561b60a24d
* `@0x/contracts-zero-ex`: add limit orders feature `@0x/contracts-utils`: add `uint128` functions to `LibSafeMathV06` * `@0x/contract-addresses`: Update ganache snapshot addresses * `@0x/contracts-zero-ex`: Mask EIP712 struct hash values. * `@0x/contracts-zero-ex`: Add more limit order tests * `@0x/contracts-zero-ex`: Fix typos * `@0x/contracts-zero-ex`: Compute fee collector address after protocol fee zero check. * `@0x/contracts-zero-ex`: Remove WETH payment logic from fee collector fixin * `@0x/contracts-zero-ex`: Convert all ETH to WETH in `FeeCollector`. * `@0x/contracts-zero-ex`: Address review feedback * `@0x/contracts-zero-ex`: Export more utils * `@0x/contracts-zero-ex`: Rename `LimitOrdersFeatures`, `LibLimitOrders`, etc. into `*NativeOrders*`. `@0x/contracts-zero-ex`: Emit `protocolFeePaid` in native order fill events. `@0x/contracts-zero-ex`: Refactor to get around stack limits. `@0x/contracts-zero-ex`: Use different storage mappings for RFQ and limit order pair cancellations. * `@0x/contracts-zero-ex`: Add `getProtocolFeeMultiplier()` and `transferProtocolFeesForPools()` to `NativeOrdersFeature`. * `@0x/contracts-zero-ex`: Fix broken tests * update orders docs * `@0x/contracts-zero-ex`: Add more tests to `NativeOrdersFeature` * rebuild after rebase * `@0x/contract-addresses`: Fix changelog booboo * `@0x/contracts-zero-ex`: Add method selectors output to generated artifacts * `@0x/contracts-zero-ex`: Add maker address to order cancel events. `@0x/contracts-zreo-ex`: Remove `UpTo` suffix from order pair cancellation functions. `@0x/contracts-zreo-ex`: Address misc review comments. * `@0x/contracts-zero-ex`: More SafeMath in native orders * update orders docs Co-authored-by: Lawrence Forman <me@merklejerk.com>
334 lines
12 KiB
TypeScript
334 lines
12 KiB
TypeScript
// tslint:disable: max-classes-per-file
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import { SupportedProvider } from '@0x/subproviders';
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import { EIP712TypedData } from '@0x/types';
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import { BigNumber, hexUtils, NULL_ADDRESS } from '@0x/utils';
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import { createExchangeProxyEIP712Domain, EIP712_DOMAIN_PARAMETERS, getExchangeProxyEIP712Hash } from './eip712_utils';
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import {
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eip712SignTypedDataWithKey,
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eip712SignTypedDataWithProviderAsync,
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ethSignHashWithKey,
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ethSignHashWithProviderAsync,
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Signature,
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SignatureType,
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} from './signature_utils';
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const ZERO = new BigNumber(0);
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const COMMON_ORDER_DEFAULT_VALUES = {
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makerToken: NULL_ADDRESS,
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takerToken: NULL_ADDRESS,
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makerAmount: ZERO,
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takerAmount: ZERO,
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maker: NULL_ADDRESS,
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pool: hexUtils.leftPad(0),
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expiry: ZERO,
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salt: ZERO,
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chainId: 1,
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verifyingContract: '0xdef1c0ded9bec7f1a1670819833240f027b25eff',
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};
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const LIMIT_ORDER_DEFAULT_VALUES = {
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...COMMON_ORDER_DEFAULT_VALUES,
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takerTokenFeeAmount: ZERO,
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taker: NULL_ADDRESS,
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sender: NULL_ADDRESS,
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feeRecipient: NULL_ADDRESS,
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};
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const RFQ_ORDER_DEFAULT_VALUES = {
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...COMMON_ORDER_DEFAULT_VALUES,
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txOrigin: NULL_ADDRESS,
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};
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export type CommonOrderFields = typeof COMMON_ORDER_DEFAULT_VALUES;
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export type LimitOrderFields = typeof LIMIT_ORDER_DEFAULT_VALUES;
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export type RfqOrderFields = typeof RFQ_ORDER_DEFAULT_VALUES;
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export enum OrderStatus {
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Invalid = 0,
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Fillable = 1,
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Filled = 2,
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Cancelled = 3,
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Expired = 4,
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}
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export interface OrderInfo {
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status: OrderStatus;
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orderHash: string;
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takerTokenFilledAmount: BigNumber;
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}
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export abstract class OrderBase {
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public makerToken: string;
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public takerToken: string;
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public makerAmount: BigNumber;
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public takerAmount: BigNumber;
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public maker: string;
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public pool: string;
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public expiry: BigNumber;
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public salt: BigNumber;
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public chainId: number;
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public verifyingContract: string;
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protected constructor(fields: Partial<CommonOrderFields> = {}) {
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const _fields = { ...COMMON_ORDER_DEFAULT_VALUES, ...fields };
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this.makerToken = _fields.makerToken;
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this.takerToken = _fields.takerToken;
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this.makerAmount = _fields.makerAmount;
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this.takerAmount = _fields.takerAmount;
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this.maker = _fields.maker;
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this.pool = _fields.pool;
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this.expiry = _fields.expiry;
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this.salt = _fields.salt;
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this.chainId = _fields.chainId;
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this.verifyingContract = _fields.verifyingContract;
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}
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public abstract getStructHash(): string;
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public abstract getEIP712TypedData(): EIP712TypedData;
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public getHash(): string {
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return getExchangeProxyEIP712Hash(this.getStructHash(), this.chainId, this.verifyingContract);
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}
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public async getSignatureWithProviderAsync(
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provider: SupportedProvider,
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type: SignatureType = SignatureType.EthSign,
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): Promise<Signature> {
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switch (type) {
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case SignatureType.EIP712:
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return eip712SignTypedDataWithProviderAsync(this.getEIP712TypedData(), this.maker, provider);
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case SignatureType.EthSign:
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return ethSignHashWithProviderAsync(this.getHash(), this.maker, provider);
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default:
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throw new Error(`Cannot sign with signature type: ${type}`);
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}
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}
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public getSignatureWithKey(key: string, type: SignatureType = SignatureType.EthSign): Signature {
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switch (type) {
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case SignatureType.EIP712:
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return eip712SignTypedDataWithKey(this.getEIP712TypedData(), key);
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case SignatureType.EthSign:
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return ethSignHashWithKey(this.getHash(), key);
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default:
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throw new Error(`Cannot sign with signature type: ${type}`);
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}
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}
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}
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export class LimitOrder extends OrderBase {
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public static readonly TYPE_HASH = hexUtils.hash(
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hexUtils.toHex(
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Buffer.from(
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[
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'LimitOrder(',
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[
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'address makerToken',
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'address takerToken',
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'uint128 makerAmount',
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'uint128 takerAmount',
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'uint128 takerTokenFeeAmount',
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'address maker',
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'address taker',
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'address sender',
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'address feeRecipient',
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'bytes32 pool',
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'uint64 expiry',
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'uint256 salt',
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].join(','),
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')',
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].join(''),
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),
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),
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);
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public takerTokenFeeAmount: BigNumber;
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public taker: string;
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public sender: string;
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public feeRecipient: string;
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constructor(fields: Partial<LimitOrderFields> = {}) {
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const _fields = { ...LIMIT_ORDER_DEFAULT_VALUES, ...fields };
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super(_fields);
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this.takerTokenFeeAmount = _fields.takerTokenFeeAmount;
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this.taker = _fields.taker;
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this.sender = _fields.sender;
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this.feeRecipient = _fields.feeRecipient;
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}
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public clone(fields: Partial<LimitOrderFields> = {}): LimitOrder {
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return new LimitOrder({
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makerToken: this.makerToken,
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takerToken: this.takerToken,
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makerAmount: this.makerAmount,
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takerAmount: this.takerAmount,
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takerTokenFeeAmount: this.takerTokenFeeAmount,
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maker: this.maker,
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taker: this.taker,
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sender: this.sender,
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feeRecipient: this.feeRecipient,
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pool: this.pool,
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expiry: this.expiry,
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salt: this.salt,
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chainId: this.chainId,
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verifyingContract: this.verifyingContract,
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...fields,
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});
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}
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public getStructHash(): string {
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return hexUtils.hash(
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hexUtils.concat(
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hexUtils.leftPad(LimitOrder.TYPE_HASH),
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hexUtils.leftPad(this.makerToken),
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hexUtils.leftPad(this.takerToken),
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hexUtils.leftPad(this.makerAmount),
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hexUtils.leftPad(this.takerAmount),
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hexUtils.leftPad(this.takerTokenFeeAmount),
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hexUtils.leftPad(this.maker),
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hexUtils.leftPad(this.taker),
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hexUtils.leftPad(this.sender),
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hexUtils.leftPad(this.feeRecipient),
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hexUtils.leftPad(this.pool),
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hexUtils.leftPad(this.expiry),
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hexUtils.leftPad(this.salt),
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),
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);
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}
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public getEIP712TypedData(): EIP712TypedData {
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return {
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types: {
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EIP712Domain: EIP712_DOMAIN_PARAMETERS,
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LimitOrder: [
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{ type: 'address', name: 'makerToken' },
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{ type: 'address', name: 'takerToken' },
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{ type: 'uint128', name: 'makerAmount' },
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{ type: 'uint128', name: 'takerAmount' },
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{ type: 'uint128', name: 'takerTokenFeeAmount' },
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{ type: 'address', name: 'maker' },
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{ type: 'address', name: 'taker' },
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{ type: 'address', name: 'sender' },
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{ type: 'address', name: 'feeRecipient' },
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{ type: 'bytes32', name: 'pool' },
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{ type: 'uint64', name: 'expiry' },
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{ type: 'uint256', name: 'salt' },
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],
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},
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domain: createExchangeProxyEIP712Domain(this.chainId, this.verifyingContract) as any,
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primaryType: 'LimitOrder',
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message: {
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makerToken: this.makerToken,
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takerToken: this.takerToken,
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makerAmount: this.makerAmount.toString(10),
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takerAmount: this.takerAmount.toString(10),
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takerTokenFeeAmount: this.takerTokenFeeAmount.toString(10),
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maker: this.maker,
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taker: this.taker,
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sender: this.sender,
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feeRecipient: this.feeRecipient,
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pool: this.pool,
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expiry: this.expiry.toString(10),
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salt: this.salt.toString(10),
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},
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};
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}
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}
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export class RfqOrder extends OrderBase {
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public static readonly TYPE_HASH = hexUtils.hash(
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hexUtils.toHex(
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Buffer.from(
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[
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'RfqOrder(',
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[
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'address makerToken',
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'address takerToken',
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'uint128 makerAmount',
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'uint128 takerAmount',
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'address maker',
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'address txOrigin',
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'bytes32 pool',
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'uint64 expiry',
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'uint256 salt',
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].join(','),
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')',
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].join(''),
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),
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),
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);
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public txOrigin: string;
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constructor(fields: Partial<RfqOrderFields> = {}) {
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const _fields = { ...RFQ_ORDER_DEFAULT_VALUES, ...fields };
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super(_fields);
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this.txOrigin = _fields.txOrigin;
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}
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public clone(fields: Partial<RfqOrderFields> = {}): RfqOrder {
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return new RfqOrder({
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makerToken: this.makerToken,
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takerToken: this.takerToken,
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makerAmount: this.makerAmount,
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takerAmount: this.takerAmount,
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maker: this.maker,
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txOrigin: this.txOrigin,
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pool: this.pool,
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expiry: this.expiry,
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salt: this.salt,
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chainId: this.chainId,
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verifyingContract: this.verifyingContract,
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...fields,
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});
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}
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public getStructHash(): string {
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return hexUtils.hash(
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hexUtils.concat(
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hexUtils.leftPad(RfqOrder.TYPE_HASH),
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hexUtils.leftPad(this.makerToken),
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hexUtils.leftPad(this.takerToken),
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hexUtils.leftPad(this.makerAmount),
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hexUtils.leftPad(this.takerAmount),
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hexUtils.leftPad(this.maker),
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hexUtils.leftPad(this.txOrigin),
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hexUtils.leftPad(this.pool),
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hexUtils.leftPad(this.expiry),
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hexUtils.leftPad(this.salt),
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),
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);
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}
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public getEIP712TypedData(): EIP712TypedData {
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return {
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types: {
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EIP712Domain: EIP712_DOMAIN_PARAMETERS,
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RfqOrder: [
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{ type: 'address', name: 'makerToken' },
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{ type: 'address', name: 'takerToken' },
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{ type: 'uint128', name: 'makerAmount' },
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{ type: 'uint128', name: 'takerAmount' },
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{ type: 'address', name: 'maker' },
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{ type: 'address', name: 'txOrigin' },
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{ type: 'bytes32', name: 'pool' },
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{ type: 'uint64', name: 'expiry' },
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{ type: 'uint256', name: 'salt' },
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],
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},
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domain: createExchangeProxyEIP712Domain(this.chainId, this.verifyingContract) as any,
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primaryType: 'RfqOrder',
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message: {
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makerToken: this.makerToken,
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takerToken: this.takerToken,
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makerAmount: this.makerAmount.toString(10),
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takerAmount: this.takerAmount.toString(10),
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maker: this.maker,
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txOrigin: this.txOrigin,
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pool: this.pool,
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expiry: this.expiry.toString(10),
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salt: this.salt.toString(10),
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},
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};
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}
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}
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