOrderHashes[makerAddress][makerToken]);
await this._emitRevalidateOrdersAsync(orderHashes);
}
break;
}
case EtherTokenEvents.Deposit: {
// Invalidate cache
const args = decodedLog.args as DepositContractEventArgs;
this._balanceAndProxyAllowanceLazyStore.deleteBalance(decodedLog.address, args._owner);
// Revalidate orders
makerToken = decodedLog.address;
makerAddress = args._owner;
if (
!_.isUndefined(this._dependentOrderHashes[makerAddress]) &&
!_.isUndefined(this._dependentOrderHashes[makerAddress][makerToken])
) {
const orderHashes = Array.from(this._dependentOrderHashes[makerAddress][makerToken]);
await this._emitRevalidateOrdersAsync(orderHashes);
}
break;
}
case EtherTokenEvents.Withdrawal: {
// Invalidate cache
const args = decodedLog.args as WithdrawalContractEventArgs;
this._balanceAndProxyAllowanceLazyStore.deleteBalance(decodedLog.address, args._owner);
// Revalidate orders
makerToken = decodedLog.address;
makerAddress = args._owner;
if (
!_.isUndefined(this._dependentOrderHashes[makerAddress]) &&
!_.isUndefined(this._dependentOrderHashes[makerAddress][makerToken])
) {
const orderHashes = Array.from(this._dependentOrderHashes[makerAddress][makerToken]);
await this._emitRevalidateOrdersAsync(orderHashes);
}
break;
}
case ExchangeEvents.LogFill: {
// Invalidate cache
const args = decodedLog.args as LogFillContractEventArgs;
this._orderFilledCancelledLazyStore.deleteFilledTakerAmount(args.orderHash);
// Revalidate orders
const orderHash = args.orderHash;
const isOrderWatched = !_.isUndefined(this._orderByOrderHash[orderHash]);
if (isOrderWatched) {
await this._emitRevalidateOrdersAsync([orderHash]);
}
break;
}
case ExchangeEvents.LogCancel: {
// Invalidate cache
const args = decodedLog.args as LogCancelContractEventArgs;
this._orderFilledCancelledLazyStore.deleteCancelledTakerAmount(args.orderHash);
// Revalidate orders
const orderHash = args.orderHash;
const isOrderWatched = !_.isUndefined(this._orderByOrderHash[orderHash]);
if (isOrderWatched) {
await this._emitRevalidateOrdersAsync([orderHash]);
}
break;
}
case ExchangeEvents.LogError:
return; // noop
default:
throw utils.spawnSwitchErr('decodedLog.event', decodedLog.event);
}
}
private async _emitRevalidateOrdersAsync(orderHashes: string[]): Promise<void> {
for (const orderHash of orderHashes) {
const signedOrder = this._orderByOrderHash[orderHash];
// Most of these calls will never reach the network because the data is fetched from stores
// and only updated when cache is invalidated
const orderState = await this._orderStateUtils.getOrderStateAsync(signedOrder);
if (_.isUndefined(this._callbackIfExists)) {
break; // Unsubscribe was called
}
if (_.isEqual(orderState, this._orderStateByOrderHashCache[orderHash])) {
// Actual order state didn't change
continue;
} else {
this._orderStateByOrderHashCache[orderHash] = orderState;
}
this._callbackIfExists(null, orderState);
}
}
private _addToDependentOrderHashes(signedOrder: SignedOrder, orderHash: string): void {
if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker])) {
this._dependentOrderHashes[signedOrder.maker] = {};
}
if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress])) {
this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress] = new Set();
}
this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress].add(orderHash);
const zrxTokenAddress = this._getZRXTokenAddress();
if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker][zrxTokenAddress])) {
this._dependentOrderHashes[signedOrder.maker][zrxTokenAddress] = new Set();
}
this._dependentOrderHashes[signedOrder.maker][zrxTokenAddress].add(orderHash);
}
private _removeFromDependentOrderHashes(makerAddress: string, tokenAddress: string, orderHash: string) {
this._dependentOrderHashes[makerAddress][tokenAddress].delete(orderHash);
if (this._dependentOrderHashes[makerAddress][tokenAddress].size === 0) {
delete this._dependentOrderHashes[makerAddress][tokenAddress];
}
if (_.isEmpty(this._dependentOrderHashes[makerAddress])) {
delete this._dependentOrderHashes[makerAddress];
}
}
private _getZRXTokenAddress(): string {
const exchange = (this._orderFilledCancelledLazyStore as any)._exchangeWrapper as ExchangeWrapper;
const zrxTokenAddress = exchange.getZRXTokenAddress();
return zrxTokenAddress;
}
}

View File

@@ -1,95 +0,0 @@
import { SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
export class RemainingFillableCalculator {
private _signedOrder: SignedOrder;
private _isMakerTokenZRX: boolean;
// Transferrable Amount is the minimum of Approval and Balance
private _transferrableMakerTokenAmount: BigNumber;
private _transferrableMakerFeeTokenAmount: BigNumber;
private _remainingMakerTokenAmount: BigNumber;
private _remainingMakerFeeAmount: BigNumber;
constructor(
signedOrder: SignedOrder,
isMakerTokenZRX: boolean,
transferrableMakerTokenAmount: BigNumber,
transferrableMakerFeeTokenAmount: BigNumber,
remainingMakerTokenAmount: BigNumber,
) {
this._signedOrder = signedOrder;
this._isMakerTokenZRX = isMakerTokenZRX;
this._transferrableMakerTokenAmount = transferrableMakerTokenAmount;
this._transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount;
this._remainingMakerTokenAmount = remainingMakerTokenAmount;
this._remainingMakerFeeAmount = remainingMakerTokenAmount
.times(signedOrder.makerFee)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
}
public computeRemainingMakerFillable(): BigNumber {
if (this._hasSufficientFundsForFeeAndTransferAmount()) {
return this._remainingMakerTokenAmount;
}
if (this._signedOrder.makerFee.isZero()) {
return BigNumber.min(this._remainingMakerTokenAmount, this._transferrableMakerTokenAmount);
}
return this._calculatePartiallyFillableMakerTokenAmount();
}
public computeRemainingTakerFillable(): BigNumber {
return this.computeRemainingMakerFillable()
.times(this._signedOrder.takerTokenAmount)
.dividedToIntegerBy(this._signedOrder.makerTokenAmount);
}
private _hasSufficientFundsForFeeAndTransferAmount(): boolean {
if (this._isMakerTokenZRX) {
const totalZRXTransferAmountRequired = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount);
const hasSufficientFunds = this._transferrableMakerTokenAmount.greaterThanOrEqualTo(
totalZRXTransferAmountRequired,
);
return hasSufficientFunds;
} else {
const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.greaterThanOrEqualTo(
this._remainingMakerTokenAmount,
);
const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.greaterThanOrEqualTo(
this._remainingMakerFeeAmount,
);
const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount;
return hasSufficientFunds;
}
}
private _calculatePartiallyFillableMakerTokenAmount(): BigNumber {
// Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1
const orderToFeeRatio = this._signedOrder.makerTokenAmount.dividedBy(this._signedOrder.makerFee);
// The number of times the maker can fill the order, if each fill only required the transfer of a single
// baseUnit of fee tokens.
// Given 2 ZRXwei, the maximum amount of times Maker can fill this order, in terms of fees, is 2
const fillableTimesInFeeTokenBaseUnits = BigNumber.min(
this._transferrableMakerFeeTokenAmount,
this._remainingMakerFeeAmount,
);
// The number of times the Maker can fill the order, given the Maker Token Balance
// Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, maker can fill this order 1 time.
let fillableTimesInMakerTokenUnits = this._transferrableMakerTokenAmount.dividedBy(orderToFeeRatio);
if (this._isMakerTokenZRX) {
// If ZRX is the maker token, the Fee and the Maker amount need to be removed from the same pool;
// 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei)
const totalZRXTokenPooled = this._transferrableMakerTokenAmount;
// The purchasing power here is less as the tokens are taken from the same Pool
// For every one number of fills, we have to take an extra ZRX out of the pool
fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedBy(orderToFeeRatio.plus(new BigNumber(1)));
}
// When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored.
// This can result in a RoundingError being thrown by the Exchange Contract.
const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits
.times(this._signedOrder.makerTokenAmount)
.dividedToIntegerBy(this._signedOrder.makerFee);
const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits
.times(this._signedOrder.makerTokenAmount)
.dividedToIntegerBy(this._signedOrder.makerFee);
const partiallyFillableAmount = BigNumber.min(
partiallyFillableMakerTokenAmount,
partiallyFillableFeeTokenAmount,
);
return partiallyFillableAmount;
}
}

View File

@@ -1,91 +0,0 @@
import { BlockParamLiteral } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as _ from 'lodash';
import { BalanceAndProxyAllowanceFetcher } from '../abstract/balance_and_proxy_allowance_fetcher';
import { TokenWrapper } from '../contract_wrappers/token_wrapper';
/**
* Copy on read store for balances/proxyAllowances of tokens/accounts
*/
export class BalanceAndProxyAllowanceLazyStore implements BalanceAndProxyAllowanceFetcher {
private _tokenWrapper: TokenWrapper;
private _defaultBlock: BlockParamLiteral;
private _balance: {
[tokenAddress: string]: {
[userAddress: string]: BigNumber;
};
};
private _proxyAllowance: {
[tokenAddress: string]: {
[userAddress: string]: BigNumber;
};
};
constructor(token: TokenWrapper, defaultBlock: BlockParamLiteral) {
this._tokenWrapper = token;
this._defaultBlock = defaultBlock;
this._balance = {};
this._proxyAllowance = {};
}
public async getBalanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber> {
if (_.isUndefined(this._balance[tokenAddress]) || _.isUndefined(this._balance[tokenAddress][userAddress])) {
const methodOpts = {
defaultBlock: this._defaultBlock,
};
const balance = await this._tokenWrapper.getBalanceAsync(tokenAddress, userAddress, methodOpts);
this.setBalance(tokenAddress, userAddress, balance);
}
const cachedBalance = this._balance[tokenAddress][userAddress];
return cachedBalance;
}
public setBalance(tokenAddress: string, userAddress: string, balance: BigNumber): void {
if (_.isUndefined(this._balance[tokenAddress])) {
this._balance[tokenAddress] = {};
}
this._balance[tokenAddress][userAddress] = balance;
}
public deleteBalance(tokenAddress: string, userAddress: string): void {
if (!_.isUndefined(this._balance[tokenAddress])) {
delete this._balance[tokenAddress][userAddress];
if (_.isEmpty(this._balance[tokenAddress])) {
delete this._balance[tokenAddress];
}
}
}
public async getProxyAllowanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber> {
if (
_.isUndefined(this._proxyAllowance[tokenAddress]) ||
_.isUndefined(this._proxyAllowance[tokenAddress][userAddress])
) {
const methodOpts = {
defaultBlock: this._defaultBlock,
};
const proxyAllowance = await this._tokenWrapper.getProxyAllowanceAsync(
tokenAddress,
userAddress,
methodOpts,
);
this.setProxyAllowance(tokenAddress, userAddress, proxyAllowance);
}
const cachedProxyAllowance = this._proxyAllowance[tokenAddress][userAddress];
return cachedProxyAllowance;
}
public setProxyAllowance(tokenAddress: string, userAddress: string, proxyAllowance: BigNumber): void {
if (_.isUndefined(this._proxyAllowance[tokenAddress])) {
this._proxyAllowance[tokenAddress] = {};
}
this._proxyAllowance[tokenAddress][userAddress] = proxyAllowance;
}
public deleteProxyAllowance(tokenAddress: string, userAddress: string): void {
if (!_.isUndefined(this._proxyAllowance[tokenAddress])) {
delete this._proxyAllowance[tokenAddress][userAddress];
if (_.isEmpty(this._proxyAllowance[tokenAddress])) {
delete this._proxyAllowance[tokenAddress];
}
}
}
public deleteAll(): void {
this._balance = {};
this._proxyAllowance = {};
}
}

View File

@@ -1,67 +0,0 @@
import { BlockParamLiteral } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as _ from 'lodash';
import { OrderFilledCancelledFetcher } from '../abstract/order_filled_cancelled_fetcher';
import { ExchangeWrapper } from '../contract_wrappers/exchange_wrapper';
/**
* Copy on read store for filled/cancelled taker amounts
*/
export class OrderFilledCancelledLazyStore implements OrderFilledCancelledFetcher {
private _exchangeWrapper: ExchangeWrapper;
private _defaultBlock: BlockParamLiteral;
private _filledTakerAmount: {
[orderHash: string]: BigNumber;
};
private _cancelledTakerAmount: {
[orderHash: string]: BigNumber;
};
constructor(exchange: ExchangeWrapper, defaultBlock: BlockParamLiteral) {
this._exchangeWrapper = exchange;
this._defaultBlock = defaultBlock;
this._filledTakerAmount = {};
this._cancelledTakerAmount = {};
}
public async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber> {
if (_.isUndefined(this._filledTakerAmount[orderHash])) {
const methodOpts = {
defaultBlock: this._defaultBlock,
};
const filledTakerAmount = await this._exchangeWrapper.getFilledTakerAmountAsync(orderHash, methodOpts);
this.setFilledTakerAmount(orderHash, filledTakerAmount);
}
const cachedFilled = this._filledTakerAmount[orderHash];
return cachedFilled;
}
public setFilledTakerAmount(orderHash: string, filledTakerAmount: BigNumber): void {
this._filledTakerAmount[orderHash] = filledTakerAmount;
}
public deleteFilledTakerAmount(orderHash: string): void {
delete this._filledTakerAmount[orderHash];
}
public async getCancelledTakerAmountAsync(orderHash: string): Promise<BigNumber> {
if (_.isUndefined(this._cancelledTakerAmount[orderHash])) {
const methodOpts = {
defaultBlock: this._defaultBlock,
};
const cancelledTakerAmount = await this._exchangeWrapper.getCancelledTakerAmountAsync(
orderHash,
methodOpts,
);
this.setCancelledTakerAmount(orderHash, cancelledTakerAmount);
}
const cachedCancelled = this._cancelledTakerAmount[orderHash];
return cachedCancelled;
}
public setCancelledTakerAmount(orderHash: string, cancelledTakerAmount: BigNumber): void {
this._cancelledTakerAmount[orderHash] = cancelledTakerAmount;
}
public deleteCancelledTakerAmount(orderHash: string): void {
delete this._cancelledTakerAmount[orderHash];
}
public deleteAll(): void {
this._filledTakerAmount = {};
this._cancelledTakerAmount = {};
}
}

View File

@@ -1,23 +1,16 @@
import { BigNumber } from '@0xproject/utils';
import {
BlockParam,
BlockParamLiteral,
ContractAbi,
ContractEventArg,
ExchangeContractErrs,
FilterObject,
LogEntryEvent,
LogWithDecodedArgs,
Order,
OrderState,
SignedOrder,
} from '@0xproject/types';
import * as Web3 from 'web3';
import { EtherTokenContractEventArgs, EtherTokenEvents } from './contract_wrappers/generated/ether_token';
import { ExchangeContractEventArgs, ExchangeEvents } from './contract_wrappers/generated/exchange';
import { TokenContractEventArgs, TokenEvents } from './contract_wrappers/generated/token';
export enum ZeroExError {
ExchangeContractDoesNotExist = 'EXCHANGE_CONTRACT_DOES_NOT_EXIST',
ZRXContractDoesNotExist = 'ZRX_CONTRACT_DOES_NOT_EXIST',
@@ -45,232 +38,4 @@ export enum InternalZeroExError {
WethNotInTokenRegistry = 'WETH_NOT_IN_TOKEN_REGISTRY',
}
export type OrderAddresses = [string, string, string, string, string];
export type OrderValues = [BigNumber, BigNumber, BigNumber, BigNumber, BigNumber, BigNumber];
export type LogEvent = LogEntryEvent;
export interface DecodedLogEvent<ArgsType> {
isRemoved: boolean;
log: LogWithDecodedArgs<ArgsType>;
}
export type EventCallback<ArgsType> = (err: null | Error, log?: DecodedLogEvent<ArgsType>) => void;
export type EventWatcherCallback = (err: null | Error, log?: LogEvent) => void;
export enum ExchangeContractErrCodes {
ERROR_FILL_EXPIRED, // Order has already expired
ERROR_FILL_NO_VALUE, // Order has already been fully filled or cancelled
ERROR_FILL_TRUNCATION, // Rounding error too large
ERROR_FILL_BALANCE_ALLOWANCE, // Insufficient balance or allowance for token transfer
ERROR_CANCEL_EXPIRED, // Order has already expired
ERROR_CANCEL_NO_VALUE, // Order has already been fully filled or cancelled
}
export enum ExchangeContractErrs {
OrderFillExpired = 'ORDER_FILL_EXPIRED',
OrderCancelExpired = 'ORDER_CANCEL_EXPIRED',
OrderCancelAmountZero = 'ORDER_CANCEL_AMOUNT_ZERO',
OrderAlreadyCancelledOrFilled = 'ORDER_ALREADY_CANCELLED_OR_FILLED',
OrderFillAmountZero = 'ORDER_FILL_AMOUNT_ZERO',
OrderRemainingFillAmountZero = 'ORDER_REMAINING_FILL_AMOUNT_ZERO',
OrderFillRoundingError = 'ORDER_FILL_ROUNDING_ERROR',
FillBalanceAllowanceError = 'FILL_BALANCE_ALLOWANCE_ERROR',
InsufficientTakerBalance = 'INSUFFICIENT_TAKER_BALANCE',
InsufficientTakerAllowance = 'INSUFFICIENT_TAKER_ALLOWANCE',
InsufficientMakerBalance = 'INSUFFICIENT_MAKER_BALANCE',
InsufficientMakerAllowance = 'INSUFFICIENT_MAKER_ALLOWANCE',
InsufficientTakerFeeBalance = 'INSUFFICIENT_TAKER_FEE_BALANCE',
InsufficientTakerFeeAllowance = 'INSUFFICIENT_TAKER_FEE_ALLOWANCE',
InsufficientMakerFeeBalance = 'INSUFFICIENT_MAKER_FEE_BALANCE',
InsufficientMakerFeeAllowance = 'INSUFFICIENT_MAKER_FEE_ALLOWANCE',
TransactionSenderIsNotFillOrderTaker = 'TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER',
MultipleMakersInSingleCancelBatchDisallowed = 'MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH_DISALLOWED',
InsufficientRemainingFillAmount = 'INSUFFICIENT_REMAINING_FILL_AMOUNT',
MultipleTakerTokensInFillUpToDisallowed = 'MULTIPLE_TAKER_TOKENS_IN_FILL_UP_TO_DISALLOWED',
BatchOrdersMustHaveSameExchangeAddress = 'BATCH_ORDERS_MUST_HAVE_SAME_EXCHANGE_ADDRESS',
BatchOrdersMustHaveAtLeastOneItem = 'BATCH_ORDERS_MUST_HAVE_AT_LEAST_ONE_ITEM',
}
export interface ContractEvent {
logIndex: number;
transactionIndex: number;
transactionHash: string;
blockHash: string;
blockNumber: number;
address: string;
type: string;
event: string;
args: ContractEventArgs;
}
export type ContractEventArgs = ExchangeContractEventArgs | TokenContractEventArgs | EtherTokenContractEventArgs;
// [address, name, symbol, decimals, ipfsHash, swarmHash]
export type TokenMetadata = [string, string, string, number, string, string];
export interface Token {
name: string;
address: string;
symbol: string;
decimals: number;
}
export interface TxOpts {
from: string;
gas?: number;
value?: BigNumber;
gasPrice?: BigNumber;
}
export interface TokenAddressBySymbol {
[symbol: string]: string;
}
export type ContractEvents = TokenEvents | ExchangeEvents | EtherTokenEvents;
export interface IndexedFilterValues {
[index: string]: ContractEventArg;
}
export interface BlockRange {
fromBlock: BlockParam;
toBlock: BlockParam;
}
export type DoneCallback = (err?: Error) => void;
export interface OrderCancellationRequest {
order: Order | SignedOrder;
takerTokenCancelAmount: BigNumber;
}
export interface OrderFillRequest {
signedOrder: SignedOrder;
takerTokenFillAmount: BigNumber;
}
export type AsyncMethod = (...args: any[]) => Promise<any>;
export type SyncMethod = (...args: any[]) => any;
/**
* orderExpirationCheckingIntervalMs: How often to check for expired orders. Default=50.
* eventPollingIntervalMs: How often to poll the Ethereum node for new events. Default=200.
* expirationMarginMs: Amount of time before order expiry that you'd like to be notified
* of an orders expiration. Default=0.
* cleanupJobIntervalMs: How often to run a cleanup job which revalidates all the orders. Default=1hr.
* stateLayer: Optional blockchain state layer OrderWatcher will monitor for new events. Default=latest.
*/
export interface OrderStateWatcherConfig {
orderExpirationCheckingIntervalMs?: number;
eventPollingIntervalMs?: number;
expirationMarginMs?: number;
cleanupJobIntervalMs?: number;
stateLayer: BlockParamLiteral;
}
/**
* networkId: The id of the underlying ethereum network your provider is connected to. (1-mainnet, 3-ropsten, 4-rinkeby, 42-kovan, 50-testrpc)
* gasPrice: Gas price to use with every transaction
* exchangeContractAddress: The address of an exchange contract to use
* zrxContractAddress: The address of the ZRX contract to use
* tokenRegistryContractAddress: The address of a token registry contract to use
* tokenTransferProxyContractAddress: The address of the token transfer proxy contract to use
* orderWatcherConfig: All the configs related to the orderWatcher
*/
export interface ZeroExConfig {
networkId: number;
gasPrice?: BigNumber;
exchangeContractAddress?: string;
zrxContractAddress?: string;
tokenRegistryContractAddress?: string;
tokenTransferProxyContractAddress?: string;
orderWatcherConfig?: OrderStateWatcherConfig;
}
export type ArtifactContractName = 'ZRX' | 'TokenTransferProxy' | 'TokenRegistry' | 'Token' | 'Exchange' | 'EtherToken';
export interface Artifact {
contract_name: ArtifactContractName;
abi: ContractAbi;
networks: {
[networkId: number]: {
address: string;
};
};
}
/**
* expectedFillTakerTokenAmount: If specified, the validation method will ensure that the
* supplied order maker has a sufficient allowance/balance to fill this amount of the order's
* takerTokenAmount. If not specified, the validation method ensures that the maker has a sufficient
* allowance/balance to fill the entire remaining order amount.
*/
export interface ValidateOrderFillableOpts {
expectedFillTakerTokenAmount?: BigNumber;
}
/**
* defaultBlock: The block up to which to query the blockchain state. Setting this to a historical block number
* let's the user query the blockchain's state at an arbitrary point in time. In order for this to work, the
* backing Ethereum node must keep the entire historical state of the chain (e.g setting `--pruning=archive`
* flag when running Parity).
*/
export interface MethodOpts {
defaultBlock?: BlockParam;
}
/**
* gasPrice: Gas price in Wei to use for a transaction
* gasLimit: The amount of gas to send with a transaction
*/
export interface TransactionOpts {
gasPrice?: BigNumber;
gasLimit?: number;
}
/**
* shouldValidate: Flag indicating whether the library should make attempts to validate a transaction before
* broadcasting it. For example, order has a valid signature, maker has sufficient funds, etc. Default=true.
*/
export interface OrderTransactionOpts extends TransactionOpts {
shouldValidate?: boolean;
}
export enum TradeSide {
Maker = 'maker',
Taker = 'taker',
}
export enum TransferType {
Trade = 'trade',
Fee = 'fee',
}
export interface OrderRelevantState {
makerBalance: BigNumber;
makerProxyAllowance: BigNumber;
makerFeeBalance: BigNumber;
makerFeeProxyAllowance: BigNumber;
filledTakerTokenAmount: BigNumber;
cancelledTakerTokenAmount: BigNumber;
remainingFillableMakerTokenAmount: BigNumber;
remainingFillableTakerTokenAmount: BigNumber;
}
export interface OrderStateValid {
isValid: true;
orderHash: string;
orderRelevantState: OrderRelevantState;
}
export interface OrderStateInvalid {
isValid: false;
orderHash: string;
error: ExchangeContractErrs;
}
export type OrderState = OrderStateValid | OrderStateInvalid;
export type OnOrderStateChangeCallback = (err: Error | null, orderState?: OrderState) => void;
// tslint:disable:max-file-line-count

View File

@@ -1,31 +0,0 @@
import { assert as sharedAssert } from '@0xproject/assert';
// We need those two unused imports because they're actually used by sharedAssert which gets injected here
// tslint:disable-next-line:no-unused-variable
import { Schema } from '@0xproject/json-schemas';
// tslint:disable-next-line:no-unused-variable
import { ECSignature } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as _ from 'lodash';
import { isValidSignature } from '@0xproject/order-utils';
export const assert = {
...sharedAssert,
isValidSignature(orderHash: string, ecSignature: ECSignature, signerAddress: string) {
const isValid = isValidSignature(orderHash, ecSignature, signerAddress);
this.assert(isValid, `Expected order with hash '${orderHash}' to have a valid signature`);
},
async isSenderAddressAsync(
variableName: string,
senderAddressHex: string,
web3Wrapper: Web3Wrapper,
): Promise<void> {
sharedAssert.isETHAddressHex(variableName, senderAddressHex);
const isSenderAddressAvailable = await web3Wrapper.isSenderAddressAvailableAsync(senderAddressHex);
sharedAssert.assert(
isSenderAddressAvailable,
`Specified ${variableName} ${senderAddressHex} isn't available through the supplied web3 provider`,
);
},
};

View File

@@ -3,9 +3,4 @@ import { BigNumber } from '@0xproject/utils';
export const constants = {
NULL_ADDRESS: '0x0000000000000000000000000000000000000000',
TESTRPC_NETWORK_ID: 50,
INVALID_JUMP_PATTERN: 'invalid JUMP at',
OUT_OF_GAS_PATTERN: 'out of gas',
INVALID_TAKER_FORMAT: 'instance.taker is not of a type(s) string',
UNLIMITED_ALLOWANCE_IN_BASE_UNITS: new BigNumber(2).pow(256).minus(1),
DEFAULT_BLOCK_POLLING_INTERVAL: 1000,
};

View File

@@ -1,91 +0,0 @@
import * as _ from 'lodash';
import { AsyncMethod, SyncMethod, ZeroExError } from '../types';
import { constants } from './constants';
type ErrorTransformer = (err: Error) => Error;
const contractCallErrorTransformer = (error: Error) => {
if (_.includes(error.message, constants.INVALID_JUMP_PATTERN)) {
return new Error(ZeroExError.InvalidJump);
}
if (_.includes(error.message, constants.OUT_OF_GAS_PATTERN)) {
return new Error(ZeroExError.OutOfGas);
}
return error;
};
const schemaErrorTransformer = (error: Error) => {
if (_.includes(error.message, constants.INVALID_TAKER_FORMAT)) {
const errMsg =
'Order taker must be of type string. If you want anyone to be able to fill an order - pass ZeroEx.NULL_ADDRESS';
return new Error(errMsg);
}
return error;
};
/**
* Source: https://stackoverflow.com/a/29837695/3546986
*/
const asyncErrorHandlerFactory = (errorTransformer: ErrorTransformer) => {
const asyncErrorHandlingDecorator = (
target: object,
key: string | symbol,
descriptor: TypedPropertyDescriptor<AsyncMethod>,
) => {
const originalMethod = descriptor.value as AsyncMethod;
// Do not use arrow syntax here. Use a function expression in
// order to use the correct value of `this` in this method
// tslint:disable-next-line:only-arrow-functions
descriptor.value = async function(...args: any[]) {
try {
const result = await originalMethod.apply(this, args);
return result;
} catch (error) {
const transformedError = errorTransformer(error);
throw transformedError;
}
};
return descriptor;
};
return asyncErrorHandlingDecorator;
};
const syncErrorHandlerFactory = (errorTransformer: ErrorTransformer) => {
const syncErrorHandlingDecorator = (
target: object,
key: string | symbol,
descriptor: TypedPropertyDescriptor<SyncMethod>,
) => {
const originalMethod = descriptor.value as SyncMethod;
// Do not use arrow syntax here. Use a function expression in
// order to use the correct value of `this` in this method
// tslint:disable-next-line:only-arrow-functions
descriptor.value = function(...args: any[]) {
try {
const result = originalMethod.apply(this, args);
return result;
} catch (error) {
const transformedError = errorTransformer(error);
throw transformedError;
}
};
return descriptor;
};
return syncErrorHandlingDecorator;
};
// _.flow(f, g) = f ∘ g
const zeroExErrorTransformer = _.flow(schemaErrorTransformer, contractCallErrorTransformer);
export const decorators = {
asyncZeroExErrorHandler: asyncErrorHandlerFactory(zeroExErrorTransformer),
syncZeroExErrorHandler: syncErrorHandlerFactory(zeroExErrorTransformer),
};

View File

@@ -1,115 +0,0 @@
import { BlockParamLiteral } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as _ from 'lodash';
import { TokenWrapper } from '../contract_wrappers/token_wrapper';
import { BalanceAndProxyAllowanceLazyStore } from '../stores/balance_proxy_allowance_lazy_store';
import { ExchangeContractErrs, TradeSide, TransferType } from '../types';
import { constants } from '../utils/constants';
enum FailureReason {
Balance = 'balance',
ProxyAllowance = 'proxyAllowance',
}
const ERR_MSG_MAPPING = {
[FailureReason.Balance]: {
[TradeSide.Maker]: {
[TransferType.Trade]: ExchangeContractErrs.InsufficientMakerBalance,
[TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeBalance,
},
[TradeSide.Taker]: {
[TransferType.Trade]: ExchangeContractErrs.InsufficientTakerBalance,
[TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeBalance,
},
},
[FailureReason.ProxyAllowance]: {
[TradeSide.Maker]: {
[TransferType.Trade]: ExchangeContractErrs.InsufficientMakerAllowance,
[TransferType.Fee]: ExchangeContractErrs.InsufficientMakerFeeAllowance,
},
[TradeSide.Taker]: {
[TransferType.Trade]: ExchangeContractErrs.InsufficientTakerAllowance,
[TransferType.Fee]: ExchangeContractErrs.InsufficientTakerFeeAllowance,
},
},
};
export class ExchangeTransferSimulator {
private _store: BalanceAndProxyAllowanceLazyStore;
private _UNLIMITED_ALLOWANCE_IN_BASE_UNITS: BigNumber;
private static _throwValidationError(
failureReason: FailureReason,
tradeSide: TradeSide,
transferType: TransferType,
): never {
const errMsg = ERR_MSG_MAPPING[failureReason][tradeSide][transferType];
throw new Error(errMsg);
}
constructor(token: TokenWrapper, defaultBlock: BlockParamLiteral) {
this._store = new BalanceAndProxyAllowanceLazyStore(token, defaultBlock);
this._UNLIMITED_ALLOWANCE_IN_BASE_UNITS = token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS;
}
/**
* Simulates transferFrom call performed by a proxy
* @param tokenAddress Address of the token to be transferred
* @param from Owner of the transferred tokens
* @param to Recipient of the transferred tokens
* @param amountInBaseUnits The amount of tokens being transferred
* @param tradeSide Is Maker/Taker transferring
* @param transferType Is it a fee payment or a value transfer
*/
public async transferFromAsync(
tokenAddress: string,
from: string,
to: string,
amountInBaseUnits: BigNumber,
tradeSide: TradeSide,
transferType: TransferType,
): Promise<void> {
// HACK: When simulating an open order (e.g taker is NULL_ADDRESS), we don't want to adjust balances/
// allowances for the taker. We do however, want to increase the balance of the maker since the maker
// might be relying on those funds to fill subsequent orders or pay the order's fees.
if (from === constants.NULL_ADDRESS && tradeSide === TradeSide.Taker) {
await this._increaseBalanceAsync(tokenAddress, to, amountInBaseUnits);
return;
}
const balance = await this._store.getBalanceAsync(tokenAddress, from);
const proxyAllowance = await this._store.getProxyAllowanceAsync(tokenAddress, from);
if (proxyAllowance.lessThan(amountInBaseUnits)) {
ExchangeTransferSimulator._throwValidationError(FailureReason.ProxyAllowance, tradeSide, transferType);
}
if (balance.lessThan(amountInBaseUnits)) {
ExchangeTransferSimulator._throwValidationError(FailureReason.Balance, tradeSide, transferType);
}
await this._decreaseProxyAllowanceAsync(tokenAddress, from, amountInBaseUnits);
await this._decreaseBalanceAsync(tokenAddress, from, amountInBaseUnits);
await this._increaseBalanceAsync(tokenAddress, to, amountInBaseUnits);
}
private async _decreaseProxyAllowanceAsync(
tokenAddress: string,
userAddress: string,
amountInBaseUnits: BigNumber,
): Promise<void> {
const proxyAllowance = await this._store.getProxyAllowanceAsync(tokenAddress, userAddress);
if (!proxyAllowance.eq(this._UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) {
this._store.setProxyAllowance(tokenAddress, userAddress, proxyAllowance.minus(amountInBaseUnits));
}
}
private async _increaseBalanceAsync(
tokenAddress: string,
userAddress: string,
amountInBaseUnits: BigNumber,
): Promise<void> {
const balance = await this._store.getBalanceAsync(tokenAddress, userAddress);
this._store.setBalance(tokenAddress, userAddress, balance.plus(amountInBaseUnits));
}
private async _decreaseBalanceAsync(
tokenAddress: string,
userAddress: string,
amountInBaseUnits: BigNumber,
): Promise<void> {
const balance = await this._store.getBalanceAsync(tokenAddress, userAddress);
this._store.setBalance(tokenAddress, userAddress, balance.minus(amountInBaseUnits));
}
}

View File

@@ -1,95 +0,0 @@
import {
ConstructorAbi,
ContractAbi,
EventAbi,
FallbackAbi,
FilterObject,
LogEntry,
MethodAbi,
} from '@0xproject/types';
import * as ethUtil from 'ethereumjs-util';
import * as jsSHA3 from 'js-sha3';
import * as _ from 'lodash';
import * as uuid from 'uuid/v4';
import { BlockRange, ContractEvents, IndexedFilterValues } from '../types';
const TOPIC_LENGTH = 32;
export const filterUtils = {
generateUUID(): string {
return uuid();
},
getFilter(
address: string,
eventName: ContractEvents,
indexFilterValues: IndexedFilterValues,
abi: ContractAbi,
blockRange?: BlockRange,
): FilterObject {
const eventAbi = _.find(abi, { name: eventName }) as EventAbi;
const eventSignature = filterUtils.getEventSignatureFromAbiByName(eventAbi, eventName);
const topicForEventSignature = ethUtil.addHexPrefix(jsSHA3.keccak256(eventSignature));
const topicsForIndexedArgs = filterUtils.getTopicsForIndexedArgs(eventAbi, indexFilterValues);
const topics = [topicForEventSignature, ...topicsForIndexedArgs];
let filter: FilterObject = {
address,
topics,
};
if (!_.isUndefined(blockRange)) {
filter = {
...blockRange,
...filter,
};
}
return filter;
},
getEventSignatureFromAbiByName(eventAbi: EventAbi, eventName: ContractEvents): string {
const types = _.map(eventAbi.inputs, 'type');
const signature = `${eventAbi.name}(${types.join(',')})`;
return signature;
},
getTopicsForIndexedArgs(abi: EventAbi, indexFilterValues: IndexedFilterValues): Array<string | null> {
const topics: Array<string | null> = [];
for (const eventInput of abi.inputs) {
if (!eventInput.indexed) {
continue;
}
if (_.isUndefined(indexFilterValues[eventInput.name])) {
// Null is a wildcard topic in a JSON-RPC call
topics.push(null);
} else {
const value = indexFilterValues[eventInput.name] as string;
const buffer = ethUtil.toBuffer(value);
const paddedBuffer = ethUtil.setLengthLeft(buffer, TOPIC_LENGTH);
const topic = ethUtil.bufferToHex(paddedBuffer);
topics.push(topic);
}
}
return topics;
},
matchesFilter(log: LogEntry, filter: FilterObject): boolean {
if (!_.isUndefined(filter.address) && log.address !== filter.address) {
return false;
}
if (!_.isUndefined(filter.topics)) {
return filterUtils.matchesTopics(log.topics, filter.topics);
}
return true;
},
matchesTopics(logTopics: string[], filterTopics: Array<string[] | string | null>): boolean {
const matchesTopic = _.zipWith(logTopics, filterTopics, filterUtils.matchesTopic.bind(filterUtils));
const matchesTopics = _.every(matchesTopic);
return matchesTopics;
},
matchesTopic(logTopic: string, filterTopic: string[] | string | null): boolean {
if (_.isArray(filterTopic)) {
return _.includes(filterTopic, logTopic);
}
if (_.isString(filterTopic)) {
return filterTopic === logTopic;
}
// null topic is a wildcard
return true;
},
};

View File

@@ -1,138 +0,0 @@
import { SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as _ from 'lodash';
import { ZeroEx } from '../0x';
import { BalanceAndProxyAllowanceFetcher } from '../abstract/balance_and_proxy_allowance_fetcher';
import { OrderFilledCancelledFetcher } from '../abstract/order_filled_cancelled_fetcher';
import { ExchangeWrapper } from '../contract_wrappers/exchange_wrapper';
import { RemainingFillableCalculator } from '../order_watcher/remaining_fillable_calculator';
import { ExchangeContractErrs, OrderRelevantState, OrderState, OrderStateInvalid, OrderStateValid } from '../types';
const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
export class OrderStateUtils {
private _balanceAndProxyAllowanceFetcher: BalanceAndProxyAllowanceFetcher;
private _orderFilledCancelledFetcher: OrderFilledCancelledFetcher;
private static _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);
}
}
constructor(
balanceAndProxyAllowanceFetcher: BalanceAndProxyAllowanceFetcher,
orderFilledCancelledFetcher: OrderFilledCancelledFetcher,
) {
this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher;
this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
}
public async getOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder);
const orderHash = ZeroEx.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> {
// 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._orderFilledCancelledFetcher as any)._exchangeWrapper as ExchangeWrapper;
const zrxTokenAddress = exchange.getZRXTokenAddress();
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
const makerBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
signedOrder.makerTokenAddress,
signedOrder.maker,
);
const makerProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
signedOrder.makerTokenAddress,
signedOrder.maker,
);
const makerFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
zrxTokenAddress,
signedOrder.maker,
);
const makerFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
zrxTokenAddress,
signedOrder.maker,
);
const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
const cancelledTakerTokenAmount = await this._orderFilledCancelledFetcher.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;
}
}

View File

@@ -1,199 +0,0 @@
import { getOrderHashHex, OrderError } from '@0xproject/order-utils';
import { Order, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as _ from 'lodash';
import { ZeroEx } from '../0x';
import { ExchangeWrapper } from '../contract_wrappers/exchange_wrapper';
import { ExchangeContractErrs, 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 = 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;
}
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTradeEmulator,
signedOrder,
fillTakerTokenAmount,
signedOrder.taker,
zrxTokenAddress,
);
}
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 = getOrderHashHex(signedOrder);
if (!ZeroEx.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker)) {
throw new Error(OrderError.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);
}
}
}

View File

@@ -1,13 +0,0 @@
import { BigNumber } from '@0xproject/utils';
export const utils = {
spawnSwitchErr(name: string, value: any): Error {
return new Error(`Unexpected switch value: ${value} encountered for ${name}`);
},
getCurrentUnixTimestampSec(): BigNumber {
return new BigNumber(Date.now() / 1000).round();
},
getCurrentUnixTimestampMs(): BigNumber {
return new BigNumber(Date.now());
},
};

View File

@@ -41,8 +41,8 @@ describe('ZeroEx library', () => {
expect((zeroEx.exchange as any)._exchangeContractIfExists).to.be.undefined();
expect((zeroEx.tokenRegistry as any)._tokenRegistryContractIfExists).to.be.undefined();
// Check that all nested web3 wrapper instances return the updated provider
const nestedWeb3WrapperProvider = (zeroEx as any)._web3Wrapper.getProvider();
// Check that all nested zeroExContract/web3Wrapper instances return the updated provider
const nestedWeb3WrapperProvider = (zeroEx as any)._contractWrappers.getProvider();
expect(nestedWeb3WrapperProvider.zeroExTestId).to.be.a('number');
const exchangeWeb3WrapperProvider = (zeroEx.exchange as any)._web3Wrapper.getProvider();
expect(exchangeWeb3WrapperProvider.zeroExTestId).to.be.a('number');

View File

@@ -1,386 +0,0 @@
import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as chai from 'chai';
import 'mocha';
import {
ApprovalContractEventArgs,
BlockParamLiteral,
BlockRange,
DecodedLogEvent,
DepositContractEventArgs,
EtherTokenEvents,
Token,
TransferContractEventArgs,
WithdrawalContractEventArgs,
ZeroEx,
ZeroExError,
} from '../src';
import { DoneCallback } from '../src/types';
import { chaiSetup } from './utils/chai_setup';
import { constants } from './utils/constants';
import { reportNodeCallbackErrors } from './utils/report_callback_errors';
import { TokenUtils } from './utils/token_utils';
import { provider, web3Wrapper } from './utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
// Since the address depositing/withdrawing ETH/WETH also needs to pay gas costs for the transaction,
// a small amount of ETH will be used to pay this gas cost. We therefore check that the difference between
// the expected balance and actual balance (given the amount of ETH deposited), only deviates by the amount
// required to pay gas costs.
const MAX_REASONABLE_GAS_COST_IN_WEI = 62517;
describe('EtherTokenWrapper', () => {
let zeroEx: ZeroEx;
let tokens: Token[];
let userAddresses: string[];
let addressWithETH: string;
let wethContractAddress: string;
let depositWeiAmount: BigNumber;
let decimalPlaces: number;
let addressWithoutFunds: string;
const gasPrice = new BigNumber(1);
const zeroExConfig = {
gasPrice,
networkId: constants.TESTRPC_NETWORK_ID,
};
const transferAmount = new BigNumber(42);
const allowanceAmount = new BigNumber(42);
const depositAmount = new BigNumber(42);
const withdrawalAmount = new BigNumber(42);
before(async () => {
zeroEx = new ZeroEx(provider, zeroExConfig);
tokens = await zeroEx.tokenRegistry.getTokensAsync();
userAddresses = await zeroEx.getAvailableAddressesAsync();
addressWithETH = userAddresses[0];
wethContractAddress = zeroEx.etherToken.getContractAddressIfExists() as string;
depositWeiAmount = Web3Wrapper.toWei(new BigNumber(5));
decimalPlaces = 7;
addressWithoutFunds = userAddresses[1];
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('#getContractAddressIfExists', async () => {
it('should return contract address if connected to a known network', () => {
const contractAddressIfExists = zeroEx.etherToken.getContractAddressIfExists();
expect(contractAddressIfExists).to.not.be.undefined();
});
it('should throw if connected to a private network and contract addresses are not specified', () => {
const UNKNOWN_NETWORK_NETWORK_ID = 10;
expect(
() =>
new ZeroEx(provider, {
networkId: UNKNOWN_NETWORK_NETWORK_ID,
} as any),
).to.throw();
});
});
describe('#depositAsync', () => {
it('should successfully deposit ETH and issue Wrapped ETH tokens', async () => {
const preETHBalance = await (zeroEx as any)._web3Wrapper.getBalanceInWeiAsync(addressWithETH);
const preWETHBalance = await zeroEx.token.getBalanceAsync(wethContractAddress, addressWithETH);
expect(preETHBalance).to.be.bignumber.gt(0);
expect(preWETHBalance).to.be.bignumber.equal(0);
const txHash = await zeroEx.etherToken.depositAsync(wethContractAddress, depositWeiAmount, addressWithETH);
await zeroEx.awaitTransactionMinedAsync(txHash);
const postETHBalanceInWei = await (zeroEx as any)._web3Wrapper.getBalanceInWeiAsync(addressWithETH);
const postWETHBalanceInBaseUnits = await zeroEx.token.getBalanceAsync(wethContractAddress, addressWithETH);
expect(postWETHBalanceInBaseUnits).to.be.bignumber.equal(depositWeiAmount);
const remainingETHInWei = preETHBalance.minus(depositWeiAmount);
const gasCost = remainingETHInWei.minus(postETHBalanceInWei);
expect(gasCost).to.be.bignumber.lte(MAX_REASONABLE_GAS_COST_IN_WEI);
});
it('should throw if user has insufficient ETH balance for deposit', async () => {
const preETHBalance = await (zeroEx as any)._web3Wrapper.getBalanceInWeiAsync(addressWithETH);
const extraETHBalance = Web3Wrapper.toWei(new BigNumber(5));
const overETHBalanceinWei = preETHBalance.add(extraETHBalance);
return expect(
zeroEx.etherToken.depositAsync(wethContractAddress, overETHBalanceinWei, addressWithETH),
).to.be.rejectedWith(ZeroExError.InsufficientEthBalanceForDeposit);
});
});
describe('#withdrawAsync', () => {
it('should successfully withdraw ETH in return for Wrapped ETH tokens', async () => {
const ETHBalanceInWei = await (zeroEx as any)._web3Wrapper.getBalanceInWeiAsync(addressWithETH);
await zeroEx.etherToken.depositAsync(wethContractAddress, depositWeiAmount, addressWithETH);
const expectedPreETHBalance = ETHBalanceInWei.minus(depositWeiAmount);
const preETHBalance = await (zeroEx as any)._web3Wrapper.getBalanceInWeiAsync(addressWithETH);
const preWETHBalance = await zeroEx.token.getBalanceAsync(wethContractAddress, addressWithETH);
let gasCost = expectedPreETHBalance.minus(preETHBalance);
expect(gasCost).to.be.bignumber.lte(MAX_REASONABLE_GAS_COST_IN_WEI);
expect(preWETHBalance).to.be.bignumber.equal(depositWeiAmount);
const txHash = await zeroEx.etherToken.withdrawAsync(wethContractAddress, depositWeiAmount, addressWithETH);
await zeroEx.awaitTransactionMinedAsync(txHash);
const postETHBalance = await (zeroEx as any)._web3Wrapper.getBalanceInWeiAsync(addressWithETH);
const postWETHBalanceInBaseUnits = await zeroEx.token.getBalanceAsync(wethContractAddress, addressWithETH);
expect(postWETHBalanceInBaseUnits).to.be.bignumber.equal(0);
const expectedETHBalance = preETHBalance.add(depositWeiAmount).round(decimalPlaces);
gasCost = expectedETHBalance.minus(postETHBalance);
expect(gasCost).to.be.bignumber.lte(MAX_REASONABLE_GAS_COST_IN_WEI);
});
it('should throw if user has insufficient WETH balance for withdrawal', async () => {
const preWETHBalance = await zeroEx.token.getBalanceAsync(wethContractAddress, addressWithETH);
expect(preWETHBalance).to.be.bignumber.equal(0);
const overWETHBalance = preWETHBalance.add(999999999);
return expect(
zeroEx.etherToken.withdrawAsync(wethContractAddress, overWETHBalance, addressWithETH),
).to.be.rejectedWith(ZeroExError.InsufficientWEthBalanceForWithdrawal);
});
});
describe('#subscribe', () => {
const indexFilterValues = {};
let etherTokenAddress: string;
before(() => {
const tokenUtils = new TokenUtils(tokens);
const etherToken = tokenUtils.getWethTokenOrThrow();
etherTokenAddress = etherToken.address;
});
afterEach(() => {
zeroEx.etherToken.unsubscribeAll();
});
// Hack: Mocha does not allow a test to be both async and have a `done` callback
// Since we need to await the receipt of the event in the `subscribe` callback,
// we do need both. A hack is to make the top-level async fn w/ a done callback and then
// wrap the rest of the test in an async block
// Source: https://github.com/mochajs/mocha/issues/2407
it('Should receive the Transfer event when tokens are transfered', (done: DoneCallback) => {
(async () => {
const callback = reportNodeCallbackErrors(done)(
(logEvent: DecodedLogEvent<TransferContractEventArgs>) => {
expect(logEvent).to.not.be.undefined();
expect(logEvent.isRemoved).to.be.false();
expect(logEvent.log.logIndex).to.be.equal(0);
expect(logEvent.log.transactionIndex).to.be.equal(0);
expect(logEvent.log.blockNumber).to.be.a('number');
const args = logEvent.log.args;
expect(args._from).to.be.equal(addressWithETH);
expect(args._to).to.be.equal(addressWithoutFunds);
expect(args._value).to.be.bignumber.equal(transferAmount);
},
);
await zeroEx.etherToken.depositAsync(etherTokenAddress, transferAmount, addressWithETH);
zeroEx.etherToken.subscribe(etherTokenAddress, EtherTokenEvents.Transfer, indexFilterValues, callback);
await zeroEx.token.transferAsync(
etherTokenAddress,
addressWithETH,
addressWithoutFunds,
transferAmount,
);
})().catch(done);
});
it('Should receive the Approval event when allowance is being set', (done: DoneCallback) => {
(async () => {
const callback = reportNodeCallbackErrors(done)(
(logEvent: DecodedLogEvent<ApprovalContractEventArgs>) => {
expect(logEvent).to.not.be.undefined();
expect(logEvent.isRemoved).to.be.false();
const args = logEvent.log.args;
expect(args._owner).to.be.equal(addressWithETH);
expect(args._spender).to.be.equal(addressWithoutFunds);
expect(args._value).to.be.bignumber.equal(allowanceAmount);
},
);
zeroEx.etherToken.subscribe(etherTokenAddress, EtherTokenEvents.Approval, indexFilterValues, callback);
await zeroEx.token.setAllowanceAsync(
etherTokenAddress,
addressWithETH,
addressWithoutFunds,
allowanceAmount,
);
})().catch(done);
});
it('Should receive the Deposit event when ether is being deposited', (done: DoneCallback) => {
(async () => {
const callback = reportNodeCallbackErrors(done)(
(logEvent: DecodedLogEvent<DepositContractEventArgs>) => {
expect(logEvent).to.not.be.undefined();
expect(logEvent.isRemoved).to.be.false();
const args = logEvent.log.args;
expect(args._owner).to.be.equal(addressWithETH);
expect(args._value).to.be.bignumber.equal(depositAmount);
},
);
zeroEx.etherToken.subscribe(etherTokenAddress, EtherTokenEvents.Deposit, indexFilterValues, callback);
await zeroEx.etherToken.depositAsync(etherTokenAddress, depositAmount, addressWithETH);
})().catch(done);
});
it('Should receive the Withdrawal event when ether is being withdrawn', (done: DoneCallback) => {
(async () => {
const callback = reportNodeCallbackErrors(done)(
(logEvent: DecodedLogEvent<WithdrawalContractEventArgs>) => {
expect(logEvent).to.not.be.undefined();
expect(logEvent.isRemoved).to.be.false();
const args = logEvent.log.args;
expect(args._owner).to.be.equal(addressWithETH);
expect(args._value).to.be.bignumber.equal(depositAmount);
},
);
await zeroEx.etherToken.depositAsync(etherTokenAddress, depositAmount, addressWithETH);
zeroEx.etherToken.subscribe(
etherTokenAddress,
EtherTokenEvents.Withdrawal,
indexFilterValues,
callback,
);
await zeroEx.etherToken.withdrawAsync(etherTokenAddress, withdrawalAmount, addressWithETH);
})().catch(done);
});
it('should cancel outstanding subscriptions when ZeroEx.setProvider is called', (done: DoneCallback) => {
(async () => {
const callbackNeverToBeCalled = reportNodeCallbackErrors(done)(
(logEvent: DecodedLogEvent<ApprovalContractEventArgs>) => {
done(new Error('Expected this subscription to have been cancelled'));
},
);
zeroEx.etherToken.subscribe(
etherTokenAddress,
EtherTokenEvents.Transfer,
indexFilterValues,
callbackNeverToBeCalled,
);
const callbackToBeCalled = reportNodeCallbackErrors(done)();
zeroEx.setProvider(provider, constants.TESTRPC_NETWORK_ID);
await zeroEx.etherToken.depositAsync(etherTokenAddress, transferAmount, addressWithETH);
zeroEx.etherToken.subscribe(
etherTokenAddress,
EtherTokenEvents.Transfer,
indexFilterValues,
callbackToBeCalled,
);
await zeroEx.token.transferAsync(
etherTokenAddress,
addressWithETH,
addressWithoutFunds,
transferAmount,
);
})().catch(done);
});
it('Should cancel subscription when unsubscribe called', (done: DoneCallback) => {
(async () => {
const callbackNeverToBeCalled = reportNodeCallbackErrors(done)(
(logEvent: DecodedLogEvent<ApprovalContractEventArgs>) => {
done(new Error('Expected this subscription to have been cancelled'));
},
);
await zeroEx.etherToken.depositAsync(etherTokenAddress, transferAmount, addressWithETH);
const subscriptionToken = zeroEx.etherToken.subscribe(
etherTokenAddress,
EtherTokenEvents.Transfer,
indexFilterValues,
callbackNeverToBeCalled,
);
zeroEx.etherToken.unsubscribe(subscriptionToken);
await zeroEx.token.transferAsync(
etherTokenAddress,
addressWithETH,
addressWithoutFunds,
transferAmount,
);
done();
})().catch(done);
});
});
describe('#getLogsAsync', () => {
let etherTokenAddress: string;
let tokenTransferProxyAddress: string;
const blockRange: BlockRange = {
fromBlock: 0,
toBlock: BlockParamLiteral.Latest,
};
let txHash: string;
before(() => {
addressWithETH = userAddresses[0];
const tokenUtils = new TokenUtils(tokens);
const etherToken = tokenUtils.getWethTokenOrThrow();
etherTokenAddress = etherToken.address;
tokenTransferProxyAddress = zeroEx.proxy.getContractAddress();
});
it('should get logs with decoded args emitted by Approval', async () => {
txHash = await zeroEx.token.setUnlimitedProxyAllowanceAsync(etherTokenAddress, addressWithETH);
await zeroEx.awaitTransactionMinedAsync(txHash);
const eventName = EtherTokenEvents.Approval;
const indexFilterValues = {};
const logs = await zeroEx.etherToken.getLogsAsync<ApprovalContractEventArgs>(
etherTokenAddress,
eventName,
blockRange,
indexFilterValues,
);
expect(logs).to.have.length(1);
const args = logs[0].args;
expect(logs[0].event).to.be.equal(eventName);
expect(args._owner).to.be.equal(addressWithETH);
expect(args._spender).to.be.equal(tokenTransferProxyAddress);
expect(args._value).to.be.bignumber.equal(zeroEx.token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS);
});
it('should get logs with decoded args emitted by Deposit', async () => {
await zeroEx.etherToken.depositAsync(etherTokenAddress, depositAmount, addressWithETH);
const eventName = EtherTokenEvents.Deposit;
const indexFilterValues = {};
const logs = await zeroEx.etherToken.getLogsAsync<DepositContractEventArgs>(
etherTokenAddress,
eventName,
blockRange,
indexFilterValues,
);
expect(logs).to.have.length(1);
const args = logs[0].args;
expect(logs[0].event).to.be.equal(eventName);
expect(args._owner).to.be.equal(addressWithETH);
expect(args._value).to.be.bignumber.equal(depositAmount);
});
it('should only get the logs with the correct event name', async () => {
txHash = await zeroEx.token.setUnlimitedProxyAllowanceAsync(etherTokenAddress, addressWithETH);
await zeroEx.awaitTransactionMinedAsync(txHash);
const differentEventName = EtherTokenEvents.Transfer;
const indexFilterValues = {};
const logs = await zeroEx.etherToken.getLogsAsync(
etherTokenAddress,
differentEventName,
blockRange,
indexFilterValues,
);
expect(logs).to.have.length(0);
});
it('should only get the logs with the correct indexed fields', async () => {
txHash = await zeroEx.token.setUnlimitedProxyAllowanceAsync(etherTokenAddress, addressWithETH);
await zeroEx.awaitTransactionMinedAsync(txHash);
txHash = await zeroEx.token.setUnlimitedProxyAllowanceAsync(etherTokenAddress, addressWithoutFunds);
await zeroEx.awaitTransactionMinedAsync(txHash);
const eventName = EtherTokenEvents.Approval;
const indexFilterValues = {
_owner: addressWithETH,
};
const logs = await zeroEx.etherToken.getLogsAsync<ApprovalContractEventArgs>(
etherTokenAddress,
eventName,
blockRange,
indexFilterValues,
);
expect(logs).to.have.length(1);
const args = logs[0].args;
expect(args._owner).to.be.equal(addressWithETH);
});
});
});

View File

@@ -1,125 +0,0 @@
import { web3Factory } from '@0xproject/dev-utils';
import { LogEntry } from '@0xproject/types';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as chai from 'chai';
import * as _ from 'lodash';
import 'mocha';
import * as Sinon from 'sinon';
import { LogEvent } from '../src';
import { EventWatcher } from '../src/order_watcher/event_watcher';
import { DoneCallback } from '../src/types';
import { chaiSetup } from './utils/chai_setup';
import { reportNodeCallbackErrors } from './utils/report_callback_errors';
import { provider } from './utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
describe('EventWatcher', () => {
let stubs: Sinon.SinonStub[] = [];
let eventWatcher: EventWatcher;
let web3Wrapper: Web3Wrapper;
const logA: LogEntry = {
address: '0x71d271f8b14adef568f8f28f1587ce7271ac4ca5',
blockHash: null,
blockNumber: null,
data: '',
logIndex: null,
topics: [],
transactionHash: '0x004881d38cd4a8f72f1a0d68c8b9b8124504706041ff37019c1d1ed6bfda8e17',
transactionIndex: 0,
};
const logB: LogEntry = {
address: '0x8d12a197cb00d4747a1fe03395095ce2a5cc6819',
blockHash: null,
blockNumber: null,
data: '',
logIndex: null,
topics: ['0xf341246adaac6f497bc2a656f546ab9e182111d630394f0c57c710a59a2cb567'],
transactionHash: '0x01ef3c048b18d9b09ea195b4ed94cf8dd5f3d857a1905ff886b152cfb1166f25',
transactionIndex: 0,
};
const logC: LogEntry = {
address: '0x1d271f8b174adef58f1587ce68f8f27271ac4ca5',
blockHash: null,
blockNumber: null,
data: '',
logIndex: null,
topics: ['0xf341246adaac6f497bc2a656f546ab9e182111d630394f0c57c710a59a2cb567'],
transactionHash: '0x01ef3c048b18d9b09ea195b4ed94cf8dd5f3d857a1905ff886b152cfb1166f25',
transactionIndex: 0,
};
before(async () => {
const pollingIntervalMs = 10;
web3Wrapper = new Web3Wrapper(provider);
eventWatcher = new EventWatcher(web3Wrapper, pollingIntervalMs);
});
afterEach(() => {
// clean up any stubs after the test has completed
_.each(stubs, s => s.restore());
stubs = [];
eventWatcher.unsubscribe();
});
it('correctly emits initial log events', (done: DoneCallback) => {
const logs: LogEntry[] = [logA, logB];
const expectedLogEvents = [
{
removed: false,
...logA,
},
{
removed: false,
...logB,
},
];
const getLogsStub = Sinon.stub(web3Wrapper, 'getLogsAsync');
getLogsStub.onCall(0).returns(logs);
stubs.push(getLogsStub);
const expectedToBeCalledOnce = false;
const callback = reportNodeCallbackErrors(done, expectedToBeCalledOnce)((event: LogEvent) => {
const expectedLogEvent = expectedLogEvents.shift();
expect(event).to.be.deep.equal(expectedLogEvent);
if (_.isEmpty(expectedLogEvents)) {
done();
}
});
eventWatcher.subscribe(callback);
});
it('correctly computes the difference and emits only changes', (done: DoneCallback) => {
const initialLogs: LogEntry[] = [logA, logB];
const changedLogs: LogEntry[] = [logA, logC];
const expectedLogEvents = [
{
removed: false,
...logA,
},
{
removed: false,
...logB,
},
{
removed: true,
...logB,
},
{
removed: false,
...logC,
},
];
const getLogsStub = Sinon.stub(web3Wrapper, 'getLogsAsync');
getLogsStub.onCall(0).returns(initialLogs);
getLogsStub.onCall(1).returns(changedLogs);
stubs.push(getLogsStub);
const expectedToBeCalledOnce = false;
const callback = reportNodeCallbackErrors(done, expectedToBeCalledOnce)((event: LogEvent) => {
const expectedLogEvent = expectedLogEvents.shift();
expect(event).to.be.deep.equal(expectedLogEvent);
if (_.isEmpty(expectedLogEvents)) {
done();
}
});
eventWatcher.subscribe(callback);
});
});

View File

@@ -1,117 +0,0 @@
import { BlockchainLifecycle, devConstants } from '@0xproject/dev-utils';
import { BlockParamLiteral } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import { ExchangeContractErrs, Token, ZeroEx } from '../src';
import { TradeSide, TransferType } from '../src/types';
import { ExchangeTransferSimulator } from '../src/utils/exchange_transfer_simulator';
import { chaiSetup } from './utils/chai_setup';
import { constants } from './utils/constants';
import { provider, web3Wrapper } from './utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
describe('ExchangeTransferSimulator', () => {
const config = {
networkId: constants.TESTRPC_NETWORK_ID,
};
const zeroEx = new ZeroEx(provider, config);
const transferAmount = new BigNumber(5);
let userAddresses: string[];
let tokens: Token[];
let coinbase: string;
let sender: string;
let recipient: string;
let exampleTokenAddress: string;
let exchangeTransferSimulator: ExchangeTransferSimulator;
let txHash: string;
before(async () => {
userAddresses = await zeroEx.getAvailableAddressesAsync();
[coinbase, sender, recipient] = userAddresses;
tokens = await zeroEx.tokenRegistry.getTokensAsync();
exampleTokenAddress = tokens[0].address;
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('#transferFromAsync', () => {
beforeEach(() => {
exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest);
});
it("throws if the user doesn't have enough allowance", async () => {
return expect(
exchangeTransferSimulator.transferFromAsync(
exampleTokenAddress,
sender,
recipient,
transferAmount,
TradeSide.Taker,
TransferType.Trade,
),
).to.be.rejectedWith(ExchangeContractErrs.InsufficientTakerAllowance);
});
it("throws if the user doesn't have enough balance", async () => {
txHash = await zeroEx.token.setProxyAllowanceAsync(exampleTokenAddress, sender, transferAmount);
await zeroEx.awaitTransactionMinedAsync(txHash);
return expect(
exchangeTransferSimulator.transferFromAsync(
exampleTokenAddress,
sender,
recipient,
transferAmount,
TradeSide.Maker,
TransferType.Trade,
),
).to.be.rejectedWith(ExchangeContractErrs.InsufficientMakerBalance);
});
it('updates balances and proxyAllowance after transfer', async () => {
txHash = await zeroEx.token.transferAsync(exampleTokenAddress, coinbase, sender, transferAmount);
await zeroEx.awaitTransactionMinedAsync(txHash);
txHash = await zeroEx.token.setProxyAllowanceAsync(exampleTokenAddress, sender, transferAmount);
await zeroEx.awaitTransactionMinedAsync(txHash);
await exchangeTransferSimulator.transferFromAsync(
exampleTokenAddress,
sender,
recipient,
transferAmount,
TradeSide.Taker,
TransferType.Trade,
);
const store = (exchangeTransferSimulator as any)._store;
const senderBalance = await store.getBalanceAsync(exampleTokenAddress, sender);
const recipientBalance = await store.getBalanceAsync(exampleTokenAddress, recipient);
const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleTokenAddress, sender);
expect(senderBalance).to.be.bignumber.equal(0);
expect(recipientBalance).to.be.bignumber.equal(transferAmount);
expect(senderProxyAllowance).to.be.bignumber.equal(0);
});
it("doesn't update proxyAllowance after transfer if unlimited", async () => {
txHash = await zeroEx.token.transferAsync(exampleTokenAddress, coinbase, sender, transferAmount);
await zeroEx.awaitTransactionMinedAsync(txHash);
txHash = await zeroEx.token.setUnlimitedProxyAllowanceAsync(exampleTokenAddress, sender);
await zeroEx.awaitTransactionMinedAsync(txHash);
await exchangeTransferSimulator.transferFromAsync(
exampleTokenAddress,
sender,
recipient,
transferAmount,
TradeSide.Taker,
TransferType.Trade,
);
const store = (exchangeTransferSimulator as any)._store;
const senderBalance = await store.getBalanceAsync(exampleTokenAddress, sender);
const recipientBalance = await store.getBalanceAsync(exampleTokenAddress, recipient);
const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleTokenAddress, sender);
expect(senderBalance).to.be.bignumber.equal(0);
expect(recipientBalance).to.be.bignumber.equal(transferAmount);
expect(senderProxyAllowance).to.be.bignumber.equal(zeroEx.token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS);
});
});
});

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@@ -1,195 +0,0 @@
import { BlockchainLifecycle, devConstants } from '@0xproject/dev-utils';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import * as _ from 'lodash';
import 'mocha';
import * as Sinon from 'sinon';
import { ZeroEx } from '../src/0x';
import { ExpirationWatcher } from '../src/order_watcher/expiration_watcher';
import { DoneCallback, Token } from '../src/types';
import { utils } from '../src/utils/utils';
import { chaiSetup } from './utils/chai_setup';
import { constants } from './utils/constants';
import { FillScenarios } from './utils/fill_scenarios';
import { reportNoErrorCallbackErrors } from './utils/report_callback_errors';
import { TokenUtils } from './utils/token_utils';
import { provider, web3Wrapper } from './utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
describe('ExpirationWatcher', () => {
let zeroEx: ZeroEx;
let tokenUtils: TokenUtils;
let tokens: Token[];
let userAddresses: string[];
let zrxTokenAddress: string;
let fillScenarios: FillScenarios;
let exchangeContractAddress: string;
let makerTokenAddress: string;
let takerTokenAddress: string;
let coinbase: string;
let makerAddress: string;
let takerAddress: string;
let feeRecipient: string;
const fillableAmount = new BigNumber(5);
let currentUnixTimestampSec: BigNumber;
let timer: Sinon.SinonFakeTimers;
let expirationWatcher: ExpirationWatcher;
before(async () => {
const config = {
networkId: constants.TESTRPC_NETWORK_ID,
};
zeroEx = new ZeroEx(provider, config);
exchangeContractAddress = zeroEx.exchange.getContractAddress();
userAddresses = await zeroEx.getAvailableAddressesAsync();
tokens = await zeroEx.tokenRegistry.getTokensAsync();
tokenUtils = new TokenUtils(tokens);
zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
[coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
tokens = await zeroEx.tokenRegistry.getTokensAsync();
const [makerToken, takerToken] = tokenUtils.getDummyTokens();
makerTokenAddress = makerToken.address;
takerTokenAddress = takerToken.address;
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
const sinonTimerConfig = { shouldAdvanceTime: true } as any;
// This constructor has incorrect types
timer = Sinon.useFakeTimers(sinonTimerConfig);
currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
expirationWatcher = new ExpirationWatcher();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
timer.restore();
expirationWatcher.unsubscribe();
});
it('correctly emits events when order expires', (done: DoneCallback) => {
(async () => {
const orderLifetimeSec = 60;
const expirationUnixTimestampSec = currentUnixTimestampSec.plus(orderLifetimeSec);
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
expirationUnixTimestampSec,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec.times(1000));
const callbackAsync = reportNoErrorCallbackErrors(done)((hash: string) => {
expect(hash).to.be.equal(orderHash);
expect(utils.getCurrentUnixTimestampSec()).to.be.bignumber.gte(expirationUnixTimestampSec);
});
expirationWatcher.subscribe(callbackAsync);
timer.tick(orderLifetimeSec * 1000);
})().catch(done);
});
it("doesn't emit events before order expires", (done: DoneCallback) => {
(async () => {
const orderLifetimeSec = 60;
const expirationUnixTimestampSec = currentUnixTimestampSec.plus(orderLifetimeSec);
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
expirationUnixTimestampSec,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec.times(1000));
const callbackAsync = reportNoErrorCallbackErrors(done)(async (hash: string) => {
done(new Error('Emitted expiration went before the order actually expired'));
});
expirationWatcher.subscribe(callbackAsync);
const notEnoughTime = orderLifetimeSec - 1;
timer.tick(notEnoughTime * 1000);
done();
})().catch(done);
});
it('emits events in correct order', (done: DoneCallback) => {
(async () => {
const order1Lifetime = 60;
const order2Lifetime = 120;
const order1ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order1Lifetime);
const order2ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order2Lifetime);
const signedOrder1 = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
order1ExpirationUnixTimestampSec,
);
const signedOrder2 = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
order2ExpirationUnixTimestampSec,
);
const orderHash1 = ZeroEx.getOrderHashHex(signedOrder1);
const orderHash2 = ZeroEx.getOrderHashHex(signedOrder2);
expirationWatcher.addOrder(orderHash2, signedOrder2.expirationUnixTimestampSec.times(1000));
expirationWatcher.addOrder(orderHash1, signedOrder1.expirationUnixTimestampSec.times(1000));
const expirationOrder = [orderHash1, orderHash2];
const expectToBeCalledOnce = false;
const callbackAsync = reportNoErrorCallbackErrors(done, expectToBeCalledOnce)((hash: string) => {
const orderHash = expirationOrder.shift();
expect(hash).to.be.equal(orderHash);
if (_.isEmpty(expirationOrder)) {
done();
}
});
expirationWatcher.subscribe(callbackAsync);
timer.tick(order2Lifetime * 1000);
})().catch(done);
});
it('emits events in correct order when expirations are equal', (done: DoneCallback) => {
(async () => {
const order1Lifetime = 60;
const order2Lifetime = 60;
const order1ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order1Lifetime);
const order2ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order2Lifetime);
const signedOrder1 = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
order1ExpirationUnixTimestampSec,
);
const signedOrder2 = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
order2ExpirationUnixTimestampSec,
);
const orderHash1 = ZeroEx.getOrderHashHex(signedOrder1);
const orderHash2 = ZeroEx.getOrderHashHex(signedOrder2);
expirationWatcher.addOrder(orderHash1, signedOrder1.expirationUnixTimestampSec.times(1000));
expirationWatcher.addOrder(orderHash2, signedOrder2.expirationUnixTimestampSec.times(1000));
const expirationOrder = orderHash1 < orderHash2 ? [orderHash1, orderHash2] : [orderHash2, orderHash1];
const expectToBeCalledOnce = false;
const callbackAsync = reportNoErrorCallbackErrors(done, expectToBeCalledOnce)((hash: string) => {
const orderHash = expirationOrder.shift();
expect(hash).to.be.equal(orderHash);
if (_.isEmpty(expirationOrder)) {
done();
}
});
expirationWatcher.subscribe(callbackAsync);
timer.tick(order2Lifetime * 1000);
})().catch(done);
});
});

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@@ -1,558 +0,0 @@
import { BlockchainLifecycle, devConstants } from '@0xproject/dev-utils';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import * as _ from 'lodash';
import 'mocha';
import {
ExchangeContractErrs,
OrderState,
OrderStateInvalid,
OrderStateValid,
SignedOrder,
Token,
ZeroEx,
ZeroExError,
} from '../src';
import { OrderStateWatcher } from '../src/order_watcher/order_state_watcher';
import { DoneCallback } from '../src/types';
import { chaiSetup } from './utils/chai_setup';
import { constants } from './utils/constants';
import { FillScenarios } from './utils/fill_scenarios';
import { reportNodeCallbackErrors } from './utils/report_callback_errors';
import { TokenUtils } from './utils/token_utils';
import { provider, web3Wrapper } from './utils/web3_wrapper';
const TIMEOUT_MS = 150;
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
describe('OrderStateWatcher', () => {
let zeroEx: ZeroEx;
let tokens: Token[];
let tokenUtils: TokenUtils;
let fillScenarios: FillScenarios;
let userAddresses: string[];
let zrxTokenAddress: string;
let exchangeContractAddress: string;
let makerToken: Token;
let takerToken: Token;
let maker: string;
let taker: string;
let signedOrder: SignedOrder;
let orderStateWatcher: OrderStateWatcher;
const config = {
networkId: constants.TESTRPC_NETWORK_ID,
};
const decimals = constants.ZRX_DECIMALS;
const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
before(async () => {
zeroEx = new ZeroEx(provider, config);
orderStateWatcher = zeroEx.createOrderStateWatcher();
exchangeContractAddress = zeroEx.exchange.getContractAddress();
userAddresses = await zeroEx.getAvailableAddressesAsync();
[, maker, taker] = userAddresses;
tokens = await zeroEx.tokenRegistry.getTokensAsync();
tokenUtils = new TokenUtils(tokens);
zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
await fillScenarios.initTokenBalancesAsync();
[makerToken, takerToken] = tokenUtils.getDummyTokens();
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('#removeOrder', async () => {
it('should successfully remove existing order', async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
orderStateWatcher.addOrder(signedOrder);
expect((orderStateWatcher as any)._orderByOrderHash).to.include({
[orderHash]: signedOrder,
});
let dependentOrderHashes = (orderStateWatcher as any)._dependentOrderHashes;
expect(dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress]).to.have.keys(orderHash);
orderStateWatcher.removeOrder(orderHash);
expect((orderStateWatcher as any)._orderByOrderHash).to.not.include({
[orderHash]: signedOrder,
});
dependentOrderHashes = (orderStateWatcher as any)._dependentOrderHashes;
expect(dependentOrderHashes[signedOrder.maker]).to.be.undefined();
});
it('should no-op when removing a non-existing order', async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
const nonExistentOrderHash = `0x${orderHash
.substr(2)
.split('')
.reverse()
.join('')}`;
orderStateWatcher.removeOrder(nonExistentOrderHash);
});
});
describe('#subscribe', async () => {
afterEach(async () => {
orderStateWatcher.unsubscribe();
});
it('should fail when trying to subscribe twice', async () => {
orderStateWatcher.subscribe(_.noop);
expect(() => orderStateWatcher.subscribe(_.noop)).to.throw(ZeroExError.SubscriptionAlreadyPresent);
});
});
describe('tests with cleanup', async () => {
afterEach(async () => {
orderStateWatcher.unsubscribe();
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
orderStateWatcher.removeOrder(orderHash);
});
it('should emit orderStateInvalid when maker allowance set to 0 for watched order', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerAllowance);
});
orderStateWatcher.subscribe(callback);
await zeroEx.token.setProxyAllowanceAsync(makerToken.address, maker, new BigNumber(0));
})().catch(done);
});
it('should not emit an orderState event when irrelevant Transfer event received', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
throw new Error('OrderState callback fired for irrelevant order');
});
orderStateWatcher.subscribe(callback);
const notTheMaker = userAddresses[0];
const anyRecipient = taker;
const transferAmount = new BigNumber(2);
await zeroEx.token.transferAsync(makerToken.address, notTheMaker, anyRecipient, transferAmount);
setTimeout(() => {
done();
}, TIMEOUT_MS);
})().catch(done);
});
it('should emit orderStateInvalid when maker moves balance backing watched order', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerBalance);
});
orderStateWatcher.subscribe(callback);
const anyRecipient = taker;
const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
await zeroEx.token.transferAsync(makerToken.address, maker, anyRecipient, makerBalance);
})().catch(done);
});
it('should emit orderStateInvalid when watched order fully filled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero);
});
orderStateWatcher.subscribe(callback);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
await zeroEx.exchange.fillOrderAsync(
signedOrder,
fillableAmount,
shouldThrowOnInsufficientBalanceOrAllowance,
taker,
);
})().catch(done);
});
it('should emit orderStateValid when watched order partially filled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
const fillAmountInBaseUnits = new BigNumber(2);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
expect(validOrderState.orderHash).to.be.equal(orderHash);
const orderRelevantState = validOrderState.orderRelevantState;
const remainingMakerBalance = makerBalance.sub(fillAmountInBaseUnits);
const remainingFillable = fillableAmount.minus(fillAmountInBaseUnits);
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingFillable,
);
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
remainingFillable,
);
expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance);
});
orderStateWatcher.subscribe(callback);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
await zeroEx.exchange.fillOrderAsync(
signedOrder,
fillAmountInBaseUnits,
shouldThrowOnInsufficientBalanceOrAllowance,
taker,
);
})().catch(done);
});
it('should trigger the callback when orders backing ZRX allowance changes', (done: DoneCallback) => {
(async () => {
const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18);
const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), 18);
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address,
takerToken.address,
makerFee,
takerFee,
maker,
taker,
fillableAmount,
taker,
);
const callback = reportNodeCallbackErrors(done)();
orderStateWatcher.addOrder(signedOrder);
orderStateWatcher.subscribe(callback);
await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, new BigNumber(0));
})().catch(done);
});
describe('remainingFillable(M|T)akerTokenAmount', () => {
it('should calculate correct remaining fillable', (done: DoneCallback) => {
(async () => {
const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), decimals);
const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), decimals);
signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
makerFillableAmount,
takerFillableAmount,
);
const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
expect(validOrderState.orderHash).to.be.equal(orderHash);
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
ZeroEx.toBaseUnitAmount(new BigNumber(16), decimals),
);
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
ZeroEx.toBaseUnitAmount(new BigNumber(8), decimals),
);
});
orderStateWatcher.subscribe(callback);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
await zeroEx.exchange.fillOrderAsync(
signedOrder,
fillAmountInBaseUnits,
shouldThrowOnInsufficientBalanceOrAllowance,
taker,
);
})().catch(done);
});
it('should equal approved amount when approved amount is lowest', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
changedMakerApprovalAmount,
);
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
changedMakerApprovalAmount,
);
});
orderStateWatcher.subscribe(callback);
await zeroEx.token.setProxyAllowanceAsync(makerToken.address, maker, changedMakerApprovalAmount);
})().catch(done);
});
it('should equal balance amount when balance amount is lowest', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
const transferAmount = makerBalance.sub(remainingAmount);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingAmount,
);
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
remainingAmount,
);
});
orderStateWatcher.subscribe(callback);
await zeroEx.token.transferAsync(makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount);
})().catch(done);
});
it('should equal remaining amount when partially cancelled and order has fees', (done: DoneCallback) => {
(async () => {
const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
const feeRecipient = taker;
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address,
takerToken.address,
makerFee,
takerFee,
maker,
taker,
fillableAmount,
feeRecipient,
);
const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals);
const transferTokenAmount = makerFee.sub(remainingTokenAmount);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingTokenAmount,
);
});
orderStateWatcher.subscribe(callback);
await zeroEx.exchange.cancelOrderAsync(signedOrder, transferTokenAmount);
})().catch(done);
});
it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => {
(async () => {
const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
const feeRecipient = taker;
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address,
takerToken.address,
makerFee,
takerFee,
maker,
taker,
fillableAmount,
feeRecipient,
);
const remainingFeeAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals);
const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals);
const transferTokenAmount = makerFee.sub(remainingTokenAmount);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingFeeAmount,
);
});
orderStateWatcher.subscribe(callback);
await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingFeeAmount);
await zeroEx.token.transferAsync(
makerToken.address,
maker,
ZeroEx.NULL_ADDRESS,
transferTokenAmount,
);
})().catch(done);
});
it('should calculate full amount when all available and non-divisible', (done: DoneCallback) => {
(async () => {
const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
const feeRecipient = taker;
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address,
takerToken.address,
makerFee,
takerFee,
maker,
taker,
fillableAmount,
feeRecipient,
);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
fillableAmount,
);
});
orderStateWatcher.subscribe(callback);
await zeroEx.token.setProxyAllowanceAsync(
makerToken.address,
maker,
ZeroEx.toBaseUnitAmount(new BigNumber(100), decimals),
);
})().catch(done);
});
});
it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero);
});
orderStateWatcher.subscribe(callback);
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
})().catch(done);
});
it('should emit orderStateInvalid when within rounding error range', (done: DoneCallback) => {
(async () => {
const remainingFillableAmountInBaseUnits = new BigNumber(100);
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderFillRoundingError);
});
orderStateWatcher.subscribe(callback);
await zeroEx.exchange.cancelOrderAsync(
signedOrder,
fillableAmount.minus(remainingFillableAmountInBaseUnits),
);
})().catch(done);
});
it('should emit orderStateValid when watched order partially cancelled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const cancelAmountInBaseUnits = new BigNumber(2);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
expect(validOrderState.orderHash).to.be.equal(orderHash);
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.cancelledTakerTokenAmount).to.be.bignumber.equal(cancelAmountInBaseUnits);
});
orderStateWatcher.subscribe(callback);
await zeroEx.exchange.cancelOrderAsync(signedOrder, cancelAmountInBaseUnits);
})().catch(done);
});
});
}); // tslint:disable:max-file-line-count

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@@ -1,507 +0,0 @@
import { BlockchainLifecycle, devConstants } from '@0xproject/dev-utils';
import { OrderError } from '@0xproject/order-utils';
import { BlockParamLiteral } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import * as Sinon from 'sinon';
import { ExchangeContractErrs, SignedOrder, Token, ZeroEx, ZeroExError } from '../src';
import { TradeSide, TransferType } from '../src/types';
import { ExchangeTransferSimulator } from '../src/utils/exchange_transfer_simulator';
import { OrderValidationUtils } from '../src/utils/order_validation_utils';
import { chaiSetup } from './utils/chai_setup';
import { constants } from './utils/constants';
import { FillScenarios } from './utils/fill_scenarios';
import { TokenUtils } from './utils/token_utils';
import { provider, web3Wrapper } from './utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
describe('OrderValidation', () => {
let zeroEx: ZeroEx;
let userAddresses: string[];
let tokens: Token[];
let tokenUtils: TokenUtils;
let exchangeContractAddress: string;
let zrxTokenAddress: string;
let fillScenarios: FillScenarios;
let makerTokenAddress: string;
let takerTokenAddress: string;
let coinbase: string;
let makerAddress: string;
let takerAddress: string;
let feeRecipient: string;
const fillableAmount = new BigNumber(5);
const fillTakerAmount = new BigNumber(5);
const config = {
networkId: constants.TESTRPC_NETWORK_ID,
};
before(async () => {
zeroEx = new ZeroEx(provider, config);
exchangeContractAddress = zeroEx.exchange.getContractAddress();
userAddresses = await zeroEx.getAvailableAddressesAsync();
[coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
tokens = await zeroEx.tokenRegistry.getTokensAsync();
tokenUtils = new TokenUtils(tokens);
zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
const [makerToken, takerToken] = tokenUtils.getDummyTokens();
makerTokenAddress = makerToken.address;
takerTokenAddress = takerToken.address;
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('validateOrderFillableOrThrowAsync', () => {
it('should succeed if the order is fillable', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
);
await zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder);
});
it('should succeed if the maker is buying ZRX and has no ZRX balance', async () => {
const makerFee = new BigNumber(2);
const takerFee = new BigNumber(2);
const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerTokenAddress,
zrxTokenAddress,
makerFee,
takerFee,
makerAddress,
takerAddress,
fillableAmount,
feeRecipient,
);
const zrxMakerBalance = await zeroEx.token.getBalanceAsync(zrxTokenAddress, makerAddress);
await zeroEx.token.transferAsync(zrxTokenAddress, makerAddress, takerAddress, zrxMakerBalance);
await zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder);
});
it('should succeed if the maker is buying ZRX and has no ZRX balance and there is no specified taker', async () => {
const makerFee = new BigNumber(2);
const takerFee = new BigNumber(2);
const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerTokenAddress,
zrxTokenAddress,
makerFee,
takerFee,
makerAddress,
constants.NULL_ADDRESS,
fillableAmount,
feeRecipient,
);
const zrxMakerBalance = await zeroEx.token.getBalanceAsync(zrxTokenAddress, makerAddress);
await zeroEx.token.transferAsync(zrxTokenAddress, makerAddress, takerAddress, zrxMakerBalance);
await zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder);
});
it('should succeed if the order is asymmetric and fillable', async () => {
const makerFillableAmount = fillableAmount;
const takerFillableAmount = fillableAmount.minus(4);
const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
makerFillableAmount,
takerFillableAmount,
);
await zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder);
});
it('should throw when the order is fully filled or cancelled', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
);
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith(
ExchangeContractErrs.OrderRemainingFillAmountZero,
);
});
it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
expirationInPast,
);
return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith(
ExchangeContractErrs.OrderFillExpired,
);
});
});
describe('validateFillOrderAndThrowIfInvalidAsync', () => {
it('should throw when the fill amount is zero', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
);
const zeroFillAmount = new BigNumber(0);
return expect(
zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, zeroFillAmount, takerAddress),
).to.be.rejectedWith(ExchangeContractErrs.OrderFillAmountZero);
});
it('should throw when the signature is invalid', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
);
// 27 <--> 28
signedOrder.ecSignature.v = 28 - signedOrder.ecSignature.v + 27;
return expect(
zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillableAmount, takerAddress),
).to.be.rejectedWith(OrderError.InvalidSignature);
});
it('should throw when the order is fully filled or cancelled', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
);
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
return expect(
zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillableAmount, takerAddress),
).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero);
});
it('should throw when sender is not a taker', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
);
const nonTakerAddress = userAddresses[6];
return expect(
zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillTakerAmount, nonTakerAddress),
).to.be.rejectedWith(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
});
it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
expirationInPast,
);
return expect(
zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress),
).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired);
});
it('should throw when there a rounding error would have occurred', async () => {
const makerAmount = new BigNumber(3);
const takerAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
makerAmount,
takerAmount,
);
const fillTakerAmountThatCausesRoundingError = new BigNumber(3);
return expect(
zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
signedOrder,
fillTakerAmountThatCausesRoundingError,
takerAddress,
),
).to.be.rejectedWith(ExchangeContractErrs.OrderFillRoundingError);
});
});
describe('#validateFillOrKillOrderAndThrowIfInvalidAsync', () => {
it('should throw if remaining fillAmount is less then the desired fillAmount', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
);
const tooLargeFillAmount = new BigNumber(7);
const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount);
await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference);
await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount);
await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference);
await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount);
return expect(
zeroEx.exchange.validateFillOrKillOrderThrowIfInvalidAsync(
signedOrder,
tooLargeFillAmount,
takerAddress,
),
).to.be.rejectedWith(ExchangeContractErrs.InsufficientRemainingFillAmount);
});
});
describe('validateCancelOrderAndThrowIfInvalidAsync', () => {
let signedOrder: SignedOrder;
const cancelAmount = new BigNumber(3);
beforeEach(async () => {
[coinbase, makerAddress, takerAddress] = userAddresses;
const [makerToken, takerToken] = tokenUtils.getDummyTokens();
makerTokenAddress = makerToken.address;
takerTokenAddress = takerToken.address;
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
);
});
it('should throw when cancel amount is zero', async () => {
const zeroCancelAmount = new BigNumber(0);
return expect(
zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, zeroCancelAmount),
).to.be.rejectedWith(ExchangeContractErrs.OrderCancelAmountZero);
});
it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
const expiredSignedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
expirationInPast,
);
return expect(
zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(expiredSignedOrder, cancelAmount),
).to.be.rejectedWith(ExchangeContractErrs.OrderCancelExpired);
});
it('should throw when order is already cancelled or filled', async () => {
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
return expect(
zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, fillableAmount),
).to.be.rejectedWith(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
});
});
describe('#validateFillOrderBalancesAllowancesThrowIfInvalidAsync', () => {
let exchangeTransferSimulator: ExchangeTransferSimulator;
let transferFromAsync: Sinon.SinonSpy;
const bigNumberMatch = (expected: BigNumber) => {
return Sinon.match((value: BigNumber) => value.eq(expected));
};
beforeEach('create exchangeTransferSimulator', async () => {
exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest);
transferFromAsync = Sinon.spy();
exchangeTransferSimulator.transferFromAsync = transferFromAsync as any;
});
it('should call exchangeTransferSimulator.transferFrom in a correct order', async () => {
const makerFee = new BigNumber(2);
const takerFee = new BigNumber(2);
const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerTokenAddress,
takerTokenAddress,
makerFee,
takerFee,
makerAddress,
takerAddress,
fillableAmount,
feeRecipient,
);
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTransferSimulator,
signedOrder,
fillableAmount,
takerAddress,
zrxTokenAddress,
);
expect(transferFromAsync.callCount).to.be.equal(4);
expect(
transferFromAsync
.getCall(0)
.calledWith(
makerTokenAddress,
makerAddress,
takerAddress,
bigNumberMatch(fillableAmount),
TradeSide.Maker,
TransferType.Trade,
),
).to.be.true();
expect(
transferFromAsync
.getCall(1)
.calledWith(
takerTokenAddress,
takerAddress,
makerAddress,
bigNumberMatch(fillableAmount),
TradeSide.Taker,
TransferType.Trade,
),
).to.be.true();
expect(
transferFromAsync
.getCall(2)
.calledWith(
zrxTokenAddress,
makerAddress,
feeRecipient,
bigNumberMatch(makerFee),
TradeSide.Maker,
TransferType.Fee,
),
).to.be.true();
expect(
transferFromAsync
.getCall(3)
.calledWith(
zrxTokenAddress,
takerAddress,
feeRecipient,
bigNumberMatch(takerFee),
TradeSide.Taker,
TransferType.Fee,
),
).to.be.true();
});
it('should call exchangeTransferSimulator.transferFrom with correct values for an open order', async () => {
const makerFee = new BigNumber(2);
const takerFee = new BigNumber(2);
const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerTokenAddress,
takerTokenAddress,
makerFee,
takerFee,
makerAddress,
ZeroEx.NULL_ADDRESS,
fillableAmount,
feeRecipient,
);
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTransferSimulator,
signedOrder,
fillableAmount,
takerAddress,
zrxTokenAddress,
);
expect(transferFromAsync.callCount).to.be.equal(4);
expect(
transferFromAsync
.getCall(0)
.calledWith(
makerTokenAddress,
makerAddress,
takerAddress,
bigNumberMatch(fillableAmount),
TradeSide.Maker,
TransferType.Trade,
),
).to.be.true();
expect(
transferFromAsync
.getCall(1)
.calledWith(
takerTokenAddress,
takerAddress,
makerAddress,
bigNumberMatch(fillableAmount),
TradeSide.Taker,
TransferType.Trade,
),
).to.be.true();
expect(
transferFromAsync
.getCall(2)
.calledWith(
zrxTokenAddress,
makerAddress,
feeRecipient,
bigNumberMatch(makerFee),
TradeSide.Maker,
TransferType.Fee,
),
).to.be.true();
expect(
transferFromAsync
.getCall(3)
.calledWith(
zrxTokenAddress,
takerAddress,
feeRecipient,
bigNumberMatch(takerFee),
TradeSide.Taker,
TransferType.Fee,
),
).to.be.true();
});
it('should correctly round the fillMakerTokenAmount', async () => {
const makerTokenAmount = new BigNumber(3);
const takerTokenAmount = new BigNumber(1);
const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
makerTokenAmount,
takerTokenAmount,
);
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTransferSimulator,
signedOrder,
takerTokenAmount,
takerAddress,
zrxTokenAddress,
);
expect(transferFromAsync.callCount).to.be.equal(4);
const makerFillAmount = transferFromAsync.getCall(0).args[3];
expect(makerFillAmount).to.be.bignumber.equal(makerTokenAmount);
});
it('should correctly round the makerFeeAmount', async () => {
const makerFee = new BigNumber(2);
const takerFee = new BigNumber(4);
const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerTokenAddress,
takerTokenAddress,
makerFee,
takerFee,
makerAddress,
takerAddress,
fillableAmount,
ZeroEx.NULL_ADDRESS,
);
const fillTakerTokenAmount = fillableAmount.div(2).round(0);
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTransferSimulator,
signedOrder,
fillTakerTokenAmount,
takerAddress,
zrxTokenAddress,
);
const makerPartialFee = makerFee.div(2);
const takerPartialFee = takerFee.div(2);
expect(transferFromAsync.callCount).to.be.equal(4);
const partialMakerFee = transferFromAsync.getCall(2).args[3];
expect(partialMakerFee).to.be.bignumber.equal(makerPartialFee);
const partialTakerFee = transferFromAsync.getCall(3).args[3];
expect(partialTakerFee).to.be.bignumber.equal(takerPartialFee);
});
});
}); // tslint:disable-line:max-file-line-count

View File

@@ -1,234 +0,0 @@
import { ECSignature, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import 'mocha';
import { ZeroEx } from '../src/0x';
import { RemainingFillableCalculator } from '../src/order_watcher/remaining_fillable_calculator';
import { chaiSetup } from './utils/chai_setup';
chaiSetup.configure();
const expect = chai.expect;
describe('RemainingFillableCalculator', () => {
let calculator: RemainingFillableCalculator;
let signedOrder: SignedOrder;
let transferrableMakerTokenAmount: BigNumber;
let transferrableMakerFeeTokenAmount: BigNumber;
let remainingMakerTokenAmount: BigNumber;
let makerAmount: BigNumber;
let takerAmount: BigNumber;
let makerFeeAmount: BigNumber;
let isMakerTokenZRX: boolean;
const makerToken: string = '0x1';
const takerToken: string = '0x2';
const decimals: number = 4;
const zero: BigNumber = new BigNumber(0);
const zeroAddress = '0x0';
const signature: ECSignature = { v: 27, r: '', s: '' };
beforeEach(async () => {
[makerAmount, takerAmount, makerFeeAmount] = [
ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals),
];
[transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [
ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals),
];
});
function buildSignedOrder(): SignedOrder {
return {
ecSignature: signature,
exchangeContractAddress: zeroAddress,
feeRecipient: zeroAddress,
maker: zeroAddress,
taker: zeroAddress,
makerFee: makerFeeAmount,
takerFee: zero,
makerTokenAmount: makerAmount,
takerTokenAmount: takerAmount,
makerTokenAddress: makerToken,
takerTokenAddress: takerToken,
salt: zero,
expirationUnixTimestampSec: zero,
};
}
describe('Maker token is NOT ZRX', () => {
before(async () => {
isMakerTokenZRX = false;
});
it('calculates the correct amount when unfilled and funds available', () => {
signedOrder = buildSignedOrder();
remainingMakerTokenAmount = signedOrder.makerTokenAmount;
calculator = new RemainingFillableCalculator(
signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableMakerFeeTokenAmount,
remainingMakerTokenAmount,
);
expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
});
it('calculates the correct amount when partially filled and funds available', () => {
signedOrder = buildSignedOrder();
remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
calculator = new RemainingFillableCalculator(
signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableMakerFeeTokenAmount,
remainingMakerTokenAmount,
);
expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
});
it('calculates the amount to be 0 when all fee funds are transferred', () => {
signedOrder = buildSignedOrder();
transferrableMakerFeeTokenAmount = zero;
remainingMakerTokenAmount = signedOrder.makerTokenAmount;
calculator = new RemainingFillableCalculator(
signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableMakerFeeTokenAmount,
remainingMakerTokenAmount,
);
expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero);
});
it('calculates the correct amount when balance is less than remaining fillable', () => {
signedOrder = buildSignedOrder();
const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
calculator = new RemainingFillableCalculator(
signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableMakerFeeTokenAmount,
remainingMakerTokenAmount,
);
expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
});
describe('Order to Fee Ratio is < 1', () => {
beforeEach(async () => {
[makerAmount, takerAmount, makerFeeAmount] = [
ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals),
];
});
it('calculates the correct amount when funds unavailable', () => {
signedOrder = buildSignedOrder();
remainingMakerTokenAmount = signedOrder.makerTokenAmount;
const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
calculator = new RemainingFillableCalculator(
signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableMakerFeeTokenAmount,
remainingMakerTokenAmount,
);
expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
});
});
describe('Ratio is not evenly divisble', () => {
beforeEach(async () => {
[makerAmount, takerAmount, makerFeeAmount] = [
ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals),
];
});
it('calculates the correct amount when funds unavailable', () => {
signedOrder = buildSignedOrder();
remainingMakerTokenAmount = signedOrder.makerTokenAmount;
const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
calculator = new RemainingFillableCalculator(
signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableMakerFeeTokenAmount,
remainingMakerTokenAmount,
);
const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true();
expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0));
const orderToFeeRatio = signedOrder.makerTokenAmount.dividedBy(signedOrder.makerFee);
const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio);
expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount);
});
});
});
describe('Maker Token is ZRX', () => {
before(async () => {
isMakerTokenZRX = true;
});
it('calculates the correct amount when unfilled and funds available', () => {
signedOrder = buildSignedOrder();
transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount);
transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
remainingMakerTokenAmount = signedOrder.makerTokenAmount;
calculator = new RemainingFillableCalculator(
signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableMakerFeeTokenAmount,
remainingMakerTokenAmount,
);
expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
});
it('calculates the correct amount when partially filled and funds available', () => {
signedOrder = buildSignedOrder();
remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
calculator = new RemainingFillableCalculator(
signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableMakerFeeTokenAmount,
remainingMakerTokenAmount,
);
expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
});
it('calculates the amount to be 0 when all fee funds are transferred', () => {
signedOrder = buildSignedOrder();
transferrableMakerTokenAmount = zero;
transferrableMakerFeeTokenAmount = zero;
remainingMakerTokenAmount = signedOrder.makerTokenAmount;
calculator = new RemainingFillableCalculator(
signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableMakerFeeTokenAmount,
remainingMakerTokenAmount,
);
expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero);
});
it('calculates the correct amount when balance is less than remaining fillable', () => {
signedOrder = buildSignedOrder();
const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee);
const expectedFillableAmount = new BigNumber(450980);
calculator = new RemainingFillableCalculator(
signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableMakerFeeTokenAmount,
remainingMakerTokenAmount,
);
const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio);
const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio);
expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakerTokenAmount);
expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakerTokenAmount);
expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount);
expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0);
});
});
});

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@@ -1,82 +0,0 @@
import { BlockchainLifecycle, devConstants } from '@0xproject/dev-utils';
import { BigNumber } from '@0xproject/utils';
import * as _ from 'lodash';
import 'mocha';
import * as Sinon from 'sinon';
import { ApprovalContractEventArgs, DecodedLogEvent, Token, TokenEvents, ZeroEx } from '../src';
import { DoneCallback } from '../src/types';
import { chaiSetup } from './utils/chai_setup';
import { constants } from './utils/constants';
import { assertNodeCallbackError } from './utils/report_callback_errors';
import { provider, web3Wrapper } from './utils/web3_wrapper';
chaiSetup.configure();
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
describe('SubscriptionTest', () => {
let zeroEx: ZeroEx;
let userAddresses: string[];
let tokens: Token[];
let coinbase: string;
let addressWithoutFunds: string;
const config = {
networkId: constants.TESTRPC_NETWORK_ID,
};
before(async () => {
zeroEx = new ZeroEx(provider, config);
userAddresses = await zeroEx.getAvailableAddressesAsync();
tokens = await zeroEx.tokenRegistry.getTokensAsync();
coinbase = userAddresses[0];
addressWithoutFunds = userAddresses[1];
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('#subscribe', () => {
const indexFilterValues = {};
let tokenAddress: string;
const allowanceAmount = new BigNumber(42);
let stubs: Sinon.SinonStub[] = [];
before(() => {
const token = tokens[0];
tokenAddress = token.address;
});
afterEach(() => {
zeroEx.token.unsubscribeAll();
_.each(stubs, s => s.restore());
stubs = [];
});
it('Should receive the Error when an error occurs while fetching the block', (done: DoneCallback) => {
(async () => {
const errMsg = 'Error fetching block';
const callback = assertNodeCallbackError(done, errMsg);
stubs = [Sinon.stub((zeroEx as any)._web3Wrapper, 'getBlockAsync').throws(new Error(errMsg))];
zeroEx.token.subscribe(tokenAddress, TokenEvents.Approval, indexFilterValues, callback);
await zeroEx.token.setAllowanceAsync(tokenAddress, coinbase, addressWithoutFunds, allowanceAmount);
})().catch(done);
});
it('Should receive the Error when an error occurs while reconciling the new block', (done: DoneCallback) => {
(async () => {
const errMsg = 'Error fetching logs';
const callback = assertNodeCallbackError(done, errMsg);
stubs = [Sinon.stub((zeroEx as any)._web3Wrapper, 'getLogsAsync').throws(new Error(errMsg))];
zeroEx.token.subscribe(tokenAddress, TokenEvents.Approval, indexFilterValues, callback);
await zeroEx.token.setAllowanceAsync(tokenAddress, coinbase, addressWithoutFunds, allowanceAmount);
})().catch(done);
});
it('Should allow unsubscribeAll to be called successfully after an error', (done: DoneCallback) => {
(async () => {
const callback = (err: Error | null, logEvent?: DecodedLogEvent<ApprovalContractEventArgs>) => _.noop;
zeroEx.token.subscribe(tokenAddress, TokenEvents.Approval, indexFilterValues, callback);
stubs = [Sinon.stub((zeroEx as any)._web3Wrapper, 'getBlockAsync').throws(new Error('JSON RPC error'))];
zeroEx.token.unsubscribeAll();
done();
})().catch(done);
});
});
});

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@@ -1,128 +0,0 @@
import { BlockchainLifecycle, devConstants } from '@0xproject/dev-utils';
import { schemas, SchemaValidator } from '@0xproject/json-schemas';
import * as chai from 'chai';
import * as _ from 'lodash';
import 'mocha';
import { Token, ZeroEx } from '../src';
import { chaiSetup } from './utils/chai_setup';
import { constants } from './utils/constants';
import { provider, web3Wrapper } from './utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
const TOKEN_REGISTRY_SIZE_AFTER_MIGRATION = 7;
describe('TokenRegistryWrapper', () => {
let zeroEx: ZeroEx;
let tokens: Token[];
const tokenAddressBySymbol: { [symbol: string]: string } = {};
const tokenAddressByName: { [symbol: string]: string } = {};
const tokenBySymbol: { [symbol: string]: Token } = {};
const tokenByName: { [symbol: string]: Token } = {};
const registeredSymbol = 'ZRX';
const registeredName = '0x Protocol Token';
const unregisteredSymbol = 'MAL';
const unregisteredName = 'Malicious Token';
const config = {
networkId: constants.TESTRPC_NETWORK_ID,
};
before(async () => {
zeroEx = new ZeroEx(provider, config);
tokens = await zeroEx.tokenRegistry.getTokensAsync();
_.map(tokens, token => {
tokenAddressBySymbol[token.symbol] = token.address;
tokenAddressByName[token.name] = token.address;
tokenBySymbol[token.symbol] = token;
tokenByName[token.name] = token;
});
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('#getTokensAsync', () => {
it('should return all the tokens added to the tokenRegistry during the migration', async () => {
expect(tokens).to.have.lengthOf(TOKEN_REGISTRY_SIZE_AFTER_MIGRATION);
const schemaValidator = new SchemaValidator();
_.each(tokens, token => {
const validationResult = schemaValidator.validate(token, schemas.tokenSchema);
expect(validationResult.errors).to.have.lengthOf(0);
});
});
});
describe('#getTokenAddressesAsync', () => {
it('should return all the token addresses added to the tokenRegistry during the migration', async () => {
const tokenAddresses = await zeroEx.tokenRegistry.getTokenAddressesAsync();
expect(tokenAddresses).to.have.lengthOf(TOKEN_REGISTRY_SIZE_AFTER_MIGRATION);
const schemaValidator = new SchemaValidator();
_.each(tokenAddresses, tokenAddress => {
const validationResult = schemaValidator.validate(tokenAddress, schemas.addressSchema);
expect(validationResult.errors).to.have.lengthOf(0);
expect(tokenAddress).to.not.be.equal(ZeroEx.NULL_ADDRESS);
});
});
});
describe('#getTokenAddressBySymbol', () => {
it('should return correct address for a token in the registry', async () => {
const tokenAddress = await zeroEx.tokenRegistry.getTokenAddressBySymbolIfExistsAsync(registeredSymbol);
expect(tokenAddress).to.be.equal(tokenAddressBySymbol[registeredSymbol]);
});
it('should return undefined for a token out of registry', async () => {
const tokenAddress = await zeroEx.tokenRegistry.getTokenAddressBySymbolIfExistsAsync(unregisteredSymbol);
expect(tokenAddress).to.be.undefined();
});
});
describe('#getTokenAddressByName', () => {
it('should return correct address for a token in the registry', async () => {
const tokenAddress = await zeroEx.tokenRegistry.getTokenAddressByNameIfExistsAsync(registeredName);
expect(tokenAddress).to.be.equal(tokenAddressByName[registeredName]);
});
it('should return undefined for a token out of registry', async () => {
const tokenAddress = await zeroEx.tokenRegistry.getTokenAddressByNameIfExistsAsync(unregisteredName);
expect(tokenAddress).to.be.undefined();
});
});
describe('#getTokenBySymbol', () => {
it('should return correct token for a token in the registry', async () => {
const token = await zeroEx.tokenRegistry.getTokenBySymbolIfExistsAsync(registeredSymbol);
expect(token).to.be.deep.equal(tokenBySymbol[registeredSymbol]);
});
it('should return undefined for a token out of registry', async () => {
const token = await zeroEx.tokenRegistry.getTokenBySymbolIfExistsAsync(unregisteredSymbol);
expect(token).to.be.undefined();
});
});
describe('#getTokenByName', () => {
it('should return correct token for a token in the registry', async () => {
const token = await zeroEx.tokenRegistry.getTokenByNameIfExistsAsync(registeredName);
expect(token).to.be.deep.equal(tokenByName[registeredName]);
});
it('should return undefined for a token out of registry', async () => {
const token = await zeroEx.tokenRegistry.getTokenByNameIfExistsAsync(unregisteredName);
expect(token).to.be.undefined();
});
});
describe('#getTokenIfExistsAsync', () => {
it('should return the token added to the tokenRegistry during the migration', async () => {
const aToken = tokens[0];
const token = await zeroEx.tokenRegistry.getTokenIfExistsAsync(aToken.address);
const schemaValidator = new SchemaValidator();
const validationResult = schemaValidator.validate(token, schemas.tokenSchema);
expect(validationResult.errors).to.have.lengthOf(0);
});
it('should return return undefined when passed a token address not in the tokenRegistry', async () => {
const unregisteredTokenAddress = '0x5409ed021d9299bf6814279a6a1411a7e866a631';
const tokenIfExists = await zeroEx.tokenRegistry.getTokenIfExistsAsync(unregisteredTokenAddress);
expect(tokenIfExists).to.be.undefined();
});
});
});

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@@ -1,35 +0,0 @@
import * as chai from 'chai';
import { ZeroEx } from '../src';
import { chaiSetup } from './utils/chai_setup';
import { constants } from './utils/constants';
import { provider } from './utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
describe('TokenTransferProxyWrapper', () => {
let zeroEx: ZeroEx;
const config = {
networkId: constants.TESTRPC_NETWORK_ID,
};
before(async () => {
zeroEx = new ZeroEx(provider, config);
});
describe('#isAuthorizedAsync', () => {
it('should return false if the address is not authorized', async () => {
const isAuthorized = await zeroEx.proxy.isAuthorizedAsync(ZeroEx.NULL_ADDRESS);
expect(isAuthorized).to.be.false();
});
});
describe('#getAuthorizedAddressesAsync', () => {
it('should return the list of authorized addresses', async () => {
const authorizedAddresses = await zeroEx.proxy.getAuthorizedAddressesAsync();
for (const authorizedAddress of authorizedAddresses) {
const isAuthorized = await zeroEx.proxy.isAuthorizedAsync(authorizedAddress);
expect(isAuthorized).to.be.true();
}
});
});
});

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@@ -1,528 +0,0 @@
import { BlockchainLifecycle, devConstants } from '@0xproject/dev-utils';
import { EmptyWalletSubprovider } from '@0xproject/subproviders';
import { Provider } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import 'mocha';
import Web3ProviderEngine = require('web3-provider-engine');
import {
ApprovalContractEventArgs,
BlockParamLiteral,
BlockRange,
DecodedLogEvent,
Token,
TokenEvents,
TransferContractEventArgs,
ZeroEx,
ZeroExError,
} from '../src';
import { DoneCallback } from '../src/types';
import { chaiSetup } from './utils/chai_setup';
import { constants } from './utils/constants';
import { reportNodeCallbackErrors } from './utils/report_callback_errors';
import { TokenUtils } from './utils/token_utils';
import { provider, web3Wrapper } from './utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
describe('TokenWrapper', () => {
let zeroEx: ZeroEx;
let userAddresses: string[];
let tokens: Token[];
let tokenUtils: TokenUtils;
let coinbase: string;
let addressWithoutFunds: string;
const config = {
networkId: constants.TESTRPC_NETWORK_ID,
};
before(async () => {
zeroEx = new ZeroEx(provider, config);
userAddresses = await zeroEx.getAvailableAddressesAsync();
tokens = await zeroEx.tokenRegistry.getTokensAsync();
tokenUtils = new TokenUtils(tokens);
coinbase = userAddresses[0];
addressWithoutFunds = userAddresses[1];
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('#transferAsync', () => {
let token: Token;
let transferAmount: BigNumber;
before(() => {
token = tokens[0];
transferAmount = new BigNumber(42);
});
it('should successfully transfer tokens', async () => {
const fromAddress = coinbase;
const toAddress = addressWithoutFunds;
const preBalance = await zeroEx.token.getBalanceAsync(token.address, toAddress);
expect(preBalance).to.be.bignumber.equal(0);
await zeroEx.token.transferAsync(token.address, fromAddress, toAddress, transferAmount);
const postBalance = await zeroEx.token.getBalanceAsync(token.address, toAddress);
return expect(postBalance).to.be.bignumber.equal(transferAmount);
});
it('should fail to transfer tokens if fromAddress has an insufficient balance', async () => {
const fromAddress = addressWithoutFunds;
const toAddress = coinbase;
return expect(
zeroEx.token.transferAsync(token.address, fromAddress, toAddress, transferAmount),
).to.be.rejectedWith(ZeroExError.InsufficientBalanceForTransfer);
});
it('should throw a CONTRACT_DOES_NOT_EXIST error for a non-existent token contract', async () => {
const nonExistentTokenAddress = '0x9dd402f14d67e001d8efbe6583e51bf9706aa065';
const fromAddress = coinbase;
const toAddress = coinbase;
return expect(
zeroEx.token.transferAsync(nonExistentTokenAddress, fromAddress, toAddress, transferAmount),
).to.be.rejectedWith(ZeroExError.TokenContractDoesNotExist);
});
});
describe('#transferFromAsync', () => {
let token: Token;
let toAddress: string;
let senderAddress: string;
before(async () => {
token = tokens[0];
toAddress = addressWithoutFunds;
senderAddress = userAddresses[2];
});
it('should fail to transfer tokens if fromAddress has insufficient allowance set', async () => {
const fromAddress = coinbase;
const transferAmount = new BigNumber(42);
const fromAddressBalance = await zeroEx.token.getBalanceAsync(token.address, fromAddress);
expect(fromAddressBalance).to.be.bignumber.greaterThan(transferAmount);
const fromAddressAllowance = await zeroEx.token.getAllowanceAsync(token.address, fromAddress, toAddress);
expect(fromAddressAllowance).to.be.bignumber.equal(0);
return expect(
zeroEx.token.transferFromAsync(token.address, fromAddress, toAddress, senderAddress, transferAmount),
).to.be.rejectedWith(ZeroExError.InsufficientAllowanceForTransfer);
});
it('[regression] should fail to transfer tokens if set allowance for toAddress instead of senderAddress', async () => {
const fromAddress = coinbase;
const transferAmount = new BigNumber(42);
await zeroEx.token.setAllowanceAsync(token.address, fromAddress, toAddress, transferAmount);
return expect(
zeroEx.token.transferFromAsync(token.address, fromAddress, toAddress, senderAddress, transferAmount),
).to.be.rejectedWith(ZeroExError.InsufficientAllowanceForTransfer);
});
it('should fail to transfer tokens if fromAddress has insufficient balance', async () => {
const fromAddress = addressWithoutFunds;
const transferAmount = new BigNumber(42);
const fromAddressBalance = await zeroEx.token.getBalanceAsync(token.address, fromAddress);
expect(fromAddressBalance).to.be.bignumber.equal(0);
await zeroEx.token.setAllowanceAsync(token.address, fromAddress, senderAddress, transferAmount);
const fromAddressAllowance = await zeroEx.token.getAllowanceAsync(
token.address,
fromAddress,
senderAddress,
);
expect(fromAddressAllowance).to.be.bignumber.equal(transferAmount);
return expect(
zeroEx.token.transferFromAsync(token.address, fromAddress, toAddress, senderAddress, transferAmount),
).to.be.rejectedWith(ZeroExError.InsufficientBalanceForTransfer);
});
it('should successfully transfer tokens', async () => {
const fromAddress = coinbase;
const preBalance = await zeroEx.token.getBalanceAsync(token.address, toAddress);
expect(preBalance).to.be.bignumber.equal(0);
const transferAmount = new BigNumber(42);
await zeroEx.token.setAllowanceAsync(token.address, fromAddress, senderAddress, transferAmount);
await zeroEx.token.transferFromAsync(token.address, fromAddress, toAddress, senderAddress, transferAmount);
const postBalance = await zeroEx.token.getBalanceAsync(token.address, toAddress);
return expect(postBalance).to.be.bignumber.equal(transferAmount);
});
it('should throw a CONTRACT_DOES_NOT_EXIST error for a non-existent token contract', async () => {
const fromAddress = coinbase;
const nonExistentTokenAddress = '0x9dd402f14d67e001d8efbe6583e51bf9706aa065';
return expect(
zeroEx.token.transferFromAsync(
nonExistentTokenAddress,
fromAddress,
toAddress,
senderAddress,
new BigNumber(42),
),
).to.be.rejectedWith(ZeroExError.TokenContractDoesNotExist);
});
});
describe('#getBalanceAsync', () => {
describe('With provider with accounts', () => {
it('should return the balance for an existing ERC20 token', async () => {
const token = tokens[0];
const ownerAddress = coinbase;
const balance = await zeroEx.token.getBalanceAsync(token.address, ownerAddress);
const expectedBalance = new BigNumber('1000000000000000000000000000');
return expect(balance).to.be.bignumber.equal(expectedBalance);
});
it('should throw a CONTRACT_DOES_NOT_EXIST error for a non-existent token contract', async () => {
const nonExistentTokenAddress = '0x9dd402f14d67e001d8efbe6583e51bf9706aa065';
const ownerAddress = coinbase;
return expect(zeroEx.token.getBalanceAsync(nonExistentTokenAddress, ownerAddress)).to.be.rejectedWith(
ZeroExError.TokenContractDoesNotExist,
);
});
it('should return a balance of 0 for a non-existent owner address', async () => {
const token = tokens[0];
const nonExistentOwner = '0x198c6ad858f213fb31b6fe809e25040e6b964593';
const balance = await zeroEx.token.getBalanceAsync(token.address, nonExistentOwner);
const expectedBalance = new BigNumber(0);
return expect(balance).to.be.bignumber.equal(expectedBalance);
});
});
describe('With provider without accounts', () => {
let zeroExWithoutAccounts: ZeroEx;
before(async () => {
const hasAddresses = false;
const emptyWalletProvider = addEmptyWalletSubprovider(provider);
zeroExWithoutAccounts = new ZeroEx(emptyWalletProvider, config);
});
it('should return balance even when called with provider instance without addresses', async () => {
const token = tokens[0];
const ownerAddress = coinbase;
const balance = await zeroExWithoutAccounts.token.getBalanceAsync(token.address, ownerAddress);
const expectedBalance = new BigNumber('1000000000000000000000000000');
return expect(balance).to.be.bignumber.equal(expectedBalance);
});
});
});
describe('#setAllowanceAsync', () => {
it("should set the spender's allowance", async () => {
const token = tokens[0];
const ownerAddress = coinbase;
const spenderAddress = addressWithoutFunds;
const allowanceBeforeSet = await zeroEx.token.getAllowanceAsync(
token.address,
ownerAddress,
spenderAddress,
);
const expectedAllowanceBeforeAllowanceSet = new BigNumber(0);
expect(allowanceBeforeSet).to.be.bignumber.equal(expectedAllowanceBeforeAllowanceSet);
const amountInBaseUnits = new BigNumber(50);
await zeroEx.token.setAllowanceAsync(token.address, ownerAddress, spenderAddress, amountInBaseUnits);
const allowanceAfterSet = await zeroEx.token.getAllowanceAsync(token.address, ownerAddress, spenderAddress);
const expectedAllowanceAfterAllowanceSet = amountInBaseUnits;
return expect(allowanceAfterSet).to.be.bignumber.equal(expectedAllowanceAfterAllowanceSet);
});
});
describe('#setUnlimitedAllowanceAsync', () => {
it("should set the unlimited spender's allowance", async () => {
const token = tokens[0];
const ownerAddress = coinbase;
const spenderAddress = addressWithoutFunds;
await zeroEx.token.setUnlimitedAllowanceAsync(token.address, ownerAddress, spenderAddress);
const allowance = await zeroEx.token.getAllowanceAsync(token.address, ownerAddress, spenderAddress);
return expect(allowance).to.be.bignumber.equal(zeroEx.token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS);
});
it('should reduce the gas cost for transfers including tokens with unlimited allowance support', async () => {
const transferAmount = new BigNumber(5);
const zrx = tokenUtils.getProtocolTokenOrThrow();
const [, userWithNormalAllowance, userWithUnlimitedAllowance] = userAddresses;
await zeroEx.token.setAllowanceAsync(zrx.address, coinbase, userWithNormalAllowance, transferAmount);
await zeroEx.token.setUnlimitedAllowanceAsync(zrx.address, coinbase, userWithUnlimitedAllowance);
const initBalanceWithNormalAllowance = await web3Wrapper.getBalanceInWeiAsync(userWithNormalAllowance);
const initBalanceWithUnlimitedAllowance = await web3Wrapper.getBalanceInWeiAsync(
userWithUnlimitedAllowance,
);
await zeroEx.token.transferFromAsync(
zrx.address,
coinbase,
userWithNormalAllowance,
userWithNormalAllowance,
transferAmount,
);
await zeroEx.token.transferFromAsync(
zrx.address,
coinbase,
userWithUnlimitedAllowance,
userWithUnlimitedAllowance,
transferAmount,
);
const finalBalanceWithNormalAllowance = await web3Wrapper.getBalanceInWeiAsync(userWithNormalAllowance);
const finalBalanceWithUnlimitedAllowance = await web3Wrapper.getBalanceInWeiAsync(
userWithUnlimitedAllowance,
);
const normalGasCost = initBalanceWithNormalAllowance.minus(finalBalanceWithNormalAllowance);
const unlimitedGasCost = initBalanceWithUnlimitedAllowance.minus(finalBalanceWithUnlimitedAllowance);
// In theory the gas cost with unlimited allowance should be smaller, but with testrpc it's actually bigger.
// This needs to be investigated in ethereumjs-vm. This test is essentially a repro.
// TODO: Make this test pass with inverted assertion.
expect(unlimitedGasCost.toNumber()).to.be.gt(normalGasCost.toNumber());
});
});
describe('#getAllowanceAsync', () => {
describe('With provider with accounts', () => {
it('should get the proxy allowance', async () => {
const token = tokens[0];
const ownerAddress = coinbase;
const spenderAddress = addressWithoutFunds;
const amountInBaseUnits = new BigNumber(50);
await zeroEx.token.setAllowanceAsync(token.address, ownerAddress, spenderAddress, amountInBaseUnits);
const allowance = await zeroEx.token.getAllowanceAsync(token.address, ownerAddress, spenderAddress);
const expectedAllowance = amountInBaseUnits;
return expect(allowance).to.be.bignumber.equal(expectedAllowance);
});
it('should return 0 if no allowance set yet', async () => {
const token = tokens[0];
const ownerAddress = coinbase;
const spenderAddress = addressWithoutFunds;
const allowance = await zeroEx.token.getAllowanceAsync(token.address, ownerAddress, spenderAddress);
const expectedAllowance = new BigNumber(0);
return expect(allowance).to.be.bignumber.equal(expectedAllowance);
});
});
describe('With provider without accounts', () => {
let zeroExWithoutAccounts: ZeroEx;
before(async () => {
const hasAddresses = false;
const emptyWalletProvider = addEmptyWalletSubprovider(provider);
zeroExWithoutAccounts = new ZeroEx(emptyWalletProvider, config);
});
it('should get the proxy allowance', async () => {
const token = tokens[0];
const ownerAddress = coinbase;
const spenderAddress = addressWithoutFunds;
const amountInBaseUnits = new BigNumber(50);
await zeroEx.token.setAllowanceAsync(token.address, ownerAddress, spenderAddress, amountInBaseUnits);
const allowance = await zeroExWithoutAccounts.token.getAllowanceAsync(
token.address,
ownerAddress,
spenderAddress,
);
const expectedAllowance = amountInBaseUnits;
return expect(allowance).to.be.bignumber.equal(expectedAllowance);
});
});
});
describe('#getProxyAllowanceAsync', () => {
it('should get the proxy allowance', async () => {
const token = tokens[0];
const ownerAddress = coinbase;
const amountInBaseUnits = new BigNumber(50);
await zeroEx.token.setProxyAllowanceAsync(token.address, ownerAddress, amountInBaseUnits);
const allowance = await zeroEx.token.getProxyAllowanceAsync(token.address, ownerAddress);
const expectedAllowance = amountInBaseUnits;
return expect(allowance).to.be.bignumber.equal(expectedAllowance);
});
});
describe('#setProxyAllowanceAsync', () => {
it('should set the proxy allowance', async () => {
const token = tokens[0];
const ownerAddress = coinbase;
const allowanceBeforeSet = await zeroEx.token.getProxyAllowanceAsync(token.address, ownerAddress);
const expectedAllowanceBeforeAllowanceSet = new BigNumber(0);
expect(allowanceBeforeSet).to.be.bignumber.equal(expectedAllowanceBeforeAllowanceSet);
const amountInBaseUnits = new BigNumber(50);
await zeroEx.token.setProxyAllowanceAsync(token.address, ownerAddress, amountInBaseUnits);
const allowanceAfterSet = await zeroEx.token.getProxyAllowanceAsync(token.address, ownerAddress);
const expectedAllowanceAfterAllowanceSet = amountInBaseUnits;
return expect(allowanceAfterSet).to.be.bignumber.equal(expectedAllowanceAfterAllowanceSet);
});
});
describe('#setUnlimitedProxyAllowanceAsync', () => {
it('should set the unlimited proxy allowance', async () => {
const token = tokens[0];
const ownerAddress = coinbase;
await zeroEx.token.setUnlimitedProxyAllowanceAsync(token.address, ownerAddress);
const allowance = await zeroEx.token.getProxyAllowanceAsync(token.address, ownerAddress);
return expect(allowance).to.be.bignumber.equal(zeroEx.token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS);
});
});
describe('#subscribe', () => {
const indexFilterValues = {};
let tokenAddress: string;
const transferAmount = new BigNumber(42);
const allowanceAmount = new BigNumber(42);
before(() => {
const token = tokens[0];
tokenAddress = token.address;
});
afterEach(() => {
zeroEx.token.unsubscribeAll();
});
// Hack: Mocha does not allow a test to be both async and have a `done` callback
// Since we need to await the receipt of the event in the `subscribe` callback,
// we do need both. A hack is to make the top-level a sync fn w/ a done callback and then
// wrap the rest of the test in an async block
// Source: https://github.com/mochajs/mocha/issues/2407
it('Should receive the Transfer event when tokens are transfered', (done: DoneCallback) => {
(async () => {
const callback = reportNodeCallbackErrors(done)(
(logEvent: DecodedLogEvent<TransferContractEventArgs>) => {
expect(logEvent.isRemoved).to.be.false();
expect(logEvent.log.logIndex).to.be.equal(0);
expect(logEvent.log.transactionIndex).to.be.equal(0);
expect(logEvent.log.blockNumber).to.be.a('number');
const args = logEvent.log.args;
expect(args._from).to.be.equal(coinbase);
expect(args._to).to.be.equal(addressWithoutFunds);
expect(args._value).to.be.bignumber.equal(transferAmount);
},
);
zeroEx.token.subscribe(tokenAddress, TokenEvents.Transfer, indexFilterValues, callback);
await zeroEx.token.transferAsync(tokenAddress, coinbase, addressWithoutFunds, transferAmount);
})().catch(done);
});
it('Should receive the Approval event when allowance is being set', (done: DoneCallback) => {
(async () => {
const callback = reportNodeCallbackErrors(done)(
(logEvent: DecodedLogEvent<ApprovalContractEventArgs>) => {
expect(logEvent).to.not.be.undefined();
expect(logEvent.isRemoved).to.be.false();
const args = logEvent.log.args;
expect(args._owner).to.be.equal(coinbase);
expect(args._spender).to.be.equal(addressWithoutFunds);
expect(args._value).to.be.bignumber.equal(allowanceAmount);
},
);
zeroEx.token.subscribe(tokenAddress, TokenEvents.Approval, indexFilterValues, callback);
await zeroEx.token.setAllowanceAsync(tokenAddress, coinbase, addressWithoutFunds, allowanceAmount);
})().catch(done);
});
it('Outstanding subscriptions are cancelled when zeroEx.setProvider called', (done: DoneCallback) => {
(async () => {
const callbackNeverToBeCalled = reportNodeCallbackErrors(done)(
(logEvent: DecodedLogEvent<ApprovalContractEventArgs>) => {
done(new Error('Expected this subscription to have been cancelled'));
},
);
zeroEx.token.subscribe(tokenAddress, TokenEvents.Transfer, indexFilterValues, callbackNeverToBeCalled);
const callbackToBeCalled = reportNodeCallbackErrors(done)();
zeroEx.setProvider(provider, constants.TESTRPC_NETWORK_ID);
zeroEx.token.subscribe(tokenAddress, TokenEvents.Transfer, indexFilterValues, callbackToBeCalled);
await zeroEx.token.transferAsync(tokenAddress, coinbase, addressWithoutFunds, transferAmount);
})().catch(done);
});
it('Should cancel subscription when unsubscribe called', (done: DoneCallback) => {
(async () => {
const callbackNeverToBeCalled = reportNodeCallbackErrors(done)(
(logEvent: DecodedLogEvent<ApprovalContractEventArgs>) => {
done(new Error('Expected this subscription to have been cancelled'));
},
);
const subscriptionToken = zeroEx.token.subscribe(
tokenAddress,
TokenEvents.Transfer,
indexFilterValues,
callbackNeverToBeCalled,
);
zeroEx.token.unsubscribe(subscriptionToken);
await zeroEx.token.transferAsync(tokenAddress, coinbase, addressWithoutFunds, transferAmount);
done();
})().catch(done);
});
});
describe('#getLogsAsync', () => {
let tokenAddress: string;
let tokenTransferProxyAddress: string;
const blockRange: BlockRange = {
fromBlock: 0,
toBlock: BlockParamLiteral.Latest,
};
let txHash: string;
before(() => {
const token = tokens[0];
tokenAddress = token.address;
tokenTransferProxyAddress = zeroEx.proxy.getContractAddress();
});
it('should get logs with decoded args emitted by Approval', async () => {
txHash = await zeroEx.token.setUnlimitedProxyAllowanceAsync(tokenAddress, coinbase);
await zeroEx.awaitTransactionMinedAsync(txHash);
const eventName = TokenEvents.Approval;
const indexFilterValues = {};
const logs = await zeroEx.token.getLogsAsync<ApprovalContractEventArgs>(
tokenAddress,
eventName,
blockRange,
indexFilterValues,
);
expect(logs).to.have.length(1);
const args = logs[0].args;
expect(logs[0].event).to.be.equal(eventName);
expect(args._owner).to.be.equal(coinbase);
expect(args._spender).to.be.equal(tokenTransferProxyAddress);
expect(args._value).to.be.bignumber.equal(zeroEx.token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS);
});
it('should only get the logs with the correct event name', async () => {
txHash = await zeroEx.token.setUnlimitedProxyAllowanceAsync(tokenAddress, coinbase);
await zeroEx.awaitTransactionMinedAsync(txHash);
const differentEventName = TokenEvents.Transfer;
const indexFilterValues = {};
const logs = await zeroEx.token.getLogsAsync(
tokenAddress,
differentEventName,
blockRange,
indexFilterValues,
);
expect(logs).to.have.length(0);
});
it('should only get the logs with the correct indexed fields', async () => {
txHash = await zeroEx.token.setUnlimitedProxyAllowanceAsync(tokenAddress, coinbase);
await zeroEx.awaitTransactionMinedAsync(txHash);
txHash = await zeroEx.token.setUnlimitedProxyAllowanceAsync(tokenAddress, addressWithoutFunds);
await zeroEx.awaitTransactionMinedAsync(txHash);
const eventName = TokenEvents.Approval;
const indexFilterValues = {
_owner: coinbase,
};
const logs = await zeroEx.token.getLogsAsync<ApprovalContractEventArgs>(
tokenAddress,
eventName,
blockRange,
indexFilterValues,
);
expect(logs).to.have.length(1);
const args = logs[0].args;
expect(args._owner).to.be.equal(coinbase);
});
});
});
// tslint:disable:max-file-line-count
function addEmptyWalletSubprovider(p: Provider): Provider {
const providerEngine = new Web3ProviderEngine();
providerEngine.addProvider(new EmptyWalletSubprovider());
const currentSubproviders = (p as any)._providers;
for (const subprovider of currentSubproviders) {
providerEngine.addProvider(subprovider);
}
providerEngine.start();
return providerEngine;
}

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@@ -1,203 +0,0 @@
import { orderFactory } from '@0xproject/order-utils';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import { SignedOrder, Token, ZeroEx } from '../../src';
import { artifacts } from '../../src/artifacts';
import { DummyTokenContract } from '../../src/contract_wrappers/generated/dummy_token';
import { constants } from './constants';
const INITIAL_COINBASE_TOKEN_SUPPLY_IN_UNITS = new BigNumber(100);
export class FillScenarios {
private _zeroEx: ZeroEx;
private _userAddresses: string[];
private _tokens: Token[];
private _coinbase: string;
private _zrxTokenAddress: string;
private _exchangeContractAddress: string;
constructor(
zeroEx: ZeroEx,
userAddresses: string[],
tokens: Token[],
zrxTokenAddress: string,
exchangeContractAddress: string,
) {
this._zeroEx = zeroEx;
this._userAddresses = userAddresses;
this._tokens = tokens;
this._coinbase = userAddresses[0];
this._zrxTokenAddress = zrxTokenAddress;
this._exchangeContractAddress = exchangeContractAddress;
}
public async initTokenBalancesAsync() {
const web3Wrapper = (this._zeroEx as any)._web3Wrapper as Web3Wrapper;
for (const token of this._tokens) {
if (token.symbol !== 'ZRX' && token.symbol !== 'WETH') {
const defaults = {};
const dummyToken = new DummyTokenContract(
artifacts.DummyTokenArtifact.abi,
token.address,
web3Wrapper.getProvider(),
web3Wrapper.getContractDefaults(),
);
const tokenSupply = ZeroEx.toBaseUnitAmount(INITIAL_COINBASE_TOKEN_SUPPLY_IN_UNITS, token.decimals);
const txHash = await dummyToken.setBalance.sendTransactionAsync(this._coinbase, tokenSupply, {
from: this._coinbase,
});
await this._zeroEx.awaitTransactionMinedAsync(txHash);
}
}
}
public async createFillableSignedOrderAsync(
makerTokenAddress: string,
takerTokenAddress: string,
makerAddress: string,
takerAddress: string,
fillableAmount: BigNumber,
expirationUnixTimestampSec?: BigNumber,
): Promise<SignedOrder> {
return this.createAsymmetricFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
fillableAmount,
expirationUnixTimestampSec,
);
}
public async createFillableSignedOrderWithFeesAsync(
makerTokenAddress: string,
takerTokenAddress: string,
makerFee: BigNumber,
takerFee: BigNumber,
makerAddress: string,
takerAddress: string,
fillableAmount: BigNumber,
feeRecepient: string,
expirationUnixTimestampSec?: BigNumber,
): Promise<SignedOrder> {
return this._createAsymmetricFillableSignedOrderWithFeesAsync(
makerTokenAddress,
takerTokenAddress,
makerFee,
takerFee,
makerAddress,
takerAddress,
fillableAmount,
fillableAmount,
feeRecepient,
expirationUnixTimestampSec,
);
}
public async createAsymmetricFillableSignedOrderAsync(
makerTokenAddress: string,
takerTokenAddress: string,
makerAddress: string,
takerAddress: string,
makerFillableAmount: BigNumber,
takerFillableAmount: BigNumber,
expirationUnixTimestampSec?: BigNumber,
): Promise<SignedOrder> {
const makerFee = new BigNumber(0);
const takerFee = new BigNumber(0);
const feeRecepient = constants.NULL_ADDRESS;
return this._createAsymmetricFillableSignedOrderWithFeesAsync(
makerTokenAddress,
takerTokenAddress,
makerFee,
takerFee,
makerAddress,
takerAddress,
makerFillableAmount,
takerFillableAmount,
feeRecepient,
expirationUnixTimestampSec,
);
}
public async createPartiallyFilledSignedOrderAsync(
makerTokenAddress: string,
takerTokenAddress: string,
takerAddress: string,
fillableAmount: BigNumber,
partialFillAmount: BigNumber,
) {
const [makerAddress] = this._userAddresses;
const signedOrder = await this.createAsymmetricFillableSignedOrderAsync(
makerTokenAddress,
takerTokenAddress,
makerAddress,
takerAddress,
fillableAmount,
fillableAmount,
);
const shouldThrowOnInsufficientBalanceOrAllowance = false;
await this._zeroEx.exchange.fillOrderAsync(
signedOrder,
partialFillAmount,
shouldThrowOnInsufficientBalanceOrAllowance,
takerAddress,
);
return signedOrder;
}
private async _createAsymmetricFillableSignedOrderWithFeesAsync(
makerTokenAddress: string,
takerTokenAddress: string,
makerFee: BigNumber,
takerFee: BigNumber,
makerAddress: string,
takerAddress: string,
makerFillableAmount: BigNumber,
takerFillableAmount: BigNumber,
feeRecepient: string,
expirationUnixTimestampSec?: BigNumber,
): Promise<SignedOrder> {
await Promise.all([
this._increaseBalanceAndAllowanceAsync(makerTokenAddress, makerAddress, makerFillableAmount),
this._increaseBalanceAndAllowanceAsync(takerTokenAddress, takerAddress, takerFillableAmount),
]);
await Promise.all([
this._increaseBalanceAndAllowanceAsync(this._zrxTokenAddress, makerAddress, makerFee),
this._increaseBalanceAndAllowanceAsync(this._zrxTokenAddress, takerAddress, takerFee),
]);
const signedOrder = await orderFactory.createSignedOrderAsync(
this._zeroEx.getProvider(),
makerAddress,
takerAddress,
makerFee,
takerFee,
makerFillableAmount,
makerTokenAddress,
takerFillableAmount,
takerTokenAddress,
this._exchangeContractAddress,
feeRecepient,
expirationUnixTimestampSec,
);
return signedOrder;
}
private async _increaseBalanceAndAllowanceAsync(
tokenAddress: string,
address: string,
amount: BigNumber,
): Promise<void> {
if (amount.isZero() || address === ZeroEx.NULL_ADDRESS) {
return; // noop
}
await Promise.all([
this._increaseBalanceAsync(tokenAddress, address, amount),
this._increaseAllowanceAsync(tokenAddress, address, amount),
]);
}
private async _increaseBalanceAsync(tokenAddress: string, address: string, amount: BigNumber): Promise<void> {
await this._zeroEx.token.transferAsync(tokenAddress, this._coinbase, address, amount);
}
private async _increaseAllowanceAsync(tokenAddress: string, address: string, amount: BigNumber): Promise<void> {
const oldMakerAllowance = await this._zeroEx.token.getProxyAllowanceAsync(tokenAddress, address);
const newMakerAllowance = oldMakerAllowance.plus(amount);
await this._zeroEx.token.setProxyAllowanceAsync(tokenAddress, address, newMakerAllowance);
}
}

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@@ -1,66 +0,0 @@
import * as chai from 'chai';
import * as _ from 'lodash';
import { DoneCallback } from '../../src/types';
const expect = chai.expect;
export const reportNoErrorCallbackErrors = (done: DoneCallback, expectToBeCalledOnce = true) => {
return <T>(f?: (value: T) => void) => {
const wrapped = (value: T) => {
if (_.isUndefined(f)) {
done();
return;
}
try {
f(value);
if (expectToBeCalledOnce) {
done();
}
} catch (err) {
done(err);
}
};
return wrapped;
};
};
export const reportNodeCallbackErrors = (done: DoneCallback, expectToBeCalledOnce = true) => {
return <T>(f?: (value: T) => void) => {
const wrapped = (error: Error | null, value: T | undefined) => {
if (!_.isNull(error)) {
done(error);
} else {
if (_.isUndefined(f)) {
done();
return;
}
try {
f(value as T);
if (expectToBeCalledOnce) {
done();
}
} catch (err) {
done(err);
}
}
};
return wrapped;
};
};
export const assertNodeCallbackError = (done: DoneCallback, errMsg: string) => {
const wrapped = <T>(error: Error | null, value: T | undefined) => {
if (_.isNull(error)) {
done(new Error('Expected callback to receive an error'));
} else {
try {
expect(error.message).to.be.equal(errMsg);
done();
} catch (err) {
done(err);
}
}
};
return wrapped;
};

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@@ -1,6 +1,7 @@
import { Token } from '@0xproject/types';
import * as _ from 'lodash';
import { InternalZeroExError, Token } from '../../src/types';
import { InternalZeroExError } from '../../src/types';
const PROTOCOL_TOKEN_SYMBOL = 'ZRX';
const WETH_TOKEN_SYMBOL = 'WETH';