chore: sanity check orders (#124)

# Description

Reduces pressure on the API by doing some sanity checks on orders from
contracts.

# Changes

- [x] Filters out invalid orders that will be rejected by the API

## How to test

1. Run on staging
2. Observe no API errors for orders that are filtered

## Related Issues

Fixes #122

src/domain/checkForAndPlaceOrder.ts

@@ -43,6 +43,7 @@ import {
   measureTime,
 } from "../utils/metrics";
 import { FilterAction } from "../utils/filterPolicy";
+import { validateOrder } from "../utils/filterOrder";
 
 const GPV2SETTLEMENT = "0x9008D19f58AAbD9eD0D60971565AA8510560ab41";
 
@@ -345,6 +346,10 @@ async function _processConditionalOrder(
       validTo: Number(order.validTo),
     };
 
+    // We now have the order, so we can validate it. This will throw if the order is invalid
+    // and we will catch it below.
+    validateOrder(orderToSubmit);
+
     // calculate the orderUid
     const orderUid = _getOrderUid(chainId, orderToSubmit, owner);
 

src/utils/filterOrder.ts

@@ -0,0 +1,37 @@
+import { Order } from "@cowprotocol/contracts";
+import { BigNumber, ethers } from "ethers";
+
+/**
+ * Process an order to determine if it is valid
+ * @param order The GPv2.Order data struct to validate
+ * @throws Error if the order is invalid
+ */
+export function validateOrder(order: Order) {
+  // amounts must be non-zero
+  if (BigNumber.from(order.sellAmount).isZero()) {
+    throw new Error("Order has zero sell amount");
+  }
+
+  if (BigNumber.from(order.buyAmount).isZero()) {
+    throw new Error("Order has zero buy amount");
+  }
+
+  // token addresses must not be the ZeroAddress
+  if (order.sellToken === ethers.constants.AddressZero) {
+    throw new Error("Order has zero sell token address");
+  }
+
+  if (order.buyToken === ethers.constants.AddressZero) {
+    throw new Error("Order has zero buy token address");
+  }
+
+  // tokens must not be the same
+  if (order.sellToken === order.buyToken) {
+    throw new Error("Order has identical sell and buy token addresses");
+  }
+
+  // Check to make sure that the order has at least 120s of validity
+  if (Math.floor(Date.now() / 1000) + 60 > Number(order.validTo)) {
+    throw new Error("Order expires too soon");
+  }
+}