Merge branch 'development' of https://github.com/0xProject/0x-monorepo into feature/connect/sra-api-v2

packages/0x.js/package.json

@@ -81,7 +81,7 @@
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",
         "chai-bignumber": "^2.0.1",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "json-loader": "^0.5.4",
         "make-promises-safe": "^1.1.0",

packages/abi-gen/package.json

@@ -56,7 +56,7 @@
         "@types/tmp": "^0.0.33",
         "@types/yargs": "^10.0.0",
         "chai": "^4.1.2",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "make-promises-safe": "^1.1.0",
         "mocha": "^5.2.0",

packages/assert/package.json

@@ -36,7 +36,7 @@
         "@types/mocha": "^2.2.42",
         "@types/valid-url": "^1.0.2",
         "chai": "^4.0.1",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "make-promises-safe": "^1.1.0",
         "mocha": "^4.1.0",

packages/base-contract/package.json

@@ -34,7 +34,7 @@
         "@0xproject/tslint-config": "^1.0.5",
         "@types/lodash": "4.14.104",
         "chai": "^4.0.1",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "make-promises-safe": "^1.1.0",
         "mocha": "^4.1.0",
         "npm-run-all": "^4.1.2",

packages/connect/package.json

@@ -64,7 +64,7 @@
     "devDependencies": {
         "@0xproject/monorepo-scripts": "^1.0.5",
         "@0xproject/tslint-config": "^1.0.5",
-        "@types/fetch-mock": "^5.12.2",
+        "@types/fetch-mock": "^6.0.3",
         "@types/lodash": "4.14.104",
         "@types/mocha": "^2.2.42",
         "@types/query-string": "^5.0.1",
@@ -73,7 +73,7 @@
         "async-child-process": "^1.1.1",
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "fetch-mock": "^5.13.1",
         "make-promises-safe": "^1.1.0",

packages/contract-wrappers/package.json

@@ -57,7 +57,7 @@
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",
         "chai-bignumber": "^2.0.1",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "make-promises-safe": "^1.1.0",
         "mocha": "^4.1.0",

packages/contracts/package.json

@@ -59,7 +59,7 @@
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",
         "chai-bignumber": "^2.0.1",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "make-promises-safe": "^1.1.0",
         "mocha": "^4.1.0",

packages/contracts/test/exchange/fill_order.ts

@@ -104,6 +104,17 @@ describe('FillOrder Tests', () => {
             };
             await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario);
         });
+        it('should transfer the correct amounts when makerAssetAmount < takerAssetAmount with zero decimals', async () => {
+            const fillScenario = {
+                ...defaultFillScenario,
+                orderScenario: {
+                    ...defaultFillScenario.orderScenario,
+                    makerAssetAmountScenario: OrderAssetAmountScenario.Small,
+                    makerAssetDataScenario: AssetDataScenario.ERC20ZeroDecimals,
+                },
+            };
+            await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario);
+        });
         it('should transfer the correct amounts when taker is specified and order is claimed by taker', async () => {
             const fillScenario = {
                 ...defaultFillScenario,

packages/contracts/test/utils/fill_order_combinatorial_utils.ts

@@ -81,6 +81,12 @@ export async function fillOrderCombinatorialUtilsFactoryAsync(
         erc20FiveDecimalTokenCount,
         fiveDecimals,
     );
+    const zeroDecimals = new BigNumber(0);
+    const erc20ZeroDecimalTokenCount = 2;
+    const [erc20ZeroDecimalTokenA, erc20ZeroDecimalTokenB] = await erc20Wrapper.deployDummyTokensAsync(
+        erc20ZeroDecimalTokenCount,
+        zeroDecimals,
+    );
     const erc20Proxy = await erc20Wrapper.deployProxyAsync();
     await erc20Wrapper.setBalancesAndAllowancesAsync();
 
@@ -119,6 +125,7 @@ export async function fillOrderCombinatorialUtilsFactoryAsync(
         zrxToken.address,
         [erc20EighteenDecimalTokenA.address, erc20EighteenDecimalTokenB.address],
         [erc20FiveDecimalTokenA.address, erc20FiveDecimalTokenB.address],
+        [erc20ZeroDecimalTokenA.address, erc20ZeroDecimalTokenB.address],
         erc721Token,
         erc721Balances,
         exchangeContract.address,

packages/contracts/test/utils/order_factory_from_scenario.ts

@@ -21,6 +21,8 @@ const POINT_ONE_UNITS_EIGHTEEN_DECIMALS = new BigNumber(100_000_000_000_000_000)
 const POINT_ZERO_FIVE_UNITS_EIGHTEEN_DECIMALS = new BigNumber(50_000_000_000_000_000);
 const TEN_UNITS_FIVE_DECIMALS = new BigNumber(1_000_000);
 const FIVE_UNITS_FIVE_DECIMALS = new BigNumber(500_000);
+const TEN_UNITS_ZERO_DECIMALS = new BigNumber(10);
+const ONE_THOUSAND_UNITS_ZERO_DECIMALS = new BigNumber(1000);
 const ONE_NFT_UNIT = new BigNumber(1);
 
 export class OrderFactoryFromScenario {
@@ -28,6 +30,7 @@ export class OrderFactoryFromScenario {
     private readonly _zrxAddress: string;
     private readonly _nonZrxERC20EighteenDecimalTokenAddresses: string[];
     private readonly _erc20FiveDecimalTokenAddresses: string[];
+    private readonly _erc20ZeroDecimalTokenAddresses: string[];
     private readonly _erc721Token: DummyERC721TokenContract;
     private readonly _erc721Balances: ERC721TokenIdsByOwner;
     private readonly _exchangeAddress: string;
@@ -36,6 +39,7 @@ export class OrderFactoryFromScenario {
         zrxAddress: string,
         nonZrxERC20EighteenDecimalTokenAddresses: string[],
         erc20FiveDecimalTokenAddresses: string[],
+        erc20ZeroDecimalTokenAddresses: string[],
         erc721Token: DummyERC721TokenContract,
         erc721Balances: ERC721TokenIdsByOwner,
         exchangeAddress: string,
@@ -44,6 +48,7 @@ export class OrderFactoryFromScenario {
         this._zrxAddress = zrxAddress;
         this._nonZrxERC20EighteenDecimalTokenAddresses = nonZrxERC20EighteenDecimalTokenAddresses;
         this._erc20FiveDecimalTokenAddresses = erc20FiveDecimalTokenAddresses;
+        this._erc20ZeroDecimalTokenAddresses = erc20ZeroDecimalTokenAddresses;
         this._erc721Token = erc721Token;
         this._erc721Balances = erc721Balances;
         this._exchangeAddress = exchangeAddress;
@@ -89,6 +94,9 @@ export class OrderFactoryFromScenario {
                     erc721MakerAssetIds[0],
                 );
                 break;
+            case AssetDataScenario.ERC20ZeroDecimals:
+                makerAssetData = assetDataUtils.encodeERC20AssetData(this._erc20ZeroDecimalTokenAddresses[0]);
+                break;
             default:
                 throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario);
         }
@@ -109,6 +117,9 @@ export class OrderFactoryFromScenario {
                     erc721TakerAssetIds[0],
                 );
                 break;
+            case AssetDataScenario.ERC20ZeroDecimals:
+                takerAssetData = assetDataUtils.encodeERC20AssetData(this._erc20ZeroDecimalTokenAddresses[1]);
+                break;
             default:
                 throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario);
         }
@@ -126,6 +137,9 @@ export class OrderFactoryFromScenario {
                     case AssetDataScenario.ERC721:
                         makerAssetAmount = ONE_NFT_UNIT;
                         break;
+                    case AssetDataScenario.ERC20ZeroDecimals:
+                        makerAssetAmount = ONE_THOUSAND_UNITS_ZERO_DECIMALS;
+                        break;
                     default:
                         throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario);
                 }
@@ -142,6 +156,9 @@ export class OrderFactoryFromScenario {
                     case AssetDataScenario.ERC721:
                         makerAssetAmount = ONE_NFT_UNIT;
                         break;
+                    case AssetDataScenario.ERC20ZeroDecimals:
+                        makerAssetAmount = TEN_UNITS_ZERO_DECIMALS;
+                        break;
                     default:
                         throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario);
                 }
@@ -166,6 +183,9 @@ export class OrderFactoryFromScenario {
                     case AssetDataScenario.ERC721:
                         takerAssetAmount = ONE_NFT_UNIT;
                         break;
+                    case AssetDataScenario.ERC20ZeroDecimals:
+                        takerAssetAmount = ONE_THOUSAND_UNITS_ZERO_DECIMALS;
+                        break;
                     default:
                         throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario);
                 }
@@ -182,6 +202,9 @@ export class OrderFactoryFromScenario {
                     case AssetDataScenario.ERC721:
                         takerAssetAmount = ONE_NFT_UNIT;
                         break;
+                    case AssetDataScenario.ERC20ZeroDecimals:
+                        takerAssetAmount = TEN_UNITS_ZERO_DECIMALS;
+                        break;
                     default:
                         throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario);
                 }

packages/contracts/test/utils/types.ts

@@ -177,10 +177,11 @@ export enum ExpirationTimeSecondsScenario {
 }
 
 export enum AssetDataScenario {
-    ERC721 = 'ERC721',
+    ERC20ZeroDecimals = 'ERC20_ZERO_DECIMALS',
     ZRXFeeToken = 'ZRX_FEE_TOKEN',
     ERC20FiveDecimals = 'ERC20_FIVE_DECIMALS',
     ERC20NonZRXEighteenDecimals = 'ERC20_NON_ZRX_EIGHTEEN_DECIMALS',
+    ERC721 = 'ERC721',
 }
 
 export enum TakerAssetFillAmountScenario {

packages/dev-utils/package.json

@@ -35,7 +35,7 @@
         "@types/lodash": "4.14.104",
         "@types/mocha": "^2.2.42",
         "chai": "^4.0.1",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "make-promises-safe": "^1.1.0",
         "mocha": "^4.1.0",
         "npm-run-all": "^4.1.2",

packages/ethereum-types/package.json

@@ -37,7 +37,7 @@
     "devDependencies": {
         "@0xproject/monorepo-scripts": "^1.0.5",
         "@0xproject/tslint-config": "^1.0.5",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "make-promises-safe": "^1.1.0",
         "shx": "^0.2.2",
         "tslint": "5.11.0",

packages/fill-scenarios/package.json

@@ -33,7 +33,7 @@
         "@0xproject/sol-compiler": "^1.0.5",
         "@0xproject/tslint-config": "^1.0.5",
         "@types/lodash": "4.14.104",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "make-promises-safe": "^1.1.0",
         "npm-run-all": "^4.1.2",
         "shx": "^0.2.2",

packages/json-schemas/package.json

@@ -60,7 +60,7 @@
         "@types/lodash.values": "^4.3.3",
         "@types/mocha": "^2.2.42",
         "chai": "^4.0.1",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "lodash.foreach": "^4.5.0",
         "make-promises-safe": "^1.1.0",

packages/migrations/package.json

@@ -44,7 +44,7 @@
         "@0xproject/tslint-config": "^1.0.5",
         "@0xproject/types": "^1.0.1-rc.4",
         "@types/yargs": "^10.0.0",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "make-promises-safe": "^1.1.0",
         "npm-run-all": "^4.1.2",
         "shx": "^0.2.2",

packages/order-utils/CHANGELOG.json

@@ -1,4 +1,22 @@
 [
+    {
+        "version": "1.0.1-rc.4",
+        "changes": [
+            {
+                "note": "Remove rounding error being thrown when maker amount is very small",
+                "pr": 959
+            },
+            {
+                "note": "Added rateUtils and sortingUtils",
+                "pr": 953
+            },
+            {
+                "note":
+                    "Update marketUtils api such that all optional parameters are bundled into one optional param and more defaults are provided",
+                "pr": 954
+            }
+        ]
+    },
     {
         "version": "1.0.1-rc.3",
         "changes": [

packages/order-utils/package.json

@@ -61,7 +61,7 @@
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",
         "chai-bignumber": "^2.0.1",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "make-promises-safe": "^1.1.0",
         "mocha": "^4.1.0",

packages/order-utils/src/index.ts

@@ -25,3 +25,5 @@ export { EIP712Utils } from './eip712_utils';
 export { OrderValidationUtils } from './order_validation_utils';
 export { ExchangeTransferSimulator } from './exchange_transfer_simulator';
 export { marketUtils } from './market_utils';
+export { rateUtils } from './rate_utils';
+export { sortingUtils } from './sorting_utils';

packages/order-utils/src/market_utils.ts

@@ -1,46 +1,51 @@
 import { schemas } from '@0xproject/json-schemas';
-import { SignedOrder } from '@0xproject/types';
+import { Order } from '@0xproject/types';
 import { BigNumber } from '@0xproject/utils';
 import * as _ from 'lodash';
 
 import { assert } from './assert';
 import { constants } from './constants';
+import { FindFeeOrdersThatCoverFeesForTargetOrdersOpts, FindOrdersThatCoverMakerAssetFillAmountOpts } from './types';
 
 export const marketUtils = {
     /**
-     * Takes an array of orders and returns a subset of those orders that has enough makerAssetAmount (taking into account on-chain balances,
+     * Takes an array of orders and returns a subset of those orders that has enough makerAssetAmount
-     * allowances, and partial fills) in order to fill the input makerAssetFillAmount plus slippageBufferAmount. Iterates from first order to last.
+     * in order to fill the input makerAssetFillAmount plus slippageBufferAmount. Iterates from first order to last order.
      * Sort the input by ascending rate in order to get the subset of orders that will cost the least ETH.
-     * @param   signedOrders                        An array of objects that conform to the SignedOrder interface. All orders should specify the same makerAsset.
+     * @param   orders                      An array of objects that extend the Order interface. All orders should specify the same makerAsset.
      *                                      All orders should specify WETH as the takerAsset.
-     * @param   remainingFillableMakerAssetAmounts  An array of BigNumbers corresponding to the signedOrders parameter.
-     *                                              You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
-     *                                              for these values.
      * @param   makerAssetFillAmount        The amount of makerAsset desired to be filled.
-     * @param   slippageBufferAmount                An additional amount of makerAsset to be covered by the result in case of trade collisions or partial fills.
+     * @param   opts                        Optional arguments this function accepts.
      * @return  Resulting orders and remaining fill amount that could not be covered by the input.
      */
-    findOrdersThatCoverMakerAssetFillAmount(
+    findOrdersThatCoverMakerAssetFillAmount<T extends Order>(
-        signedOrders: SignedOrder[],
+        orders: T[],
-        remainingFillableMakerAssetAmounts: BigNumber[],
         makerAssetFillAmount: BigNumber,
-        slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT,
+        opts?: FindOrdersThatCoverMakerAssetFillAmountOpts,
-    ): { resultOrders: SignedOrder[]; remainingFillAmount: BigNumber } {
+    ): { resultOrders: T[]; remainingFillAmount: BigNumber } {
-        assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        assert.doesConformToSchema('orders', orders, schemas.ordersSchema);
+        assert.isValidBaseUnitAmount('makerAssetFillAmount', makerAssetFillAmount);
+        // try to get remainingFillableMakerAssetAmounts from opts, if it's not there, use makerAssetAmount values from orders
+        const remainingFillableMakerAssetAmounts = _.get(
+            opts,
+            'remainingFillableMakerAssetAmounts',
+            _.map(orders, order => order.makerAssetAmount),
+        ) as BigNumber[];
         _.forEach(remainingFillableMakerAssetAmounts, (amount, index) =>
             assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount),
         );
-        assert.isValidBaseUnitAmount('makerAssetFillAmount', makerAssetFillAmount);
-        assert.isValidBaseUnitAmount('slippageBufferAmount', slippageBufferAmount);
         assert.assert(
-            signedOrders.length === remainingFillableMakerAssetAmounts.length,
+            orders.length === remainingFillableMakerAssetAmounts.length,
-            'Expected signedOrders.length to equal remainingFillableMakerAssetAmounts.length',
+            'Expected orders.length to equal opts.remainingFillableMakerAssetAmounts.length',
         );
+        // try to get slippageBufferAmount from opts, if it's not there, default to 0
+        const slippageBufferAmount = _.get(opts, 'slippageBufferAmount', constants.ZERO_AMOUNT) as BigNumber;
+        assert.isValidBaseUnitAmount('opts.slippageBufferAmount', slippageBufferAmount);
         // calculate total amount of makerAsset needed to be filled
         const totalFillAmount = makerAssetFillAmount.plus(slippageBufferAmount);
-        // iterate through the signedOrders input from left to right until we have enough makerAsset to fill totalFillAmount
+        // iterate through the orders input from left to right until we have enough makerAsset to fill totalFillAmount
         const result = _.reduce(
-            signedOrders,
+            orders,
             ({ resultOrders, remainingFillAmount }, order, index) => {
                 if (remainingFillAmount.lessThanOrEqualTo(constants.ZERO_AMOUNT)) {
                     return { resultOrders, remainingFillAmount: constants.ZERO_AMOUNT };
@@ -59,55 +64,61 @@ export const marketUtils = {
                     };
                 }
             },
-            { resultOrders: [] as SignedOrder[], remainingFillAmount: totalFillAmount },
+            { resultOrders: [] as T[], remainingFillAmount: totalFillAmount },
         );
         return result;
     },
     /**
-     * Takes an array of orders and an array of feeOrders. Returns a subset of the feeOrders that has enough ZRX (taking into account
+     * Takes an array of orders and an array of feeOrders. Returns a subset of the feeOrders that has enough ZRX
-     * on-chain balances, allowances, and partial fills) in order to fill the takerFees required by signedOrders plus a
+     * in order to fill the takerFees required by orders plus a slippageBufferAmount.
-     * slippageBufferAmount. Iterates from first feeOrder to last. Sort the feeOrders by ascending rate in order to get the subset of
+     * Iterates from first feeOrder to last. Sort the feeOrders by ascending rate in order to get the subset of
      * feeOrders that will cost the least ETH.
-     * @param   signedOrders                        An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as
+     * @param   orders      An array of objects that extend the Order interface. All orders should specify ZRX as
      *                      the makerAsset and WETH as the takerAsset.
-     * @param   remainingFillableMakerAssetAmounts  An array of BigNumbers corresponding to the signedOrders parameter.
+     * @param   feeOrders   An array of objects that extend the Order interface. All orders should specify ZRX as
-     *                                              You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
-     *                                              for these values.
-     * @param   signedFeeOrders                     An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as
      *                      the makerAsset and WETH as the takerAsset.
-     * @param   remainingFillableFeeAmounts         An array of BigNumbers corresponding to the signedFeeOrders parameter.
+     * @param   opts        Optional arguments this function accepts.
-     *                                              You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
-     *                                              for these values.
-     * @param   slippageBufferAmount                An additional amount of fee to be covered by the result in case of trade collisions or partial fills.
      * @return  Resulting orders and remaining fee amount that could not be covered by the input.
      */
-    findFeeOrdersThatCoverFeesForTargetOrders(
+    findFeeOrdersThatCoverFeesForTargetOrders<T extends Order>(
-        signedOrders: SignedOrder[],
+        orders: T[],
-        remainingFillableMakerAssetAmounts: BigNumber[],
+        feeOrders: T[],
-        signedFeeOrders: SignedOrder[],
+        opts?: FindFeeOrdersThatCoverFeesForTargetOrdersOpts,
-        remainingFillableFeeAmounts: BigNumber[],
+    ): { resultOrders: T[]; remainingFeeAmount: BigNumber } {
-        slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT,
+        assert.doesConformToSchema('orders', orders, schemas.ordersSchema);
-    ): { resultOrders: SignedOrder[]; remainingFeeAmount: BigNumber } {
+        assert.doesConformToSchema('feeOrders', feeOrders, schemas.ordersSchema);
-        assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        // try to get remainingFillableMakerAssetAmounts from opts, if it's not there, use makerAssetAmount values from orders
+        const remainingFillableMakerAssetAmounts = _.get(
+            opts,
+            'remainingFillableMakerAssetAmounts',
+            _.map(orders, order => order.makerAssetAmount),
+        ) as BigNumber[];
         _.forEach(remainingFillableMakerAssetAmounts, (amount, index) =>
             assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount),
         );
-        assert.doesConformToSchema('signedFeeOrders', signedFeeOrders, schemas.signedOrdersSchema);
+        assert.assert(
+            orders.length === remainingFillableMakerAssetAmounts.length,
+            'Expected orders.length to equal opts.remainingFillableMakerAssetAmounts.length',
+        );
+        // try to get remainingFillableFeeAmounts from opts, if it's not there, use makerAssetAmount values from feeOrders
+        const remainingFillableFeeAmounts = _.get(
+            opts,
+            'remainingFillableFeeAmounts',
+            _.map(feeOrders, order => order.makerAssetAmount),
+        ) as BigNumber[];
         _.forEach(remainingFillableFeeAmounts, (amount, index) =>
             assert.isValidBaseUnitAmount(`remainingFillableFeeAmounts[${index}]`, amount),
         );
-        assert.isValidBaseUnitAmount('slippageBufferAmount', slippageBufferAmount);
         assert.assert(
-            signedOrders.length === remainingFillableMakerAssetAmounts.length,
+            feeOrders.length === remainingFillableFeeAmounts.length,
-            'Expected signedOrders.length to equal remainingFillableMakerAssetAmounts.length',
+            'Expected feeOrders.length to equal opts.remainingFillableFeeAmounts.length',
         );
-        assert.assert(
+        // try to get slippageBufferAmount from opts, if it's not there, default to 0
-            signedOrders.length === remainingFillableMakerAssetAmounts.length,
+        const slippageBufferAmount = _.get(opts, 'slippageBufferAmount', constants.ZERO_AMOUNT) as BigNumber;
-            'Expected signedFeeOrders.length to equal remainingFillableFeeAmounts.length',
+        assert.isValidBaseUnitAmount('opts.slippageBufferAmount', slippageBufferAmount);
-        );
+        // calculate total amount of ZRX needed to fill orders
-        // calculate total amount of ZRX needed to fill signedOrders
         const totalFeeAmount = _.reduce(
-            signedOrders,
+            orders,
             (accFees, order, index) => {
                 const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index];
                 const feeToFillMakerAssetAmountAvailable = makerAssetAmountAvailable
@@ -118,10 +129,12 @@ export const marketUtils = {
             constants.ZERO_AMOUNT,
         );
         const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
-            signedFeeOrders,
+            feeOrders,
-            remainingFillableFeeAmounts,
             totalFeeAmount,
+            {
+                remainingFillableMakerAssetAmounts: remainingFillableFeeAmounts,
                 slippageBufferAmount,
+            },
         );
         return {
             resultOrders,

packages/order-utils/src/order_state_utils.ts

@@ -11,6 +11,7 @@ import { BigNumber } from '@0xproject/utils';
 import { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher';
 import { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
 import { orderHashUtils } from './order_hash';
+import { OrderValidationUtils } from './order_validation_utils';
 import { RemainingFillableCalculator } from './remaining_fillable_calculator';
 import { utils } from './utils';
 
@@ -22,9 +23,16 @@ interface SidedOrderRelevantState {
     traderFeeProxyAllowance: BigNumber;
     filledTakerAssetAmount: BigNumber;
     remainingFillableAssetAmount: BigNumber;
+    isOrderCancelled: boolean;
 }
-
+interface OrderValidResult {
-const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
+    isValid: true;
+}
+interface OrderInvalidResult {
+    isValid: false;
+    error: ExchangeContractErrs;
+}
+type OrderValidationResult = OrderValidResult | OrderInvalidResult;
 
 export class OrderStateUtils {
     private readonly _balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher;
@@ -32,64 +40,56 @@ export class OrderStateUtils {
     private static _validateIfOrderIsValid(
         signedOrder: SignedOrder,
         sidedOrderRelevantState: SidedOrderRelevantState,
-    ): void {
+    ): OrderValidationResult {
         const isMakerSide = sidedOrderRelevantState.isMakerSide;
+        if (sidedOrderRelevantState.isOrderCancelled) {
+            return { isValid: false, error: ExchangeContractErrs.OrderCancelled };
+        }
         const availableTakerAssetAmount = signedOrder.takerAssetAmount.minus(
             sidedOrderRelevantState.filledTakerAssetAmount,
         );
         if (availableTakerAssetAmount.eq(0)) {
-            throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
+            return { isValid: false, error: ExchangeContractErrs.OrderRemainingFillAmountZero };
         }
 
         if (sidedOrderRelevantState.traderBalance.eq(0)) {
-            throw new Error(
+            const error = isMakerSide
-                isMakerSide
                 ? ExchangeContractErrs.InsufficientMakerBalance
-                    : ExchangeContractErrs.InsufficientTakerBalance,
+                : ExchangeContractErrs.InsufficientTakerBalance;
-            );
+            return { isValid: false, error };
         }
         if (sidedOrderRelevantState.traderProxyAllowance.eq(0)) {
-            throw new Error(
+            const error = isMakerSide
-                isMakerSide
                 ? ExchangeContractErrs.InsufficientMakerAllowance
-                    : ExchangeContractErrs.InsufficientTakerAllowance,
+                : ExchangeContractErrs.InsufficientTakerAllowance;
-            );
+            return { isValid: false, error };
         }
         if (!signedOrder.makerFee.eq(0)) {
             if (sidedOrderRelevantState.traderFeeBalance.eq(0)) {
-                throw new Error(
+                const error = isMakerSide
-                    isMakerSide
                     ? ExchangeContractErrs.InsufficientMakerFeeBalance
-                        : ExchangeContractErrs.InsufficientTakerFeeBalance,
+                    : ExchangeContractErrs.InsufficientTakerFeeBalance;
-                );
+                return { isValid: false, error };
             }
             if (sidedOrderRelevantState.traderFeeProxyAllowance.eq(0)) {
-                throw new Error(
+                const error = isMakerSide
-                    isMakerSide
                     ? ExchangeContractErrs.InsufficientMakerFeeAllowance
-                        : ExchangeContractErrs.InsufficientTakerFeeAllowance,
+                    : ExchangeContractErrs.InsufficientTakerFeeAllowance;
+                return { isValid: false, error };
+            }
+        }
+        const remainingTakerAssetAmount = signedOrder.takerAssetAmount.minus(
+            sidedOrderRelevantState.filledTakerAssetAmount,
         );
+        const isRoundingError = OrderValidationUtils.isRoundingError(
+            remainingTakerAssetAmount,
+            signedOrder.takerAssetAmount,
+            signedOrder.makerAssetAmount,
+        );
+        if (isRoundingError) {
+            return { isValid: false, error: ExchangeContractErrs.OrderFillRoundingError };
         }
-        }
+        return { isValid: true };
-
-        let minFillableTakerAssetAmountWithinNoRoundingErrorRange;
-        if (isMakerSide) {
-            minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount
-                .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
-                .dividedBy(signedOrder.makerAssetAmount);
-        } else {
-            minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.makerAssetAmount
-                .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
-                .dividedBy(signedOrder.takerAssetAmount);
-        }
-
-        if (
-            sidedOrderRelevantState.remainingFillableAssetAmount.lessThan(
-                minFillableTakerAssetAmountWithinNoRoundingErrorRange,
-            )
-        ) {
-            throw new Error(ExchangeContractErrs.OrderFillRoundingError);
-        }
     }
     constructor(
         balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher,
@@ -101,6 +101,7 @@ export class OrderStateUtils {
     public async getOpenOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
         const orderRelevantState = await this.getOpenOrderRelevantStateAsync(signedOrder);
         const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+        const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash);
         const sidedOrderRelevantState = {
             isMakerSide: true,
             traderBalance: orderRelevantState.makerBalance,
@@ -109,20 +110,21 @@ export class OrderStateUtils {
             traderFeeProxyAllowance: orderRelevantState.makerFeeProxyAllowance,
             filledTakerAssetAmount: orderRelevantState.filledTakerAssetAmount,
             remainingFillableAssetAmount: orderRelevantState.remainingFillableMakerAssetAmount,
+            isOrderCancelled,
         };
-        try {
+        const orderValidationResult = OrderStateUtils._validateIfOrderIsValid(signedOrder, sidedOrderRelevantState);
-            OrderStateUtils._validateIfOrderIsValid(signedOrder, sidedOrderRelevantState);
+        if (orderValidationResult.isValid) {
             const orderState: OrderStateValid = {
                 isValid: true,
                 orderHash,
                 orderRelevantState,
             };
             return orderState;
-        } catch (err) {
+        } else {
             const orderState: OrderStateInvalid = {
                 isValid: false,
                 orderHash,
-                error: err.message,
+                error: orderValidationResult.error,
             };
             return orderState;
         }
@@ -278,6 +280,7 @@ export class OrderStateUtils {
             traderFeeProxyAllowance,
             filledTakerAssetAmount,
             remainingFillableAssetAmount,
+            isOrderCancelled,
         };
         return sidedOrderRelevantState;
     }

packages/order-utils/src/rate_utils.ts

@@ -0,0 +1,48 @@
+import { schemas } from '@0xproject/json-schemas';
+import { Order } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+import { assert } from './assert';
+import { constants } from './constants';
+
+export const rateUtils = {
+    /**
+     * Takes an order and calculates the fee adjusted rate (takerAsset/makerAsset) by calculating how much takerAsset
+     * is required to cover the fees (feeRate * takerFee), adding the takerAssetAmount and dividing by makerAssetAmount
+     * @param   order       An object that conforms to the order interface
+     * @param   feeRate     The market rate of ZRX denominated in takerAssetAmount
+     *                      (ex. feeRate is 0.1 takerAsset/ZRX if it takes 1 unit of takerAsset to buy 10 ZRX)
+     *                      Defaults to 0
+     * @return  The rate (takerAsset/makerAsset) of the order adjusted for fees
+     */
+    getFeeAdjustedRateOfOrder(order: Order, feeRate: BigNumber = constants.ZERO_AMOUNT): BigNumber {
+        assert.doesConformToSchema('order', order, schemas.orderSchema);
+        assert.isBigNumber('feeRate', feeRate);
+        assert.assert(
+            feeRate.gte(constants.ZERO_AMOUNT),
+            `Expected feeRate: ${feeRate} to be greater than or equal to 0`,
+        );
+        const takerAssetAmountNeededToPayForFees = order.takerFee.mul(feeRate);
+        const totalTakerAssetAmount = takerAssetAmountNeededToPayForFees.plus(order.takerAssetAmount);
+        const rate = totalTakerAssetAmount.div(order.makerAssetAmount);
+        return rate;
+    },
+    /**
+     * Takes a fee order (makerAssetData corresponds to ZRX and takerAssetData corresponds to WETH) and calculates
+     * the fee adjusted rate (WETH/ZRX) by dividing the takerAssetAmount by the makerAmount minus the takerFee
+     * @param   feeOrder    An object that conforms to the order interface
+     * @return  The rate (WETH/ZRX) of the fee order adjusted for fees
+     */
+    getFeeAdjustedRateOfFeeOrder(feeOrder: Order): BigNumber {
+        assert.doesConformToSchema('feeOrder', feeOrder, schemas.orderSchema);
+        const zrxAmountAfterFees = feeOrder.makerAssetAmount.sub(feeOrder.takerFee);
+        assert.assert(
+            zrxAmountAfterFees.greaterThan(constants.ZERO_AMOUNT),
+            `Expected takerFee: ${JSON.stringify(feeOrder.takerFee)} to be less than makerAssetAmount: ${JSON.stringify(
+                feeOrder.makerAssetAmount,
+            )}`,
+        );
+        const rate = feeOrder.takerAssetAmount.div(zrxAmountAfterFees);
+        return rate;
+    },
+};

packages/order-utils/src/sorting_utils.ts

@@ -0,0 +1,54 @@
+import { schemas } from '@0xproject/json-schemas';
+import { Order } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { assert } from './assert';
+import { constants } from './constants';
+import { rateUtils } from './rate_utils';
+
+export const sortingUtils = {
+    /**
+     * Takes an array of orders and sorts them by takerAsset/makerAsset rate in ascending order (best rate first).
+     * Adjusts the rate of each order according to the feeRate and takerFee for that order.
+     * @param   orders      An array of objects that extend the Order interface. All orders should specify ZRX as
+     *                      the makerAsset and WETH as the takerAsset.
+     * @param   feeRate     The market rate of ZRX denominated in takerAssetAmount
+     *                      (ex. feeRate is 0.1 takerAsset/ZRX if it takes 1 unit of takerAsset to buy 10 ZRX)
+     *                      Defaults to 0
+     * @return  The input orders sorted by rate in ascending order
+     */
+    sortOrdersByFeeAdjustedRate<T extends Order>(orders: T[], feeRate: BigNumber = constants.ZERO_AMOUNT): T[] {
+        assert.doesConformToSchema('orders', orders, schemas.ordersSchema);
+        assert.isBigNumber('feeRate', feeRate);
+        const rateCalculator = (order: Order) => rateUtils.getFeeAdjustedRateOfOrder(order, feeRate);
+        const sortedOrders = sortOrders(orders, rateCalculator);
+        return sortedOrders;
+    },
+    /**
+     * Takes an array of fee orders (makerAssetData corresponds to ZRX and takerAssetData corresponds to WETH)
+     * and sorts them by rate in ascending order (best rate first). Adjusts the rate according to the takerFee.
+     * @param   feeOrders       An array of objects that extend the Order interface. All orders should specify ZRX as
+     *                          the makerAsset and WETH as the takerAsset.
+     * @return  The input orders sorted by rate in ascending order
+     */
+    sortFeeOrdersByFeeAdjustedRate(feeOrders: Order[]): Order[] {
+        assert.doesConformToSchema('feeOrders', feeOrders, schemas.ordersSchema);
+        const rateCalculator = rateUtils.getFeeAdjustedRateOfFeeOrder.bind(rateUtils);
+        const sortedOrders = sortOrders(feeOrders, rateCalculator);
+        return sortedOrders;
+    },
+};
+
+type RateCalculator = (order: Order) => BigNumber;
+
+// takes an array of orders, copies them, and sorts the copy based on the rate definition provided by rateCalculator
+function sortOrders<T extends Order>(orders: T[], rateCalculator: RateCalculator): T[] {
+    const copiedOrders = _.cloneDeep(orders);
+    copiedOrders.sort((firstOrder, secondOrder) => {
+        const firstOrderRate = rateCalculator(firstOrder);
+        const secondOrderRate = rateCalculator(secondOrder);
+        return firstOrderRate.comparedTo(secondOrderRate);
+    });
+    return copiedOrders;
+}

packages/order-utils/src/types.ts

@@ -41,3 +41,31 @@ export interface CreateOrderOpts {
     salt?: BigNumber;
     expirationTimeSeconds?: BigNumber;
 }
+
+/**
+ * remainingFillableMakerAssetAmount: An array of BigNumbers corresponding to the `orders` parameter.
+ * You can use `OrderStateUtils` `@0xproject/order-utils` to perform blockchain lookups for these values.
+ * Defaults to `makerAssetAmount` values from the orders param.
+ * slippageBufferAmount: An additional amount of makerAsset to be covered by the result in case of trade collisions or partial fills.
+ * Defaults to 0
+ */
+export interface FindOrdersThatCoverMakerAssetFillAmountOpts {
+    remainingFillableMakerAssetAmounts?: BigNumber[];
+    slippageBufferAmount?: BigNumber;
+}
+
+/**
+ * remainingFillableMakerAssetAmount: An array of BigNumbers corresponding to the `orders` parameter.
+ * You can use `OrderStateUtils` `@0xproject/order-utils` to perform blockchain lookups for these values.
+ * Defaults to `makerAssetAmount` values from the orders param.
+ * remainingFillableFeeAmounts: An array of BigNumbers corresponding to the feeOrders parameter.
+ * You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups for these values.
+ * Defaults to `makerAssetAmount` values from the feeOrders param.
+ * slippageBufferAmount: An additional amount of fee to be covered by the result in case of trade collisions or partial fills.
+ * Defaults to 0
+ */
+export interface FindFeeOrdersThatCoverFeesForTargetOrdersOpts {
+    remainingFillableMakerAssetAmounts?: BigNumber[];
+    remainingFillableFeeAmounts?: BigNumber[];
+    slippageBufferAmount?: BigNumber;
+}

packages/order-utils/test/market_utils_test.ts

@@ -17,7 +17,6 @@ describe('marketUtils', () => {
             it('returns empty and unchanged remainingFillAmount', async () => {
                 const fillAmount = new BigNumber(10);
                 const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
-                    [],
                     [],
                     fillAmount,
                 );
@@ -34,8 +33,6 @@ describe('marketUtils', () => {
                 },
                 3,
             );
-            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
-            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
             it('returns input orders and zero remainingFillAmount when input exactly matches requested fill amount', async () => {
                 // try to fill 20 units of makerAsset
                 // include 10 units of slippageBufferAmount
@@ -43,9 +40,10 @@ describe('marketUtils', () => {
                 const slippageBufferAmount = new BigNumber(10);
                 const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
                     inputOrders,
-                    remainingFillableMakerAssetAmounts,
                     fillAmount,
+                    {
                         slippageBufferAmount,
+                    },
                 );
                 expect(resultOrders).to.be.deep.equal(inputOrders);
                 expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
@@ -57,9 +55,10 @@ describe('marketUtils', () => {
                 const slippageBufferAmount = new BigNumber(10);
                 const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
                     inputOrders,
-                    remainingFillableMakerAssetAmounts,
                     fillAmount,
+                    {
                         slippageBufferAmount,
+                    },
                 );
                 expect(resultOrders).to.be.deep.equal(inputOrders);
                 expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
@@ -71,9 +70,10 @@ describe('marketUtils', () => {
                 const slippageBufferAmount = new BigNumber(5);
                 const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
                     inputOrders,
-                    remainingFillableMakerAssetAmounts,
                     fillAmount,
+                    {
                         slippageBufferAmount,
+                    },
                 );
                 expect(resultOrders).to.be.deep.equal(inputOrders);
                 expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(5));
@@ -83,7 +83,6 @@ describe('marketUtils', () => {
                 const fillAmount = new BigNumber(10);
                 const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
                     inputOrders,
-                    remainingFillableMakerAssetAmounts,
                     fillAmount,
                 );
                 expect(resultOrders).to.be.deep.equal([inputOrders[0]]);
@@ -94,7 +93,6 @@ describe('marketUtils', () => {
                 const fillAmount = new BigNumber(15);
                 const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
                     inputOrders,
-                    remainingFillableMakerAssetAmounts,
                     fillAmount,
                 );
                 expect(resultOrders).to.be.deep.equal([inputOrders[0], inputOrders[1]]);
@@ -120,8 +118,10 @@ describe('marketUtils', () => {
                 const fillAmount = new BigNumber(30);
                 const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
                     inputOrders,
-                    remainingFillableMakerAssetAmounts,
                     fillAmount,
+                    {
+                        remainingFillableMakerAssetAmounts,
+                    },
                 );
                 expect(resultOrders).to.be.deep.equal([inputOrders[1], inputOrders[2]]);
                 expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(15));
@@ -137,15 +137,11 @@ describe('marketUtils', () => {
             },
             3,
         );
-        // generate remainingFillableFeeAmounts that equal the zrxAmount
-        const remainingFillableFeeAmounts = [zrxAmount, zrxAmount, zrxAmount];
         describe('no target orders', () => {
             it('returns empty and zero remainingFeeAmount', async () => {
                 const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
-                    [],
                     [],
                     inputFeeOrders,
-                    remainingFillableFeeAmounts,
                 );
                 expect(resultOrders).to.be.empty;
                 expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
@@ -168,9 +164,10 @@ describe('marketUtils', () => {
             it('returns empty and non-zero remainingFeeAmount', async () => {
                 const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
                     inputOrders,
+                    [],
+                    {
                         remainingFillableMakerAssetAmounts,
-                    [],
+                    },
-                    [],
                 );
                 expect(resultOrders).to.be.empty;
                 expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30));
@@ -185,14 +182,10 @@ describe('marketUtils', () => {
                 },
                 3,
             );
-            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
-            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
             it('returns empty and zero remainingFeeAmount', async () => {
                 const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
                     inputOrders,
-                    remainingFillableMakerAssetAmounts,
                     inputFeeOrders,
-                    remainingFillableFeeAmounts,
                 );
                 expect(resultOrders).to.be.empty;
                 expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
@@ -210,14 +203,10 @@ describe('marketUtils', () => {
                 },
                 3,
             );
-            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
-            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
             it('returns input fee orders and zero remainingFeeAmount', async () => {
                 const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
                     inputOrders,
-                    remainingFillableMakerAssetAmounts,
                     inputFeeOrders,
-                    remainingFillableFeeAmounts,
                 );
                 expect(resultOrders).to.be.deep.equal(inputFeeOrders);
                 expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
@@ -243,9 +232,10 @@ describe('marketUtils', () => {
             it('returns first two input fee orders and zero remainingFeeAmount', async () => {
                 const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
                     inputOrders,
-                    remainingFillableMakerAssetAmounts,
                     inputFeeOrders,
-                    remainingFillableFeeAmounts,
+                    {
+                        remainingFillableMakerAssetAmounts,
+                    },
                 );
                 expect(resultOrders).to.be.deep.equal([inputFeeOrders[0], inputFeeOrders[1]]);
                 expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
@@ -263,14 +253,10 @@ describe('marketUtils', () => {
                 },
                 3,
             );
-            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
-            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
             it('returns input fee orders and non-zero remainingFeeAmount', async () => {
                 const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
                     inputOrders,
-                    remainingFillableMakerAssetAmounts,
                     inputFeeOrders,
-                    remainingFillableFeeAmounts,
                 );
                 expect(resultOrders).to.be.deep.equal(inputFeeOrders);
                 expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30));

packages/order-utils/test/order_state_utils_test.ts

@@ -0,0 +1,124 @@
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { AbstractBalanceAndProxyAllowanceFetcher } from '../src/abstract/abstract_balance_and_proxy_allowance_fetcher';
+import { AbstractOrderFilledCancelledFetcher } from '../src/abstract/abstract_order_filled_cancelled_fetcher';
+import { OrderStateUtils } from '../src/order_state_utils';
+
+import { chaiSetup } from './utils/chai_setup';
+import { testOrderFactory } from './utils/test_order_factory';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('OrderStateUtils', () => {
+    describe('#getOpenOrderStateAsync', () => {
+        const buildMockBalanceFetcher = (takerBalance: BigNumber): AbstractBalanceAndProxyAllowanceFetcher => {
+            const balanceFetcher = {
+                async getBalanceAsync(_assetData: string, _userAddress: string): Promise<BigNumber> {
+                    return takerBalance;
+                },
+                async getProxyAllowanceAsync(_assetData: string, _userAddress: string): Promise<BigNumber> {
+                    return takerBalance;
+                },
+            };
+            return balanceFetcher;
+        };
+        const buildMockOrderFilledFetcher = (
+            filledAmount: BigNumber = new BigNumber(0),
+            cancelled: boolean = false,
+        ): AbstractOrderFilledCancelledFetcher => {
+            const orderFetcher = {
+                async getFilledTakerAmountAsync(_orderHash: string): Promise<BigNumber> {
+                    return filledAmount;
+                },
+                async isOrderCancelledAsync(_orderHash: string): Promise<boolean> {
+                    return cancelled;
+                },
+                getZRXAssetData(): string {
+                    return '';
+                },
+            };
+            return orderFetcher;
+        };
+        it('should have valid order state if order can be fully filled with small maker amount', async () => {
+            const makerAssetAmount = new BigNumber(10);
+            const takerAssetAmount = new BigNumber(10000000000000000);
+            const takerBalance = takerAssetAmount;
+            const orderFilledAmount = new BigNumber(0);
+            const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance);
+            const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount);
+            const [signedOrder] = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerAssetAmount,
+                },
+                1,
+            );
+
+            const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher);
+            const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder);
+            expect(orderState.isValid).to.eq(true);
+        });
+        it('should be invalid when an order is partially filled where only a rounding error remains', async () => {
+            const makerAssetAmount = new BigNumber(1001);
+            const takerAssetAmount = new BigNumber(3);
+            const takerBalance = takerAssetAmount;
+            const orderFilledAmount = new BigNumber(2);
+            const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance);
+            const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount);
+            const [signedOrder] = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerAssetAmount,
+                },
+                1,
+            );
+
+            const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher);
+            const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder);
+            expect(orderState.isValid).to.eq(false);
+        });
+        it('should be invalid when an order is cancelled', async () => {
+            const makerAssetAmount = new BigNumber(1000);
+            const takerAssetAmount = new BigNumber(2);
+            const takerBalance = takerAssetAmount;
+            const orderFilledAmount = new BigNumber(0);
+            const isCancelled = true;
+            const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance);
+            const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount, isCancelled);
+            const [signedOrder] = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerAssetAmount,
+                },
+                1,
+            );
+
+            const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher);
+            const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder);
+            expect(orderState.isValid).to.eq(false);
+        });
+        it('should be invalid when an order is fully filled', async () => {
+            const makerAssetAmount = new BigNumber(1000);
+            const takerAssetAmount = new BigNumber(2);
+            const takerBalance = takerAssetAmount;
+            const orderFilledAmount = takerAssetAmount;
+            const isCancelled = false;
+            const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance);
+            const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount, isCancelled);
+            const [signedOrder] = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerAssetAmount,
+                },
+                1,
+            );
+
+            const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher);
+            const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder);
+            expect(orderState.isValid).to.eq(false);
+        });
+    });
+});

packages/order-utils/test/rate_utils_test.ts

@@ -0,0 +1,55 @@
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { rateUtils } from '../src';
+
+import { chaiSetup } from './utils/chai_setup';
+import { testOrderFactory } from './utils/test_order_factory';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('rateUtils', () => {
+    const testOrder = testOrderFactory.generateTestSignedOrder({
+        makerAssetAmount: new BigNumber(100),
+        takerAssetAmount: new BigNumber(100),
+        takerFee: new BigNumber(20),
+    });
+    describe('#getFeeAdjustedRateOfOrder', () => {
+        it('throws when feeRate is less than zero', async () => {
+            const feeRate = new BigNumber(-1);
+            expect(() => rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate)).to.throw(
+                'Expected feeRate: -1 to be greater than or equal to 0',
+            );
+        });
+        it('correctly calculates fee adjusted rate when feeRate is provided', async () => {
+            const feeRate = new BigNumber(2); // ZRX costs 2 units of takerAsset per 1 unit of ZRX
+            const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate);
+            // the order actually takes 100 + (2 * 20) takerAsset units to fill 100 units of makerAsset
+            expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1.4));
+        });
+        it('correctly calculates fee adjusted rate when no feeRate is provided', async () => {
+            const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfOrder(testOrder);
+            // because no feeRate was provided we just assume 0 fees
+            // the order actually takes 100 takerAsset units to fill 100 units of makerAsset
+            expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1));
+        });
+    });
+    describe('#getFeeAdjustedRateOfFeeOrder', () => {
+        it('throws when takerFee exceeds makerAssetAmount', async () => {
+            const badOrder = testOrderFactory.generateTestSignedOrder({
+                makerAssetAmount: new BigNumber(100),
+                takerFee: new BigNumber(101),
+            });
+            expect(() => rateUtils.getFeeAdjustedRateOfFeeOrder(badOrder)).to.throw(
+                'Expected takerFee: "101" to be less than makerAssetAmount: "100"',
+            );
+        });
+        it('correctly calculates fee adjusted rate', async () => {
+            const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfFeeOrder(testOrder);
+            // the order actually takes 100 takerAsset units to fill (100 - 20) units of makerAsset
+            expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1.25));
+        });
+    });
+});

packages/order-utils/test/sorting_utils_test.ts

@@ -0,0 +1,67 @@
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { sortingUtils } from '../src';
+
+import { chaiSetup } from './utils/chai_setup';
+import { testOrderFactory } from './utils/test_order_factory';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('sortingUtils', () => {
+    describe('#sortOrdersByFeeAdjustedRate', () => {
+        const feeRate = new BigNumber(1); // ZRX costs 1 unit of takerAsset per 1 unit of ZRX
+        // rate: 2 takerAsset / makerAsset
+        const testOrder1 = testOrderFactory.generateTestSignedOrder({
+            makerAssetAmount: new BigNumber(100),
+            takerAssetAmount: new BigNumber(200),
+        });
+        // rate: 1 takerAsset / makerAsset
+        const testOrder2 = testOrderFactory.generateTestSignedOrder({
+            makerAssetAmount: new BigNumber(100),
+            takerAssetAmount: new BigNumber(100),
+        });
+        // rate: 2.5 takerAsset / makerAsset
+        const testOrder3 = testOrderFactory.generateTestSignedOrder({
+            makerAssetAmount: new BigNumber(100),
+            takerAssetAmount: new BigNumber(200),
+            takerFee: new BigNumber(50),
+        });
+        it('correctly sorts by fee adjusted rate when feeRate is Provided', async () => {
+            const orders = [testOrder1, testOrder2, testOrder3];
+            const sortedOrders = sortingUtils.sortOrdersByFeeAdjustedRate(orders, feeRate);
+            expect(sortedOrders).to.deep.equal([testOrder2, testOrder1, testOrder3]);
+        });
+        it('correctly sorts by fee adjusted rate when no feeRate is Provided', async () => {
+            const orders = [testOrder1, testOrder2, testOrder3];
+            const sortedOrders = sortingUtils.sortOrdersByFeeAdjustedRate(orders);
+            expect(sortedOrders).to.deep.equal([testOrder2, testOrder1, testOrder3]);
+        });
+    });
+    describe('#sortFeeOrdersByFeeAdjustedRate', () => {
+        // rate: 200 takerAsset / makerAsset
+        const testOrder1 = testOrderFactory.generateTestSignedOrder({
+            makerAssetAmount: new BigNumber(100),
+            takerAssetAmount: new BigNumber(200),
+            takerFee: new BigNumber(99),
+        });
+        // rate: 1 takerAsset / makerAsset
+        const testOrder2 = testOrderFactory.generateTestSignedOrder({
+            makerAssetAmount: new BigNumber(100),
+            takerAssetAmount: new BigNumber(100),
+        });
+        // rate: 4 takerAsset / makerAsset
+        const testOrder3 = testOrderFactory.generateTestSignedOrder({
+            makerAssetAmount: new BigNumber(100),
+            takerAssetAmount: new BigNumber(200),
+            takerFee: new BigNumber(50),
+        });
+        it('correctly sorts by fee adjusted rate', async () => {
+            const orders = [testOrder1, testOrder2, testOrder3];
+            const sortedOrders = sortingUtils.sortFeeOrdersByFeeAdjustedRate(orders);
+            expect(sortedOrders).to.deep.equal([testOrder2, testOrder3, testOrder1]);
+        });
+    });
+});

packages/order-watcher/package.json

@@ -55,7 +55,7 @@
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",
         "chai-bignumber": "^2.0.1",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "json-loader": "^0.5.4",
         "make-promises-safe": "^1.1.0",

packages/order-watcher/test/order_watcher_test.ts

@@ -501,25 +501,27 @@ describe('OrderWatcher', () => {
                     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);
+                    expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderCancelled);
                 });
                 orderWatcher.subscribe(callback);
                 await contractWrappers.exchange.cancelOrderAsync(signedOrder);
             })().catch(done);
         });
-        it('should emit orderStateInvalid when within rounding error range', (done: DoneCallback) => {
+        it('should emit orderStateInvalid when within rounding error range after a partial fill', (done: DoneCallback) => {
             (async () => {
-                const remainingFillableAmountInBaseUnits = new BigNumber(100);
+                const fillAmountInBaseUnits = new BigNumber(2);
-                signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                const makerAssetAmount = new BigNumber(1001);
+                const takerAssetAmount = new BigNumber(3);
+                signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
                     makerAssetData,
                     takerAssetData,
                     makerAddress,
                     takerAddress,
-                    fillableAmount,
+                    makerAssetAmount,
+                    takerAssetAmount,
                 );
                 const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
                 await orderWatcher.addOrderAsync(signedOrder);
-
                 const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
                     expect(orderState.isValid).to.be.false();
                     const invalidOrderState = orderState as OrderStateInvalid;
@@ -527,11 +529,7 @@ describe('OrderWatcher', () => {
                     expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderFillRoundingError);
                 });
                 orderWatcher.subscribe(callback);
-                await contractWrappers.exchange.fillOrderAsync(
+                await contractWrappers.exchange.fillOrderAsync(signedOrder, fillAmountInBaseUnits, takerAddress);
-                    signedOrder,
-                    fillableAmount.minus(remainingFillableAmountInBaseUnits),
-                    takerAddress,
-                );
             })().catch(done);
         });
         describe('erc721', () => {

packages/react-docs-example/package.json

@@ -34,7 +34,7 @@
         "@types/react-dom": "^16.0.3",
         "@types/react-tap-event-plugin": "0.0.30",
         "awesome-typescript-loader": "^3.1.3",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "css-loader": "^0.28.9",
         "json-loader": "^0.5.4",
         "less": "^2.7.2",

packages/react-docs/package.json

@@ -29,7 +29,7 @@
         "@0xproject/monorepo-scripts": "^1.0.5",
         "@0xproject/tslint-config": "^1.0.5",
         "@types/compare-versions": "^3.0.0",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "make-promises-safe": "^1.1.0",
         "shx": "^0.2.2",
         "tslint": "^5.9.1",

packages/react-shared/package.json

@@ -28,7 +28,7 @@
         "@0xproject/dev-utils": "^1.0.4",
         "@0xproject/monorepo-scripts": "^1.0.5",
         "@0xproject/tslint-config": "^1.0.5",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "make-promises-safe": "^1.1.0",
         "shx": "^0.2.2",
         "tslint": "^5.9.1",

packages/sol-compiler/package.json

@@ -61,7 +61,7 @@
         "@types/semver": "^5.5.0",
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "make-promises-safe": "^1.1.0",
         "mocha": "^4.1.0",

packages/sol-cov/package.json

@@ -79,7 +79,7 @@
         "@types/rimraf": "^2.0.2",
         "@types/solidity-parser-antlr": "^0.2.1",
         "chai": "^4.0.1",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "make-promises-safe": "^1.1.0",
         "mocha": "^4.1.0",

packages/sol-resolver/package.json

@@ -26,7 +26,7 @@
     "devDependencies": {
         "@0xproject/monorepo-scripts": "^1.0.5",
         "@0xproject/tslint-config": "^1.0.5",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "make-promises-safe": "^1.1.0",
         "shx": "^0.2.2",
         "tslint": "5.11.0",

packages/sra-report/package.json

@@ -57,7 +57,7 @@
         "@types/yargs": "^10.0.0",
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "make-promises-safe": "^1.1.0",
         "mocha": "^4.1.0",

packages/subproviders/package.json

@@ -74,7 +74,7 @@
         "@types/sinon": "^2.2.2",
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "make-promises-safe": "^1.1.0",
         "mocha": "^4.1.0",

packages/tslint-config/package.json

@@ -36,7 +36,7 @@
     "devDependencies": {
         "@0xproject/monorepo-scripts": "^1.0.5",
         "@types/lodash": "4.14.104",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "make-promises-safe": "^1.1.0",
         "shx": "^0.2.2",
         "typescript": "3.0.1"

packages/types/package.json

@@ -26,7 +26,7 @@
     "devDependencies": {
         "@0xproject/monorepo-scripts": "^1.0.5",
         "@0xproject/tslint-config": "^1.0.5",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "make-promises-safe": "^1.1.0",
         "shx": "^0.2.2",
         "tslint": "5.11.0",

packages/types/src/index.ts

@@ -62,8 +62,7 @@ export interface ValidatorSignature {
 export enum ExchangeContractErrs {
     OrderFillExpired = 'ORDER_FILL_EXPIRED',
     OrderCancelExpired = 'ORDER_CANCEL_EXPIRED',
-    OrderCancelAmountZero = 'ORDER_CANCEL_AMOUNT_ZERO',
+    OrderCancelled = 'ORDER_CANCELLED',
-    OrderAlreadyCancelledOrFilled = 'ORDER_ALREADY_CANCELLED_OR_FILLED',
     OrderFillAmountZero = 'ORDER_FILL_AMOUNT_ZERO',
     OrderRemainingFillAmountZero = 'ORDER_REMAINING_FILL_AMOUNT_ZERO',
     OrderFillRoundingError = 'ORDER_FILL_ROUNDING_ERROR',

packages/typescript-typings/package.json

@@ -33,7 +33,7 @@
     },
     "devDependencies": {
         "@0xproject/monorepo-scripts": "^1.0.5",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "shx": "^0.2.2"
     },
     "publishConfig": {

packages/utils/package.json

@@ -34,7 +34,7 @@
         "@types/lodash": "4.14.104",
         "@types/mocha": "^2.2.42",
         "chai": "^4.0.1",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "make-promises-safe": "^1.1.0",
         "mocha": "^4.1.0",
         "npm-run-all": "^4.1.2",

packages/web3-wrapper/package.json

@@ -51,7 +51,7 @@
         "chai": "^4.0.1",
         "chai-as-promised": "^7.1.0",
         "chai-bignumber": "^2.0.1",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "dirty-chai": "^2.0.1",
         "ganache-core": "0xProject/ganache-core#monorepo-dep",
         "make-promises-safe": "^1.1.0",

packages/website/package.json

@@ -84,7 +84,7 @@
         "@types/redux": "^3.6.0",
         "awesome-typescript-loader": "^3.1.3",
         "copy-webpack-plugin": "^4.0.1",
-        "copyfiles": "^1.2.0",
+        "copyfiles": "^2.0.0",
         "css-loader": "0.23.x",
         "exports-loader": "0.6.x",
         "imports-loader": "0.6.x",

packages/website/ts/utils/utils.ts

@@ -247,12 +247,9 @@ export const utils = {
         } = {
             [ExchangeContractErrs.OrderFillExpired]: 'This order has expired',
             [ExchangeContractErrs.OrderCancelExpired]: 'This order has expired',
-            [ExchangeContractErrs.OrderCancelAmountZero]: "Order cancel amount can't be 0",
+            [ExchangeContractErrs.OrderCancelled]: 'This order has been cancelled',
-            [ExchangeContractErrs.OrderAlreadyCancelledOrFilled]:
-                'This order has already been completely filled or cancelled',
             [ExchangeContractErrs.OrderFillAmountZero]: "Order fill amount can't be 0",
-            [ExchangeContractErrs.OrderRemainingFillAmountZero]:
+            [ExchangeContractErrs.OrderRemainingFillAmountZero]: 'This order has already been completely filled',
-                'This order has already been completely filled or cancelled',
             [ExchangeContractErrs.OrderFillRoundingError]:
                 'Rounding error will occur when filling this order. Please try filling a different amount.',
             [ExchangeContractErrs.InsufficientTakerBalance]:

yarn.lock

@@ -944,9 +944,9 @@
     "@types/express-serve-static-core" "*"
     "@types/serve-static" "*"
 
-"@types/fetch-mock@^5.12.2":
+"@types/fetch-mock@^6.0.3":
-  version "5.12.2"
+  version "6.0.3"
-  resolved "https://registry.yarnpkg.com/@types/fetch-mock/-/fetch-mock-5.12.2.tgz#8c96517ff74303031c65c5da2d99858e34c844d2"
+  resolved "https://registry.yarnpkg.com/@types/fetch-mock/-/fetch-mock-6.0.3.tgz#54ba90776293e728089bf53ba53e3c69f1c80655"
 
 "@types/find-versions@^2.0.0":
   version "2.0.0"
@@ -1371,7 +1371,7 @@ aes-js@3.0.0:
 
 aes-js@^3.1.1:
   version "3.1.1"
-  resolved "https://registry.npmjs.org/aes-js/-/aes-js-3.1.1.tgz#89fd1f94ae51b4c72d62466adc1a7323ff52f072"
+  resolved "https://registry.yarnpkg.com/aes-js/-/aes-js-3.1.1.tgz#89fd1f94ae51b4c72d62466adc1a7323ff52f072"
 
 ajv-keywords@^2.1.0:
   version "2.1.1"
@@ -2844,7 +2844,7 @@ bs58@^2.0.1:
 
 bs58check@^2.1.2:
   version "2.1.2"
-  resolved "https://registry.npmjs.org/bs58check/-/bs58check-2.1.2.tgz#53b018291228d82a5aa08e7d796fdafda54aebfc"
+  resolved "https://registry.yarnpkg.com/bs58check/-/bs58check-2.1.2.tgz#53b018291228d82a5aa08e7d796fdafda54aebfc"
   dependencies:
     bs58 "^4.0.0"
     create-hash "^1.1.0"
@@ -3745,8 +3745,8 @@ copy-to-clipboard@^3:
     toggle-selection "^1.0.3"
 
 copy-webpack-plugin@^4.0.1:
-  version "4.5.1"
+  version "4.5.2"
-  resolved "https://registry.yarnpkg.com/copy-webpack-plugin/-/copy-webpack-plugin-4.5.1.tgz#fc4f68f4add837cc5e13d111b20715793225d29c"
+  resolved "https://registry.npmjs.org/copy-webpack-plugin/-/copy-webpack-plugin-4.5.2.tgz#d53444a8fea2912d806e78937390ddd7e632ee5c"
   dependencies:
     cacache "^10.0.4"
     find-cache-dir "^1.0.0"
@@ -3757,17 +3757,6 @@ copy-webpack-plugin@^4.0.1:
     p-limit "^1.0.0"
     serialize-javascript "^1.4.0"
 
-copyfiles@^1.2.0:
-  version "1.2.0"
-  resolved "https://registry.yarnpkg.com/copyfiles/-/copyfiles-1.2.0.tgz#a8da3ac41aa2220ae29bd3c58b6984294f2c593c"
-  dependencies:
-    glob "^7.0.5"
-    ltcdr "^2.2.1"
-    minimatch "^3.0.3"
-    mkdirp "^0.5.1"
-    noms "0.0.0"
-    through2 "^2.0.1"
-
 copyfiles@^2.0.0:
   version "2.0.0"
   resolved "https://registry.yarnpkg.com/copyfiles/-/copyfiles-2.0.0.tgz#bbd78bb78e8fd6db5c67adf54249317b24560f2a"
@@ -5256,7 +5245,7 @@ ethereumjs-vm@^2.0.2, ethereumjs-vm@^2.1.0, ethereumjs-vm@^2.3.4:
 
 ethereumjs-wallet@~0.6.0:
   version "0.6.2"
-  resolved "https://registry.npmjs.org/ethereumjs-wallet/-/ethereumjs-wallet-0.6.2.tgz#67244b6af3e8113b53d709124b25477b64aeccda"
+  resolved "https://registry.yarnpkg.com/ethereumjs-wallet/-/ethereumjs-wallet-0.6.2.tgz#67244b6af3e8113b53d709124b25477b64aeccda"
   dependencies:
     aes-js "^3.1.1"
     bs58check "^2.1.2"
@@ -5267,9 +5256,9 @@ ethereumjs-wallet@~0.6.0:
     utf8 "^3.0.0"
     uuid "^3.3.2"
 
-ethers@3.0.22:
+ethers@0xproject/ethers.js#eip-838-reasons, ethers@3.0.22:
-  version "3.0.22"
+  version "3.0.18"
-  resolved "https://registry.npmjs.org/ethers/-/ethers-3.0.22.tgz#7fab1ea16521705837aa43c15831877b2716b436"
+  resolved "https://codeload.github.com/0xproject/ethers.js/tar.gz/b91342bd200d142af0165d6befddf783c8ae8447"
   dependencies:
     aes-js "3.0.0"
     bn.js "^4.4.0"
@@ -6693,8 +6682,8 @@ hdkey@^0.7.1:
     secp256k1 "^3.0.1"
 
 hdkey@^1.0.0:
-  version "1.1.0"
+  version "1.0.0"
-  resolved "https://registry.npmjs.org/hdkey/-/hdkey-1.1.0.tgz#e74e7b01d2c47f797fa65d1d839adb7a44639f29"
+  resolved "https://registry.yarnpkg.com/hdkey/-/hdkey-1.0.0.tgz#1d658dfe966aaa542c1d499586200b325e5c0cf4"
   dependencies:
     coinstring "^2.0.0"
     safe-buffer "^5.1.1"
@@ -8559,10 +8548,6 @@ lru-cache@~2.2.1:
   version "2.2.4"
   resolved "https://registry.yarnpkg.com/lru-cache/-/lru-cache-2.2.4.tgz#6c658619becf14031d0d0b594b16042ce4dc063d"
 
-ltcdr@^2.2.1:
-  version "2.2.1"
-  resolved "https://registry.yarnpkg.com/ltcdr/-/ltcdr-2.2.1.tgz#5ab87ad1d4c1dab8e8c08bbf037ee0c1902287cf"
-
 ltgt@^2.1.2, ltgt@~2.2.0:
   version "2.2.1"
   resolved "https://registry.yarnpkg.com/ltgt/-/ltgt-2.2.1.tgz#f35ca91c493f7b73da0e07495304f17b31f87ee5"
@@ -14038,7 +14023,7 @@ utf8@^2.1.1:
 
 utf8@^3.0.0:
   version "3.0.0"
-  resolved "https://registry.npmjs.org/utf8/-/utf8-3.0.0.tgz#f052eed1364d696e769ef058b183df88c87f69d1"
+  resolved "https://registry.yarnpkg.com/utf8/-/utf8-3.0.0.tgz#f052eed1364d696e769ef058b183df88c87f69d1"
 
 util-deprecate@~1.0.1:
   version "1.0.2"
@@ -14087,7 +14072,7 @@ uuid@^2.0.1:
 
 uuid@^3.3.2:
   version "3.3.2"
-  resolved "https://registry.npmjs.org/uuid/-/uuid-3.3.2.tgz#1b4af4955eb3077c501c23872fc6513811587131"
+  resolved "https://registry.yarnpkg.com/uuid/-/uuid-3.3.2.tgz#1b4af4955eb3077c501c23872fc6513811587131"
 
 uvm@1.7.0:
   version "1.7.0"