Make it easier to use validateOrderFillableOrThrowAsync #2096

xianny · 2019-08-24T00:21:27Z

Description

The handwritten ExchangeWrapper in @0x/contract-wrappers < 11.0.0 previously exposed a method validateOrderFillableOrThrowAsync. This method simulated filling an order with or without a taker, and covered this specific edge case where an order trades ZRX and has ZRX fees.

The method validateOrderFillableOrThrowAsync is still exposed in OrderValidationUtils but without the boilerplate that was previously implemented in ExchangeWrapper.

This PR implements a new method simpleValidateOrderFillableOrThrowAsync in OrderValidationUtils that reinstates the interface of the ExchangeWrapper method and performs the same simulation.

Context: This is newly urgent because the signatures fix is forcing devs to upgrade sooner rather than later.

I have one additional question re: the upgrade guide. All of the order validation functions got moved to the order-utils package. It would be helpful to see an example of how to use the order validation utils in the order-utils package in particular how to set up the exchangeTradeEmulator.
#2041 (comment)

Types of changes

New feature (non-breaking change which adds functionality)

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.

xianny · 2019-08-24T00:22:41Z

packages/order-utils/src/asset_balance_and_proxy_allowance_fetcher.ts

@@ -0,0 +1,101 @@
+import { ERC20ProxyContract, ERC20TokenContract, ERC721ProxyContract, ERC721TokenContract } from '@0x/abi-gen-wrappers';


This file was retrieved from https://github.com/0xProject/0x-monorepo/pull/2037/files#diff-7db46b4c4a4907f01f44e8f0018b4219

xianny · 2019-08-24T00:28:48Z

packages/order-utils/src/order_validation_utils.ts

+            const orderRelevantState = await orderStateUtils.getOpenOrderRelevantStateAsync(signedOrder);
+            fillableTakerAssetAmount = orderRelevantState.remainingFillableTakerAssetAmount;
+        }
+


above boilerplate retrieved from https://github.com/0xProject/0x-monorepo/pull/2037/files#diff-540ab868df58adcdec38223c40efc2e1L1160-L1188

xianny · 2019-08-24T00:29:21Z

packages/order-utils/src/order_validation_utils.ts

+        );
+        const balanceAllowanceStore = new BalanceAndProxyAllowanceLazyStore(balanceAllowanceFetcher);
+        const exchangeTradeSimulator = new ExchangeTransferSimulator(balanceAllowanceStore);
+


above boilerplate retrieved from https://github.com/0xProject/0x-monorepo/pull/2037/files#diff-540ab868df58adcdec38223c40efc2e1L1236-L1243

buildsize · 2019-08-24T00:39:42Z

File name	Previous Size	New Size	Change
init.py	7.04 KB	[deleted]
abi_gen_dummy.ts	134.41 KB	[deleted]
lib_dummy.ts	4.84 KB	[deleted]
test_lib_dummy.ts	11.88 KB	[deleted]
environment.pickle	1.56 MB	1.56 MB	0 bytes (0%)
index.doctree	190.98 KB	190.98 KB	0 bytes (0%)
.buildinfo	230 bytes	230 bytes	0 bytes (0%)
genindex.html	5.6 KB	5.6 KB	0 bytes (0%)
index.html	2.52 KB	2.52 KB	0 bytes (0%)
objects.inv	375 bytes	375 bytes	0 bytes (0%)
py-modindex.html	3.07 KB	3.07 KB	0 bytes (0%)
search.html	2.84 KB	2.84 KB	0 bytes (0%)
searchindex.js	5.82 KB	5.82 KB	0 bytes (0%)
index.rst.txt	415 bytes	415 bytes	0 bytes (0%)
alabaster.css	10.92 KB	10.92 KB	0 bytes (0%)
basic.css	11.89 KB	11.89 KB	0 bytes (0%)
custom.css	42 bytes	42 bytes	0 bytes (0%)
doctools.js	9.05 KB	9.05 KB	0 bytes (0%)
documentation_options.js	303 bytes	303 bytes	0 bytes (0%)
file.png	286 bytes	286 bytes	0 bytes (0%)
jquery-[version].js	273.79 KB	273.79 KB	0 bytes (0%)
jquery.js	86.08 KB	86.08 KB	0 bytes (0%)
language_data.js	10.59 KB	10.59 KB	0 bytes (0%)
minus.png	90 bytes	90 bytes	0 bytes (0%)
plus.png	90 bytes	90 bytes	0 bytes (0%)
pygments.css	4.69 KB	4.69 KB	0 bytes (0%)
searchtools.js	15.61 KB	15.61 KB	0 bytes (0%)
underscore-[version].js	34.34 KB	34.34 KB	0 bytes (0%)
underscore.js	11.86 KB	11.86 KB	0 bytes (0%)
contract_addresses.html	17.89 KB	17.89 KB	0 bytes (0%)
contract_artifacts.html	8.24 KB	8.24 KB	0 bytes (0%)
_bootstrap.html	142.73 KB	142.73 KB	0 bytes (0%)
json_schemas.html	12.43 KB	12.43 KB	0 bytes (0%)
order_utils.html	44.83 KB	44.83 KB	0 bytes (0%)
erc20_token.html	88.14 KB	88.14 KB	0 bytes (0%)
exchange.html	506.16 KB	506.16 KB	0 bytes (0%)
tx_params.html	8.83 KB	8.83 KB	0 bytes (0%)
local_message_signer.html	15.07 KB	15.07 KB	0 bytes (0%)
asset_data_utils.html	22.65 KB	22.65 KB	0 bytes (0%)
default_api.html	118.48 KB	118.48 KB	0 bytes (0%)
asset_proxy_owner.html	341.77 KB	341.77 KB	0 bytes (0%)
coordinator.html	127.47 KB	127.47 KB	0 bytes (0%)
coordinator_registry.html	36.15 KB	36.15 KB	0 bytes (0%)
dutch_auction.html	54.84 KB	54.84 KB	0 bytes (0%)
erc20_proxy.html	105.63 KB	105.63 KB	0 bytes (0%)
erc721_proxy.html	105.72 KB	105.72 KB	0 bytes (0%)
erc721_token.html	141.96 KB	141.96 KB	0 bytes (0%)
eth_balance_checker.html	21.03 KB	21.03 KB	0 bytes (0%)
forwarder.html	107.42 KB	107.42 KB	0 bytes (0%)
i_asset_proxy.html	89.89 KB	89.89 KB	0 bytes (0%)
i_validator.html	26.24 KB	26.24 KB	0 bytes (0%)
i_wallet.html	23.61 KB	23.61 KB	0 bytes (0%)
multi_asset_proxy.html	141.39 KB	141.39 KB	0 bytes (0%)
order_validator.html	115.34 KB	115.34 KB	0 bytes (0%)
weth9.html	129.04 KB	129.04 KB	0 bytes (0%)
zrx_token.html	107.34 KB	107.34 KB	0 bytes (0%)
dev_utils.html	339.53 KB	339.53 KB	0 bytes (0%)

coveralls · 2019-08-24T00:44:18Z

Coverage remained the same at 77.532% when pulling eae90e9 on fix/order-utils-validation into d912175 on development.

dekz · 2019-08-24T01:24:34Z

packages/order-utils/src/order_validation_utils.ts

+     * To check if the order is fillable for a non-zero amount, set `validateRemainingOrderAmountIsFillable` to false.)
+     */
+    public async simpleValidateOrderFillableOrThrowAsync(
+        erc20ProxyAddress: string,


We should be able to detect these either via an Exchange lookup or from the Exchange address -> contractAddresses -> erc20ProxyAddress. The exchangeAddress is also on the signedOrder so is redundant.

Thoughts on reducing this to just provider, signedOrder, opts and looking up internally?

dekz · 2019-08-24T01:28:53Z

packages/order-utils/src/order_validation_utils.ts

+     * @param fillTakerAssetAmount Amount we'd like to fill the order for
+     * @param takerAddress The taker of the order
+     */
+    public async simpleValidateFillOrderThrowIfInvalidAsync(


Wasn't this being replaced with the callAsync to fillOrder? Don't think we need this.

dekz · 2019-08-24T01:44:11Z

packages/order-utils/src/order_validation_utils.ts

+            provider,
+            BlockParamLiteral.Latest,
+        );
+        const balanceAllowanceStore = new BalanceAndProxyAllowanceLazyStore(balanceAllowanceFetcher);


ExchangeTransferSimulator is useful for basically one reason, If the user is trading XYZ for ZRX and the order has fees, then the ExchangeTransferSimulator can handle this case (as it simulates the transfer of ZRX to maker prior to fee payment). This is an annoying case to handle for and is often overlooked, resulting in invalid orders for completely valid orders if only Balances and Allowances are validated.

I do not believe DevUtils currently handles this edge case.

Extrapolating to V3. I'm selling a Kitty for 100 WETH, there is a 1 WETH fee. I have 0 WETH. This order is valid as there will be funds for fees during settlement but not prior to settlement.

dekz · 2019-08-24T01:49:27Z

packages/order-utils/src/asset_balance_and_proxy_allowance_fetcher.ts

+        this._provider = provider;
+    }
+    public async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber> {
+        const decodedAssetData = assetDataUtils.decodeAssetDataOrThrow(assetData);


We should be able to refactor this to use DevUtils.

devUtils.getBalance(owner, assetData)

Which handles ERC20, ERC721, ERC1155 and MAP.

dekz · 2019-08-24T01:50:02Z

packages/order-utils/src/asset_balance_and_proxy_allowance_fetcher.ts

+        }
+        return balance as BigNumber;
+    }
+    public async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber> {


We should be able to refactor this to use DevUtils.

devUtils.getAssetProxyAllowance.callAsync(owner, assetData)

Which handles ERC20, ERC721, ERC1155 and MAP.

xianny · 2019-09-05T16:22:30Z

packages/migrations/CHANGELOG.json

+        "version": "4.3.2",
+        "changes": [
+            {
+                "note": "Removed dependency on @0x/order-utils",


I had to introduce a dependency on @0x/migrations to @0x/order-utils for tests (which were retrieved from the old exchange wrapper tests). I've run into similar issues with tests introducing circular dependencies for other packages. Would like to discuss the possibility of developing an integration test suite for any tests that run with ganache and the standard 0x migration. Two benefits: 1) potentially speed up our testing time, by doing one migration + snapshots instead of separate migrations in numerous unit test suites, and 2) reduce package size/unnecessary dependency trees in the published packages.

Since we intend to remove these methods in a couple months, this seems like the easiest solution for now to unblock this task.

xianny · 2019-09-05T18:18:06Z

packages/order-utils/test/exchange_transfer_simulator_test.ts

@@ -42,6 +42,7 @@ describe('ExchangeTransferSimulator', async () => {
            from: devConstants.TESTRPC_FIRST_ADDRESS,
        };

+        await blockchainLifecycle.startAsync();


This was affecting the new unit tests in order_validation_utils_test.ts that are also blockchain dependent.

albrow · 2019-09-05T20:45:24Z

@fabioberger should probably review also since he has more context for some of these changes. I was mostly focusing on the contract-addresses package and related changes.

fabioberger · 2019-09-06T09:07:07Z

packages/contract-addresses/src/index.ts

+export function getNetworkIdByExchangeAddressOrThrow(exchangeAddress: string): NetworkId {
+    for (const networkId of Object.keys(networkToAddresses)) {
+        if (networkToAddresses[networkId as any].exchange === exchangeAddress) {
+            return networkId as any;


Why do we need to cast to any here? Why not cast to NetworkId?

Object.keys casts everything to string. I got a string has no overlap with NetworkId error. For clarity we can cast networkId as any as NetworkId instead

I'd prefer that. Ideally we keep things as any for the least amount of time possible.

packages/migrations/src/migration.ts

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xianny commented Aug 24, 2019

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xianny force-pushed the fix/order-utils-validation branch from 1119f75 to 82ef80e Compare August 24, 2019 00:32

xianny requested review from fabioberger and dekz August 24, 2019 00:33

xianny marked this pull request as ready for review August 24, 2019 00:34

xianny added this to the Multilang cleanup milestone Aug 24, 2019

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make it easier to use validateOrderFillableOrThrowAsync

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xianny force-pushed the fix/order-utils-validation branch from 82ef80e to 31aa55f Compare September 4, 2019 22:18

xianny requested a review from albrow as a code owner September 4, 2019 22:22

xianny force-pushed the fix/order-utils-validation branch 2 times, most recently from 7fc13f9 to 908764e Compare September 5, 2019 00:30

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xianny force-pushed the fix/order-utils-validation branch from 923cbee to 363826c Compare September 5, 2019 17:26

xianny added 3 commits September 5, 2019 10:54

add unit tests, use DevUtils

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remove dependency on @0x/order-utils from @0x/migrations

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revert yarn.lock to development

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xianny force-pushed the fix/order-utils-validation branch from 363826c to 6d7f786 Compare September 5, 2019 17:55

xianny commented Sep 5, 2019

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albrow approved these changes Sep 5, 2019

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xianny force-pushed the fix/order-utils-validation branch from 165e722 to 6d7f786 Compare September 7, 2019 00:14

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tweak typecast and dependencies

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xianny force-pushed the fix/order-utils-validation branch from 5f6bf1a to 97b8c39 Compare September 10, 2019 17:09

xianny force-pushed the fix/order-utils-validation branch from 97b8c39 to 2af8b75 Compare September 10, 2019 17:20

Merge branch 'development' into fix/order-utils-validation

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xianny force-pushed the fix/order-utils-validation branch from 2af8b75 to eae90e9 Compare September 10, 2019 18:23

xianny merged commit 9eba6d7 into development Sep 10, 2019

albrow mentioned this pull request Sep 18, 2019

Merge development into 3.0 #2170

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Make it easier to use validateOrderFillableOrThrowAsync #2096

Make it easier to use validateOrderFillableOrThrowAsync #2096

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		@@ -0,0 +1,101 @@
		import { ERC20ProxyContract, ERC20TokenContract, ERC721ProxyContract, ERC721TokenContract } from '@0x/abi-gen-wrappers';

Make it easier to use validateOrderFillableOrThrowAsync #2096

Make it easier to use validateOrderFillableOrThrowAsync #2096

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