import {
chaiSetup,
constants,
ContractName,
ERC20BalancesByOwner,
expectContractCreationFailedAsync,
expectTransactionFailedAsync,
OrderFactory,
provider,
sendTransactionResult,
txDefaults,
web3Wrapper,
} from '@0x/contracts-test-utils';
import {
artifacts as tokenArtifacts,
DummyERC20TokenContract,
DummyERC721TokenContract,
WETH9Contract,
} from '@0x/contracts-tokens';
import { BlockchainLifecycle } from '@0x/dev-utils';
import { assetDataUtils } from '@0x/order-utils';
import { RevertReason, SignedOrder } from '@0x/types';
import { BigNumber } from '@0x/utils';
import { Web3Wrapper } from '@0x/web3-wrapper';
import * as chai from 'chai';
import { TransactionReceiptWithDecodedLogs } from 'ethereum-types';
import { ExchangeContract } from '../../generated-wrappers/exchange';
import { ForwarderContract } from '../../generated-wrappers/forwarder';
import { artifacts } from '../../src/artifacts';
import { ERC20Wrapper } from '../utils/erc20_wrapper';
import { ERC721Wrapper } from '../utils/erc721_wrapper';
import { ExchangeWrapper } from '../utils/exchange_wrapper';
import { ForwarderWrapper } from '../utils/forwarder_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
const DECIMALS_DEFAULT = 18;
const MAX_WETH_FILL_PERCENTAGE = 95;
describe(ContractName.Forwarder, () => {
let makerAddress: string;
let owner: string;
let takerAddress: string;
let feeRecipientAddress: string;
let otherAddress: string;
let defaultMakerAssetAddress: string;
let zrxAssetData: string;
let wethAssetData: string;
let weth: DummyERC20TokenContract;
let zrxToken: DummyERC20TokenContract;
let erc20TokenA: DummyERC20TokenContract;
let erc721Token: DummyERC721TokenContract;
let forwarderContract: ForwarderContract;
let wethContract: WETH9Contract;
let forwarderWrapper: ForwarderWrapper;
let exchangeWrapper: ExchangeWrapper;
let orderWithoutFee: SignedOrder;
let orderWithFee: SignedOrder;
let feeOrder: SignedOrder;
let orderFactory: OrderFactory;
let erc20Wrapper: ERC20Wrapper;
let erc20Balances: ERC20BalancesByOwner;
let tx: TransactionReceiptWithDecodedLogs;
let erc721MakerAssetIds: BigNumber[];
let takerEthBalanceBefore: BigNumber;
let feePercentage: BigNumber;
let gasPrice: BigNumber;
before(async () => {
await blockchainLifecycle.startAsync();
const accounts = await web3Wrapper.getAvailableAddressesAsync();
const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress, otherAddress] = accounts);
const txHash = await web3Wrapper.sendTransactionAsync({ from: accounts[0], to: accounts[0], value: 0 });
const transaction = await web3Wrapper.getTransactionByHashAsync(txHash);
gasPrice = new BigNumber(transaction.gasPrice);
const erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner);
erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner);
const numDummyErc20ToDeploy = 3;
[erc20TokenA, zrxToken] = await erc20Wrapper.deployDummyTokensAsync(
numDummyErc20ToDeploy,
constants.DUMMY_TOKEN_DECIMALS,
);
const erc20Proxy = await erc20Wrapper.deployProxyAsync();
await erc20Wrapper.setBalancesAndAllowancesAsync();
[erc721Token] = await erc721Wrapper.deployDummyTokensAsync();
const erc721Proxy = await erc721Wrapper.deployProxyAsync();
await erc721Wrapper.setBalancesAndAllowancesAsync();
const erc721Balances = await erc721Wrapper.getBalancesAsync();
erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address];
wethContract = await WETH9Contract.deployFrom0xArtifactAsync(tokenArtifacts.WETH9, provider, txDefaults);
weth = new DummyERC20TokenContract(wethContract.abi, wethContract.address, provider);
erc20Wrapper.addDummyTokenContract(weth);
wethAssetData = assetDataUtils.encodeERC20AssetData(wethContract.address);
zrxAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address);
const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync(
artifacts.Exchange,
provider,
txDefaults,
zrxAssetData,
);
exchangeWrapper = new ExchangeWrapper(exchangeInstance, provider);
await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner);
await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner);
await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, {
from: owner,
});
await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, {
from: owner,
});
defaultMakerAssetAddress = erc20TokenA.address;
const defaultTakerAssetAddress = wethContract.address;
const defaultOrderParams = {
exchangeAddress: exchangeInstance.address,
makerAddress,
feeRecipientAddress,
makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress),
takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress),
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), DECIMALS_DEFAULT),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT),
makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT),
};
const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)];
orderFactory = new OrderFactory(privateKey, defaultOrderParams);
const forwarderInstance = await ForwarderContract.deployFrom0xArtifactAsync(
artifacts.Forwarder,
provider,
txDefaults,
exchangeInstance.address,
zrxAssetData,
wethAssetData,
);
forwarderContract = new ForwarderContract(forwarderInstance.abi, forwarderInstance.address, provider);
forwarderWrapper = new ForwarderWrapper(forwarderContract, provider);
const zrxDepositAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 18);
await web3Wrapper.awaitTransactionSuccessAsync(
await zrxToken.transfer.sendTransactionAsync(forwarderContract.address, zrxDepositAmount),
);
erc20Wrapper.addTokenOwnerAddress(forwarderInstance.address);
});
after(async () => {
await blockchainLifecycle.revertAsync();
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
erc20Balances = await erc20Wrapper.getBalancesAsync();
takerEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
orderWithoutFee = await orderFactory.newSignedOrderAsync();
feeOrder = await orderFactory.newSignedOrderAsync({
makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
});
orderWithFee = await orderFactory.newSignedOrderAsync({
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
});
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('constructor', () => {
it('should revert if assetProxy is unregistered', async () => {
const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync(
artifacts.Exchange,
provider,
txDefaults,
zrxAssetData,
);
return expectContractCreationFailedAsync(
(ForwarderContract.deployFrom0xArtifactAsync(
artifacts.Forwarder,
provider,
txDefaults,
exchangeInstance.address,
zrxAssetData,
wethAssetData,
) as any) as sendTransactionResult,
RevertReason.UnregisteredAssetProxy,
);
});
});
describe('marketSellOrdersWithEth without extra fees', () => {
it('should fill a single order', async () => {
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2);
tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue(
ethValue,
MAX_WETH_FILL_PERCENTAGE,
);
const makerAssetFillAmount = primaryTakerAssetFillAmount
.times(orderWithoutFee.makerAssetAmount)
.dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should fill multiple orders', async () => {
const secondOrderWithoutFee = await orderFactory.newSignedOrderAsync();
const ordersWithoutFee = [orderWithoutFee, secondOrderWithoutFee];
const feeOrders: SignedOrder[] = [];
const ethValue = ordersWithoutFee[0].takerAssetAmount.plus(
ordersWithoutFee[1].takerAssetAmount.dividedToIntegerBy(2),
);
tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue(
ethValue,
MAX_WETH_FILL_PERCENTAGE,
);
const firstTakerAssetFillAmount = ordersWithoutFee[0].takerAssetAmount;
const secondTakerAssetFillAmount = primaryTakerAssetFillAmount.minus(firstTakerAssetFillAmount);
const makerAssetFillAmount = ordersWithoutFee[0].makerAssetAmount.plus(
ordersWithoutFee[1].makerAssetAmount
.times(secondTakerAssetFillAmount)
.dividedToIntegerBy(ordersWithoutFee[1].takerAssetAmount),
);
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should fill the order and pay ZRX fees from a single feeOrder', async () => {
const ordersWithFee = [orderWithFee];
const feeOrders = [feeOrder];
const ethValue = orderWithFee.takerAssetAmount.dividedToIntegerBy(2);
tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue(
ethValue,
MAX_WETH_FILL_PERCENTAGE,
);
const makerAssetFillAmount = primaryTakerAssetFillAmount
.times(orderWithoutFee.makerAssetAmount)
.dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
const feeAmount = ForwarderWrapper.getPercentageOfValue(
orderWithFee.takerFee.dividedToIntegerBy(2),
MAX_WETH_FILL_PERCENTAGE,
);
const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders);
const totalEthSpent = primaryTakerAssetFillAmount
.plus(wethSpentOnFeeOrders)
.plus(gasPrice.times(tx.gasUsed));
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should fill the orders and pay ZRX from multiple feeOrders', async () => {
const ordersWithFee = [orderWithFee];
const ethValue = orderWithFee.takerAssetAmount;
const makerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address);
const makerAssetAmount = orderWithFee.takerFee.dividedToIntegerBy(2);
const takerAssetAmount = feeOrder.takerAssetAmount
.times(makerAssetAmount)
.dividedToIntegerBy(feeOrder.makerAssetAmount);
const firstFeeOrder = await orderFactory.newSignedOrderAsync({
makerAssetData,
makerAssetAmount,
takerAssetAmount,
});
const secondFeeOrder = await orderFactory.newSignedOrderAsync({
makerAssetData,
makerAssetAmount,
takerAssetAmount,
});
const feeOrders = [firstFeeOrder, secondFeeOrder];
tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue(
ethValue,
MAX_WETH_FILL_PERCENTAGE,
);
const makerAssetFillAmount = primaryTakerAssetFillAmount
.times(orderWithoutFee.makerAssetAmount)
.dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
const feeAmount = ForwarderWrapper.getPercentageOfValue(orderWithFee.takerFee, MAX_WETH_FILL_PERCENTAGE);
const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders);
const totalEthSpent = primaryTakerAssetFillAmount
.plus(wethSpentOnFeeOrders)
.plus(gasPrice.times(tx.gasUsed));
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should fill the order when token is ZRX with fees', async () => {
orderWithFee = await orderFactory.newSignedOrderAsync({
makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
});
const ordersWithFee = [orderWithFee];
const feeOrders: SignedOrder[] = [];
const ethValue = orderWithFee.takerAssetAmount.dividedToIntegerBy(2);
tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2);
const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed));
const takerFeePaid = orderWithFee.takerFee.dividedToIntegerBy(2);
const makerFeePaid = orderWithFee.makerFee.dividedToIntegerBy(2);
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount).minus(makerFeePaid),
);
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount).minus(takerFeePaid),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(ethValue),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[forwarderContract.address][zrxToken.address],
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should refund remaining ETH if amount is greater than takerAssetAmount', async () => {
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
const ethValue = orderWithoutFee.takerAssetAmount.times(2);
tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const totalEthSpent = orderWithoutFee.takerAssetAmount.plus(gasPrice.times(tx.gasUsed));
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
});
it('should revert if ZRX cannot be fully repurchased', async () => {
orderWithFee = await orderFactory.newSignedOrderAsync({
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), DECIMALS_DEFAULT),
});
const ordersWithFee = [orderWithFee];
feeOrder = await orderFactory.newSignedOrderAsync({
makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address),
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
});
const feeOrders = [feeOrder];
const ethValue = orderWithFee.takerAssetAmount;
return expectTransactionFailedAsync(
forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, {
value: ethValue,
from: takerAddress,
}),
RevertReason.CompleteFillFailed,
);
});
it('should not fill orders with different makerAssetData than the first order', async () => {
const makerAssetId = erc721MakerAssetIds[0];
const erc721SignedOrder = await orderFactory.newSignedOrderAsync({
makerAssetAmount: new BigNumber(1),
makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
});
const erc20SignedOrder = await orderFactory.newSignedOrderAsync();
const ordersWithoutFee = [erc20SignedOrder, erc721SignedOrder];
const feeOrders: SignedOrder[] = [];
const ethValue = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount);
tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const totalEthSpent = erc20SignedOrder.takerAssetAmount.plus(gasPrice.times(tx.gasUsed));
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
});
});
describe('marketSellOrdersWithEth with extra fees', () => {
it('should fill the order and send fee to feeRecipient', async () => {
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
const ethValue = orderWithoutFee.takerAssetAmount.div(2);
const baseFeePercentage = 2;
feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage);
const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
tx = await forwarderWrapper.marketSellOrdersWithEthAsync(
ordersWithoutFee,
feeOrders,
{
value: ethValue,
from: takerAddress,
},
{ feePercentage, feeRecipient: feeRecipientAddress },
);
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue(
ethValue,
MAX_WETH_FILL_PERCENTAGE,
);
const makerAssetFillAmount = primaryTakerAssetFillAmount
.times(orderWithoutFee.makerAssetAmount)
.dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
const ethSpentOnFee = ForwarderWrapper.getPercentageOfValue(primaryTakerAssetFillAmount, baseFeePercentage);
const totalEthSpent = primaryTakerAssetFillAmount.plus(ethSpentOnFee).plus(gasPrice.times(tx.gasUsed));
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(feeRecipientEthBalanceAfter).to.be.bignumber.equal(feeRecipientEthBalanceBefore.plus(ethSpentOnFee));
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should fail if the fee is set too high', async () => {
const ethValue = orderWithoutFee.takerAssetAmount.div(2);
const baseFeePercentage = 6;
feePercentage = ForwarderWrapper.getPercentageOfValue(ethValue, baseFeePercentage);
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
await expectTransactionFailedAsync(
forwarderWrapper.marketSellOrdersWithEthAsync(
ordersWithoutFee,
feeOrders,
{ from: takerAddress, value: ethValue, gasPrice },
{ feePercentage, feeRecipient: feeRecipientAddress },
),
RevertReason.FeePercentageTooLarge,
);
});
it('should fail if there is not enough ETH remaining to pay the fee', async () => {
const ethValue = orderWithoutFee.takerAssetAmount.div(2);
const baseFeePercentage = 5;
feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage);
const ordersWithFee = [orderWithFee];
const feeOrders = [feeOrder];
await expectTransactionFailedAsync(
forwarderWrapper.marketSellOrdersWithEthAsync(
ordersWithFee,
feeOrders,
{ from: takerAddress, value: ethValue, gasPrice },
{ feePercentage, feeRecipient: feeRecipientAddress },
),
RevertReason.InsufficientEthRemaining,
);
});
});
describe('marketBuyOrdersWithEth without extra fees', () => {
it('should buy the exact amount of makerAsset in a single order', async () => {
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2);
const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2);
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ethValue;
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should buy the exact amount of makerAsset in multiple orders', async () => {
const secondOrderWithoutFee = await orderFactory.newSignedOrderAsync();
const ordersWithoutFee = [orderWithoutFee, secondOrderWithoutFee];
const feeOrders: SignedOrder[] = [];
const makerAssetFillAmount = ordersWithoutFee[0].makerAssetAmount.plus(
ordersWithoutFee[1].makerAssetAmount.dividedToIntegerBy(2),
);
const ethValue = ordersWithoutFee[0].takerAssetAmount.plus(
ordersWithoutFee[1].takerAssetAmount.dividedToIntegerBy(2),
);
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ethValue;
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should buy the exact amount of makerAsset and return excess ETH', async () => {
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2);
const ethValue = orderWithoutFee.takerAssetAmount;
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ethValue.dividedToIntegerBy(2);
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should buy the exact amount of makerAsset and pay ZRX from feeOrders', async () => {
const ordersWithFee = [orderWithFee];
const feeOrders = [feeOrder];
const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2);
const ethValue = orderWithFee.takerAssetAmount;
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount.dividedToIntegerBy(2);
const feeAmount = orderWithFee.takerFee.dividedToIntegerBy(2);
const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders);
const totalEthSpent = primaryTakerAssetFillAmount
.plus(wethSpentOnFeeOrders)
.plus(gasPrice.times(tx.gasUsed));
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should buy slightly greater than makerAssetAmount when buying ZRX', async () => {
orderWithFee = await orderFactory.newSignedOrderAsync({
makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
});
const ordersWithFee = [orderWithFee];
const feeOrders: SignedOrder[] = [];
const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2);
const ethValue = orderWithFee.takerAssetAmount;
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ForwarderWrapper.getWethForFeeOrders(
makerAssetFillAmount,
ordersWithFee,
);
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
const makerAssetFilledAmount = orderWithFee.makerAssetAmount
.times(primaryTakerAssetFillAmount)
.dividedToIntegerBy(orderWithFee.takerAssetAmount);
const takerFeePaid = orderWithFee.takerFee
.times(primaryTakerAssetFillAmount)
.dividedToIntegerBy(orderWithFee.takerAssetAmount);
const makerFeePaid = orderWithFee.makerFee
.times(primaryTakerAssetFillAmount)
.dividedToIntegerBy(orderWithFee.takerAssetAmount);
const totalZrxPurchased = makerAssetFilledAmount.minus(takerFeePaid);
// Up to 1 wei worth of ZRX will be overbought per order
const maxOverboughtZrx = new BigNumber(1)
.times(orderWithFee.makerAssetAmount)
.dividedToIntegerBy(orderWithFee.takerAssetAmount);
expect(totalZrxPurchased).to.be.bignumber.gte(makerAssetFillAmount);
expect(totalZrxPurchased).to.be.bignumber.lte(makerAssetFillAmount.plus(maxOverboughtZrx));
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFilledAmount).minus(makerFeePaid),
);
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][zrxToken.address].plus(totalZrxPurchased),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[forwarderContract.address][zrxToken.address],
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should revert if the amount of ETH sent is too low to fill the makerAssetAmount', async () => {
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2);
const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(4);
return expectTransactionFailedAsync(
forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
value: ethValue,
from: takerAddress,
}),
RevertReason.CompleteFillFailed,
);
});
it('should buy an ERC721 asset from a single order', async () => {
const makerAssetId = erc721MakerAssetIds[0];
orderWithoutFee = await orderFactory.newSignedOrderAsync({
makerAssetAmount: new BigNumber(1),
makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
});
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
const makerAssetFillAmount = new BigNumber(1);
const ethValue = orderWithFee.takerAssetAmount;
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
from: takerAddress,
value: ethValue,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ethValue;
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
expect(newOwner).to.be.bignumber.equal(takerAddress);
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should revert if buying an ERC721 asset when later orders contain different makerAssetData', async () => {
const makerAssetId = erc721MakerAssetIds[0];
orderWithoutFee = await orderFactory.newSignedOrderAsync({
makerAssetAmount: new BigNumber(1),
makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
});
const differentMakerAssetDataOrder = await orderFactory.newSignedOrderAsync();
const ordersWithoutFee = [orderWithoutFee, differentMakerAssetDataOrder];
const feeOrders: SignedOrder[] = [];
const makerAssetFillAmount = new BigNumber(1).plus(differentMakerAssetDataOrder.makerAssetAmount);
const ethValue = orderWithFee.takerAssetAmount;
return expectTransactionFailedAsync(
forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
value: ethValue,
from: takerAddress,
}),
RevertReason.CompleteFillFailed,
);
});
it('should buy an ERC721 asset and pay ZRX fees from a single fee order', async () => {
const makerAssetId = erc721MakerAssetIds[0];
orderWithFee = await orderFactory.newSignedOrderAsync({
makerAssetAmount: new BigNumber(1),
makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
});
const ordersWithFee = [orderWithFee];
const feeOrders = [feeOrder];
const makerAssetFillAmount = orderWithFee.makerAssetAmount;
const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount;
const feeAmount = orderWithFee.takerFee;
const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders);
const ethValue = primaryTakerAssetFillAmount.plus(wethSpentOnFeeOrders);
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId);
const newBalances = await erc20Wrapper.getBalancesAsync();
const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed));
expect(newOwner).to.be.bignumber.equal(takerAddress);
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should buy an ERC721 asset and pay ZRX fees from multiple fee orders', async () => {
const makerAssetId = erc721MakerAssetIds[0];
orderWithFee = await orderFactory.newSignedOrderAsync({
makerAssetAmount: new BigNumber(1),
makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
});
const ordersWithFee = [orderWithFee];
const makerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address);
const makerAssetAmount = orderWithFee.takerFee.dividedToIntegerBy(2);
const takerAssetAmount = feeOrder.takerAssetAmount
.times(makerAssetAmount)
.dividedToIntegerBy(feeOrder.makerAssetAmount);
const firstFeeOrder = await orderFactory.newSignedOrderAsync({
makerAssetData,
makerAssetAmount,
takerAssetAmount,
});
const secondFeeOrder = await orderFactory.newSignedOrderAsync({
makerAssetData,
makerAssetAmount,
takerAssetAmount,
});
const feeOrders = [firstFeeOrder, secondFeeOrder];
const makerAssetFillAmount = orderWithFee.makerAssetAmount;
const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount;
const feeAmount = orderWithFee.takerFee;
const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders);
const ethValue = primaryTakerAssetFillAmount.plus(wethSpentOnFeeOrders);
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, {
value: ethValue,
from: takerAddress,
});
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId);
const newBalances = await erc20Wrapper.getBalancesAsync();
const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed));
expect(newOwner).to.be.bignumber.equal(takerAddress);
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('Should buy slightly greater MakerAsset when exchange rate is rounded', async () => {
// The 0x Protocol contracts round the exchange rate in favor of the Maker.
// In this case, the taker must round up how much they're going to spend, which
// in turn increases the amount of MakerAsset being purchased.
// Example:
// The taker wants to buy 5 units of the MakerAsset at a rate of 3M/2T.
// For every 2 units of TakerAsset, the taker will receive 3 units of MakerAsset.
// To purchase 5 units, the taker must spend 10/3 = 3.33 units of TakerAssset.
// However, the Taker can only spend whole units.
// Spending floor(10/3) = 3 units will yield a profit of Floor(3*3/2) = Floor(4.5) = 4 units of MakerAsset.
// Spending ceil(10/3) = 4 units will yield a profit of Floor(4*3/2) = 6 units of MakerAsset.
//
// The forwarding contract will opt for the second option, which overbuys, to ensure the taker
// receives at least the amount of MakerAsset they requested.
//
// Construct test case using values from example above
orderWithoutFee = await orderFactory.newSignedOrderAsync({
makerAssetAmount: new BigNumber('30'),
takerAssetAmount: new BigNumber('20'),
makerAssetData: assetDataUtils.encodeERC20AssetData(erc20TokenA.address),
takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
makerFee: new BigNumber(0),
takerFee: new BigNumber(0),
});
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
const desiredMakerAssetFillAmount = new BigNumber('5');
const makerAssetFillAmount = new BigNumber('6');
const ethValue = new BigNumber('4');
// Execute test case
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
ordersWithoutFee,
feeOrders,
desiredMakerAssetFillAmount,
{
value: ethValue,
from: takerAddress,
},
);
// Fetch end balances and construct expected outputs
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ethValue;
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
// Validate test case
expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount);
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('Should buy slightly greater MakerAsset when exchange rate is rounded, and MakerAsset is ZRX', async () => {
// See the test case above for a detailed description of this case.
// The difference here is that the MakerAsset is ZRX. We expect the same result as above,
// but this tests a different code path.
//
// Construct test case using values from example above
orderWithoutFee = await orderFactory.newSignedOrderAsync({
makerAssetAmount: new BigNumber('30'),
takerAssetAmount: new BigNumber('20'),
makerAssetData: zrxAssetData,
takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
makerFee: new BigNumber(0),
takerFee: new BigNumber(0),
});
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
const desiredMakerAssetFillAmount = new BigNumber('5');
const makerAssetFillAmount = new BigNumber('6');
const ethValue = new BigNumber('4');
// Execute test case
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
ordersWithoutFee,
feeOrders,
desiredMakerAssetFillAmount,
{
value: ethValue,
from: takerAddress,
},
);
// Fetch end balances and construct expected outputs
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ethValue;
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
// Validate test case
expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount);
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('Should buy slightly greater MakerAsset when exchange rate is rounded (Regression Test)', async () => {
// Order taken from a transaction on mainnet that failed due to a rounding error.
orderWithoutFee = await orderFactory.newSignedOrderAsync({
makerAssetAmount: new BigNumber('268166666666666666666'),
takerAssetAmount: new BigNumber('219090625878836371'),
makerAssetData: assetDataUtils.encodeERC20AssetData(erc20TokenA.address),
takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
makerFee: new BigNumber(0),
takerFee: new BigNumber(0),
});
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
// The taker will receive more than the desired amount of makerAsset due to rounding
const desiredMakerAssetFillAmount = new BigNumber('5000000000000000000');
const ethValue = new BigNumber('4084971271824171');
const makerAssetFillAmount = ethValue
.times(orderWithoutFee.makerAssetAmount)
.dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
// Execute test case
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
ordersWithoutFee,
feeOrders,
desiredMakerAssetFillAmount,
{
value: ethValue,
from: takerAddress,
},
);
// Fetch end balances and construct expected outputs
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ethValue;
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
// Validate test case
expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount);
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('Should buy slightly greater MakerAsset when exchange rate is rounded, and MakerAsset is ZRX (Regression Test)', async () => {
// Order taken from a transaction on mainnet that failed due to a rounding error.
orderWithoutFee = await orderFactory.newSignedOrderAsync({
makerAssetAmount: new BigNumber('268166666666666666666'),
takerAssetAmount: new BigNumber('219090625878836371'),
makerAssetData: zrxAssetData,
takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
makerFee: new BigNumber(0),
takerFee: new BigNumber(0),
});
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
// The taker will receive more than the desired amount of makerAsset due to rounding
const desiredMakerAssetFillAmount = new BigNumber('5000000000000000000');
const ethValue = new BigNumber('4084971271824171');
const makerAssetFillAmount = ethValue
.times(orderWithoutFee.makerAssetAmount)
.dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
// Execute test case
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
ordersWithoutFee,
feeOrders,
desiredMakerAssetFillAmount,
{
value: ethValue,
from: takerAddress,
},
);
// Fetch end balances and construct expected outputs
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ethValue;
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
// Validate test case
expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount);
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('Should buy correct MakerAsset when exchange rate is NOT rounded, and MakerAsset is ZRX (Regression Test)', async () => {
// An extra unit of TakerAsset was sent to the exchange contract to account for rounding errors, in Forwarder v1.
// Specifically, the takerFillAmount was calculated using Floor(desiredMakerAmount * exchangeRate) + 1
// We have since changed this to be Ceil(desiredMakerAmount * exchangeRate)
// These calculations produce different results when `desiredMakerAmount * exchangeRate` is an integer.
//
// This test verifies that `ceil` is sufficient:
// Let TakerAssetAmount = MakerAssetAmount * 2
// -> exchangeRate = TakerAssetAmount / MakerAssetAmount = (2*MakerAssetAmount)/MakerAssetAmount = 2
// .: desiredMakerAmount * exchangeRate is an integer.
//
// Construct test case using values from example above
orderWithoutFee = await orderFactory.newSignedOrderAsync({
makerAssetAmount: new BigNumber('30'),
takerAssetAmount: new BigNumber('60'),
makerAssetData: zrxAssetData,
takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
makerFee: new BigNumber(0),
takerFee: new BigNumber(0),
});
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
const makerAssetFillAmount = new BigNumber('5');
const ethValue = new BigNumber('10');
// Execute test case
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
value: ethValue,
from: takerAddress,
});
// Fetch end balances and construct expected outputs
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = ethValue;
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
// Validate test case
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
});
describe('marketBuyOrdersWithEth with extra fees', () => {
it('should buy an asset and send fee to feeRecipient', async () => {
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2);
const ethValue = orderWithoutFee.takerAssetAmount;
const baseFeePercentage = 2;
feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage);
const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
ordersWithoutFee,
feeOrders,
makerAssetFillAmount,
{
value: ethValue,
from: takerAddress,
},
{ feePercentage, feeRecipient: feeRecipientAddress },
);
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
const newBalances = await erc20Wrapper.getBalancesAsync();
const primaryTakerAssetFillAmount = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2);
const ethSpentOnFee = ForwarderWrapper.getPercentageOfValue(primaryTakerAssetFillAmount, baseFeePercentage);
const totalEthSpent = primaryTakerAssetFillAmount.plus(ethSpentOnFee).plus(gasPrice.times(tx.gasUsed));
expect(feeRecipientEthBalanceAfter).to.be.bignumber.equal(feeRecipientEthBalanceBefore.plus(ethSpentOnFee));
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
constants.ZERO_AMOUNT,
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
it('should fail if the fee is set too high', async () => {
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2);
const ethValue = orderWithoutFee.takerAssetAmount;
const baseFeePercentage = 6;
feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage);
await expectTransactionFailedAsync(
forwarderWrapper.marketBuyOrdersWithEthAsync(
ordersWithoutFee,
feeOrders,
makerAssetFillAmount,
{
value: ethValue,
from: takerAddress,
},
{ feePercentage, feeRecipient: feeRecipientAddress },
),
RevertReason.FeePercentageTooLarge,
);
});
it('should fail if there is not enough ETH remaining to pay the fee', async () => {
const ordersWithoutFee = [orderWithoutFee];
const feeOrders: SignedOrder[] = [];
const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2);
const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2);
const baseFeePercentage = 2;
feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage);
await expectTransactionFailedAsync(
forwarderWrapper.marketBuyOrdersWithEthAsync(
ordersWithoutFee,
feeOrders,
makerAssetFillAmount,
{
value: ethValue,
from: takerAddress,
},
{ feePercentage, feeRecipient: feeRecipientAddress },
),
RevertReason.InsufficientEthRemaining,
);
});
});
describe('withdrawAsset', () => {
it('should allow owner to withdraw ERC20 tokens', async () => {
const zrxWithdrawAmount = erc20Balances[forwarderContract.address][zrxToken.address];
await forwarderWrapper.withdrawAssetAsync(zrxAssetData, zrxWithdrawAmount, { from: owner });
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances[owner][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[owner][zrxToken.address].plus(zrxWithdrawAmount),
);
expect(newBalances[forwarderContract.address][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[forwarderContract.address][zrxToken.address].minus(zrxWithdrawAmount),
);
});
it('should revert if not called by owner', async () => {
const zrxWithdrawAmount = erc20Balances[forwarderContract.address][zrxToken.address];
await expectTransactionFailedAsync(
forwarderWrapper.withdrawAssetAsync(zrxAssetData, zrxWithdrawAmount, { from: makerAddress }),
RevertReason.OnlyContractOwner,
);
});
});
});
// tslint:disable:max-file-line-count
// tslint:enable:no-unnecessary-type-assertion
