Simulate Maker transfer in order validation

[dekz]

Description

Simulate a one sided maker transfer in order validation.

This will trigger the case where the maker has the sufficient balance and allowance, but the asset is non-tradeable. For example in a Paused contract or when the maker has not performed some action to unlock their account.

Pulled from a number of SRA endpoints and walked through the orderbooks with this change. This has flagged a few orders which are currently sitting on orderbooks which are invalid. I.e there are a few tokens where the Maker is "frozen" on live orderbooks.

By default the order.takerAddress is used to simulate the receiver from maker. With Open orderbooks this results in the NULL_ADDRESS This also has a few false positives where some ERC20 tokens cannot be transferred to the NULL_ADDRESS, e.g Bloom token.

In this case the developer is in the best position to determine an alternative address to use. The receiver address during the simulation can be set by specifying simulationTakerAddress in ValidateOrderFillableOpts. Whilst 0x could assign a non NULL_ADDRESS default, this is unlikely to be fool proof across ALL token standards and networks.

Testing instructions

Pulled from a number of SRA endpoints and walked through the orderbooks with this change.

import { HttpClient, SignedOrder } from '@0x/connect';
import { ContractWrappers } from '@0x/contract-wrappers';
import { RPCSubprovider, Web3ProviderEngine } from '@0x/subproviders';
import { providerUtils } from '@0x/utils';

const uri = 'https://api.radarrelay.com/0x/v2/';

const client = new HttpClient(uri);
(async () => {
    const response = await client.getAssetPairsAsync();
    const orders: SignedOrder[] = [];
    for (const record of response.records) {
        const { assetDataA, assetDataB } = record;
        const orderBook = await client.getOrderbookAsync({
            baseAssetData: assetDataA.assetData,
            quoteAssetData: assetDataB.assetData,
        });
        for (const order of orderBook.asks.records) {
            orders.push(order.order);
        }
        for (const order of orderBook.bids.records) {
            orders.push(order.order);
        }
    }
    const rpcSubprovider = new RPCSubprovider('https://mainnet.infura.io');
    const provider = new Web3ProviderEngine();
    provider.addProvider(rpcSubprovider);
    providerUtils.startProviderEngine(provider);
    const contractWrappers = new ContractWrappers(provider, { networkId: 1 });
    for (const order of orders) {
        try {
            await contractWrappers.exchange.validateOrderFillableOrThrowAsync(order, {
                validateRemainingOrderAmountIsFillable: false,
            });
        } catch (e) {
            console.log(e.message);
            console.log(order);
        }
    }
    console.log(orders.length);
})();

Types of changes

Checklist:

• Prefix PR title with [WIP] if necessary.
• Add tests to cover changes as needed.
• Update documentation as needed.
• Add new entries to the relevant CHANGELOG.jsons.