SerializeOrders: Add order serialization

Author: inje

src/index.ts

@@ -18,6 +18,7 @@ import {
 import {
   generateTimestamp,
   generateSalt,
+  generateSerializedOrders,
   hashOrderHex
 } from './orders';
 import {
@@ -182,6 +183,16 @@ export class SetProtocolUtils {
     return parseSignatureHexAsRSV(signature);
   }
 
+  /**
+   * Generates a byte string representing serialized exchange orders across different exchanges.
+   * @param  makerTokenAddress Address of the token used to pay for the order
+   * @param  orders            Array of orders from various exchanges
+   * @return                   Buffer with all exchange orders formatted and concatenated
+   */
+  public generateSerializedOrders(makerTokenAddress: Address, orders: object[]): Bytes32 {
+    return generateSerializedOrders(makerTokenAddress, orders, this.web3);
+  }
+
   /**
    * Signs a message and returns it's elliptic curve signature
    * @param   message   Data to sign

src/orders.ts

@@ -1,11 +1,33 @@
-import * as _ from 'lodash';
-import * as ethUtil from 'ethereumjs-util';
+/*
+  Copyright 2018 Set Labs Inc.
+
+  Licensed under the Apache License, Version 2.0 (the "License");
+  you may not use this file except in compliance with the License.
+  You may obtain a copy of the License at
+
+  http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS,
+  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+  See the License for the specific language governing permissions and
+  limitations under the License.
+*/
+
+'use strict';
+
 import { BigNumber } from 'bignumber.js';
+import * as ethUtil from 'ethereumjs-util';
+import * as _ from 'lodash';
+import * as Web3 from 'web3';
 
 import { constants } from './constants';
-import { bufferObjectWithProperties } from './encoding';
-import { IssuanceOrder, SolidityTypes } from './types';
+import { paddedBufferForPrimitive, bufferObjectWithProperties } from './encoding';
+import { Address, Bytes32, IssuanceOrder, SolidityTypes, TakerWalletOrder } from './types';
 
+interface Exchanges {
+  [exchangeId: string]: TakerWalletOrder[];
+}
 
 export function generateTimestamp(minutes: number): BigNumber {
   const timeToExpiration = minutes * 60 * 1000;
@@ -42,3 +64,97 @@ export function hashOrderHex(order: IssuanceOrder): string {
 
   return ethUtil.bufferToHex(buffer);
 }
+
+/* ============ Order Data Serialization ============ */
+
+/**
+ * Generates a byte string representing serialized exchange orders across different exchanges.
+ *
+ * @param  makerTokenAddress Address of the token used to pay for the order
+ * @param  orders            Array of orders from various exchanges
+ * @param  web3              web3 instance instantiated with `new Web3(provider);`
+ * @return                   Buffer with all exchange orders formatted and concatenated
+ */
+
+export function generateSerializedOrders(
+  makerTokenAddress: Address,
+  orders: object[],
+  web3: Web3,
+): Bytes32 {
+  const orderBuffer: Buffer[] = [];
+  // Sort exchange orders by exchange
+  const exchanges: Exchanges = {
+    '1': [],
+    '2': [],
+    '3': [],
+  };
+  _.forEach(orders, (order: TakerWalletOrder) => {
+    const { exchange } = order;
+    const exchangeOrders: object[] = exchanges[exchange];
+    exchangeOrders.push(order);
+  });
+  // Loop through all exchange orders and create buffers
+  _.forEach(exchanges, (exchangeOrders, key) => {
+    if (key === '1') { // Todo: Replace with set-protocol-contracts constants
+      // Handle Zero Ex
+    } else if (key === '2') {
+      // Handle Kyber Network
+    } else if (key === '3') {
+      orderBuffer.push(generateTakerWalletOrdersBuffer(makerTokenAddress, exchangeOrders, web3));
+    }
+  });
+  return ethUtil.bufferToHex(Buffer.concat(orderBuffer));
+}
+
+/* ============ Taker Wallet Order Functions ============ */
+
+/**
+ * Takes a taker wallet order object and turns it into a buffer.
+ *
+ * @param  takerTokenAddress Address of the token the taker will fill in the taker wallet order
+ * @param  takerTokenAmount  Amount of tokens the taker will fill in the order
+ * @param  web3              web3 instance instantiated with `new Web3(provider);`
+ * @return                   Taker wallet order as a buffer
+ */
+
+export function takerWalletOrderToBuffer(
+  takerTokenAddress: Address,
+  takerTokenAmount: BigNumber,
+  web3: Web3,
+): Buffer {
+  const takerWalletOrder: Buffer[] = [];
+  takerWalletOrder.push(paddedBufferForPrimitive(takerTokenAddress));
+  takerWalletOrder.push(paddedBufferForPrimitive(web3.toHex(takerTokenAmount)));
+  return Buffer.concat(takerWalletOrder);
+}
+
+/**
+ * Takes taker wallet orders and generates a buffer representing all orders the
+ * taker can fill directly from their wallet.
+ *
+ * @param  makerTokenAddress Address of the token used to pay for the order
+ * @param  orders            Array of TakerWalletOrders
+ * @param  web3              web3 instance instantiated with `new Web3(provider);`
+ * @return                   Entire taker wallet orders data as a buffer
+ */
+
+export function generateTakerWalletOrdersBuffer(
+  makerTokenAddress: Address,
+  orders: TakerWalletOrder[],
+  web3: Web3,
+): Buffer {
+  // Generate header for taker wallet order
+  const takerOrderHeader: Buffer[] = [
+    paddedBufferForPrimitive(3), // Todo: Replace with set-protocol-contracts constants
+    paddedBufferForPrimitive(orders.length), // Include the number of orders as part of header
+    paddedBufferForPrimitive(makerTokenAddress),
+    paddedBufferForPrimitive(0), // Taker wallet orders do not take any maker token to execute
+  ];
+  // Turn all taker wallet orders to buffers
+  const takerOrderBody: Buffer[] = _.map(orders, ({takerTokenAddress, takerTokenAmount}) =>
+    takerWalletOrderToBuffer(takerTokenAddress, takerTokenAmount, web3));
+  return Buffer.concat([
+    Buffer.concat(takerOrderHeader),
+    Buffer.concat(takerOrderBody),
+  ]);
+}

src/types.ts

@@ -41,3 +41,9 @@ export enum SolidityTypes {
   AddressArray = 'address[]',
   UintArray = 'uint256[]',
 }
+
+export interface TakerWalletOrder {
+  exchange: number;
+  takerTokenAddress: Address;
+  takerTokenAmount: BigNumber;
+}

yarn.lock

@@ -2752,10 +2752,6 @@ lru-cache@^4.0.1:
     pseudomap "^1.0.2"
     yallist "^2.1.2"
 
-make-promises-safe@^1.1.0:
-  version "1.1.0"
-  resolved "https://registry.yarnpkg.com/make-promises-safe/-/make-promises-safe-1.1.0.tgz#b4d28c61ef8ad5502f38dbb3a0ee89627f76ad61"
-
 map-cache@^0.2.2:
   version "0.2.2"
   resolved "https://registry.yarnpkg.com/map-cache/-/map-cache-0.2.2.tgz#c32abd0bd6525d9b051645bb4f26ac5dc98a0dbf"