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author | Amir Bandeali <abandeali1@gmail.com> | 2019-01-21 13:21:44 +0800 |
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committer | Amir Bandeali <abandeali1@gmail.com> | 2019-01-22 13:41:21 +0800 |
commit | 4a4c26a2e3a64f52f602c998095cf5d164ec0276 (patch) | |
tree | 5b3a50f7c6ec3cdb52e80cf779a5e94ee58d331b /contracts/exchange/test/match_orders.ts | |
parent | e2fe907de0e326e826e8ef3010efac8ec0136c74 (diff) | |
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Split protocol package into exchange, asset-proxy, and multisig
Diffstat (limited to 'contracts/exchange/test/match_orders.ts')
-rw-r--r-- | contracts/exchange/test/match_orders.ts | 1284 |
1 files changed, 1284 insertions, 0 deletions
diff --git a/contracts/exchange/test/match_orders.ts b/contracts/exchange/test/match_orders.ts new file mode 100644 index 000000000..346ee42a9 --- /dev/null +++ b/contracts/exchange/test/match_orders.ts @@ -0,0 +1,1284 @@ +import { ERC20ProxyContract, ERC721ProxyContract } from '@0x/contracts-asset-proxy'; +import { + chaiSetup, + constants, + ERC20BalancesByOwner, + ERC721TokenIdsByOwner, + expectTransactionFailedAsync, + OrderFactory, + provider, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { + artifacts as tokensArtifacts, + DummyERC20TokenContract, + DummyERC721TokenContract, + ReentrantERC20TokenContract, +} from '@0x/contracts-tokens'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils } from '@0x/order-utils'; +import { RevertReason } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import * as chai from 'chai'; +import * as _ from 'lodash'; + +import { ExchangeContract } from '../generated-wrappers/exchange'; +import { TestExchangeInternalsContract } from '../generated-wrappers/test_exchange_internals'; +import { artifacts } from '../src/artifacts'; + +import { ERC20Wrapper } from './utils/erc20_wrapper'; +import { ERC721Wrapper } from './utils/erc721_wrapper'; +import { ExchangeWrapper } from './utils/exchange_wrapper'; +import { MatchOrderTester } from './utils/match_order_tester'; + +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +chaiSetup.configure(); +const expect = chai.expect; + +describe('matchOrders', () => { + let makerAddressLeft: string; + let makerAddressRight: string; + let owner: string; + let takerAddress: string; + let feeRecipientAddressLeft: string; + let feeRecipientAddressRight: string; + + let erc20TokenA: DummyERC20TokenContract; + let erc20TokenB: DummyERC20TokenContract; + let zrxToken: DummyERC20TokenContract; + let erc721Token: DummyERC721TokenContract; + let reentrantErc20Token: ReentrantERC20TokenContract; + let exchange: ExchangeContract; + let erc20Proxy: ERC20ProxyContract; + let erc721Proxy: ERC721ProxyContract; + + let erc20BalancesByOwner: ERC20BalancesByOwner; + let erc721TokenIdsByOwner: ERC721TokenIdsByOwner; + let exchangeWrapper: ExchangeWrapper; + let erc20Wrapper: ERC20Wrapper; + let erc721Wrapper: ERC721Wrapper; + let orderFactoryLeft: OrderFactory; + let orderFactoryRight: OrderFactory; + + let erc721LeftMakerAssetIds: BigNumber[]; + let erc721RightMakerAssetIds: BigNumber[]; + + let defaultERC20MakerAssetAddress: string; + let defaultERC20TakerAssetAddress: string; + let defaultERC721AssetAddress: string; + + let matchOrderTester: MatchOrderTester; + + let testExchange: TestExchangeInternalsContract; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + // Create accounts + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + // Hack(albrow): Both Prettier and TSLint insert a trailing comma below + // but that is invalid syntax as of TypeScript version >= 2.8. We don't + // have the right fine-grained configuration options in TSLint, + // Prettier, or TypeScript, to reconcile this, so we will just have to + // wait for them to sort it out. We disable TSLint and Prettier for + // this part of the code for now. This occurs several times in this + // file. See https://github.com/prettier/prettier/issues/4624. + // prettier-ignore + const usedAddresses = ([ + owner, + makerAddressLeft, + makerAddressRight, + takerAddress, + feeRecipientAddressLeft, + // tslint:disable-next-line:trailing-comma + feeRecipientAddressRight + ] = _.slice(accounts, 0, 6)); + // Create wrappers + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + // Deploy ERC20 token & ERC20 proxy + const numDummyErc20ToDeploy = 3; + [erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + // Deploy ERC721 token and proxy + [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + erc721Proxy = await erc721Wrapper.deployProxyAsync(); + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + erc721LeftMakerAssetIds = erc721Balances[makerAddressLeft][erc721Token.address]; + erc721RightMakerAssetIds = erc721Balances[makerAddressRight][erc721Token.address]; + // Depoy exchange + exchange = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + assetDataUtils.encodeERC20AssetData(zrxToken.address), + ); + exchangeWrapper = new ExchangeWrapper(exchange, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); + // Authorize ERC20 and ERC721 trades by exchange + 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, + ); + + reentrantErc20Token = await ReentrantERC20TokenContract.deployFrom0xArtifactAsync( + tokensArtifacts.ReentrantERC20Token, + provider, + txDefaults, + exchange.address, + ); + + // Set default addresses + defaultERC20MakerAssetAddress = erc20TokenA.address; + defaultERC20TakerAssetAddress = erc20TokenB.address; + defaultERC721AssetAddress = erc721Token.address; + // Create default order parameters + const defaultOrderParamsLeft = { + ...constants.STATIC_ORDER_PARAMS, + makerAddress: makerAddressLeft, + exchangeAddress: exchange.address, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + feeRecipientAddress: feeRecipientAddressLeft, + }; + const defaultOrderParamsRight = { + ...constants.STATIC_ORDER_PARAMS, + makerAddress: makerAddressRight, + exchangeAddress: exchange.address, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + feeRecipientAddress: feeRecipientAddressRight, + }; + const privateKeyLeft = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddressLeft)]; + orderFactoryLeft = new OrderFactory(privateKeyLeft, defaultOrderParamsLeft); + const privateKeyRight = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddressRight)]; + orderFactoryRight = new OrderFactory(privateKeyRight, defaultOrderParamsRight); + // Set match order tester + matchOrderTester = new MatchOrderTester(exchangeWrapper, erc20Wrapper, erc721Wrapper, zrxToken.address); + testExchange = await TestExchangeInternalsContract.deployFrom0xArtifactAsync( + artifacts.TestExchangeInternals, + provider, + txDefaults, + ); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('matchOrders', () => { + beforeEach(async () => { + erc20BalancesByOwner = await erc20Wrapper.getBalancesAsync(); + erc721TokenIdsByOwner = await erc721Wrapper.getBalancesAsync(); + }); + + it('Should transfer correct amounts when right order is fully filled and values pass isRoundingErrorFloor but fail isRoundingErrorCeil', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(17), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(98), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + // Assert is rounding error ceil & not rounding error floor + // These assertions are taken from MixinMatchOrders::calculateMatchedFillResults + // The rounding error is derived computating how much the left maker will sell. + const numerator = signedOrderLeft.makerAssetAmount; + const denominator = signedOrderLeft.takerAssetAmount; + const target = signedOrderRight.makerAssetAmount; + const isRoundingErrorCeil = await testExchange.publicIsRoundingErrorCeil.callAsync( + numerator, + denominator, + target, + ); + expect(isRoundingErrorCeil).to.be.true(); + const isRoundingErrorFloor = await testExchange.publicIsRoundingErrorFloor.callAsync( + numerator, + denominator, + target, + ); + expect(isRoundingErrorFloor).to.be.false(); + // Match signedOrderLeft with signedOrderRight + // Note that the left maker received a slightly better sell price. + // This is intentional; see note in MixinMatchOrders.calculateMatchedFillResults. + // Because the left maker received a slightly more favorable sell price, the fee + // paid by the left taker is slightly higher than that paid by the left maker. + // Fees can be thought of as a tax paid by the seller, derived from the sale price. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.4705882352941176'), 16), // 76.47% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.5306122448979591'), 16), // 76.53% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should transfer correct amounts when left order is fully filled and values pass isRoundingErrorCeil but fail isRoundingErrorFloor', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(15), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(14), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + // Assert is rounding error floor & not rounding error ceil + // These assertions are taken from MixinMatchOrders::calculateMatchedFillResults + // The rounding error is derived computating how much the right maker will buy. + const numerator = signedOrderRight.takerAssetAmount; + const denominator = signedOrderRight.makerAssetAmount; + const target = signedOrderLeft.takerAssetAmount; + const isRoundingErrorFloor = await testExchange.publicIsRoundingErrorFloor.callAsync( + numerator, + denominator, + target, + ); + expect(isRoundingErrorFloor).to.be.true(); + const isRoundingErrorCeil = await testExchange.publicIsRoundingErrorCeil.callAsync( + numerator, + denominator, + target, + ); + expect(isRoundingErrorCeil).to.be.false(); + // Match signedOrderLeft with signedOrderRight + // Note that the right maker received a slightly better purchase price. + // This is intentional; see note in MixinMatchOrders.calculateMatchedFillResults. + // Because the right maker received a slightly more favorable buy price, the fee + // paid by the right taker is slightly higher than that paid by the right maker. + // Fees can be thought of as a tax paid by the seller, derived from the sale price. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(15), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.7835051546391752'), 16), // 92.78% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.8571428571428571'), 16), // 92.85% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should give right maker a better buy price when rounding', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(83), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(49), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + // Note: + // The correct price buy price for the right maker would yield (49/83) * 22 = 12.988 units + // of the left maker asset. This gets rounded up to 13, giving the right maker a better price. + // Note: + // The maker/taker fee percentage paid on the right order differs because + // they received different sale prices. The right maker pays a + // fee slightly lower than the right taker. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5060240963855421'), 16), // 26.506% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5306122448979591'), 16), // 26.531% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should give left maker a better sell price when rounding', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(12), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + // Note: + // The maker/taker fee percentage paid on the left order differs because + // they received different sale prices. The left maker pays a fee + // slightly lower than the left taker. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(11), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.6666666666666666'), 16), // 91.6% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.7525773195876288'), 16), // 91.75% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should give right maker and right taker a favorable fee price when rounding', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(83), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(49), 0), + feeRecipientAddress: feeRecipientAddressRight, + makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), + }); + // Note: + // The maker/taker fee percentage paid on the right order differs because + // they received different sale prices. The right maker pays a + // fee slightly lower than the right taker. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2650), 0), // 2650.6 rounded down tro 2650 + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(2653), 0), // 2653.1 rounded down to 2653 + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should give left maker and left taker a favorable fee price when rounding', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(12), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), + feeRecipientAddress: feeRecipientAddressLeft, + makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + // Note: + // The maker/taker fee percentage paid on the left order differs because + // they received different sale prices. The left maker pays a + // fee slightly lower than the left taker. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(11), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(9166), 0), // 9166.6 rounded down to 9166 + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(9175), 0), // 9175.2 rounded down to 9175 + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should transfer correct amounts when right order fill amount deviates from amount derived by `Exchange.fillOrder`', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2126), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1063), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + // Notes: + // i. + // The left order is fully filled by the right order, so the right maker must sell 1005 units of their asset to the left maker. + // By selling 1005 units, the right maker should theoretically receive 502.5 units of the left maker's asset. + // Since the transfer amount must be an integer, this value must be rounded down to 502 or up to 503. + // ii. + // If the right order were filled via `Exchange.fillOrder` the respective fill amounts would be [1004, 502] or [1006, 503]. + // It follows that we cannot trigger a sale of 1005 units of the right maker's asset through `Exchange.fillOrder`. + // iii. + // For an optimal match, the algorithm must choose either [1005, 502] or [1005, 503] as fill amounts for the right order. + // The algorithm favors the right maker when the exchange rate must be rounded, so the final fill for the right order is [1005, 503]. + // iv. + // The right maker fee differs from the right taker fee because their exchange rate differs. + // The right maker always receives the better exchange and fee price. + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(503), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.2718720602069614'), 16), // 47.27% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(497), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.3189087488240827'), 16), // 47.31% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow matchOrders to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + takerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feeRecipientAddress: feeRecipientAddressRight, + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('matchOrders reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should transfer the correct amounts when orders completely fill each other', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts when orders completely fill each other and taker doesnt take a profit', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts when left order is completely filled and right order is partially filled', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(20), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts when right order is completely filled and left order is partially filled', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts when consecutive calls are used to completely fill the left order', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + let newERC20BalancesByOwner: ERC20BalancesByOwner; + let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + // prettier-ignore + [ + newERC20BalancesByOwner, + // tslint:disable-next-line:trailing-comma + newERC721TokenIdsByOwner + ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + // Construct second right order + // Note: This order needs makerAssetAmount=90/takerAssetAmount=[anything <= 45] to fully fill the right order. + // However, we use 100/50 to ensure a partial fill as we want to go down the "left fill" + // branch in the contract twice for this test. + const signedOrderRight2 = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), + }); + // Match signedOrderLeft with signedOrderRight2 + const leftTakerAssetFilledAmount = signedOrderRight.makerAssetAmount; + const rightTakerAssetFilledAmount = new BigNumber(0); + const expectedTransferAmounts2 = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(45), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% (10% paid earlier) + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(45), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% (10% paid earlier) + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight2, + takerAddress, + newERC20BalancesByOwner, + newERC721TokenIdsByOwner, + expectedTransferAmounts2, + leftTakerAssetFilledAmount, + rightTakerAssetFilledAmount, + ); + }); + + it('should transfer the correct amounts when consecutive calls are used to completely fill the right order', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + // Match orders + let newERC20BalancesByOwner: ERC20BalancesByOwner; + let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 16), // 4% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 16), // 4% + }; + // prettier-ignore + [ + newERC20BalancesByOwner, + // tslint:disable-next-line:trailing-comma + newERC721TokenIdsByOwner + ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + + // Create second left order + // Note: This order needs makerAssetAmount=96/takerAssetAmount=48 to fully fill the right order. + // However, we use 100/50 to ensure a partial fill as we want to go down the "right fill" + // branch in the contract twice for this test. + const signedOrderLeft2 = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), + }); + // Match signedOrderLeft2 with signedOrderRight + const leftTakerAssetFilledAmount = new BigNumber(0); + const takerAmountReceived = newERC20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress].minus( + erc20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress], + ); + const rightTakerAssetFilledAmount = signedOrderLeft.makerAssetAmount.minus(takerAmountReceived); + const expectedTransferAmounts2 = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(48), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(48), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft2, + signedOrderRight, + takerAddress, + newERC20BalancesByOwner, + newERC721TokenIdsByOwner, + expectedTransferAmounts2, + leftTakerAssetFilledAmount, + rightTakerAssetFilledAmount, + ); + }); + + it('should transfer the correct amounts if fee recipient is the same across both matched orders', async () => { + const feeRecipientAddress = feeRecipientAddressLeft; + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feeRecipientAddress, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feeRecipientAddress, + }); + // Match orders + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts if taker is also the left order maker', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + takerAddress = signedOrderLeft.makerAddress; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts if taker is also the right order maker', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + takerAddress = signedOrderRight.makerAddress; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts if taker is also the left fee recipient', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + takerAddress = feeRecipientAddressLeft; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts if taker is also the right fee recipient', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + takerAddress = feeRecipientAddressRight; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts if left maker is the left fee recipient and right maker is the right fee recipient', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should throw if left order is not fillable', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Cancel left order + await exchangeWrapper.cancelOrderAsync(signedOrderLeft, signedOrderLeft.makerAddress); + // Match orders + return expectTransactionFailedAsync( + exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('Should throw if right order is not fillable', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Cancel right order + await exchangeWrapper.cancelOrderAsync(signedOrderRight, signedOrderRight.makerAddress); + // Match orders + return expectTransactionFailedAsync( + exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should throw if there is not a positive spread', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), + }); + // Match orders + return expectTransactionFailedAsync( + exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), + RevertReason.NegativeSpreadRequired, + ); + }); + + it('should throw if the left maker asset is not equal to the right taker asset ', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + return expectTransactionFailedAsync( + exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), + // We are assuming assetData fields of the right order are the + // reverse of the left order, rather than checking equality. This + // saves a bunch of gas, but as a result if the assetData fields are + // off then the failure ends up happening at signature validation + RevertReason.InvalidOrderSignature, + ); + }); + + it('should throw if the right maker asset is not equal to the left taker asset', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + return expectTransactionFailedAsync( + exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), + RevertReason.InvalidOrderSignature, + ); + }); + + it('should transfer correct amounts when left order maker asset is an ERC721 token', async () => { + // Create orders to match + const erc721TokenToTransfer = erc721LeftMakerAssetIds[0]; + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), + makerAssetAmount: new BigNumber(1), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + takerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: new BigNumber(1), + }); + // Match orders + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 50% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer correct amounts when right order maker asset is an ERC721 token', async () => { + // Create orders to match + const erc721TokenToTransfer = erc721RightMakerAssetIds[0]; + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + takerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: new BigNumber(1), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), + makerAssetAmount: new BigNumber(1), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 18), + }); + // Match orders + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + }); +}); // tslint:disable-line:max-file-line-count |