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authorFabio Berger <me@fabioberger.com>2018-11-19 20:49:16 +0800
committerFabio Berger <me@fabioberger.com>2018-11-19 20:49:16 +0800
commit8175192f60e2c2827f6e7d664fbe8bf2d9ddee9c (patch)
tree587ce5e026674e5665ad164995aac69462290aed /packages/contracts/test/extensions
parent7d2c975d7335155b85a7549c25b953d0afacf5cf (diff)
parent94de441de744ed53470335122a38e265c3a71aff (diff)
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Merge branch 'development'
* development: (957 commits) fix(order_utils.py): publish docs to S3, not RTD (#1264) fix: make instant package private feat: refer to map file in postpublish configs feat: add new bundle name to bundle watch fix: tslint ignore rule in wrong place Update blog post feature Fix disclaimer on mobile Add smart contract docs to Developer Home Add Apache license link Fix capitalization in title Remove excess semi-colon Point directly to README for docs link Update icons Update LICENSE Fix disclaimer Add blogpost URL Add disclaimer Add launch kit to Developer home list of tools feat: Deploy contracts to Rinkeby fix: fix exceeds block gas limit error ...
Diffstat (limited to 'packages/contracts/test/extensions')
-rw-r--r--packages/contracts/test/extensions/forwarder.ts289
-rw-r--r--packages/contracts/test/extensions/order_validator.ts22
2 files changed, 287 insertions, 24 deletions
diff --git a/packages/contracts/test/extensions/forwarder.ts b/packages/contracts/test/extensions/forwarder.ts
index 8424d01fd..c006be0fe 100644
--- a/packages/contracts/test/extensions/forwarder.ts
+++ b/packages/contracts/test/extensions/forwarder.ts
@@ -1,17 +1,17 @@
-import { BlockchainLifecycle } from '@0xproject/dev-utils';
-import { assetDataUtils } from '@0xproject/order-utils';
-import { RevertReason, SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import { BlockchainLifecycle } from '@0x/dev-utils';
+import { assetDataUtils } from '@0x/order-utils';
+import { RevertReason, SignedOrder } from '@0x/types';
+import { BigNumber } from '@0x/utils';
+import { Web3Wrapper } from '@0x/web3-wrapper';
import * as chai from 'chai';
import { TransactionReceiptWithDecodedLogs } from 'ethereum-types';
-import { DummyERC20TokenContract } from '../../generated_contract_wrappers/dummy_erc20_token';
-import { DummyERC721TokenContract } from '../../generated_contract_wrappers/dummy_erc721_token';
-import { ExchangeContract } from '../../generated_contract_wrappers/exchange';
-import { ForwarderContract } from '../../generated_contract_wrappers/forwarder';
-import { WETH9Contract } from '../../generated_contract_wrappers/weth9';
-import { artifacts } from '../utils/artifacts';
+import { DummyERC20TokenContract } from '../../generated-wrappers/dummy_erc20_token';
+import { DummyERC721TokenContract } from '../../generated-wrappers/dummy_erc721_token';
+import { ExchangeContract } from '../../generated-wrappers/exchange';
+import { ForwarderContract } from '../../generated-wrappers/forwarder';
+import { WETH9Contract } from '../../generated-wrappers/weth9';
+import { artifacts } from '../../src/artifacts';
import {
expectContractCreationFailedAsync,
expectTransactionFailedAsync,
@@ -45,6 +45,7 @@ describe(ContractName.Forwarder, () => {
let weth: DummyERC20TokenContract;
let zrxToken: DummyERC20TokenContract;
+ let erc20TokenA: DummyERC20TokenContract;
let erc721Token: DummyERC721TokenContract;
let forwarderContract: ForwarderContract;
let wethContract: WETH9Contract;
@@ -77,7 +78,6 @@ describe(ContractName.Forwarder, () => {
erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner);
const numDummyErc20ToDeploy = 3;
- let erc20TokenA;
[erc20TokenA, zrxToken] = await erc20Wrapper.deployDummyTokensAsync(
numDummyErc20ToDeploy,
constants.DUMMY_TOKEN_DECIMALS,
@@ -91,7 +91,7 @@ describe(ContractName.Forwarder, () => {
const erc721Balances = await erc721Wrapper.getBalancesAsync();
erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address];
- wethContract = await WETH9Contract.deployFrom0xArtifactAsync(artifacts.EtherToken, provider, txDefaults);
+ wethContract = await WETH9Contract.deployFrom0xArtifactAsync(artifacts.WETH9, provider, txDefaults);
weth = new DummyERC20TokenContract(wethContract.abi, wethContract.address, provider);
erc20Wrapper.addDummyTokenContract(weth);
@@ -902,6 +902,269 @@ describe(ContractName.Forwarder, () => {
);
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
});
+ it('Should buy slightly greater MakerAsset when exchange rate is rounded', async () => {
+ // The 0x Protocol contracts round the exchange rate in favor of the Maker.
+ // In this case, the taker must round up how much they're going to spend, which
+ // in turn increases the amount of MakerAsset being purchased.
+ // Example:
+ // The taker wants to buy 5 units of the MakerAsset at a rate of 3M/2T.
+ // For every 2 units of TakerAsset, the taker will receive 3 units of MakerAsset.
+ // To purchase 5 units, the taker must spend 10/3 = 3.33 units of TakerAssset.
+ // However, the Taker can only spend whole units.
+ // Spending floor(10/3) = 3 units will yield a profit of Floor(3*3/2) = Floor(4.5) = 4 units of MakerAsset.
+ // Spending ceil(10/3) = 4 units will yield a profit of Floor(4*3/2) = 6 units of MakerAsset.
+ //
+ // The forwarding contract will opt for the second option, which overbuys, to ensure the taker
+ // receives at least the amount of MakerAsset they requested.
+ //
+ // Construct test case using values from example above
+ orderWithoutFee = await orderFactory.newSignedOrderAsync({
+ makerAssetAmount: new BigNumber('30'),
+ takerAssetAmount: new BigNumber('20'),
+ makerAssetData: assetDataUtils.encodeERC20AssetData(erc20TokenA.address),
+ takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
+ makerFee: new BigNumber(0),
+ takerFee: new BigNumber(0),
+ });
+ const ordersWithoutFee = [orderWithoutFee];
+ const feeOrders: SignedOrder[] = [];
+ const desiredMakerAssetFillAmount = new BigNumber('5');
+ const makerAssetFillAmount = new BigNumber('6');
+ const ethValue = new BigNumber('4');
+ // Execute test case
+ tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
+ ordersWithoutFee,
+ feeOrders,
+ desiredMakerAssetFillAmount,
+ {
+ value: ethValue,
+ from: takerAddress,
+ },
+ );
+ // Fetch end balances and construct expected outputs
+ const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
+ const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
+ const newBalances = await erc20Wrapper.getBalancesAsync();
+ const primaryTakerAssetFillAmount = ethValue;
+ const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
+ // Validate test case
+ expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount);
+ expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
+ expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
+ erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
+ );
+ expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
+ erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
+ );
+ expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
+ erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
+ );
+ expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+ expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
+ constants.ZERO_AMOUNT,
+ );
+ expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+ });
+ it('Should buy slightly greater MakerAsset when exchange rate is rounded, and MakerAsset is ZRX', async () => {
+ // See the test case above for a detailed description of this case.
+ // The difference here is that the MakerAsset is ZRX. We expect the same result as above,
+ // but this tests a different code path.
+ //
+ // Construct test case using values from example above
+ orderWithoutFee = await orderFactory.newSignedOrderAsync({
+ makerAssetAmount: new BigNumber('30'),
+ takerAssetAmount: new BigNumber('20'),
+ makerAssetData: zrxAssetData,
+ takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
+ makerFee: new BigNumber(0),
+ takerFee: new BigNumber(0),
+ });
+ const ordersWithoutFee = [orderWithoutFee];
+ const feeOrders: SignedOrder[] = [];
+ const desiredMakerAssetFillAmount = new BigNumber('5');
+ const makerAssetFillAmount = new BigNumber('6');
+ const ethValue = new BigNumber('4');
+ // Execute test case
+ tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
+ ordersWithoutFee,
+ feeOrders,
+ desiredMakerAssetFillAmount,
+ {
+ value: ethValue,
+ from: takerAddress,
+ },
+ );
+ // Fetch end balances and construct expected outputs
+ const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
+ const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
+ const newBalances = await erc20Wrapper.getBalancesAsync();
+ const primaryTakerAssetFillAmount = ethValue;
+ const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
+ // Validate test case
+ expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount);
+ expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
+ expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
+ erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount),
+ );
+ expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
+ erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount),
+ );
+ expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
+ erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
+ );
+ expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+ expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+ });
+ it('Should buy slightly greater MakerAsset when exchange rate is rounded (Regression Test)', async () => {
+ // Order taken from a transaction on mainnet that failed due to a rounding error.
+ orderWithoutFee = await orderFactory.newSignedOrderAsync({
+ makerAssetAmount: new BigNumber('268166666666666666666'),
+ takerAssetAmount: new BigNumber('219090625878836371'),
+ makerAssetData: assetDataUtils.encodeERC20AssetData(erc20TokenA.address),
+ takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
+ makerFee: new BigNumber(0),
+ takerFee: new BigNumber(0),
+ });
+ const ordersWithoutFee = [orderWithoutFee];
+ const feeOrders: SignedOrder[] = [];
+ // The taker will receive more than the desired amount of makerAsset due to rounding
+ const desiredMakerAssetFillAmount = new BigNumber('5000000000000000000');
+ const ethValue = new BigNumber('4084971271824171');
+ const makerAssetFillAmount = ethValue
+ .times(orderWithoutFee.makerAssetAmount)
+ .dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
+ // Execute test case
+ tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
+ ordersWithoutFee,
+ feeOrders,
+ desiredMakerAssetFillAmount,
+ {
+ value: ethValue,
+ from: takerAddress,
+ },
+ );
+ // Fetch end balances and construct expected outputs
+ const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
+ const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
+ const newBalances = await erc20Wrapper.getBalancesAsync();
+ const primaryTakerAssetFillAmount = ethValue;
+ const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
+ // Validate test case
+ expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount);
+ expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
+ expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
+ erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
+ );
+ expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
+ erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
+ );
+ expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
+ erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
+ );
+ expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+ expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
+ constants.ZERO_AMOUNT,
+ );
+ expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+ });
+ it('Should buy slightly greater MakerAsset when exchange rate is rounded, and MakerAsset is ZRX (Regression Test)', async () => {
+ // Order taken from a transaction on mainnet that failed due to a rounding error.
+ orderWithoutFee = await orderFactory.newSignedOrderAsync({
+ makerAssetAmount: new BigNumber('268166666666666666666'),
+ takerAssetAmount: new BigNumber('219090625878836371'),
+ makerAssetData: zrxAssetData,
+ takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
+ makerFee: new BigNumber(0),
+ takerFee: new BigNumber(0),
+ });
+ const ordersWithoutFee = [orderWithoutFee];
+ const feeOrders: SignedOrder[] = [];
+ // The taker will receive more than the desired amount of makerAsset due to rounding
+ const desiredMakerAssetFillAmount = new BigNumber('5000000000000000000');
+ const ethValue = new BigNumber('4084971271824171');
+ const makerAssetFillAmount = ethValue
+ .times(orderWithoutFee.makerAssetAmount)
+ .dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
+ // Execute test case
+ tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
+ ordersWithoutFee,
+ feeOrders,
+ desiredMakerAssetFillAmount,
+ {
+ value: ethValue,
+ from: takerAddress,
+ },
+ );
+ // Fetch end balances and construct expected outputs
+ const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
+ const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
+ const newBalances = await erc20Wrapper.getBalancesAsync();
+ const primaryTakerAssetFillAmount = ethValue;
+ const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
+ // Validate test case
+ expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount);
+ expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
+ expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
+ erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount),
+ );
+ expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
+ erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount),
+ );
+ expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
+ erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
+ );
+ expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+ expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+ });
+ it('Should buy correct MakerAsset when exchange rate is NOT rounded, and MakerAsset is ZRX (Regression Test)', async () => {
+ // An extra unit of TakerAsset was sent to the exchange contract to account for rounding errors, in Forwarder v1.
+ // Specifically, the takerFillAmount was calculated using Floor(desiredMakerAmount * exchangeRate) + 1
+ // We have since changed this to be Ceil(desiredMakerAmount * exchangeRate)
+ // These calculations produce different results when `desiredMakerAmount * exchangeRate` is an integer.
+ //
+ // This test verifies that `ceil` is sufficient:
+ // Let TakerAssetAmount = MakerAssetAmount * 2
+ // -> exchangeRate = TakerAssetAmount / MakerAssetAmount = (2*MakerAssetAmount)/MakerAssetAmount = 2
+ // .: desiredMakerAmount * exchangeRate is an integer.
+ //
+ // Construct test case using values from example above
+ orderWithoutFee = await orderFactory.newSignedOrderAsync({
+ makerAssetAmount: new BigNumber('30'),
+ takerAssetAmount: new BigNumber('60'),
+ makerAssetData: zrxAssetData,
+ takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
+ makerFee: new BigNumber(0),
+ takerFee: new BigNumber(0),
+ });
+ const ordersWithoutFee = [orderWithoutFee];
+ const feeOrders: SignedOrder[] = [];
+ const makerAssetFillAmount = new BigNumber('5');
+ const ethValue = new BigNumber('10');
+ // Execute test case
+ tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
+ value: ethValue,
+ from: takerAddress,
+ });
+ // Fetch end balances and construct expected outputs
+ const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
+ const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
+ const newBalances = await erc20Wrapper.getBalancesAsync();
+ const primaryTakerAssetFillAmount = ethValue;
+ const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
+ // Validate test case
+ expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
+ expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
+ erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount),
+ );
+ expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
+ erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount),
+ );
+ expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
+ erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
+ );
+ expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+ expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+ });
});
describe('marketBuyOrdersWithEth with extra fees', () => {
it('should buy an asset and send fee to feeRecipient', async () => {
diff --git a/packages/contracts/test/extensions/order_validator.ts b/packages/contracts/test/extensions/order_validator.ts
index 3a57cfc37..37bd1b0e2 100644
--- a/packages/contracts/test/extensions/order_validator.ts
+++ b/packages/contracts/test/extensions/order_validator.ts
@@ -1,17 +1,17 @@
-import { BlockchainLifecycle } from '@0xproject/dev-utils';
-import { assetDataUtils, orderHashUtils } from '@0xproject/order-utils';
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
+import { BlockchainLifecycle } from '@0x/dev-utils';
+import { assetDataUtils, orderHashUtils } from '@0x/order-utils';
+import { SignedOrder } from '@0x/types';
+import { BigNumber } from '@0x/utils';
import * as chai from 'chai';
import * as _ from 'lodash';
-import { DummyERC20TokenContract } from '../../generated_contract_wrappers/dummy_erc20_token';
-import { DummyERC721TokenContract } from '../../generated_contract_wrappers/dummy_erc721_token';
-import { ERC20ProxyContract } from '../../generated_contract_wrappers/erc20_proxy';
-import { ERC721ProxyContract } from '../../generated_contract_wrappers/erc721_proxy';
-import { ExchangeContract } from '../../generated_contract_wrappers/exchange';
-import { OrderValidatorContract } from '../../generated_contract_wrappers/order_validator';
-import { artifacts } from '../utils/artifacts';
+import { DummyERC20TokenContract } from '../../generated-wrappers/dummy_erc20_token';
+import { DummyERC721TokenContract } from '../../generated-wrappers/dummy_erc721_token';
+import { ERC20ProxyContract } from '../../generated-wrappers/erc20_proxy';
+import { ERC721ProxyContract } from '../../generated-wrappers/erc721_proxy';
+import { ExchangeContract } from '../../generated-wrappers/exchange';
+import { OrderValidatorContract } from '../../generated-wrappers/order_validator';
+import { artifacts } from '../../src/artifacts';
import { chaiSetup } from '../utils/chai_setup';
import { constants } from '../utils/constants';
import { ERC20Wrapper } from '../utils/erc20_wrapper';