import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils';
import { assetProxyUtils } from '@0xproject/order-utils';
import { AssetProxyId, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as chai from 'chai';
import * as _ from 'lodash';
import 'make-promises-safe';
import * as Web3 from 'web3';
import { DummyERC20TokenContract } from '../../src/contract_wrappers/generated/dummy_e_r_c20_token';
import { DummyERC721TokenContract } from '../../src/contract_wrappers/generated/dummy_e_r_c721_token';
import { ERC20ProxyContract } from '../../src/contract_wrappers/generated/e_r_c20_proxy';
import { ERC721ProxyContract } from '../../src/contract_wrappers/generated/e_r_c721_proxy';
import { ExchangeContract } from '../../src/contract_wrappers/generated/exchange';
import { TokenRegistryContract } from '../../src/contract_wrappers/generated/token_registry';
import { artifacts } from '../../src/utils/artifacts';
import { chaiSetup } from '../../src/utils/chai_setup';
import { constants } from '../../src/utils/constants';
import { ERC20Wrapper } from '../../src/utils/erc20_wrapper';
import { ERC721Wrapper } from '../../src/utils/erc721_wrapper';
import { ExchangeWrapper } from '../../src/utils/exchange_wrapper';
import { OrderFactory } from '../../src/utils/order_factory';
import { ERC20BalancesByOwner } from '../../src/utils/types';
import { provider, txDefaults, web3Wrapper } from '../../src/utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
describe('Exchange wrappers', () => {
let makerAddress: string;
let owner: string;
let takerAddress: string;
let feeRecipientAddress: string;
let erc20TokenA: DummyERC20TokenContract;
let erc20TokenB: DummyERC20TokenContract;
let zrxToken: DummyERC20TokenContract;
let erc721Token: DummyERC721TokenContract;
let exchange: ExchangeContract;
let erc20Proxy: ERC20ProxyContract;
let erc721Proxy: ERC721ProxyContract;
let exchangeWrapper: ExchangeWrapper;
let erc20Wrapper: ERC20Wrapper;
let erc721Wrapper: ERC721Wrapper;
let erc20Balances: ERC20BalancesByOwner;
let orderFactory: OrderFactory;
let erc721MakerAssetId: BigNumber;
let erc721TakerAssetId: BigNumber;
let defaultMakerAssetAddress: string;
let defaultTakerAssetAddress: string;
before(async () => {
await blockchainLifecycle.startAsync();
});
after(async () => {
await blockchainLifecycle.revertAsync();
});
before(async () => {
const accounts = await web3Wrapper.getAvailableAddressesAsync();
const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = accounts);
erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner);
erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner);
[erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync();
erc20Proxy = await erc20Wrapper.deployProxyAsync();
await erc20Wrapper.setBalancesAndAllowancesAsync();
[erc721Token] = await erc721Wrapper.deployDummyTokensAsync();
erc721Proxy = await erc721Wrapper.deployProxyAsync();
await erc721Wrapper.setBalancesAndAllowancesAsync();
const erc721Balances = await erc721Wrapper.getBalancesAsync();
erc721MakerAssetId = erc721Balances[makerAddress][erc721Token.address][0];
erc721TakerAssetId = erc721Balances[takerAddress][erc721Token.address][0];
exchange = await ExchangeContract.deployFrom0xArtifactAsync(
artifacts.Exchange,
provider,
txDefaults,
assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
);
exchangeWrapper = new ExchangeWrapper(exchange, provider);
await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC20, erc20Proxy.address, owner);
await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC721, erc721Proxy.address, owner);
await web3Wrapper.awaitTransactionSuccessAsync(
await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, {
from: owner,
}),
constants.AWAIT_TRANSACTION_MINED_MS,
);
await web3Wrapper.awaitTransactionSuccessAsync(
await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, {
from: owner,
}),
constants.AWAIT_TRANSACTION_MINED_MS,
);
defaultMakerAssetAddress = erc20TokenA.address;
defaultTakerAssetAddress = erc20TokenB.address;
const defaultOrderParams = {
...constants.STATIC_ORDER_PARAMS,
exchangeAddress: exchange.address,
makerAddress,
feeRecipientAddress,
makerAssetData: assetProxyUtils.encodeERC20ProxyData(defaultMakerAssetAddress),
takerAssetData: assetProxyUtils.encodeERC20ProxyData(defaultTakerAssetAddress),
};
const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)];
orderFactory = new OrderFactory(privateKey, defaultOrderParams);
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
erc20Balances = await erc20Wrapper.getBalancesAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('fillOrKillOrder', () => {
it('should transfer the correct amounts', async () => {
const signedOrder = orderFactory.newSignedOrder({
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18),
});
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
await exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress, {
takerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const makerAssetFilledAmount = takerAssetFillAmount
.times(signedOrder.makerAssetAmount)
.dividedToIntegerBy(signedOrder.takerAssetAmount);
const makerFee = signedOrder.makerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
const takerFee = signedOrder.takerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount),
);
expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount),
);
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][zrxToken.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount),
);
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][zrxToken.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)),
);
});
it('should throw if an signedOrder is expired', async () => {
const signedOrder = orderFactory.newSignedOrder({
expirationTimeSeconds: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
});
return expect(exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(
constants.REVERT,
);
});
it('should throw if entire takerAssetFillAmount not filled', async () => {
const signedOrder = orderFactory.newSignedOrder();
await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, {
takerAssetFillAmount: signedOrder.takerAssetAmount.div(2),
});
return expect(exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(
constants.REVERT,
);
});
});
describe('fillOrderNoThrow', () => {
it('should transfer the correct amounts', async () => {
const signedOrder = orderFactory.newSignedOrder({
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18),
});
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, {
takerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const makerAssetFilledAmount = takerAssetFillAmount
.times(signedOrder.makerAssetAmount)
.dividedToIntegerBy(signedOrder.takerAssetAmount);
const makerFee = signedOrder.makerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
const takerFee = signedOrder.takerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount),
);
expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount),
);
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][zrxToken.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount),
);
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][zrxToken.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)),
);
});
it('should not change erc20Balances if maker erc20Balances are too low to fill order', async () => {
const signedOrder = orderFactory.newSignedOrder({
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18),
});
await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should not change erc20Balances if taker erc20Balances are too low to fill order', async () => {
const signedOrder = orderFactory.newSignedOrder({
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18),
});
await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should not change erc20Balances if maker allowances are too low to fill order', async () => {
const signedOrder = orderFactory.newSignedOrder();
await web3Wrapper.awaitTransactionSuccessAsync(
await erc20TokenA.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), {
from: makerAddress,
}),
constants.AWAIT_TRANSACTION_MINED_MS,
);
await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
await web3Wrapper.awaitTransactionSuccessAsync(
await erc20TokenA.approve.sendTransactionAsync(erc20Proxy.address, constants.INITIAL_ERC20_ALLOWANCE, {
from: makerAddress,
}),
constants.AWAIT_TRANSACTION_MINED_MS,
);
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should not change erc20Balances if taker allowances are too low to fill order', async () => {
const signedOrder = orderFactory.newSignedOrder();
await web3Wrapper.awaitTransactionSuccessAsync(
await erc20TokenB.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), {
from: takerAddress,
}),
constants.AWAIT_TRANSACTION_MINED_MS,
);
await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
await web3Wrapper.awaitTransactionSuccessAsync(
await erc20TokenB.approve.sendTransactionAsync(erc20Proxy.address, constants.INITIAL_ERC20_ALLOWANCE, {
from: takerAddress,
}),
constants.AWAIT_TRANSACTION_MINED_MS,
);
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should not change erc20Balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker balance', async () => {
const makerZRXBalance = new BigNumber(erc20Balances[makerAddress][zrxToken.address]);
const signedOrder = orderFactory.newSignedOrder({
makerAssetAmount: makerZRXBalance,
makerFee: new BigNumber(1),
makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
});
await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should not change erc20Balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker allowance', async () => {
const makerZRXAllowance = await zrxToken.allowance.callAsync(makerAddress, erc20Proxy.address);
const signedOrder = orderFactory.newSignedOrder({
makerAssetAmount: new BigNumber(makerZRXAllowance),
makerFee: new BigNumber(1),
makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
});
await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should not change erc20Balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker balance', async () => {
const takerZRXBalance = new BigNumber(erc20Balances[takerAddress][zrxToken.address]);
const signedOrder = orderFactory.newSignedOrder({
takerAssetAmount: takerZRXBalance,
takerFee: new BigNumber(1),
takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
});
await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should not change erc20Balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker allowance', async () => {
const takerZRXAllowance = await zrxToken.allowance.callAsync(takerAddress, erc20Proxy.address);
const signedOrder = orderFactory.newSignedOrder({
takerAssetAmount: new BigNumber(takerZRXAllowance),
takerFee: new BigNumber(1),
takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
});
await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should successfully exchange ERC721 tokens', async () => {
// Construct Exchange parameters
const makerAssetId = erc721MakerAssetId;
const takerAssetId = erc721TakerAssetId;
const signedOrder = orderFactory.newSignedOrder({
makerAssetAmount: new BigNumber(1),
takerAssetAmount: new BigNumber(1),
makerAssetData: assetProxyUtils.encodeERC721ProxyData(erc721Token.address, makerAssetId),
takerAssetData: assetProxyUtils.encodeERC721ProxyData(erc721Token.address, takerAssetId),
});
// Verify pre-conditions
const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
expect(initialOwnerMakerAsset).to.be.bignumber.equal(makerAddress);
const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId);
expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress);
// Call Exchange
const takerAssetFillAmount = signedOrder.takerAssetAmount;
await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, { takerAssetFillAmount });
// Verify post-conditions
const newOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
expect(newOwnerMakerAsset).to.be.bignumber.equal(takerAddress);
const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId);
expect(newOwnerTakerAsset).to.be.bignumber.equal(makerAddress);
});
});
describe('batch functions', () => {
let signedOrders: SignedOrder[];
beforeEach(async () => {
signedOrders = [
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder(),
];
});
describe('batchFillOrders', () => {
it('should transfer the correct amounts', async () => {
const takerAssetFillAmounts: BigNumber[] = [];
const makerAssetAddress = erc20TokenA.address;
const takerAssetAddress = erc20TokenB.address;
_.forEach(signedOrders, signedOrder => {
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
const makerAssetFilledAmount = takerAssetFillAmount
.times(signedOrder.makerAssetAmount)
.dividedToIntegerBy(signedOrder.takerAssetAmount);
const makerFee = signedOrder.makerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
const takerFee = signedOrder.takerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
takerAssetFillAmounts.push(takerAssetFillAmount);
erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
makerAssetAddress
].minus(makerAssetFilledAmount);
erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add(
takerAssetFillAmount,
);
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
makerFee,
);
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add(
makerAssetFilledAmount,
);
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
takerAssetAddress
].minus(takerAssetFillAmount);
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
takerFee,
);
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
zrxToken.address
].add(makerFee.add(takerFee));
});
await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, {
takerAssetFillAmounts,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
});
describe('batchFillOrKillOrders', () => {
it('should transfer the correct amounts', async () => {
const takerAssetFillAmounts: BigNumber[] = [];
const makerAssetAddress = erc20TokenA.address;
const takerAssetAddress = erc20TokenB.address;
_.forEach(signedOrders, signedOrder => {
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
const makerAssetFilledAmount = takerAssetFillAmount
.times(signedOrder.makerAssetAmount)
.dividedToIntegerBy(signedOrder.takerAssetAmount);
const makerFee = signedOrder.makerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
const takerFee = signedOrder.takerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
takerAssetFillAmounts.push(takerAssetFillAmount);
erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
makerAssetAddress
].minus(makerAssetFilledAmount);
erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add(
takerAssetFillAmount,
);
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
makerFee,
);
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add(
makerAssetFilledAmount,
);
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
takerAssetAddress
].minus(takerAssetFillAmount);
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
takerFee,
);
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
zrxToken.address
].add(makerFee.add(takerFee));
});
await exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
takerAssetFillAmounts,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should throw if a single signedOrder does not fill the expected amount', async () => {
const takerAssetFillAmounts: BigNumber[] = [];
_.forEach(signedOrders, signedOrder => {
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
takerAssetFillAmounts.push(takerAssetFillAmount);
});
await exchangeWrapper.fillOrKillOrderAsync(signedOrders[0], takerAddress);
return expect(
exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
takerAssetFillAmounts,
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('batchFillOrdersNoThrow', async () => {
it('should transfer the correct amounts', async () => {
const takerAssetFillAmounts: BigNumber[] = [];
const makerAssetAddress = erc20TokenA.address;
const takerAssetAddress = erc20TokenB.address;
_.forEach(signedOrders, signedOrder => {
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
const makerAssetFilledAmount = takerAssetFillAmount
.times(signedOrder.makerAssetAmount)
.dividedToIntegerBy(signedOrder.takerAssetAmount);
const makerFee = signedOrder.makerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
const takerFee = signedOrder.takerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
takerAssetFillAmounts.push(takerAssetFillAmount);
erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
makerAssetAddress
].minus(makerAssetFilledAmount);
erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add(
takerAssetFillAmount,
);
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
makerFee,
);
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add(
makerAssetFilledAmount,
);
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
takerAssetAddress
].minus(takerAssetFillAmount);
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
takerFee,
);
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
zrxToken.address
].add(makerFee.add(takerFee));
});
await exchangeWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, {
takerAssetFillAmounts,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should not throw if an order is invalid and fill the remaining orders', async () => {
const takerAssetFillAmounts: BigNumber[] = [];
const makerAssetAddress = erc20TokenA.address;
const takerAssetAddress = erc20TokenB.address;
const invalidOrder = {
...signedOrders[0],
signature: '0x00',
};
const validOrders = signedOrders.slice(1);
takerAssetFillAmounts.push(invalidOrder.takerAssetAmount.div(2));
_.forEach(validOrders, signedOrder => {
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
const makerAssetFilledAmount = takerAssetFillAmount
.times(signedOrder.makerAssetAmount)
.dividedToIntegerBy(signedOrder.takerAssetAmount);
const makerFee = signedOrder.makerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
const takerFee = signedOrder.takerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
takerAssetFillAmounts.push(takerAssetFillAmount);
erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
makerAssetAddress
].minus(makerAssetFilledAmount);
erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add(
takerAssetFillAmount,
);
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
makerFee,
);
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add(
makerAssetFilledAmount,
);
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
takerAssetAddress
].minus(takerAssetFillAmount);
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
takerFee,
);
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
zrxToken.address
].add(makerFee.add(takerFee));
});
const newOrders = [invalidOrder, ...validOrders];
await exchangeWrapper.batchFillOrdersNoThrowAsync(newOrders, takerAddress, {
takerAssetFillAmounts,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
});
describe('marketSellOrders', () => {
it('should stop when the entire takerAssetFillAmount is filled', async () => {
const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus(
signedOrders[1].takerAssetAmount.div(2),
);
await exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
takerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const makerAssetFilledAmount = signedOrders[0].makerAssetAmount.add(
signedOrders[1].makerAssetAmount.dividedToIntegerBy(2),
);
const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2));
const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount),
);
expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount),
);
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][zrxToken.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount),
);
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][zrxToken.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)),
);
});
it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => {
const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
_.forEach(signedOrders, signedOrder => {
erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][
defaultMakerAssetAddress
].minus(signedOrder.makerAssetAmount);
erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][
defaultTakerAssetAddress
].add(signedOrder.takerAssetAmount);
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
signedOrder.makerFee,
);
erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][
defaultMakerAssetAddress
].add(signedOrder.makerAssetAmount);
erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][
defaultTakerAssetAddress
].minus(signedOrder.takerAssetAmount);
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
signedOrder.takerFee,
);
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
zrxToken.address
].add(signedOrder.makerFee.add(signedOrder.takerFee));
});
await exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
takerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should throw when an signedOrder does not use the same takerAssetAddress', async () => {
signedOrders = [
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder({
takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
}),
orderFactory.newSignedOrder(),
];
return expect(
exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
takerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18),
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('marketSellOrdersNoThrow', () => {
it('should stop when the entire takerAssetFillAmount is filled', async () => {
const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus(
signedOrders[1].takerAssetAmount.div(2),
);
await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
takerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const makerAssetFilledAmount = signedOrders[0].makerAssetAmount.add(
signedOrders[1].makerAssetAmount.dividedToIntegerBy(2),
);
const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2));
const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount),
);
expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount),
);
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][zrxToken.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount),
);
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][zrxToken.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)),
);
});
it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => {
const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
_.forEach(signedOrders, signedOrder => {
erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][
defaultMakerAssetAddress
].minus(signedOrder.makerAssetAmount);
erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][
defaultTakerAssetAddress
].add(signedOrder.takerAssetAmount);
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
signedOrder.makerFee,
);
erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][
defaultMakerAssetAddress
].add(signedOrder.makerAssetAmount);
erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][
defaultTakerAssetAddress
].minus(signedOrder.takerAssetAmount);
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
signedOrder.takerFee,
);
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
zrxToken.address
].add(signedOrder.makerFee.add(signedOrder.takerFee));
});
await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
takerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should throw when a signedOrder does not use the same takerAssetAddress', async () => {
signedOrders = [
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder({
takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
}),
orderFactory.newSignedOrder(),
];
return expect(
exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
takerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18),
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('marketBuyOrders', () => {
it('should stop when the entire makerAssetFillAmount is filled', async () => {
const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus(
signedOrders[1].makerAssetAmount.div(2),
);
await exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, {
makerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const makerAmountBought = signedOrders[0].takerAssetAmount.add(
signedOrders[1].takerAssetAmount.dividedToIntegerBy(2),
);
const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2));
const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultTakerAssetAddress].add(makerAmountBought),
);
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][zrxToken.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultTakerAssetAddress].minus(makerAmountBought),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFillAmount),
);
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][zrxToken.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)),
);
});
it('should fill all signedOrders if cannot fill entire makerAssetFillAmount', async () => {
const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
_.forEach(signedOrders, signedOrder => {
erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][
defaultMakerAssetAddress
].minus(signedOrder.makerAssetAmount);
erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][
defaultTakerAssetAddress
].add(signedOrder.takerAssetAmount);
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
signedOrder.makerFee,
);
erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][
defaultMakerAssetAddress
].add(signedOrder.makerAssetAmount);
erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][
defaultTakerAssetAddress
].minus(signedOrder.takerAssetAmount);
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
signedOrder.takerFee,
);
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
zrxToken.address
].add(signedOrder.makerFee.add(signedOrder.takerFee));
});
await exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, {
makerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should throw when an signedOrder does not use the same makerAssetAddress', async () => {
signedOrders = [
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder({
makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
}),
orderFactory.newSignedOrder(),
];
return expect(
exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, {
makerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18),
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('marketBuyOrdersNoThrow', () => {
it('should stop when the entire makerAssetFillAmount is filled', async () => {
const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus(
signedOrders[1].makerAssetAmount.div(2),
);
await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, {
makerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const makerAmountBought = signedOrders[0].takerAssetAmount.add(
signedOrders[1].takerAssetAmount.dividedToIntegerBy(2),
);
const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2));
const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2));
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultTakerAssetAddress].add(makerAmountBought),
);
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][zrxToken.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultTakerAssetAddress].minus(makerAmountBought),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFillAmount),
);
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][zrxToken.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)),
);
});
it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => {
const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
_.forEach(signedOrders, signedOrder => {
erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][
defaultMakerAssetAddress
].minus(signedOrder.makerAssetAmount);
erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][
defaultTakerAssetAddress
].add(signedOrder.takerAssetAmount);
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
signedOrder.makerFee,
);
erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][
defaultMakerAssetAddress
].add(signedOrder.makerAssetAmount);
erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][
defaultTakerAssetAddress
].minus(signedOrder.takerAssetAmount);
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
signedOrder.takerFee,
);
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
zrxToken.address
].add(signedOrder.makerFee.add(signedOrder.takerFee));
});
await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
takerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should throw when a signedOrder does not use the same makerAssetAddress', async () => {
signedOrders = [
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder({
makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
}),
orderFactory.newSignedOrder(),
];
return expect(
exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, {
makerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18),
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('batchCancelOrders', () => {
it('should be able to cancel multiple signedOrders', async () => {
const takerAssetCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount);
await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress);
await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, {
takerAssetFillAmounts: takerAssetCancelAmounts,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(erc20Balances).to.be.deep.equal(newBalances);
});
});
});
}); // tslint:disable-line:max-file-line-count