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author | Fabio Berger <me@fabioberger.com> | 2017-11-24 07:08:20 +0800 |
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committer | Fabio Berger <me@fabioberger.com> | 2017-11-24 07:08:20 +0800 |
commit | d1342c6326ccae0b6f42b690c91ba570ea87caef (patch) | |
tree | 1414fbabf2f771828f738b15368536c134e5d439 /packages | |
parent | f7f2390ce1760e70bedc9aa17b676797b5dc62ff (diff) | |
parent | d3dcb2fd4070c71f408ce8fc0199b4d01091ab20 (diff) | |
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Merge branch 'development' into addWebsite
* development: (41 commits)
Add validation fix to changelog
Fix tests now that we no longer fire duplicate orderWatcher events
Add comment about BlockParamLiteral explaining the omission of Earliest
Add missing type
Pass 'latest' to ExchangeTransferSimulator when used for validating orders, and pass 'pending' when used in the order watcher.
Remove `Earliest` from blockParamLiterals since specifying block 0 is trivial and this type can be reused in situations where the options are pending or latest
Rename removed to isRemoved
Add CHANGELOG entry
Make DecodedLogEvent contain web3 log under a log subkey
Update to Async call
Fix nits
Add @0xproject/connect to the main README
Fix connect CHANGELOG version
Publish
Fix npm auth issues
Perform the division last to not compound any errors
add a test constant for ZRX decimals
Add a test for when the ratio is < 1
Remove only
calculatedFillableAmountPlusFees
...
Diffstat (limited to 'packages')
19 files changed, 448 insertions, 77 deletions
diff --git a/packages/0x.js/CHANGELOG.md b/packages/0x.js/CHANGELOG.md index 235a6eedb..e1f80b00d 100644 --- a/packages/0x.js/CHANGELOG.md +++ b/packages/0x.js/CHANGELOG.md @@ -1,5 +1,10 @@ # CHANGELOG +vx.x.x +------------------------ + * Make `DecodedLogEvent<A>` contain `LogWithDecodedArgs<A>` under log key instead of merging it in like web3 does (#234) + * Modify order validation methods to validate against the `latest` block, not against the `pending` block (#236) + v0.26.0 ------------------------ * Add post-formatter for logs converting `blockNumber`, `logIndex`, `transactionIndex` from hexes to numbers (#231) diff --git a/packages/0x.js/package.json b/packages/0x.js/package.json index 26f9273db..afca00fe9 100644 --- a/packages/0x.js/package.json +++ b/packages/0x.js/package.json @@ -1,6 +1,6 @@ { "name": "0x.js", - "version": "0.26.0", + "version": "0.26.1", "description": "A javascript library for interacting with the 0x protocol", "keywords": [ "0x.js", diff --git a/packages/0x.js/src/contract_wrappers/contract_wrapper.ts b/packages/0x.js/src/contract_wrappers/contract_wrapper.ts index 7997b1647..c1c95c6db 100644 --- a/packages/0x.js/src/contract_wrappers/contract_wrapper.ts +++ b/packages/0x.js/src/contract_wrappers/contract_wrapper.ts @@ -95,13 +95,13 @@ export class ContractWrapper { await this._web3Wrapper.getContractInstanceFromArtifactAsync<ContractType>(artifact, addressIfExists); return contractInstance; } - private _onLogStateChanged<ArgsType extends ContractEventArgs>(removed: boolean, log: Web3.LogEntry): void { + private _onLogStateChanged<ArgsType extends ContractEventArgs>(isRemoved: boolean, log: Web3.LogEntry): void { _.forEach(this._filters, (filter: Web3.FilterObject, filterToken: string) => { if (filterUtils.matchesFilter(log, filter)) { const decodedLog = this._tryToDecodeLogOrNoop(log) as LogWithDecodedArgs<ArgsType>; const logEvent = { - ...decodedLog, - removed, + log: decodedLog, + isRemoved, }; this._filterCallbacks[filterToken](null, logEvent); } @@ -117,13 +117,13 @@ export class ContractWrapper { this._blockAndLogStreamInterval = intervalUtils.setAsyncExcludingInterval( this._reconcileBlockAsync.bind(this), constants.DEFAULT_BLOCK_POLLING_INTERVAL, ); - let removed = false; + let isRemoved = false; this._onLogAddedSubscriptionToken = this._blockAndLogStreamer.subscribeToOnLogAdded( - this._onLogStateChanged.bind(this, removed), + this._onLogStateChanged.bind(this, isRemoved), ); - removed = true; + isRemoved = true; this._onLogRemovedSubscriptionToken = this._blockAndLogStreamer.subscribeToOnLogRemoved( - this._onLogStateChanged.bind(this, removed), + this._onLogStateChanged.bind(this, isRemoved), ); } private _stopBlockAndLogStream(): void { diff --git a/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts b/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts index 3e631b73e..7c33dc6ec 100644 --- a/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts +++ b/packages/0x.js/src/contract_wrappers/exchange_wrapper.ts @@ -29,6 +29,7 @@ import { EventCallback, ExchangeContractEventArgs, DecodedLogArgs, + BlockParamLiteral, } from '../types'; import {assert} from '../utils/assert'; import {utils} from '../utils/utils'; @@ -178,7 +179,7 @@ export class ExchangeWrapper extends ContractWrapper { orderTransactionOpts.shouldValidate; if (shouldValidate) { const zrxTokenAddress = await this.getZRXTokenAddressAsync(); - const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync( exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress); } @@ -250,7 +251,7 @@ export class ExchangeWrapper extends ContractWrapper { orderTransactionOpts.shouldValidate; if (shouldValidate) { const zrxTokenAddress = await this.getZRXTokenAddressAsync(); - const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); for (const signedOrder of signedOrders) { await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync( exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress); @@ -340,7 +341,7 @@ export class ExchangeWrapper extends ContractWrapper { orderTransactionOpts.shouldValidate; if (shouldValidate) { const zrxTokenAddress = await this.getZRXTokenAddressAsync(); - const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); for (const orderFillRequest of orderFillRequests) { await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync( exchangeTradeEmulator, orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, @@ -420,7 +421,7 @@ export class ExchangeWrapper extends ContractWrapper { orderTransactionOpts.shouldValidate; if (shouldValidate) { const zrxTokenAddress = await this.getZRXTokenAddressAsync(); - const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync( exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress); } @@ -484,7 +485,7 @@ export class ExchangeWrapper extends ContractWrapper { orderTransactionOpts.shouldValidate; if (shouldValidate) { const zrxTokenAddress = await this.getZRXTokenAddressAsync(); - const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); for (const orderFillRequest of orderFillRequests) { await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync( exchangeTradeEmulator, orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, @@ -721,7 +722,7 @@ export class ExchangeWrapper extends ContractWrapper { assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); const zrxTokenAddress = await this.getZRXTokenAddressAsync(); const expectedFillTakerTokenAmount = !_.isUndefined(opts) ? opts.expectedFillTakerTokenAmount : undefined; - const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); await this._orderValidationUtils.validateOrderFillableOrThrowAsync( exchangeTradeEmulator, signedOrder, zrxTokenAddress, expectedFillTakerTokenAmount, ); @@ -741,7 +742,7 @@ export class ExchangeWrapper extends ContractWrapper { assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); const zrxTokenAddress = await this.getZRXTokenAddressAsync(); - const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); await this._orderValidationUtils.validateFillOrderThrowIfInvalidAsync( exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress); } @@ -775,7 +776,7 @@ export class ExchangeWrapper extends ContractWrapper { assert.isValidBaseUnitAmount('fillTakerTokenAmount', fillTakerTokenAmount); await assert.isSenderAddressAsync('takerAddress', takerAddress, this._web3Wrapper); const zrxTokenAddress = await this.getZRXTokenAddressAsync(); - const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper); + const exchangeTradeEmulator = new ExchangeTransferSimulator(this._tokenWrapper, BlockParamLiteral.Latest); await this._orderValidationUtils.validateFillOrKillOrderThrowIfInvalidAsync( exchangeTradeEmulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress); } diff --git a/packages/0x.js/src/order_watcher/order_state_watcher.ts b/packages/0x.js/src/order_watcher/order_state_watcher.ts index fd7496699..d02e31160 100644 --- a/packages/0x.js/src/order_watcher/order_state_watcher.ts +++ b/packages/0x.js/src/order_watcher/order_state_watcher.ts @@ -44,6 +44,10 @@ interface OrderByOrderHash { [orderHash: string]: SignedOrder; } +interface OrderStateByOrderHash { + [orderHash: string]: OrderState; +} + /** * This class includes all the functionality related to watching a set of orders * for potential changes in order validity/fillability. The orderWatcher notifies @@ -51,6 +55,7 @@ interface OrderByOrderHash { * the order should be deemed invalid. */ export class OrderStateWatcher { + private _orderStateByOrderHashCache: OrderStateByOrderHash = {}; private _orderByOrderHash: OrderByOrderHash = {}; private _dependentOrderHashes: DependentOrderHashes = {}; private _callbackIfExists?: OnOrderStateChangeCallback; @@ -69,7 +74,9 @@ export class OrderStateWatcher { this._web3Wrapper = web3Wrapper; const pollingIntervalIfExistsMs = _.isUndefined(config) ? undefined : config.eventPollingIntervalMs; this._eventWatcher = new EventWatcher(web3Wrapper, pollingIntervalIfExistsMs); - this._balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(token); + this._balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore( + token, BlockParamLiteral.Pending, + ); this._orderFilledCancelledLazyStore = new OrderFilledCancelledLazyStore(exchange); this._orderStateUtils = new OrderStateUtils( this._balanceAndProxyAllowanceLazyStore, this._orderFilledCancelledLazyStore, @@ -109,6 +116,7 @@ export class OrderStateWatcher { return; // noop } delete this._orderByOrderHash[orderHash]; + delete this._orderStateByOrderHashCache[orderHash]; const exchange = (this._orderFilledCancelledLazyStore as any).exchange as ExchangeWrapper; const zrxTokenAddress = await exchange.getZRXTokenAddressAsync(); this.removeFromDependentOrderHashes(signedOrder.maker, zrxTokenAddress, orderHash); @@ -239,6 +247,12 @@ export class OrderStateWatcher { if (_.isUndefined(this._callbackIfExists)) { break; // Unsubscribe was called } + if (_.isEqual(orderState, this._orderStateByOrderHashCache[orderHash])) { + // Actual order state didn't change + continue; + } else { + this._orderStateByOrderHashCache[orderHash] = orderState; + } this._callbackIfExists(orderState); } } diff --git a/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts new file mode 100644 index 000000000..c77d4428c --- /dev/null +++ b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts @@ -0,0 +1,86 @@ +import {SignedOrder} from '../types'; +import {BigNumber} from 'bignumber.js'; + +export class RemainingFillableCalculator { + private signedOrder: SignedOrder; + private isMakerTokenZRX: boolean; + // Transferrable Amount is the minimum of Approval and Balance + private transferrableMakerTokenAmount: BigNumber; + private transferrableMakerFeeTokenAmount: BigNumber; + private remainingMakerTokenAmount: BigNumber; + private remainingMakerFeeAmount: BigNumber; + constructor(signedOrder: SignedOrder, + isMakerTokenZRX: boolean, + transferrableMakerTokenAmount: BigNumber, + transferrableMakerFeeTokenAmount: BigNumber, + remainingMakerTokenAmount: BigNumber) { + this.signedOrder = signedOrder; + this.isMakerTokenZRX = isMakerTokenZRX; + this.transferrableMakerTokenAmount = transferrableMakerTokenAmount; + this.transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount; + this.remainingMakerTokenAmount = remainingMakerTokenAmount; + this.remainingMakerFeeAmount = remainingMakerTokenAmount.times(signedOrder.makerFee) + .dividedToIntegerBy(signedOrder.makerTokenAmount); + } + public computeRemainingMakerFillable(): BigNumber { + if (this.hasSufficientFundsForFeeAndTransferAmount()) { + return this.remainingMakerTokenAmount; + } + if (this.signedOrder.makerFee.isZero()) { + return BigNumber.min(this.remainingMakerTokenAmount, this.transferrableMakerTokenAmount); + } + return this.calculatePartiallyFillableMakerTokenAmount(); + } + public computeRemainingTakerFillable(): BigNumber { + return this.computeRemainingMakerFillable().times(this.signedOrder.takerTokenAmount) + .dividedToIntegerBy(this.signedOrder.makerTokenAmount); + } + private hasSufficientFundsForFeeAndTransferAmount(): boolean { + if (this.isMakerTokenZRX) { + const totalZRXTransferAmountRequired = this.remainingMakerTokenAmount.plus(this.remainingMakerFeeAmount); + const hasSufficientFunds = this.transferrableMakerTokenAmount.greaterThanOrEqualTo( + totalZRXTransferAmountRequired); + return hasSufficientFunds; + } else { + const hasSufficientFundsForTransferAmount = this.transferrableMakerTokenAmount.greaterThanOrEqualTo( + this.remainingMakerTokenAmount); + const hasSufficientFundsForFeeAmount = this.transferrableMakerFeeTokenAmount.greaterThanOrEqualTo( + this.remainingMakerFeeAmount); + const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount; + return hasSufficientFunds; + } + } + private calculatePartiallyFillableMakerTokenAmount(): BigNumber { + // Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1 + const orderToFeeRatio = this.signedOrder.makerTokenAmount.dividedBy(this.signedOrder.makerFee); + // The number of times the maker can fill the order, if each fill only required the transfer of a single + // baseUnit of fee tokens. + // Given 2 ZRXwei, the maximum amount of times Maker can fill this order, in terms of fees, is 2 + const fillableTimesInFeeTokenBaseUnits = BigNumber.min(this.transferrableMakerFeeTokenAmount, + this.remainingMakerFeeAmount); + // The number of times the Maker can fill the order, given the Maker Token Balance + // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, maker can fill this order 1 time. + let fillableTimesInMakerTokenUnits = this.transferrableMakerTokenAmount.dividedBy(orderToFeeRatio); + if (this.isMakerTokenZRX) { + // If ZRX is the maker token, the Fee and the Maker amount need to be removed from the same pool; + // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei) + const totalZRXTokenPooled = this.transferrableMakerTokenAmount; + // The purchasing power here is less as the tokens are taken from the same Pool + // For every one number of fills, we have to take an extra ZRX out of the pool + fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedBy( + orderToFeeRatio.plus(new BigNumber(1))); + + } + // When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored. + // This can result in a RoundingError being thrown by the Exchange Contract. + const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits + .times(this.signedOrder.makerTokenAmount) + .dividedToIntegerBy(this.signedOrder.makerFee); + const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits + .times(this.signedOrder.makerTokenAmount) + .dividedToIntegerBy(this.signedOrder.makerFee); + const partiallyFillableAmount = BigNumber.min(partiallyFillableMakerTokenAmount, + partiallyFillableFeeTokenAmount); + return partiallyFillableAmount; + } +} diff --git a/packages/0x.js/src/stores/balance_proxy_allowance_lazy_store.ts b/packages/0x.js/src/stores/balance_proxy_allowance_lazy_store.ts index c83e61606..7c94031c3 100644 --- a/packages/0x.js/src/stores/balance_proxy_allowance_lazy_store.ts +++ b/packages/0x.js/src/stores/balance_proxy_allowance_lazy_store.ts @@ -9,6 +9,7 @@ import {BlockParamLiteral} from '../types'; */ export class BalanceAndProxyAllowanceLazyStore { private token: TokenWrapper; + private defaultBlock: BlockParamLiteral; private balance: { [tokenAddress: string]: { [userAddress: string]: BigNumber, @@ -19,15 +20,16 @@ export class BalanceAndProxyAllowanceLazyStore { [userAddress: string]: BigNumber, }, }; - constructor(token: TokenWrapper) { + constructor(token: TokenWrapper, defaultBlock: BlockParamLiteral) { this.token = token; + this.defaultBlock = defaultBlock; this.balance = {}; this.proxyAllowance = {}; } public async getBalanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber> { if (_.isUndefined(this.balance[tokenAddress]) || _.isUndefined(this.balance[tokenAddress][userAddress])) { const methodOpts = { - defaultBlock: BlockParamLiteral.Pending, + defaultBlock: this.defaultBlock, }; const balance = await this.token.getBalanceAsync(tokenAddress, userAddress, methodOpts); this.setBalance(tokenAddress, userAddress, balance); @@ -53,7 +55,7 @@ export class BalanceAndProxyAllowanceLazyStore { if (_.isUndefined(this.proxyAllowance[tokenAddress]) || _.isUndefined(this.proxyAllowance[tokenAddress][userAddress])) { const methodOpts = { - defaultBlock: BlockParamLiteral.Pending, + defaultBlock: this.defaultBlock, }; const proxyAllowance = await this.token.getProxyAllowanceAsync(tokenAddress, userAddress, methodOpts); this.setProxyAllowance(tokenAddress, userAddress, proxyAllowance); diff --git a/packages/0x.js/src/types.ts b/packages/0x.js/src/types.ts index c3aabfd86..143e2b6b2 100644 --- a/packages/0x.js/src/types.ts +++ b/packages/0x.js/src/types.ts @@ -40,7 +40,10 @@ export type OrderValues = [BigNumber, BigNumber, BigNumber, BigNumber, BigNumber, BigNumber]; export type LogEvent = Web3.LogEntryEvent; -export type DecodedLogEvent<ArgsType> = Web3.DecodedLogEntryEvent<ArgsType>; +export interface DecodedLogEvent<ArgsType> { + isRemoved: boolean; + log: LogWithDecodedArgs<ArgsType>; +} export type EventCallback<ArgsType> = (err: null|Error, log?: DecodedLogEvent<ArgsType>) => void; export type EventWatcherCallback = (log: LogEvent) => void; @@ -348,9 +351,11 @@ export interface IndexedFilterValues { [index: string]: ContractEventArg; } +// Earliest is omitted by design. It is simply an alias for the `0` constant and +// is thus not very helpful. Moreover, this type is used in places that only accept +// `latest` or `pending`. export enum BlockParamLiteral { Latest = 'latest', - Earliest = 'earliest', Pending = 'pending', } diff --git a/packages/0x.js/src/utils/exchange_transfer_simulator.ts b/packages/0x.js/src/utils/exchange_transfer_simulator.ts index 308ef06db..eeb6081cb 100644 --- a/packages/0x.js/src/utils/exchange_transfer_simulator.ts +++ b/packages/0x.js/src/utils/exchange_transfer_simulator.ts @@ -35,8 +35,8 @@ const ERR_MSG_MAPPING = { export class ExchangeTransferSimulator { private store: BalanceAndProxyAllowanceLazyStore; private UNLIMITED_ALLOWANCE_IN_BASE_UNITS: BigNumber; - constructor(token: TokenWrapper) { - this.store = new BalanceAndProxyAllowanceLazyStore(token); + constructor(token: TokenWrapper, defaultBlock: BlockParamLiteral) { + this.store = new BalanceAndProxyAllowanceLazyStore(token, defaultBlock); this.UNLIMITED_ALLOWANCE_IN_BASE_UNITS = token.UNLIMITED_ALLOWANCE_IN_BASE_UNITS; } /** diff --git a/packages/0x.js/src/utils/order_state_utils.ts b/packages/0x.js/src/utils/order_state_utils.ts index 123584f90..1d8f02a18 100644 --- a/packages/0x.js/src/utils/order_state_utils.ts +++ b/packages/0x.js/src/utils/order_state_utils.ts @@ -17,6 +17,7 @@ import {utils} from '../utils/utils'; import {constants} from '../utils/constants'; import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store'; import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store'; +import {RemainingFillableCalculator} from '../order_watcher/remaining_fillable_calculator'; const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001; @@ -78,12 +79,17 @@ export class OrderStateUtils { const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount); const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount) .dividedToIntegerBy(totalTakerTokenAmount); - const fillableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]); - const remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount); - const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount - .times(totalTakerTokenAmount) - .dividedToIntegerBy(totalMakerTokenAmount); - // TODO: Handle edge case where maker token is ZRX with fee + const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]); + const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]); + + const isMakerTokenZRX = signedOrder.makerTokenAddress === zrxTokenAddress; + const remainingFillableCalculator = new RemainingFillableCalculator(signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableFeeTokenAmount, + remainingMakerTokenAmount); + const remainingFillableMakerTokenAmount = remainingFillableCalculator.computeRemainingMakerFillable(); + const remainingFillableTakerTokenAmount = remainingFillableCalculator.computeRemainingTakerFillable(); const orderRelevantState = { makerBalance, makerProxyAllowance, diff --git a/packages/0x.js/test/exchange_transfer_simulator_test.ts b/packages/0x.js/test/exchange_transfer_simulator_test.ts index 99cb7fb4f..43a6404a1 100644 --- a/packages/0x.js/test/exchange_transfer_simulator_test.ts +++ b/packages/0x.js/test/exchange_transfer_simulator_test.ts @@ -3,7 +3,7 @@ import BigNumber from 'bignumber.js'; import {chaiSetup} from './utils/chai_setup'; import {web3Factory} from './utils/web3_factory'; import {ZeroEx, ExchangeContractErrs, Token} from '../src'; -import {TradeSide, TransferType} from '../src/types'; +import {TradeSide, TransferType, BlockParamLiteral} from '../src/types'; import {BlockchainLifecycle} from './utils/blockchain_lifecycle'; import {ExchangeTransferSimulator} from '../src/utils/exchange_transfer_simulator'; @@ -37,7 +37,7 @@ describe('ExchangeTransferSimulator', () => { }); describe('#transferFromAsync', () => { beforeEach(() => { - exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token); + exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest); }); it('throws if the user doesn\'t have enough allowance', async () => { return expect(exchangeTransferSimulator.transferFromAsync( diff --git a/packages/0x.js/test/exchange_wrapper_test.ts b/packages/0x.js/test/exchange_wrapper_test.ts index add89a3b2..13ac4c1d3 100644 --- a/packages/0x.js/test/exchange_wrapper_test.ts +++ b/packages/0x.js/test/exchange_wrapper_test.ts @@ -649,7 +649,7 @@ describe('ExchangeWrapper', () => { (async () => { const callback = (err: Error, logEvent: DecodedLogEvent<LogFillContractEventArgs>) => { - expect(logEvent.event).to.be.equal(ExchangeEvents.LogFill); + expect(logEvent.log.event).to.be.equal(ExchangeEvents.LogFill); done(); }; await zeroEx.exchange.subscribeAsync( @@ -665,7 +665,7 @@ describe('ExchangeWrapper', () => { (async () => { const callback = (err: Error, logEvent: DecodedLogEvent<LogCancelContractEventArgs>) => { - expect(logEvent.event).to.be.equal(ExchangeEvents.LogCancel); + expect(logEvent.log.event).to.be.equal(ExchangeEvents.LogCancel); done(); }; await zeroEx.exchange.subscribeAsync( @@ -688,7 +688,7 @@ describe('ExchangeWrapper', () => { await zeroEx.setProviderAsync(newProvider); const callback = (err: Error, logEvent: DecodedLogEvent<LogFillContractEventArgs>) => { - expect(logEvent.event).to.be.equal(ExchangeEvents.LogFill); + expect(logEvent.log.event).to.be.equal(ExchangeEvents.LogFill); done(); }; await zeroEx.exchange.subscribeAsync( @@ -754,7 +754,7 @@ describe('ExchangeWrapper', () => { const fillableAmount = new BigNumber(5); const shouldThrowOnInsufficientBalanceOrAllowance = true; const subscriptionOpts: SubscriptionOpts = { - fromBlock: BlockParamLiteral.Earliest, + fromBlock: 0, toBlock: BlockParamLiteral.Latest, }; let txHash: string; diff --git a/packages/0x.js/test/order_state_watcher_test.ts b/packages/0x.js/test/order_state_watcher_test.ts index 00b290252..e635071b8 100644 --- a/packages/0x.js/test/order_state_watcher_test.ts +++ b/packages/0x.js/test/order_state_watcher_test.ts @@ -3,10 +3,10 @@ import * as chai from 'chai'; import * as _ from 'lodash'; import * as Web3 from 'web3'; import BigNumber from 'bignumber.js'; -import { chaiSetup } from './utils/chai_setup'; -import { web3Factory } from './utils/web3_factory'; -import { Web3Wrapper } from '../src/web3_wrapper'; -import { OrderStateWatcher } from '../src/order_watcher/order_state_watcher'; +import {chaiSetup} from './utils/chai_setup'; +import {web3Factory} from './utils/web3_factory'; +import {Web3Wrapper} from '../src/web3_wrapper'; +import {OrderStateWatcher} from '../src/order_watcher/order_state_watcher'; import { Token, ZeroEx, @@ -20,11 +20,12 @@ import { OrderStateInvalid, ExchangeContractErrs, } from '../src'; -import { TokenUtils } from './utils/token_utils'; -import { FillScenarios } from './utils/fill_scenarios'; -import { DoneCallback } from '../src/types'; +import {TokenUtils} from './utils/token_utils'; +import {FillScenarios} from './utils/fill_scenarios'; +import {DoneCallback} from '../src/types'; import {BlockchainLifecycle} from './utils/blockchain_lifecycle'; import {reportCallbackErrors} from './utils/report_callback_errors'; +import {constants as constants} from './utils/constants'; const TIMEOUT_MS = 150; @@ -47,7 +48,8 @@ describe('OrderStateWatcher', () => { let taker: string; let web3Wrapper: Web3Wrapper; let signedOrder: SignedOrder; - const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), 18); + const decimals = constants.ZRX_DECIMALS; + const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals); before(async () => { web3 = web3Factory.create(); zeroEx = new ZeroEx(web3.currentProvider); @@ -178,16 +180,12 @@ describe('OrderStateWatcher', () => { const orderHash = ZeroEx.getOrderHashHex(signedOrder); await zeroEx.orderStateWatcher.addOrderAsync(signedOrder); - let eventCount = 0; const callback = reportCallbackErrors(done)((orderState: OrderState) => { - eventCount++; expect(orderState.isValid).to.be.false(); const invalidOrderState = orderState as OrderStateInvalid; expect(invalidOrderState.orderHash).to.be.equal(orderHash); expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero); - if (eventCount === 2) { - done(); - } + done(); }); zeroEx.orderStateWatcher.subscribe(callback); @@ -210,9 +208,7 @@ describe('OrderStateWatcher', () => { const orderHash = ZeroEx.getOrderHashHex(signedOrder); await zeroEx.orderStateWatcher.addOrderAsync(signedOrder); - let eventCount = 0; const callback = reportCallbackErrors(done)((orderState: OrderState) => { - eventCount++; expect(orderState.isValid).to.be.true(); const validOrderState = orderState as OrderStateValid; expect(validOrderState.orderHash).to.be.equal(orderHash); @@ -224,9 +220,7 @@ describe('OrderStateWatcher', () => { expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal( remainingFillable); expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance); - if (eventCount === 2) { - done(); - } + done(); }); zeroEx.orderStateWatcher.subscribe(callback); const shouldThrowOnInsufficientBalanceOrAllowance = true; @@ -254,31 +248,27 @@ describe('OrderStateWatcher', () => { describe('remainingFillable(M|T)akerTokenAmount', () => { it('should calculate correct remaining fillable', (done: DoneCallback) => { (async () => { - const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), 18); - const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), 18); + const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), decimals); + const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), decimals); signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, makerFillableAmount, takerFillableAmount, ); const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker); - const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18); + const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); const orderHash = ZeroEx.getOrderHashHex(signedOrder); await zeroEx.orderStateWatcher.addOrderAsync(signedOrder); - let eventCount = 0; const callback = reportCallbackErrors(done)((orderState: OrderState) => { - eventCount++; expect(orderState.isValid).to.be.true(); const validOrderState = orderState as OrderStateValid; expect(validOrderState.orderHash).to.be.equal(orderHash); const orderRelevantState = validOrderState.orderRelevantState; expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( - ZeroEx.toBaseUnitAmount(new BigNumber(16), 18)); + ZeroEx.toBaseUnitAmount(new BigNumber(16), decimals)); expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal( - ZeroEx.toBaseUnitAmount(new BigNumber(8), 18)); - if (eventCount === 2) { - done(); - } + ZeroEx.toBaseUnitAmount(new BigNumber(8), decimals)); + done(); }); zeroEx.orderStateWatcher.subscribe(callback); const shouldThrowOnInsufficientBalanceOrAllowance = true; @@ -295,7 +285,7 @@ describe('OrderStateWatcher', () => { const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); - const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), 18); + const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals); await zeroEx.orderStateWatcher.addOrderAsync(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { @@ -319,11 +309,12 @@ describe('OrderStateWatcher', () => { const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); - const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18); + const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals); const transferAmount = makerBalance.sub(remainingAmount); await zeroEx.orderStateWatcher.addOrderAsync(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { + expect(orderState.isValid).to.be.true(); const validOrderState = orderState as OrderStateValid; const orderRelevantState = validOrderState.orderRelevantState; expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( @@ -337,6 +328,88 @@ describe('OrderStateWatcher', () => { makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount); })().catch(done); }); + it('should equal remaining amount when partially cancelled and order has fees', (done: DoneCallback) => { + (async () => { + const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals); + const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals); + const feeRecipient = taker; + signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerToken.address, takerToken.address, makerFee, takerFee, maker, + taker, fillableAmount, feeRecipient); + + const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); + + const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals); + const transferTokenAmount = makerFee.sub(remainingTokenAmount); + await zeroEx.orderStateWatcher.addOrderAsync(signedOrder); + + const callback = reportCallbackErrors(done)((orderState: OrderState) => { + expect(orderState.isValid).to.be.true(); + const validOrderState = orderState as OrderStateValid; + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + remainingTokenAmount); + done(); + }); + zeroEx.orderStateWatcher.subscribe(callback); + await zeroEx.exchange.cancelOrderAsync(signedOrder, transferTokenAmount); + })().catch(done); + }); + it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => { + (async () => { + const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals); + const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals); + const feeRecipient = taker; + signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerToken.address, takerToken.address, makerFee, takerFee, maker, + taker, fillableAmount, feeRecipient); + + const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); + + const remainingFeeAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals); + const transferFeeAmount = makerFee.sub(remainingFeeAmount); + + const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals); + const transferTokenAmount = makerFee.sub(remainingTokenAmount); + await zeroEx.orderStateWatcher.addOrderAsync(signedOrder); + + const callback = reportCallbackErrors(done)((orderState: OrderState) => { + const validOrderState = orderState as OrderStateValid; + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + remainingFeeAmount); + done(); + }); + zeroEx.orderStateWatcher.subscribe(callback); + await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingFeeAmount); + await zeroEx.token.transferAsync( + makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferTokenAmount); + })().catch(done); + }); + it('should calculate full amount when all available and non-divisible', (done: DoneCallback) => { + (async () => { + const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals); + const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); + const feeRecipient = taker; + signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerToken.address, takerToken.address, makerFee, takerFee, maker, + taker, fillableAmount, feeRecipient); + + const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); + await zeroEx.orderStateWatcher.addOrderAsync(signedOrder); + + const callback = reportCallbackErrors(done)((orderState: OrderState) => { + const validOrderState = orderState as OrderStateValid; + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + fillableAmount); + done(); + }); + zeroEx.orderStateWatcher.subscribe(callback); + await zeroEx.token.setProxyAllowanceAsync( + makerToken.address, maker, ZeroEx.toBaseUnitAmount(new BigNumber(100), decimals)); + })().catch(done); + }); }); it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => { (async () => { diff --git a/packages/0x.js/test/order_validation_test.ts b/packages/0x.js/test/order_validation_test.ts index 4f18742d3..d689ef073 100644 --- a/packages/0x.js/test/order_validation_test.ts +++ b/packages/0x.js/test/order_validation_test.ts @@ -5,7 +5,7 @@ import * as Sinon from 'sinon'; import {chaiSetup} from './utils/chai_setup'; import {web3Factory} from './utils/web3_factory'; import {ZeroEx, SignedOrder, Token, ExchangeContractErrs, ZeroExError} from '../src'; -import {TradeSide, TransferType} from '../src/types'; +import {TradeSide, TransferType, BlockParamLiteral} from '../src/types'; import {TokenUtils} from './utils/token_utils'; import {BlockchainLifecycle} from './utils/blockchain_lifecycle'; import {FillScenarios} from './utils/fill_scenarios'; @@ -215,7 +215,7 @@ describe('OrderValidation', () => { return Sinon.match((value: BigNumber) => value.eq(expected)); }; beforeEach('create exchangeTransferSimulator', async () => { - exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token); + exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest); transferFromAsync = Sinon.spy(); exchangeTransferSimulator.transferFromAsync = transferFromAsync as any; }); diff --git a/packages/0x.js/test/remaining_fillable_calculator_test.ts b/packages/0x.js/test/remaining_fillable_calculator_test.ts new file mode 100644 index 000000000..65b65efd8 --- /dev/null +++ b/packages/0x.js/test/remaining_fillable_calculator_test.ts @@ -0,0 +1,176 @@ +import 'mocha'; +import * as chai from 'chai'; +import BigNumber from 'bignumber.js'; +import { chaiSetup } from './utils/chai_setup'; +import { RemainingFillableCalculator } from '../src/order_watcher/remaining_fillable_calculator'; +import { SignedOrder, ECSignature } from '../src/types'; +import { TokenUtils } from './utils/token_utils'; +import { ZeroEx } from '../src/0x'; + +chaiSetup.configure(); +const expect = chai.expect; + +describe('RemainingFillableCalculator', () => { + let calculator: RemainingFillableCalculator; + let signedOrder: SignedOrder; + let transferrableMakerTokenAmount: BigNumber; + let transferrableMakerFeeTokenAmount: BigNumber; + let remainingMakerTokenAmount: BigNumber; + let makerAmount: BigNumber; + let takerAmount: BigNumber; + let makerFeeAmount: BigNumber; + let isMakerTokenZRX: boolean; + const makerToken: string = '0x1'; + const takerToken: string = '0x2'; + const decimals: number = 4; + const zero: BigNumber = new BigNumber(0); + const zeroAddress = '0x0'; + const signature: ECSignature = { v: 27, r: '', s: ''}; + beforeEach(async () => { + [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals)]; + [transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [ + ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals)]; + }); + function buildSignedOrder(): SignedOrder { + return { ecSignature: signature, + exchangeContractAddress: zeroAddress, + feeRecipient: zeroAddress, + maker: zeroAddress, + taker: zeroAddress, + makerFee: makerFeeAmount, + takerFee: zero, + makerTokenAmount: makerAmount, + takerTokenAmount: takerAmount, + makerTokenAddress: makerToken, + takerTokenAddress: takerToken, + salt: zero, + expirationUnixTimestampSec: zero }; + } + describe('Maker token is NOT ZRX', () => { + before(async () => { + isMakerTokenZRX = false; + }); + it('calculates the correct amount when unfilled and funds available', () => { + signedOrder = buildSignedOrder(); + remainingMakerTokenAmount = signedOrder.makerTokenAmount; + calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, + transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); + }); + it('calculates the correct amount when partially filled and funds available', () => { + signedOrder = buildSignedOrder(); + remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals); + calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, + transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); + }); + it('calculates the amount to be 0 when all fee funds are transferred', () => { + signedOrder = buildSignedOrder(); + transferrableMakerFeeTokenAmount = zero; + remainingMakerTokenAmount = signedOrder.makerTokenAmount; + calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, + transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero); + }); + it('calculates the correct amount when balance is less than remaining fillable', () => { + signedOrder = buildSignedOrder(); + const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); + remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount); + transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount); + calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, + transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount); + }); + describe('Order to Fee Ratio is < 1', () => { + beforeEach(async () => { + [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals)]; + }); + it('calculates the correct amount when funds unavailable', () => { + signedOrder = buildSignedOrder(); + remainingMakerTokenAmount = signedOrder.makerTokenAmount; + const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); + transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount); + calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, + transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount); + }); + }); + describe('Ratio is not evenly divisble', () => { + beforeEach(async () => { + [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals)]; + }); + it('calculates the correct amount when funds unavailable', () => { + signedOrder = buildSignedOrder(); + remainingMakerTokenAmount = signedOrder.makerTokenAmount; + const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); + transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount); + calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, + transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount); + const calculatedFillableAmount = calculator.computeRemainingMakerFillable(); + expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true(); + expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0)); + const orderToFeeRatio = signedOrder.makerTokenAmount.dividedBy(signedOrder.makerFee); + const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio); + expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount); + }); + }); + }); + describe('Maker Token is ZRX', () => { + before(async () => { + isMakerTokenZRX = true; + }); + it('calculates the correct amount when unfilled and funds available', () => { + signedOrder = buildSignedOrder(); + transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount); + transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount; + remainingMakerTokenAmount = signedOrder.makerTokenAmount; + calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, + transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); + }); + it('calculates the correct amount when partially filled and funds available', () => { + signedOrder = buildSignedOrder(); + remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals); + calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, + transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); + }); + it('calculates the amount to be 0 when all fee funds are transferred', () => { + signedOrder = buildSignedOrder(); + transferrableMakerTokenAmount = zero; + transferrableMakerFeeTokenAmount = zero; + remainingMakerTokenAmount = signedOrder.makerTokenAmount; + calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, + transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero); + }); + it('calculates the correct amount when balance is less than remaining fillable', () => { + signedOrder = buildSignedOrder(); + const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); + remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount); + transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount); + transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount; + + const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee); + const expectedFillableAmount = new BigNumber(450980); + calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, + transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + const calculatedFillableAmount = calculator.computeRemainingMakerFillable(); + const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio); + const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio); + expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakerTokenAmount); + expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakerTokenAmount); + expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount); + expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0); + }); + }); +}); diff --git a/packages/0x.js/test/token_wrapper_test.ts b/packages/0x.js/test/token_wrapper_test.ts index 1a7cb9e40..b3c8edcc4 100644 --- a/packages/0x.js/test/token_wrapper_test.ts +++ b/packages/0x.js/test/token_wrapper_test.ts @@ -361,10 +361,11 @@ describe('TokenWrapper', () => { (async () => { const callback = (err: Error, logEvent: DecodedLogEvent<TransferContractEventArgs>) => { expect(logEvent).to.not.be.undefined(); - expect(logEvent.logIndex).to.be.equal(0); - expect(logEvent.transactionIndex).to.be.equal(0); - expect(logEvent.blockNumber).to.be.a('number'); - const args = logEvent.args; + expect(logEvent.isRemoved).to.be.false(); + expect(logEvent.log.logIndex).to.be.equal(0); + expect(logEvent.log.transactionIndex).to.be.equal(0); + expect(logEvent.log.blockNumber).to.be.a('number'); + const args = logEvent.log.args; expect(args._from).to.be.equal(coinbase); expect(args._to).to.be.equal(addressWithoutFunds); expect(args._value).to.be.bignumber.equal(transferAmount); @@ -379,7 +380,8 @@ describe('TokenWrapper', () => { (async () => { const callback = (err: Error, logEvent: DecodedLogEvent<ApprovalContractEventArgs>) => { expect(logEvent).to.not.be.undefined(); - const args = logEvent.args; + expect(logEvent.isRemoved).to.be.false(); + const args = logEvent.log.args; expect(args._owner).to.be.equal(coinbase); expect(args._spender).to.be.equal(addressWithoutFunds); expect(args._value).to.be.bignumber.equal(allowanceAmount); @@ -426,7 +428,7 @@ describe('TokenWrapper', () => { let tokenAddress: string; let tokenTransferProxyAddress: string; const subscriptionOpts: SubscriptionOpts = { - fromBlock: BlockParamLiteral.Earliest, + fromBlock: 0, toBlock: BlockParamLiteral.Latest, }; let txHash: string; diff --git a/packages/0x.js/test/utils/constants.ts b/packages/0x.js/test/utils/constants.ts index c7d3aebca..5992c226e 100644 --- a/packages/0x.js/test/utils/constants.ts +++ b/packages/0x.js/test/utils/constants.ts @@ -5,4 +5,5 @@ export const constants = { TESTRPC_NETWORK_ID: 50, KOVAN_RPC_URL: 'https://kovan.infura.io', ROPSTEN_RPC_URL: 'https://ropsten.infura.io', + ZRX_DECIMALS: 18, }; diff --git a/packages/connect/CHANGELOG.md b/packages/connect/CHANGELOG.md index a6e30ed4a..ec6727a12 100644 --- a/packages/connect/CHANGELOG.md +++ b/packages/connect/CHANGELOG.md @@ -1,5 +1,5 @@ # CHANGELOG -v0.0.2 - _November 22, 2017_ +v0.1.0 - _November 22, 2017_ ------------------------ * Provide a HttpClient class for interacting with standard relayer api compliant HTTP urls diff --git a/packages/connect/package.json b/packages/connect/package.json index 180a79eea..9131eef14 100644 --- a/packages/connect/package.json +++ b/packages/connect/package.json @@ -1,6 +1,6 @@ { "name": "@0xproject/connect", - "version": "0.0.1", + "version": "0.1.0", "description": "A javascript library for interacting with the standard relayer api", "keywords": [ "connect", @@ -36,7 +36,7 @@ }, "homepage": "https://github.com/0xProject/0x.js/packages/connect/README.md", "dependencies": { - "0x.js": "^0.26.0", + "0x.js": "^0.26.1", "@0xproject/assert": "^0.0.5", "@0xproject/json-schemas": "^0.6.8", "bignumber.js": "~4.1.0", |