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Merge pull request #236 from 0xProject/fix/validateOrdersAgainstLatestBlock

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Fix/validate orders against latest block
This commit is contained in:
Fabio Berger
2017-11-23 17:02:57 -06:00
committed by GitHub
parent 17e41f2391 f0b3ee84b4
commit c448d048fd
10 changed files with 31 additions and 36 deletions
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17
packages/0x.js/src/contract_wrappers/exchange_wrapper.ts
View File

@@ -29,6 +29,7 @@ import {
EventCallback,
ExchangeContractEventArgs,
DecodedLogArgs,
BlockParamLiteral,
} from '../types';
import {assert} from '../utils/assert';
import {utils} from '../utils/utils';
@@ -178,7 +179,7 @@ export class ExchangeWrapper extends ContractWrapper {
orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress);
}
@@ -250,7 +251,7 @@ export class ExchangeWrapper extends ContractWrapper {
orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
for (const signedOrder of signedOrders) {
await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress);
@@ -340,7 +341,7 @@ export class ExchangeWrapper extends ContractWrapper {
orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
for (const orderFillRequest of orderFillRequests) {
await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount,
@@ -420,7 +421,7 @@ export class ExchangeWrapper extends ContractWrapper {
orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress);
}
@@ -484,7 +485,7 @@ export class ExchangeWrapper extends ContractWrapper {
orderTransactionOpts.shouldValidate;
if (shouldValidate) {
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
for (const orderFillRequest of orderFillRequests) {
await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount,
@@ -721,7 +722,7 @@ export class ExchangeWrapper extends ContractWrapper {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
const expectedFillTakerTokenAmount = !_.isUndefined(opts) ? opts.expectedFillTakerTokenAmount : undefined;
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateOrderFillableOrThrowAsync(
exchangeTradeEmulator, signedOrder, zrxTokenAddress, expectedFillTakerTokenAmount,
);
@@ -741,7 +742,7 @@ export class ExchangeWrapper extends ContractWrapper {
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress);
}
@@ -775,7 +776,7 @@ export class ExchangeWrapper extends ContractWrapper {
assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount);
await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper);
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper);
const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest);
await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync(
exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress);
}

4
packages/0x.js/src/order_watcher/order_state_watcher.ts
View File

@@ -74,7 +74,9 @@ export class OrderStateWatcher {
this._web3Wrapper = web3Wrapper;
const pollingIntervalIfExistsMs = _.isUndefined(config) ? undefined : config.eventPollingIntervalMs;
this._eventWatcher = new EventWatcher(web3Wrapper, pollingIntervalIfExistsMs);
this._balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(token);
this._balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(
token, BlockParamLiteral.Pending,
);
this._orderFilledCancelledLazyStore = new OrderFilledCancelledLazyStore(exchange);
this._orderStateUtils = new OrderStateUtils(
this._balanceAndProxyAllowanceLazyStore, this._orderFilledCancelledLazyStore,

8
packages/0x.js/src/stores/balance_proxy_allowance_lazy_store.ts
View File

@@ -9,6 +9,7 @@ import {BlockParamLiteral} from '../types';
*/
export class BalanceAndProxyAllowanceLazyStore {
private token: TokenWrapper;
private defaultBlock: BlockParamLiteral;
private balance: {
[tokenAddress: string]: {
[userAddress: string]: BigNumber,
@@ -19,15 +20,16 @@ export class BalanceAndProxyAllowanceLazyStore {
[userAddress: string]: BigNumber,
},
};
constructor(token: TokenWrapper) {
constructor(token: TokenWrapper, defaultBlock: BlockParamLiteral) {
this.token = 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: BlockParamLiteral.Pending,
defaultBlock: this.defaultBlock,
};
const balance = await this.token.getBalanceAsync(tokenAddress, userAddress, methodOpts);
this.setBalance(tokenAddress, userAddress, balance);
@@ -53,7 +55,7 @@ export class BalanceAndProxyAllowanceLazyStore {
if (_.isUndefined(this.proxyAllowance[tokenAddress]) ||
_.isUndefined(this.proxyAllowance[tokenAddress][userAddress])) {
const methodOpts = {
defaultBlock: BlockParamLiteral.Pending,
defaultBlock: this.defaultBlock,
};
const proxyAllowance = await this.token.getProxyAllowanceAsync(tokenAddress, userAddress, methodOpts);
this.setProxyAllowance(tokenAddress, userAddress, proxyAllowance);

4
packages/0x.js/src/types.ts
View File

@@ -351,9 +351,11 @@ export interface IndexedFilterValues {
[index: string]: ContractEventArg;
}
// Earliest is omitted by design. It is simply an alias for the `0` constant and
// is thus not very helpful. Moreover, this type is used in places that only accept
// `latest` or `pending`.
export enum BlockParamLiteral {
Latest = 'latest',
Earliest = 'earliest',
Pending = 'pending',
}

4
packages/0x.js/src/utils/exchange_transfer_simulator.ts
View File

@@ -35,8 +35,8 @@ const ERR_MSG_MAPPING = {
export class ExchangeTransferSimulator {
private store: BalanceAndProxyAllowanceLazyStore;
private UNLIMITED_ALLOWANCE_IN_BASE_UNITS: BigNumber;
constructor(token: TokenWrapper) {
this.store = new BalanceAndProxyAllowanceLazyStore(token);
constructor(token: TokenWrapper, defaultBlock: BlockParamLiteral) {
this.store = new BalanceAndProxyAllowanceLazyStore(token, defaultBlock);
this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS = token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS;
}
/**

4
packages/0x.js/test/exchange_transfer_simulator_test.ts
View File

@@ -3,7 +3,7 @@ import BigNumber from 'bignumber.js';
import {chaiSetup} from './utils/chai_setup';
import {web3Factory} from './utils/web3_factory';
import {ZeroEx, ExchangeContractErrs, Token} from '../src';
import {TradeSide, TransferType} from '../src/types';
import {TradeSide, TransferType, BlockParamLiteral} from '../src/types';
import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
import {ExchangeTransferSimulator} from '../src/utils/exchange_transfer_simulator';
@@ -37,7 +37,7 @@ describe('ExchangeTransferSimulator', () => {
});
describe('#transferFromAsync', () => {
beforeEach(() => {
exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token);
exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest);
});
it('throws if the user doesn\'t have enough allowance', async () => {
return expect(exchangeTransferSimulator.transferFromAsync(

2
packages/0x.js/test/exchange_wrapper_test.ts
View File

@@ -754,7 +754,7 @@ describe('ExchangeWrapper', () => {
const fillableAmount = new BigNumber(5);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
const subscriptionOpts: SubscriptionOpts = {
fromBlock: BlockParamLiteral.Earliest,
fromBlock: 0,
toBlock: BlockParamLiteral.Latest,
};
let txHash: string;

18
packages/0x.js/test/order_state_watcher_test.ts
View File

@@ -180,16 +180,12 @@ describe('OrderStateWatcher', () => {
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
let eventCount = 0;
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
eventCount++;
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);
if (eventCount === 2) {
done();
}
done();
});
zeroEx.orderStateWatcher.subscribe(callback);
@@ -212,9 +208,7 @@ describe('OrderStateWatcher', () => {
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
let eventCount = 0;
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
eventCount++;
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
expect(validOrderState.orderHash).to.be.equal(orderHash);
@@ -226,9 +220,7 @@ describe('OrderStateWatcher', () => {
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
remainingFillable);
expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance);
if (eventCount === 2) {
done();
}
done();
});
zeroEx.orderStateWatcher.subscribe(callback);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
@@ -267,9 +259,7 @@ describe('OrderStateWatcher', () => {
const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
let eventCount = 0;
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
eventCount++;
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
expect(validOrderState.orderHash).to.be.equal(orderHash);
@@ -278,9 +268,7 @@ describe('OrderStateWatcher', () => {
ZeroEx.toBaseUnitAmount(new BigNumber(16), decimals));
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
ZeroEx.toBaseUnitAmount(new BigNumber(8), decimals));
if (eventCount === 2) {
done();
}
done();
});
zeroEx.orderStateWatcher.subscribe(callback);
const shouldThrowOnInsufficientBalanceOrAllowance = true;

4
packages/0x.js/test/order_validation_test.ts
View File

@@ -5,7 +5,7 @@ import * as Sinon from 'sinon';
import {chaiSetup} from './utils/chai_setup';
import {web3Factory} from './utils/web3_factory';
import {ZeroEx, SignedOrder, Token, ExchangeContractErrs, ZeroExError} from '../src';
import {TradeSide, TransferType} from '../src/types';
import {TradeSide, TransferType, BlockParamLiteral} from '../src/types';
import {TokenUtils} from './utils/token_utils';
import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
import {FillScenarios} from './utils/fill_scenarios';
@@ -215,7 +215,7 @@ describe('OrderValidation', () => {
return Sinon.match((value: BigNumber) => value.eq(expected));
};
beforeEach('create exchangeTransferSimulator', async () => {
exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token);
exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest);
transferFromAsync = Sinon.spy();
exchangeTransferSimulator.transferFromAsync = transferFromAsync as any;
});

2
packages/0x.js/test/token_wrapper_test.ts
View File

@@ -428,7 +428,7 @@ describe('TokenWrapper', () => {
let tokenAddress: string;
let tokenTransferProxyAddress: string;
const subscriptionOpts: SubscriptionOpts = {
fromBlock: BlockParamLiteral.Earliest,
fromBlock: 0,
toBlock: BlockParamLiteral.Latest,
};
let txHash: string;