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Diffstat (limited to 'contracts/exchange')
59 files changed, 12327 insertions, 0 deletions
diff --git a/contracts/exchange/CHANGELOG.json b/contracts/exchange/CHANGELOG.json new file mode 100644 index 000000000..e4c7aa986 --- /dev/null +++ b/contracts/exchange/CHANGELOG.json @@ -0,0 +1,15 @@ +[ + { + "version": "1.0.0", + "changes": [ + { + "note": "Move Exchange contract out of contracts-protocol to new package", + "pr": 1539 + }, + { + "note": "Move example contracts out of contracts-examples to new package", + "pr": 1539 + } + ] + } +] diff --git a/contracts/exchange/CHANGELOG.md b/contracts/exchange/CHANGELOG.md new file mode 100644 index 000000000..779eb68a7 --- /dev/null +++ b/contracts/exchange/CHANGELOG.md @@ -0,0 +1,28 @@ +<!-- +changelogUtils.file is auto-generated using the monorepo-scripts package. Don't edit directly. +Edit the package's CHANGELOG.json file only. +--> + +CHANGELOG + +## v2.2.3 - _January 17, 2019_ + + * Dependencies updated + +## v2.2.2 - _January 15, 2019_ + + * Dependencies updated + +## v2.2.1 - _January 11, 2019_ + + * Dependencies updated + +## v2.2.0 - _January 9, 2019_ + + * Added LibAddressArray (#1383) + * Add validation and comments to MultiAssetProxy (#1455) + * Move OrderValidator to extensions (#1464) + +## v2.1.59 - _December 13, 2018_ + + * Dependencies updated diff --git a/contracts/exchange/DEPLOYS.json b/contracts/exchange/DEPLOYS.json new file mode 100644 index 000000000..1e110d4f7 --- /dev/null +++ b/contracts/exchange/DEPLOYS.json @@ -0,0 +1,17 @@ +[ + { + "name": "Exchange", + "version": "2.0.0", + "changes": [ + { + "note": "protocol v2 deploy", + "networks": { + "1": "0x4f833a24e1f95d70f028921e27040ca56e09ab0b", + "3": "0x4530c0483a1633c7a1c97d2c53721caff2caaaaf", + "4": "0x22ebc052f43a88efa06379426120718170f2204e", + "42": "0x35dd2932454449b14cee11a94d3674a936d5d7b2" + } + } + ] + } +] diff --git a/contracts/exchange/README.md b/contracts/exchange/README.md new file mode 100644 index 000000000..41997f84d --- /dev/null +++ b/contracts/exchange/README.md @@ -0,0 +1,73 @@ +## Exchange + +This package contains the implementation of the [`Exchange`](https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md#exchange). This contract is responsible for settling trades and is typically the entry point for all transactions that interact with the 0x protocol. Lightweight examples of how external contracts can interct with the `Exchange` contract can be found in the [examples](./contracts/examples) directory. Addresses of the deployed contracts can be found in the 0x [wiki](https://0xproject.com/wiki#Deployed-Addresses) or the [DEPLOYS](./DEPLOYS.json) file within this package. + +## Installation + +**Install** + +```bash +npm install @0x/contracts-exchange --save +``` + +## Bug bounty + +A bug bounty for the 2.0.0 contracts is ongoing! Instructions can be found [here](https://0xproject.com/wiki#Bug-Bounty). + +## Contributing + +We strongly recommend that the community help us make improvements and determine the future direction of the protocol. To report bugs within this package, please create an issue in this repository. + +For proposals regarding the 0x protocol's smart contract architecture, message format, or additional functionality, go to the [0x Improvement Proposals (ZEIPs)](https://github.com/0xProject/ZEIPs) repository and follow the contribution guidelines provided therein. + +Please read our [contribution guidelines](../../CONTRIBUTING.md) before getting started. + +### Install Dependencies + +If you don't have yarn workspaces enabled (Yarn < v1.0) - enable them: + +```bash +yarn config set workspaces-experimental true +``` + +Then install dependencies + +```bash +yarn install +``` + +### Build + +To build this package and all other monorepo packages that it depends on, run the following from the monorepo root directory: + +```bash +PKG=@0x/contracts-exchange yarn build +``` + +Or continuously rebuild on change: + +```bash +PKG=@0x/contracts-exchange yarn watch +``` + +### Clean + +```bash +yarn clean +``` + +### Lint + +```bash +yarn lint +``` + +### Run Tests + +```bash +yarn test +``` + +#### Testing options + +Contracts testing options like coverage, profiling, revert traces or backing node choosing - are described [here](../TESTING.md). diff --git a/contracts/exchange/compiler.json b/contracts/exchange/compiler.json new file mode 100644 index 000000000..6a5f666d1 --- /dev/null +++ b/contracts/exchange/compiler.json @@ -0,0 +1,42 @@ +{ + "artifactsDir": "./generated-artifacts", + "contractsDir": "./contracts", + "useDockerisedSolc": true, + "compilerSettings": { + "optimizer": { + "enabled": true, + "runs": 1000000 + }, + "outputSelection": { + "*": { + "*": [ + "abi", + "evm.bytecode.object", + "evm.bytecode.sourceMap", + "evm.deployedBytecode.object", + "evm.deployedBytecode.sourceMap" + ] + } + } + }, + "contracts": [ + "Exchange", + "IAssetProxyDispatcher", + "IExchange", + "IExchangeCore", + "IMatchOrders", + "ISignatureValidator", + "ITransactions", + "IValidator", + "IWallet", + "IWrapperFunctions", + "TestAssetProxyDispatcher", + "TestExchangeInternals", + "TestSignatureValidator", + "TestStaticCallReceiver", + "ExchangeWrapper", + "Validator", + "Wallet", + "Whitelist" + ] +} diff --git a/contracts/exchange/contracts/examples/ExchangeWrapper.sol b/contracts/exchange/contracts/examples/ExchangeWrapper.sol new file mode 100644 index 000000000..604f614b5 --- /dev/null +++ b/contracts/exchange/contracts/examples/ExchangeWrapper.sol @@ -0,0 +1,100 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; +pragma experimental ABIEncoderV2; + +import "../src/interfaces/IExchange.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; + + +contract ExchangeWrapper { + + // Exchange contract. + // solhint-disable-next-line var-name-mixedcase + IExchange internal EXCHANGE; + + constructor (address _exchange) + public + { + EXCHANGE = IExchange(_exchange); + } + + /// @dev Cancels all orders created by sender with a salt less than or equal to the targetOrderEpoch + /// and senderAddress equal to this contract. + /// @param targetOrderEpoch Orders created with a salt less or equal to this value will be cancelled. + /// @param salt Arbitrary value to gaurantee uniqueness of 0x transaction hash. + /// @param makerSignature Proof that maker wishes to call this function with given params. + function cancelOrdersUpTo( + uint256 targetOrderEpoch, + uint256 salt, + bytes makerSignature + ) + external + { + address makerAddress = msg.sender; + + // Encode arguments into byte array. + bytes memory data = abi.encodeWithSelector( + EXCHANGE.cancelOrdersUpTo.selector, + targetOrderEpoch + ); + + // Call `cancelOrdersUpTo` via `executeTransaction`. + EXCHANGE.executeTransaction( + salt, + makerAddress, + data, + makerSignature + ); + } + + /// @dev Fills an order using `msg.sender` as the taker. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param salt Arbitrary value to gaurantee uniqueness of 0x transaction hash. + /// @param orderSignature Proof that order has been created by maker. + /// @param takerSignature Proof that taker wishes to call this function with given params. + function fillOrder( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + uint256 salt, + bytes memory orderSignature, + bytes memory takerSignature + ) + public + { + address takerAddress = msg.sender; + + // Encode arguments into byte array. + bytes memory data = abi.encodeWithSelector( + EXCHANGE.fillOrder.selector, + order, + takerAssetFillAmount, + orderSignature + ); + + // Call `fillOrder` via `executeTransaction`. + EXCHANGE.executeTransaction( + salt, + takerAddress, + data, + takerSignature + ); + } +} diff --git a/contracts/exchange/contracts/examples/Validator.sol b/contracts/exchange/contracts/examples/Validator.sol new file mode 100644 index 000000000..98a10d37f --- /dev/null +++ b/contracts/exchange/contracts/examples/Validator.sol @@ -0,0 +1,56 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; + +import "../src/interfaces/IValidator.sol"; + + +contract Validator is + IValidator +{ + + // The single valid signer for this wallet. + // solhint-disable-next-line var-name-mixedcase + address internal VALID_SIGNER; + + /// @dev constructs a new `Validator` with a single valid signer. + /// @param validSigner The sole, valid signer. + constructor (address validSigner) public { + VALID_SIGNER = validSigner; + } + + /// @dev Verifies that a signature is valid. `signer` must match `VALID_SIGNER`. + /// @param hash Message hash that is signed. + /// @param signerAddress Address that should have signed the given hash. + /// @param signature Proof of signing. + /// @return Validity of signature. + // solhint-disable no-unused-vars + function isValidSignature( + bytes32 hash, + address signerAddress, + bytes signature + ) + external + view + returns (bool isValid) + { + return (signerAddress == VALID_SIGNER); + } + // solhint-enable no-unused-vars +} diff --git a/contracts/exchange/contracts/examples/Wallet.sol b/contracts/exchange/contracts/examples/Wallet.sol new file mode 100644 index 000000000..17e3dd5cc --- /dev/null +++ b/contracts/exchange/contracts/examples/Wallet.sol @@ -0,0 +1,65 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; + +import "../src/interfaces/IWallet.sol"; +import "@0x/contracts-utils/contracts/src/LibBytes.sol"; + + +contract Wallet is + IWallet +{ + using LibBytes for bytes; + + // The owner of this wallet. + // solhint-disable-next-line var-name-mixedcase + address internal WALLET_OWNER; + + /// @dev constructs a new `Wallet` with a single owner. + /// @param walletOwner The owner of this wallet. + constructor (address walletOwner) public { + WALLET_OWNER = walletOwner; + } + + /// @dev Validates an EIP712 signature. + /// The signer must match the owner of this wallet. + /// @param hash Message hash that is signed. + /// @param eip712Signature Proof of signing. + /// @return Validity of signature. + function isValidSignature( + bytes32 hash, + bytes eip712Signature + ) + external + view + returns (bool isValid) + { + require( + eip712Signature.length == 65, + "LENGTH_65_REQUIRED" + ); + + uint8 v = uint8(eip712Signature[0]); + bytes32 r = eip712Signature.readBytes32(1); + bytes32 s = eip712Signature.readBytes32(33); + address recoveredAddress = ecrecover(hash, v, r, s); + isValid = WALLET_OWNER == recoveredAddress; + return isValid; + } +} diff --git a/contracts/exchange/contracts/examples/Whitelist.sol b/contracts/exchange/contracts/examples/Whitelist.sol new file mode 100644 index 000000000..a9db1bb82 --- /dev/null +++ b/contracts/exchange/contracts/examples/Whitelist.sol @@ -0,0 +1,136 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; +pragma experimental ABIEncoderV2; + +import "../src/interfaces/IExchange.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-utils/contracts/src/Ownable.sol"; + + +contract Whitelist is + Ownable +{ + + // Mapping of address => whitelist status. + mapping (address => bool) public isWhitelisted; + + // Exchange contract. + // solhint-disable var-name-mixedcase + IExchange internal EXCHANGE; + bytes internal TX_ORIGIN_SIGNATURE; + // solhint-enable var-name-mixedcase + + byte constant internal VALIDATOR_SIGNATURE_BYTE = "\x05"; + + constructor (address _exchange) + public + { + EXCHANGE = IExchange(_exchange); + TX_ORIGIN_SIGNATURE = abi.encodePacked(address(this), VALIDATOR_SIGNATURE_BYTE); + } + + /// @dev Adds or removes an address from the whitelist. + /// @param target Address to add or remove from whitelist. + /// @param isApproved Whitelist status to assign to address. + function updateWhitelistStatus( + address target, + bool isApproved + ) + external + onlyOwner + { + isWhitelisted[target] = isApproved; + } + + /// @dev Verifies signer is same as signer of current Ethereum transaction. + /// NOTE: This function can currently be used to validate signatures coming from outside of this contract. + /// Extra safety checks can be added for a production contract. + /// @param signerAddress Address that should have signed the given hash. + /// @param signature Proof of signing. + /// @return Validity of order signature. + // solhint-disable no-unused-vars + function isValidSignature( + bytes32 hash, + address signerAddress, + bytes signature + ) + external + view + returns (bool isValid) + { + // solhint-disable-next-line avoid-tx-origin + return signerAddress == tx.origin; + } + // solhint-enable no-unused-vars + + /// @dev Fills an order using `msg.sender` as the taker. + /// The transaction will revert if both the maker and taker are not whitelisted. + /// Orders should specify this contract as the `senderAddress` in order to gaurantee + /// that both maker and taker have been whitelisted. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param salt Arbitrary value to gaurantee uniqueness of 0x transaction hash. + /// @param orderSignature Proof that order has been created by maker. + function fillOrderIfWhitelisted( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + uint256 salt, + bytes memory orderSignature + ) + public + { + address takerAddress = msg.sender; + + // This contract must be the entry point for the transaction. + require( + // solhint-disable-next-line avoid-tx-origin + takerAddress == tx.origin, + "INVALID_SENDER" + ); + + // Check if maker is on the whitelist. + require( + isWhitelisted[order.makerAddress], + "MAKER_NOT_WHITELISTED" + ); + + // Check if taker is on the whitelist. + require( + isWhitelisted[takerAddress], + "TAKER_NOT_WHITELISTED" + ); + + // Encode arguments into byte array. + bytes memory data = abi.encodeWithSelector( + EXCHANGE.fillOrder.selector, + order, + takerAssetFillAmount, + orderSignature + ); + + // Call `fillOrder` via `executeTransaction`. + EXCHANGE.executeTransaction( + salt, + takerAddress, + data, + TX_ORIGIN_SIGNATURE + ); + } +} diff --git a/contracts/exchange/contracts/src/Exchange.sol b/contracts/exchange/contracts/src/Exchange.sol new file mode 100644 index 000000000..541750518 --- /dev/null +++ b/contracts/exchange/contracts/src/Exchange.sol @@ -0,0 +1,53 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; +pragma experimental ABIEncoderV2; + +import "@0x/contracts-exchange-libs/contracts/src/LibConstants.sol"; +import "./MixinExchangeCore.sol"; +import "./MixinSignatureValidator.sol"; +import "./MixinWrapperFunctions.sol"; +import "./MixinAssetProxyDispatcher.sol"; +import "./MixinTransactions.sol"; +import "./MixinMatchOrders.sol"; + + +// solhint-disable no-empty-blocks +contract Exchange is + MixinExchangeCore, + MixinMatchOrders, + MixinSignatureValidator, + MixinTransactions, + MixinAssetProxyDispatcher, + MixinWrapperFunctions +{ + string constant public VERSION = "2.0.1-alpha"; + + // Mixins are instantiated in the order they are inherited + constructor (bytes memory _zrxAssetData) + public + LibConstants(_zrxAssetData) // @TODO: Remove when we deploy. + MixinExchangeCore() + MixinMatchOrders() + MixinSignatureValidator() + MixinTransactions() + MixinAssetProxyDispatcher() + MixinWrapperFunctions() + {} +} diff --git a/contracts/exchange/contracts/src/MixinAssetProxyDispatcher.sol b/contracts/exchange/contracts/src/MixinAssetProxyDispatcher.sol new file mode 100644 index 000000000..c55d6aaec --- /dev/null +++ b/contracts/exchange/contracts/src/MixinAssetProxyDispatcher.sol @@ -0,0 +1,174 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + +import "@0x/contracts-utils/contracts/src/Ownable.sol"; +import "./mixins/MAssetProxyDispatcher.sol"; +import "@0x/contracts-asset-proxy/contracts/src/interfaces/IAssetProxy.sol"; + + +contract MixinAssetProxyDispatcher is + Ownable, + MAssetProxyDispatcher +{ + // Mapping from Asset Proxy Id's to their respective Asset Proxy + mapping (bytes4 => IAssetProxy) public assetProxies; + + /// @dev Registers an asset proxy to its asset proxy id. + /// Once an asset proxy is registered, it cannot be unregistered. + /// @param assetProxy Address of new asset proxy to register. + function registerAssetProxy(address assetProxy) + external + onlyOwner + { + IAssetProxy assetProxyContract = IAssetProxy(assetProxy); + + // Ensure that no asset proxy exists with current id. + bytes4 assetProxyId = assetProxyContract.getProxyId(); + address currentAssetProxy = assetProxies[assetProxyId]; + require( + currentAssetProxy == address(0), + "ASSET_PROXY_ALREADY_EXISTS" + ); + + // Add asset proxy and log registration. + assetProxies[assetProxyId] = assetProxyContract; + emit AssetProxyRegistered( + assetProxyId, + assetProxy + ); + } + + /// @dev Gets an asset proxy. + /// @param assetProxyId Id of the asset proxy. + /// @return The asset proxy registered to assetProxyId. Returns 0x0 if no proxy is registered. + function getAssetProxy(bytes4 assetProxyId) + external + view + returns (address) + { + return assetProxies[assetProxyId]; + } + + /// @dev Forwards arguments to assetProxy and calls `transferFrom`. Either succeeds or throws. + /// @param assetData Byte array encoded for the asset. + /// @param from Address to transfer token from. + /// @param to Address to transfer token to. + /// @param amount Amount of token to transfer. + function dispatchTransferFrom( + bytes memory assetData, + address from, + address to, + uint256 amount + ) + internal + { + // Do nothing if no amount should be transferred. + if (amount > 0 && from != to) { + // Ensure assetData length is valid + require( + assetData.length > 3, + "LENGTH_GREATER_THAN_3_REQUIRED" + ); + + // Lookup assetProxy. We do not use `LibBytes.readBytes4` for gas efficiency reasons. + bytes4 assetProxyId; + assembly { + assetProxyId := and(mload( + add(assetData, 32)), + 0xFFFFFFFF00000000000000000000000000000000000000000000000000000000 + ) + } + address assetProxy = assetProxies[assetProxyId]; + + // Ensure that assetProxy exists + require( + assetProxy != address(0), + "ASSET_PROXY_DOES_NOT_EXIST" + ); + + // We construct calldata for the `assetProxy.transferFrom` ABI. + // The layout of this calldata is in the table below. + // + // | Area | Offset | Length | Contents | + // | -------- |--------|---------|-------------------------------------------- | + // | Header | 0 | 4 | function selector | + // | Params | | 4 * 32 | function parameters: | + // | | 4 | | 1. offset to assetData (*) | + // | | 36 | | 2. from | + // | | 68 | | 3. to | + // | | 100 | | 4. amount | + // | Data | | | assetData: | + // | | 132 | 32 | assetData Length | + // | | 164 | ** | assetData Contents | + + assembly { + /////// Setup State /////// + // `cdStart` is the start of the calldata for `assetProxy.transferFrom` (equal to free memory ptr). + let cdStart := mload(64) + // `dataAreaLength` is the total number of words needed to store `assetData` + // As-per the ABI spec, this value is padded up to the nearest multiple of 32, + // and includes 32-bytes for length. + let dataAreaLength := and(add(mload(assetData), 63), 0xFFFFFFFFFFFE0) + // `cdEnd` is the end of the calldata for `assetProxy.transferFrom`. + let cdEnd := add(cdStart, add(132, dataAreaLength)) + + + /////// Setup Header Area /////// + // This area holds the 4-byte `transferFromSelector`. + // bytes4(keccak256("transferFrom(bytes,address,address,uint256)")) = 0xa85e59e4 + mstore(cdStart, 0xa85e59e400000000000000000000000000000000000000000000000000000000) + + /////// Setup Params Area /////// + // Each parameter is padded to 32-bytes. The entire Params Area is 128 bytes. + // Notes: + // 1. The offset to `assetData` is the length of the Params Area (128 bytes). + // 2. A 20-byte mask is applied to addresses to zero-out the unused bytes. + mstore(add(cdStart, 4), 128) + mstore(add(cdStart, 36), and(from, 0xffffffffffffffffffffffffffffffffffffffff)) + mstore(add(cdStart, 68), and(to, 0xffffffffffffffffffffffffffffffffffffffff)) + mstore(add(cdStart, 100), amount) + + /////// Setup Data Area /////// + // This area holds `assetData`. + let dataArea := add(cdStart, 132) + // solhint-disable-next-line no-empty-blocks + for {} lt(dataArea, cdEnd) {} { + mstore(dataArea, mload(assetData)) + dataArea := add(dataArea, 32) + assetData := add(assetData, 32) + } + + /////// Call `assetProxy.transferFrom` using the constructed calldata /////// + let success := call( + gas, // forward all gas + assetProxy, // call address of asset proxy + 0, // don't send any ETH + cdStart, // pointer to start of input + sub(cdEnd, cdStart), // length of input + cdStart, // write output over input + 512 // reserve 512 bytes for output + ) + if iszero(success) { + revert(cdStart, returndatasize()) + } + } + } + } +} diff --git a/contracts/exchange/contracts/src/MixinExchangeCore.sol b/contracts/exchange/contracts/src/MixinExchangeCore.sol new file mode 100644 index 000000000..2e4f717c9 --- /dev/null +++ b/contracts/exchange/contracts/src/MixinExchangeCore.sol @@ -0,0 +1,529 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "@0x/contracts-utils/contracts/src/ReentrancyGuard.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibConstants.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibMath.sol"; +import "./mixins/MExchangeCore.sol"; +import "./mixins/MSignatureValidator.sol"; +import "./mixins/MTransactions.sol"; +import "./mixins/MAssetProxyDispatcher.sol"; + + +contract MixinExchangeCore is + ReentrancyGuard, + LibConstants, + LibMath, + LibOrder, + LibFillResults, + MAssetProxyDispatcher, + MExchangeCore, + MSignatureValidator, + MTransactions +{ + // Mapping of orderHash => amount of takerAsset already bought by maker + mapping (bytes32 => uint256) public filled; + + // Mapping of orderHash => cancelled + mapping (bytes32 => bool) public cancelled; + + // Mapping of makerAddress => senderAddress => lowest salt an order can have in order to be fillable + // Orders with specified senderAddress and with a salt less than their epoch are considered cancelled + mapping (address => mapping (address => uint256)) public orderEpoch; + + /// @dev Cancels all orders created by makerAddress with a salt less than or equal to the targetOrderEpoch + /// and senderAddress equal to msg.sender (or null address if msg.sender == makerAddress). + /// @param targetOrderEpoch Orders created with a salt less or equal to this value will be cancelled. + function cancelOrdersUpTo(uint256 targetOrderEpoch) + external + nonReentrant + { + address makerAddress = getCurrentContextAddress(); + // If this function is called via `executeTransaction`, we only update the orderEpoch for the makerAddress/msg.sender combination. + // This allows external filter contracts to add rules to how orders are cancelled via this function. + address senderAddress = makerAddress == msg.sender ? address(0) : msg.sender; + + // orderEpoch is initialized to 0, so to cancelUpTo we need salt + 1 + uint256 newOrderEpoch = targetOrderEpoch + 1; + uint256 oldOrderEpoch = orderEpoch[makerAddress][senderAddress]; + + // Ensure orderEpoch is monotonically increasing + require( + newOrderEpoch > oldOrderEpoch, + "INVALID_NEW_ORDER_EPOCH" + ); + + // Update orderEpoch + orderEpoch[makerAddress][senderAddress] = newOrderEpoch; + emit CancelUpTo( + makerAddress, + senderAddress, + newOrderEpoch + ); + } + + /// @dev Fills the input order. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrder( + Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + public + nonReentrant + returns (FillResults memory fillResults) + { + fillResults = fillOrderInternal( + order, + takerAssetFillAmount, + signature + ); + return fillResults; + } + + /// @dev After calling, the order can not be filled anymore. + /// Throws if order is invalid or sender does not have permission to cancel. + /// @param order Order to cancel. Order must be OrderStatus.FILLABLE. + function cancelOrder(Order memory order) + public + nonReentrant + { + cancelOrderInternal(order); + } + + /// @dev Gets information about an order: status, hash, and amount filled. + /// @param order Order to gather information on. + /// @return OrderInfo Information about the order and its state. + /// See LibOrder.OrderInfo for a complete description. + function getOrderInfo(Order memory order) + public + view + returns (OrderInfo memory orderInfo) + { + // Compute the order hash + orderInfo.orderHash = getOrderHash(order); + + // Fetch filled amount + orderInfo.orderTakerAssetFilledAmount = filled[orderInfo.orderHash]; + + // If order.makerAssetAmount is zero, we also reject the order. + // While the Exchange contract handles them correctly, they create + // edge cases in the supporting infrastructure because they have + // an 'infinite' price when computed by a simple division. + if (order.makerAssetAmount == 0) { + orderInfo.orderStatus = uint8(OrderStatus.INVALID_MAKER_ASSET_AMOUNT); + return orderInfo; + } + + // If order.takerAssetAmount is zero, then the order will always + // be considered filled because 0 == takerAssetAmount == orderTakerAssetFilledAmount + // Instead of distinguishing between unfilled and filled zero taker + // amount orders, we choose not to support them. + if (order.takerAssetAmount == 0) { + orderInfo.orderStatus = uint8(OrderStatus.INVALID_TAKER_ASSET_AMOUNT); + return orderInfo; + } + + // Validate order availability + if (orderInfo.orderTakerAssetFilledAmount >= order.takerAssetAmount) { + orderInfo.orderStatus = uint8(OrderStatus.FULLY_FILLED); + return orderInfo; + } + + // Validate order expiration + // solhint-disable-next-line not-rely-on-time + if (block.timestamp >= order.expirationTimeSeconds) { + orderInfo.orderStatus = uint8(OrderStatus.EXPIRED); + return orderInfo; + } + + // Check if order has been cancelled + if (cancelled[orderInfo.orderHash]) { + orderInfo.orderStatus = uint8(OrderStatus.CANCELLED); + return orderInfo; + } + if (orderEpoch[order.makerAddress][order.senderAddress] > order.salt) { + orderInfo.orderStatus = uint8(OrderStatus.CANCELLED); + return orderInfo; + } + + // All other statuses are ruled out: order is Fillable + orderInfo.orderStatus = uint8(OrderStatus.FILLABLE); + return orderInfo; + } + + /// @dev Fills the input order. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrderInternal( + Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + internal + returns (FillResults memory fillResults) + { + // Fetch order info + OrderInfo memory orderInfo = getOrderInfo(order); + + // Fetch taker address + address takerAddress = getCurrentContextAddress(); + + // Assert that the order is fillable by taker + assertFillableOrder( + order, + orderInfo, + takerAddress, + signature + ); + + // Get amount of takerAsset to fill + uint256 remainingTakerAssetAmount = safeSub(order.takerAssetAmount, orderInfo.orderTakerAssetFilledAmount); + uint256 takerAssetFilledAmount = min256(takerAssetFillAmount, remainingTakerAssetAmount); + + // Validate context + assertValidFill( + order, + orderInfo, + takerAssetFillAmount, + takerAssetFilledAmount, + fillResults.makerAssetFilledAmount + ); + + // Compute proportional fill amounts + fillResults = calculateFillResults(order, takerAssetFilledAmount); + + // Update exchange internal state + updateFilledState( + order, + takerAddress, + orderInfo.orderHash, + orderInfo.orderTakerAssetFilledAmount, + fillResults + ); + + // Settle order + settleOrder( + order, + takerAddress, + fillResults + ); + + return fillResults; + } + + /// @dev After calling, the order can not be filled anymore. + /// Throws if order is invalid or sender does not have permission to cancel. + /// @param order Order to cancel. Order must be OrderStatus.FILLABLE. + function cancelOrderInternal(Order memory order) + internal + { + // Fetch current order status + OrderInfo memory orderInfo = getOrderInfo(order); + + // Validate context + assertValidCancel(order, orderInfo); + + // Perform cancel + updateCancelledState(order, orderInfo.orderHash); + } + + /// @dev Updates state with results of a fill order. + /// @param order that was filled. + /// @param takerAddress Address of taker who filled the order. + /// @param orderTakerAssetFilledAmount Amount of order already filled. + function updateFilledState( + Order memory order, + address takerAddress, + bytes32 orderHash, + uint256 orderTakerAssetFilledAmount, + FillResults memory fillResults + ) + internal + { + // Update state + filled[orderHash] = safeAdd(orderTakerAssetFilledAmount, fillResults.takerAssetFilledAmount); + + // Log order + emit Fill( + order.makerAddress, + order.feeRecipientAddress, + takerAddress, + msg.sender, + fillResults.makerAssetFilledAmount, + fillResults.takerAssetFilledAmount, + fillResults.makerFeePaid, + fillResults.takerFeePaid, + orderHash, + order.makerAssetData, + order.takerAssetData + ); + } + + /// @dev Updates state with results of cancelling an order. + /// State is only updated if the order is currently fillable. + /// Otherwise, updating state would have no effect. + /// @param order that was cancelled. + /// @param orderHash Hash of order that was cancelled. + function updateCancelledState( + Order memory order, + bytes32 orderHash + ) + internal + { + // Perform cancel + cancelled[orderHash] = true; + + // Log cancel + emit Cancel( + order.makerAddress, + order.feeRecipientAddress, + msg.sender, + orderHash, + order.makerAssetData, + order.takerAssetData + ); + } + + /// @dev Validates context for fillOrder. Succeeds or throws. + /// @param order to be filled. + /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. + /// @param takerAddress Address of order taker. + /// @param signature Proof that the orders was created by its maker. + function assertFillableOrder( + Order memory order, + OrderInfo memory orderInfo, + address takerAddress, + bytes memory signature + ) + internal + view + { + // An order can only be filled if its status is FILLABLE. + require( + orderInfo.orderStatus == uint8(OrderStatus.FILLABLE), + "ORDER_UNFILLABLE" + ); + + // Validate sender is allowed to fill this order + if (order.senderAddress != address(0)) { + require( + order.senderAddress == msg.sender, + "INVALID_SENDER" + ); + } + + // Validate taker is allowed to fill this order + if (order.takerAddress != address(0)) { + require( + order.takerAddress == takerAddress, + "INVALID_TAKER" + ); + } + + // Validate Maker signature (check only if first time seen) + if (orderInfo.orderTakerAssetFilledAmount == 0) { + require( + isValidSignature( + orderInfo.orderHash, + order.makerAddress, + signature + ), + "INVALID_ORDER_SIGNATURE" + ); + } + } + + /// @dev Validates context for fillOrder. Succeeds or throws. + /// @param order to be filled. + /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. + /// @param takerAssetFillAmount Desired amount of order to fill by taker. + /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. + /// @param makerAssetFilledAmount Amount of makerAsset that will be transfered. + function assertValidFill( + Order memory order, + OrderInfo memory orderInfo, + uint256 takerAssetFillAmount, // TODO: use FillResults + uint256 takerAssetFilledAmount, + uint256 makerAssetFilledAmount + ) + internal + view + { + // Revert if fill amount is invalid + // TODO: reconsider necessity for v2.1 + require( + takerAssetFillAmount != 0, + "INVALID_TAKER_AMOUNT" + ); + + // Make sure taker does not pay more than desired amount + // NOTE: This assertion should never fail, it is here + // as an extra defence against potential bugs. + require( + takerAssetFilledAmount <= takerAssetFillAmount, + "TAKER_OVERPAY" + ); + + // Make sure order is not overfilled + // NOTE: This assertion should never fail, it is here + // as an extra defence against potential bugs. + require( + safeAdd(orderInfo.orderTakerAssetFilledAmount, takerAssetFilledAmount) <= order.takerAssetAmount, + "ORDER_OVERFILL" + ); + + // Make sure order is filled at acceptable price. + // The order has an implied price from the makers perspective: + // order price = order.makerAssetAmount / order.takerAssetAmount + // i.e. the number of makerAsset maker is paying per takerAsset. The + // maker is guaranteed to get this price or a better (lower) one. The + // actual price maker is getting in this fill is: + // fill price = makerAssetFilledAmount / takerAssetFilledAmount + // We need `fill price <= order price` for the fill to be fair to maker. + // This amounts to: + // makerAssetFilledAmount order.makerAssetAmount + // ------------------------ <= ----------------------- + // takerAssetFilledAmount order.takerAssetAmount + // or, equivalently: + // makerAssetFilledAmount * order.takerAssetAmount <= + // order.makerAssetAmount * takerAssetFilledAmount + // NOTE: This assertion should never fail, it is here + // as an extra defence against potential bugs. + require( + safeMul(makerAssetFilledAmount, order.takerAssetAmount) + <= + safeMul(order.makerAssetAmount, takerAssetFilledAmount), + "INVALID_FILL_PRICE" + ); + } + + /// @dev Validates context for cancelOrder. Succeeds or throws. + /// @param order to be cancelled. + /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. + function assertValidCancel( + Order memory order, + OrderInfo memory orderInfo + ) + internal + view + { + // Ensure order is valid + // An order can only be cancelled if its status is FILLABLE. + require( + orderInfo.orderStatus == uint8(OrderStatus.FILLABLE), + "ORDER_UNFILLABLE" + ); + + // Validate sender is allowed to cancel this order + if (order.senderAddress != address(0)) { + require( + order.senderAddress == msg.sender, + "INVALID_SENDER" + ); + } + + // Validate transaction signed by maker + address makerAddress = getCurrentContextAddress(); + require( + order.makerAddress == makerAddress, + "INVALID_MAKER" + ); + } + + /// @dev Calculates amounts filled and fees paid by maker and taker. + /// @param order to be filled. + /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. + /// @return fillResults Amounts filled and fees paid by maker and taker. + function calculateFillResults( + Order memory order, + uint256 takerAssetFilledAmount + ) + internal + pure + returns (FillResults memory fillResults) + { + // Compute proportional transfer amounts + fillResults.takerAssetFilledAmount = takerAssetFilledAmount; + fillResults.makerAssetFilledAmount = safeGetPartialAmountFloor( + takerAssetFilledAmount, + order.takerAssetAmount, + order.makerAssetAmount + ); + fillResults.makerFeePaid = safeGetPartialAmountFloor( + fillResults.makerAssetFilledAmount, + order.makerAssetAmount, + order.makerFee + ); + fillResults.takerFeePaid = safeGetPartialAmountFloor( + takerAssetFilledAmount, + order.takerAssetAmount, + order.takerFee + ); + + return fillResults; + } + + /// @dev Settles an order by transferring assets between counterparties. + /// @param order Order struct containing order specifications. + /// @param takerAddress Address selling takerAsset and buying makerAsset. + /// @param fillResults Amounts to be filled and fees paid by maker and taker. + function settleOrder( + LibOrder.Order memory order, + address takerAddress, + LibFillResults.FillResults memory fillResults + ) + private + { + bytes memory zrxAssetData = ZRX_ASSET_DATA; + dispatchTransferFrom( + order.makerAssetData, + order.makerAddress, + takerAddress, + fillResults.makerAssetFilledAmount + ); + dispatchTransferFrom( + order.takerAssetData, + takerAddress, + order.makerAddress, + fillResults.takerAssetFilledAmount + ); + dispatchTransferFrom( + zrxAssetData, + order.makerAddress, + order.feeRecipientAddress, + fillResults.makerFeePaid + ); + dispatchTransferFrom( + zrxAssetData, + takerAddress, + order.feeRecipientAddress, + fillResults.takerFeePaid + ); + } +} diff --git a/contracts/exchange/contracts/src/MixinMatchOrders.sol b/contracts/exchange/contracts/src/MixinMatchOrders.sol new file mode 100644 index 000000000..e84842793 --- /dev/null +++ b/contracts/exchange/contracts/src/MixinMatchOrders.sol @@ -0,0 +1,335 @@ +/* + Copyright 2018 ZeroEx Intl. + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + http://www.apache.org/licenses/LICENSE-2.0 + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. +*/ + +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "@0x/contracts-utils/contracts/src/ReentrancyGuard.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibConstants.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibMath.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; +import "./mixins/MExchangeCore.sol"; +import "./mixins/MMatchOrders.sol"; +import "./mixins/MTransactions.sol"; +import "./mixins/MAssetProxyDispatcher.sol"; + + +contract MixinMatchOrders is + ReentrancyGuard, + LibConstants, + LibMath, + MAssetProxyDispatcher, + MExchangeCore, + MMatchOrders, + MTransactions +{ + /// @dev Match two complementary orders that have a profitable spread. + /// Each order is filled at their respective price point. However, the calculations are + /// carried out as though the orders are both being filled at the right order's price point. + /// The profit made by the left order goes to the taker (who matched the two orders). + /// @param leftOrder First order to match. + /// @param rightOrder Second order to match. + /// @param leftSignature Proof that order was created by the left maker. + /// @param rightSignature Proof that order was created by the right maker. + /// @return matchedFillResults Amounts filled and fees paid by maker and taker of matched orders. + function matchOrders( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder, + bytes memory leftSignature, + bytes memory rightSignature + ) + public + nonReentrant + returns (LibFillResults.MatchedFillResults memory matchedFillResults) + { + // We assume that rightOrder.takerAssetData == leftOrder.makerAssetData and rightOrder.makerAssetData == leftOrder.takerAssetData. + // If this assumption isn't true, the match will fail at signature validation. + rightOrder.makerAssetData = leftOrder.takerAssetData; + rightOrder.takerAssetData = leftOrder.makerAssetData; + + // Get left & right order info + LibOrder.OrderInfo memory leftOrderInfo = getOrderInfo(leftOrder); + LibOrder.OrderInfo memory rightOrderInfo = getOrderInfo(rightOrder); + + // Fetch taker address + address takerAddress = getCurrentContextAddress(); + + // Either our context is valid or we revert + assertFillableOrder( + leftOrder, + leftOrderInfo, + takerAddress, + leftSignature + ); + assertFillableOrder( + rightOrder, + rightOrderInfo, + takerAddress, + rightSignature + ); + assertValidMatch(leftOrder, rightOrder); + + // Compute proportional fill amounts + matchedFillResults = calculateMatchedFillResults( + leftOrder, + rightOrder, + leftOrderInfo.orderTakerAssetFilledAmount, + rightOrderInfo.orderTakerAssetFilledAmount + ); + + // Validate fill contexts + assertValidFill( + leftOrder, + leftOrderInfo, + matchedFillResults.left.takerAssetFilledAmount, + matchedFillResults.left.takerAssetFilledAmount, + matchedFillResults.left.makerAssetFilledAmount + ); + assertValidFill( + rightOrder, + rightOrderInfo, + matchedFillResults.right.takerAssetFilledAmount, + matchedFillResults.right.takerAssetFilledAmount, + matchedFillResults.right.makerAssetFilledAmount + ); + + // Update exchange state + updateFilledState( + leftOrder, + takerAddress, + leftOrderInfo.orderHash, + leftOrderInfo.orderTakerAssetFilledAmount, + matchedFillResults.left + ); + updateFilledState( + rightOrder, + takerAddress, + rightOrderInfo.orderHash, + rightOrderInfo.orderTakerAssetFilledAmount, + matchedFillResults.right + ); + + // Settle matched orders. Succeeds or throws. + settleMatchedOrders( + leftOrder, + rightOrder, + takerAddress, + matchedFillResults + ); + + return matchedFillResults; + } + + /// @dev Validates context for matchOrders. Succeeds or throws. + /// @param leftOrder First order to match. + /// @param rightOrder Second order to match. + function assertValidMatch( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder + ) + internal + pure + { + // Make sure there is a profitable spread. + // There is a profitable spread iff the cost per unit bought (OrderA.MakerAmount/OrderA.TakerAmount) for each order is greater + // than the profit per unit sold of the matched order (OrderB.TakerAmount/OrderB.MakerAmount). + // This is satisfied by the equations below: + // <leftOrder.makerAssetAmount> / <leftOrder.takerAssetAmount> >= <rightOrder.takerAssetAmount> / <rightOrder.makerAssetAmount> + // AND + // <rightOrder.makerAssetAmount> / <rightOrder.takerAssetAmount> >= <leftOrder.takerAssetAmount> / <leftOrder.makerAssetAmount> + // These equations can be combined to get the following: + require( + safeMul(leftOrder.makerAssetAmount, rightOrder.makerAssetAmount) >= + safeMul(leftOrder.takerAssetAmount, rightOrder.takerAssetAmount), + "NEGATIVE_SPREAD_REQUIRED" + ); + } + + /// @dev Calculates fill amounts for the matched orders. + /// Each order is filled at their respective price point. However, the calculations are + /// carried out as though the orders are both being filled at the right order's price point. + /// The profit made by the leftOrder order goes to the taker (who matched the two orders). + /// @param leftOrder First order to match. + /// @param rightOrder Second order to match. + /// @param leftOrderTakerAssetFilledAmount Amount of left order already filled. + /// @param rightOrderTakerAssetFilledAmount Amount of right order already filled. + /// @param matchedFillResults Amounts to fill and fees to pay by maker and taker of matched orders. + function calculateMatchedFillResults( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder, + uint256 leftOrderTakerAssetFilledAmount, + uint256 rightOrderTakerAssetFilledAmount + ) + internal + pure + returns (LibFillResults.MatchedFillResults memory matchedFillResults) + { + // Derive maker asset amounts for left & right orders, given store taker assert amounts + uint256 leftTakerAssetAmountRemaining = safeSub(leftOrder.takerAssetAmount, leftOrderTakerAssetFilledAmount); + uint256 leftMakerAssetAmountRemaining = safeGetPartialAmountFloor( + leftOrder.makerAssetAmount, + leftOrder.takerAssetAmount, + leftTakerAssetAmountRemaining + ); + uint256 rightTakerAssetAmountRemaining = safeSub(rightOrder.takerAssetAmount, rightOrderTakerAssetFilledAmount); + uint256 rightMakerAssetAmountRemaining = safeGetPartialAmountFloor( + rightOrder.makerAssetAmount, + rightOrder.takerAssetAmount, + rightTakerAssetAmountRemaining + ); + + // Calculate fill results for maker and taker assets: at least one order will be fully filled. + // The maximum amount the left maker can buy is `leftTakerAssetAmountRemaining` + // The maximum amount the right maker can sell is `rightMakerAssetAmountRemaining` + // We have two distinct cases for calculating the fill results: + // Case 1. + // If the left maker can buy more than the right maker can sell, then only the right order is fully filled. + // If the left maker can buy exactly what the right maker can sell, then both orders are fully filled. + // Case 2. + // If the left maker cannot buy more than the right maker can sell, then only the left order is fully filled. + if (leftTakerAssetAmountRemaining >= rightMakerAssetAmountRemaining) { + // Case 1: Right order is fully filled + matchedFillResults.right.makerAssetFilledAmount = rightMakerAssetAmountRemaining; + matchedFillResults.right.takerAssetFilledAmount = rightTakerAssetAmountRemaining; + matchedFillResults.left.takerAssetFilledAmount = matchedFillResults.right.makerAssetFilledAmount; + // Round down to ensure the maker's exchange rate does not exceed the price specified by the order. + // We favor the maker when the exchange rate must be rounded. + matchedFillResults.left.makerAssetFilledAmount = safeGetPartialAmountFloor( + leftOrder.makerAssetAmount, + leftOrder.takerAssetAmount, + matchedFillResults.left.takerAssetFilledAmount + ); + } else { + // Case 2: Left order is fully filled + matchedFillResults.left.makerAssetFilledAmount = leftMakerAssetAmountRemaining; + matchedFillResults.left.takerAssetFilledAmount = leftTakerAssetAmountRemaining; + matchedFillResults.right.makerAssetFilledAmount = matchedFillResults.left.takerAssetFilledAmount; + // Round up to ensure the maker's exchange rate does not exceed the price specified by the order. + // We favor the maker when the exchange rate must be rounded. + matchedFillResults.right.takerAssetFilledAmount = safeGetPartialAmountCeil( + rightOrder.takerAssetAmount, + rightOrder.makerAssetAmount, + matchedFillResults.right.makerAssetFilledAmount + ); + } + + // Calculate amount given to taker + matchedFillResults.leftMakerAssetSpreadAmount = safeSub( + matchedFillResults.left.makerAssetFilledAmount, + matchedFillResults.right.takerAssetFilledAmount + ); + + // Compute fees for left order + matchedFillResults.left.makerFeePaid = safeGetPartialAmountFloor( + matchedFillResults.left.makerAssetFilledAmount, + leftOrder.makerAssetAmount, + leftOrder.makerFee + ); + matchedFillResults.left.takerFeePaid = safeGetPartialAmountFloor( + matchedFillResults.left.takerAssetFilledAmount, + leftOrder.takerAssetAmount, + leftOrder.takerFee + ); + + // Compute fees for right order + matchedFillResults.right.makerFeePaid = safeGetPartialAmountFloor( + matchedFillResults.right.makerAssetFilledAmount, + rightOrder.makerAssetAmount, + rightOrder.makerFee + ); + matchedFillResults.right.takerFeePaid = safeGetPartialAmountFloor( + matchedFillResults.right.takerAssetFilledAmount, + rightOrder.takerAssetAmount, + rightOrder.takerFee + ); + + // Return fill results + return matchedFillResults; + } + + /// @dev Settles matched order by transferring appropriate funds between order makers, taker, and fee recipient. + /// @param leftOrder First matched order. + /// @param rightOrder Second matched order. + /// @param takerAddress Address that matched the orders. The taker receives the spread between orders as profit. + /// @param matchedFillResults Struct holding amounts to transfer between makers, taker, and fee recipients. + function settleMatchedOrders( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder, + address takerAddress, + LibFillResults.MatchedFillResults memory matchedFillResults + ) + private + { + bytes memory zrxAssetData = ZRX_ASSET_DATA; + // Order makers and taker + dispatchTransferFrom( + leftOrder.makerAssetData, + leftOrder.makerAddress, + rightOrder.makerAddress, + matchedFillResults.right.takerAssetFilledAmount + ); + dispatchTransferFrom( + rightOrder.makerAssetData, + rightOrder.makerAddress, + leftOrder.makerAddress, + matchedFillResults.left.takerAssetFilledAmount + ); + dispatchTransferFrom( + leftOrder.makerAssetData, + leftOrder.makerAddress, + takerAddress, + matchedFillResults.leftMakerAssetSpreadAmount + ); + + // Maker fees + dispatchTransferFrom( + zrxAssetData, + leftOrder.makerAddress, + leftOrder.feeRecipientAddress, + matchedFillResults.left.makerFeePaid + ); + dispatchTransferFrom( + zrxAssetData, + rightOrder.makerAddress, + rightOrder.feeRecipientAddress, + matchedFillResults.right.makerFeePaid + ); + + // Taker fees + if (leftOrder.feeRecipientAddress == rightOrder.feeRecipientAddress) { + dispatchTransferFrom( + zrxAssetData, + takerAddress, + leftOrder.feeRecipientAddress, + safeAdd( + matchedFillResults.left.takerFeePaid, + matchedFillResults.right.takerFeePaid + ) + ); + } else { + dispatchTransferFrom( + zrxAssetData, + takerAddress, + leftOrder.feeRecipientAddress, + matchedFillResults.left.takerFeePaid + ); + dispatchTransferFrom( + zrxAssetData, + takerAddress, + rightOrder.feeRecipientAddress, + matchedFillResults.right.takerFeePaid + ); + } + } +} diff --git a/contracts/exchange/contracts/src/MixinSignatureValidator.sol b/contracts/exchange/contracts/src/MixinSignatureValidator.sol new file mode 100644 index 000000000..421ec666a --- /dev/null +++ b/contracts/exchange/contracts/src/MixinSignatureValidator.sol @@ -0,0 +1,324 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + +import "@0x/contracts-utils/contracts/src/LibBytes.sol"; +import "@0x/contracts-utils/contracts/src/ReentrancyGuard.sol"; +import "./mixins/MSignatureValidator.sol"; +import "./mixins/MTransactions.sol"; +import "./interfaces/IWallet.sol"; +import "./interfaces/IValidator.sol"; + + +contract MixinSignatureValidator is + ReentrancyGuard, + MSignatureValidator, + MTransactions +{ + using LibBytes for bytes; + + // Mapping of hash => signer => signed + mapping (bytes32 => mapping (address => bool)) public preSigned; + + // Mapping of signer => validator => approved + mapping (address => mapping (address => bool)) public allowedValidators; + + /// @dev Approves a hash on-chain using any valid signature type. + /// After presigning a hash, the preSign signature type will become valid for that hash and signer. + /// @param signerAddress Address that should have signed the given hash. + /// @param signature Proof that the hash has been signed by signer. + function preSign( + bytes32 hash, + address signerAddress, + bytes signature + ) + external + { + if (signerAddress != msg.sender) { + require( + isValidSignature( + hash, + signerAddress, + signature + ), + "INVALID_SIGNATURE" + ); + } + preSigned[hash][signerAddress] = true; + } + + /// @dev Approves/unnapproves a Validator contract to verify signatures on signer's behalf. + /// @param validatorAddress Address of Validator contract. + /// @param approval Approval or disapproval of Validator contract. + function setSignatureValidatorApproval( + address validatorAddress, + bool approval + ) + external + nonReentrant + { + address signerAddress = getCurrentContextAddress(); + allowedValidators[signerAddress][validatorAddress] = approval; + emit SignatureValidatorApproval( + signerAddress, + validatorAddress, + approval + ); + } + + /// @dev Verifies that a hash has been signed by the given signer. + /// @param hash Any 32 byte hash. + /// @param signerAddress Address that should have signed the given hash. + /// @param signature Proof that the hash has been signed by signer. + /// @return True if the address recovered from the provided signature matches the input signer address. + function isValidSignature( + bytes32 hash, + address signerAddress, + bytes memory signature + ) + public + view + returns (bool isValid) + { + require( + signature.length > 0, + "LENGTH_GREATER_THAN_0_REQUIRED" + ); + + // Pop last byte off of signature byte array. + uint8 signatureTypeRaw = uint8(signature.popLastByte()); + + // Ensure signature is supported + require( + signatureTypeRaw < uint8(SignatureType.NSignatureTypes), + "SIGNATURE_UNSUPPORTED" + ); + + SignatureType signatureType = SignatureType(signatureTypeRaw); + + // Variables are not scoped in Solidity. + uint8 v; + bytes32 r; + bytes32 s; + address recovered; + + // Always illegal signature. + // This is always an implicit option since a signer can create a + // signature array with invalid type or length. We may as well make + // it an explicit option. This aids testing and analysis. It is + // also the initialization value for the enum type. + if (signatureType == SignatureType.Illegal) { + revert("SIGNATURE_ILLEGAL"); + + // Always invalid signature. + // Like Illegal, this is always implicitly available and therefore + // offered explicitly. It can be implicitly created by providing + // a correctly formatted but incorrect signature. + } else if (signatureType == SignatureType.Invalid) { + require( + signature.length == 0, + "LENGTH_0_REQUIRED" + ); + isValid = false; + return isValid; + + // Signature using EIP712 + } else if (signatureType == SignatureType.EIP712) { + require( + signature.length == 65, + "LENGTH_65_REQUIRED" + ); + v = uint8(signature[0]); + r = signature.readBytes32(1); + s = signature.readBytes32(33); + recovered = ecrecover( + hash, + v, + r, + s + ); + isValid = signerAddress == recovered; + return isValid; + + // Signed using web3.eth_sign + } else if (signatureType == SignatureType.EthSign) { + require( + signature.length == 65, + "LENGTH_65_REQUIRED" + ); + v = uint8(signature[0]); + r = signature.readBytes32(1); + s = signature.readBytes32(33); + recovered = ecrecover( + keccak256(abi.encodePacked( + "\x19Ethereum Signed Message:\n32", + hash + )), + v, + r, + s + ); + isValid = signerAddress == recovered; + return isValid; + + // Signature verified by wallet contract. + // If used with an order, the maker of the order is the wallet contract. + } else if (signatureType == SignatureType.Wallet) { + isValid = isValidWalletSignature( + hash, + signerAddress, + signature + ); + return isValid; + + // Signature verified by validator contract. + // If used with an order, the maker of the order can still be an EOA. + // A signature using this type should be encoded as: + // | Offset | Length | Contents | + // | 0x00 | x | Signature to validate | + // | 0x00 + x | 20 | Address of validator contract | + // | 0x14 + x | 1 | Signature type is always "\x06" | + } else if (signatureType == SignatureType.Validator) { + // Pop last 20 bytes off of signature byte array. + address validatorAddress = signature.popLast20Bytes(); + + // Ensure signer has approved validator. + if (!allowedValidators[signerAddress][validatorAddress]) { + return false; + } + isValid = isValidValidatorSignature( + validatorAddress, + hash, + signerAddress, + signature + ); + return isValid; + + // Signer signed hash previously using the preSign function. + } else if (signatureType == SignatureType.PreSigned) { + isValid = preSigned[hash][signerAddress]; + return isValid; + } + + // Anything else is illegal (We do not return false because + // the signature may actually be valid, just not in a format + // that we currently support. In this case returning false + // may lead the caller to incorrectly believe that the + // signature was invalid.) + revert("SIGNATURE_UNSUPPORTED"); + } + + /// @dev Verifies signature using logic defined by Wallet contract. + /// @param hash Any 32 byte hash. + /// @param walletAddress Address that should have signed the given hash + /// and defines its own signature verification method. + /// @param signature Proof that the hash has been signed by signer. + /// @return True if signature is valid for given wallet.. + function isValidWalletSignature( + bytes32 hash, + address walletAddress, + bytes signature + ) + internal + view + returns (bool isValid) + { + bytes memory callData = abi.encodeWithSelector( + IWallet(walletAddress).isValidSignature.selector, + hash, + signature + ); + assembly { + let cdStart := add(callData, 32) + let success := staticcall( + gas, // forward all gas + walletAddress, // address of Wallet contract + cdStart, // pointer to start of input + mload(callData), // length of input + cdStart, // write output over input + 32 // output size is 32 bytes + ) + + switch success + case 0 { + // Revert with `Error("WALLET_ERROR")` + mstore(0, 0x08c379a000000000000000000000000000000000000000000000000000000000) + mstore(32, 0x0000002000000000000000000000000000000000000000000000000000000000) + mstore(64, 0x0000000c57414c4c45545f4552524f5200000000000000000000000000000000) + mstore(96, 0) + revert(0, 100) + } + case 1 { + // Signature is valid if call did not revert and returned true + isValid := mload(cdStart) + } + } + return isValid; + } + + /// @dev Verifies signature using logic defined by Validator contract. + /// @param validatorAddress Address of validator contract. + /// @param hash Any 32 byte hash. + /// @param signerAddress Address that should have signed the given hash. + /// @param signature Proof that the hash has been signed by signer. + /// @return True if the address recovered from the provided signature matches the input signer address. + function isValidValidatorSignature( + address validatorAddress, + bytes32 hash, + address signerAddress, + bytes signature + ) + internal + view + returns (bool isValid) + { + bytes memory callData = abi.encodeWithSelector( + IValidator(signerAddress).isValidSignature.selector, + hash, + signerAddress, + signature + ); + assembly { + let cdStart := add(callData, 32) + let success := staticcall( + gas, // forward all gas + validatorAddress, // address of Validator contract + cdStart, // pointer to start of input + mload(callData), // length of input + cdStart, // write output over input + 32 // output size is 32 bytes + ) + + switch success + case 0 { + // Revert with `Error("VALIDATOR_ERROR")` + mstore(0, 0x08c379a000000000000000000000000000000000000000000000000000000000) + mstore(32, 0x0000002000000000000000000000000000000000000000000000000000000000) + mstore(64, 0x0000000f56414c494441544f525f4552524f5200000000000000000000000000) + mstore(96, 0) + revert(0, 100) + } + case 1 { + // Signature is valid if call did not revert and returned true + isValid := mload(cdStart) + } + } + return isValid; + } +} diff --git a/contracts/exchange/contracts/src/MixinTransactions.sol b/contracts/exchange/contracts/src/MixinTransactions.sol new file mode 100644 index 000000000..6b9b06b0d --- /dev/null +++ b/contracts/exchange/contracts/src/MixinTransactions.sol @@ -0,0 +1,152 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ +pragma solidity ^0.4.24; + +import "@0x/contracts-exchange-libs/contracts/src/LibExchangeErrors.sol"; +import "./mixins/MSignatureValidator.sol"; +import "./mixins/MTransactions.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibEIP712.sol"; + + +contract MixinTransactions is + LibEIP712, + MSignatureValidator, + MTransactions +{ + // Mapping of transaction hash => executed + // This prevents transactions from being executed more than once. + mapping (bytes32 => bool) public transactions; + + // Address of current transaction signer + address public currentContextAddress; + + /// @dev Executes an exchange method call in the context of signer. + /// @param salt Arbitrary number to ensure uniqueness of transaction hash. + /// @param signerAddress Address of transaction signer. + /// @param data AbiV2 encoded calldata. + /// @param signature Proof of signer transaction by signer. + function executeTransaction( + uint256 salt, + address signerAddress, + bytes data, + bytes signature + ) + external + { + // Prevent reentrancy + require( + currentContextAddress == address(0), + "REENTRANCY_ILLEGAL" + ); + + bytes32 transactionHash = hashEIP712Message(hashZeroExTransaction( + salt, + signerAddress, + data + )); + + // Validate transaction has not been executed + require( + !transactions[transactionHash], + "INVALID_TX_HASH" + ); + + // Transaction always valid if signer is sender of transaction + if (signerAddress != msg.sender) { + // Validate signature + require( + isValidSignature( + transactionHash, + signerAddress, + signature + ), + "INVALID_TX_SIGNATURE" + ); + + // Set the current transaction signer + currentContextAddress = signerAddress; + } + + // Execute transaction + transactions[transactionHash] = true; + require( + address(this).delegatecall(data), + "FAILED_EXECUTION" + ); + + // Reset current transaction signer if it was previously updated + if (signerAddress != msg.sender) { + currentContextAddress = address(0); + } + } + + /// @dev Calculates EIP712 hash of the Transaction. + /// @param salt Arbitrary number to ensure uniqueness of transaction hash. + /// @param signerAddress Address of transaction signer. + /// @param data AbiV2 encoded calldata. + /// @return EIP712 hash of the Transaction. + function hashZeroExTransaction( + uint256 salt, + address signerAddress, + bytes memory data + ) + internal + pure + returns (bytes32 result) + { + bytes32 schemaHash = EIP712_ZEROEX_TRANSACTION_SCHEMA_HASH; + bytes32 dataHash = keccak256(data); + + // Assembly for more efficiently computing: + // keccak256(abi.encodePacked( + // EIP712_ZEROEX_TRANSACTION_SCHEMA_HASH, + // salt, + // bytes32(signerAddress), + // keccak256(data) + // )); + + assembly { + // Load free memory pointer + let memPtr := mload(64) + + mstore(memPtr, schemaHash) // hash of schema + mstore(add(memPtr, 32), salt) // salt + mstore(add(memPtr, 64), and(signerAddress, 0xffffffffffffffffffffffffffffffffffffffff)) // signerAddress + mstore(add(memPtr, 96), dataHash) // hash of data + + // Compute hash + result := keccak256(memPtr, 128) + } + return result; + } + + /// @dev The current function will be called in the context of this address (either 0x transaction signer or `msg.sender`). + /// If calling a fill function, this address will represent the taker. + /// If calling a cancel function, this address will represent the maker. + /// @return Signer of 0x transaction if entry point is `executeTransaction`. + /// `msg.sender` if entry point is any other function. + function getCurrentContextAddress() + internal + view + returns (address) + { + address currentContextAddress_ = currentContextAddress; + address contextAddress = currentContextAddress_ == address(0) ? msg.sender : currentContextAddress_; + return contextAddress; + } +} diff --git a/contracts/exchange/contracts/src/MixinWrapperFunctions.sol b/contracts/exchange/contracts/src/MixinWrapperFunctions.sol new file mode 100644 index 000000000..911107422 --- /dev/null +++ b/contracts/exchange/contracts/src/MixinWrapperFunctions.sol @@ -0,0 +1,426 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "@0x/contracts-utils/contracts/src/ReentrancyGuard.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibMath.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibAbiEncoder.sol"; +import "./mixins/MExchangeCore.sol"; +import "./mixins/MWrapperFunctions.sol"; + + +contract MixinWrapperFunctions is + ReentrancyGuard, + LibMath, + LibFillResults, + LibAbiEncoder, + MExchangeCore, + MWrapperFunctions +{ + /// @dev Fills the input order. Reverts if exact takerAssetFillAmount not filled. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + function fillOrKillOrder( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + public + nonReentrant + returns (FillResults memory fillResults) + { + fillResults = fillOrKillOrderInternal( + order, + takerAssetFillAmount, + signature + ); + return fillResults; + } + + /// @dev Fills the input order. + /// Returns false if the transaction would otherwise revert. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrderNoThrow( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + public + returns (FillResults memory fillResults) + { + // ABI encode calldata for `fillOrder` + bytes memory fillOrderCalldata = abiEncodeFillOrder( + order, + takerAssetFillAmount, + signature + ); + + // Delegate to `fillOrder` and handle any exceptions gracefully + assembly { + let success := delegatecall( + gas, // forward all gas + address, // call address of this contract + add(fillOrderCalldata, 32), // pointer to start of input (skip array length in first 32 bytes) + mload(fillOrderCalldata), // length of input + fillOrderCalldata, // write output over input + 128 // output size is 128 bytes + ) + if success { + mstore(fillResults, mload(fillOrderCalldata)) + mstore(add(fillResults, 32), mload(add(fillOrderCalldata, 32))) + mstore(add(fillResults, 64), mload(add(fillOrderCalldata, 64))) + mstore(add(fillResults, 96), mload(add(fillOrderCalldata, 96))) + } + } + // fillResults values will be 0 by default if call was unsuccessful + return fillResults; + } + + /// @dev Synchronously executes multiple calls of fillOrder. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmounts Array of desired amounts of takerAsset to sell in orders. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + /// NOTE: makerAssetFilledAmount and takerAssetFilledAmount may include amounts filled of different assets. + function batchFillOrders( + LibOrder.Order[] memory orders, + uint256[] memory takerAssetFillAmounts, + bytes[] memory signatures + ) + public + nonReentrant + returns (FillResults memory totalFillResults) + { + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + FillResults memory singleFillResults = fillOrderInternal( + orders[i], + takerAssetFillAmounts[i], + signatures[i] + ); + addFillResults(totalFillResults, singleFillResults); + } + return totalFillResults; + } + + /// @dev Synchronously executes multiple calls of fillOrKill. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmounts Array of desired amounts of takerAsset to sell in orders. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + /// NOTE: makerAssetFilledAmount and takerAssetFilledAmount may include amounts filled of different assets. + function batchFillOrKillOrders( + LibOrder.Order[] memory orders, + uint256[] memory takerAssetFillAmounts, + bytes[] memory signatures + ) + public + nonReentrant + returns (FillResults memory totalFillResults) + { + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + FillResults memory singleFillResults = fillOrKillOrderInternal( + orders[i], + takerAssetFillAmounts[i], + signatures[i] + ); + addFillResults(totalFillResults, singleFillResults); + } + return totalFillResults; + } + + /// @dev Fills an order with specified parameters and ECDSA signature. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmounts Array of desired amounts of takerAsset to sell in orders. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + /// NOTE: makerAssetFilledAmount and takerAssetFilledAmount may include amounts filled of different assets. + function batchFillOrdersNoThrow( + LibOrder.Order[] memory orders, + uint256[] memory takerAssetFillAmounts, + bytes[] memory signatures + ) + public + returns (FillResults memory totalFillResults) + { + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + FillResults memory singleFillResults = fillOrderNoThrow( + orders[i], + takerAssetFillAmounts[i], + signatures[i] + ); + addFillResults(totalFillResults, singleFillResults); + } + return totalFillResults; + } + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of takerAsset is sold by taker. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellOrders( + LibOrder.Order[] memory orders, + uint256 takerAssetFillAmount, + bytes[] memory signatures + ) + public + nonReentrant + returns (FillResults memory totalFillResults) + { + bytes memory takerAssetData = orders[0].takerAssetData; + + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + + // We assume that asset being sold by taker is the same for each order. + // Rather than passing this in as calldata, we use the takerAssetData from the first order in all later orders. + orders[i].takerAssetData = takerAssetData; + + // Calculate the remaining amount of takerAsset to sell + uint256 remainingTakerAssetFillAmount = safeSub(takerAssetFillAmount, totalFillResults.takerAssetFilledAmount); + + // Attempt to sell the remaining amount of takerAsset + FillResults memory singleFillResults = fillOrderInternal( + orders[i], + remainingTakerAssetFillAmount, + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker + addFillResults(totalFillResults, singleFillResults); + + // Stop execution if the entire amount of takerAsset has been sold + if (totalFillResults.takerAssetFilledAmount >= takerAssetFillAmount) { + break; + } + } + return totalFillResults; + } + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of takerAsset is sold by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellOrdersNoThrow( + LibOrder.Order[] memory orders, + uint256 takerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (FillResults memory totalFillResults) + { + bytes memory takerAssetData = orders[0].takerAssetData; + + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + + // We assume that asset being sold by taker is the same for each order. + // Rather than passing this in as calldata, we use the takerAssetData from the first order in all later orders. + orders[i].takerAssetData = takerAssetData; + + // Calculate the remaining amount of takerAsset to sell + uint256 remainingTakerAssetFillAmount = safeSub(takerAssetFillAmount, totalFillResults.takerAssetFilledAmount); + + // Attempt to sell the remaining amount of takerAsset + FillResults memory singleFillResults = fillOrderNoThrow( + orders[i], + remainingTakerAssetFillAmount, + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker + addFillResults(totalFillResults, singleFillResults); + + // Stop execution if the entire amount of takerAsset has been sold + if (totalFillResults.takerAssetFilledAmount >= takerAssetFillAmount) { + break; + } + } + return totalFillResults; + } + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of makerAsset is bought by taker. + /// @param orders Array of order specifications. + /// @param makerAssetFillAmount Desired amount of makerAsset to buy. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketBuyOrders( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + public + nonReentrant + returns (FillResults memory totalFillResults) + { + bytes memory makerAssetData = orders[0].makerAssetData; + + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + + // We assume that asset being bought by taker is the same for each order. + // Rather than passing this in as calldata, we copy the makerAssetData from the first order onto all later orders. + orders[i].makerAssetData = makerAssetData; + + // Calculate the remaining amount of makerAsset to buy + uint256 remainingMakerAssetFillAmount = safeSub(makerAssetFillAmount, totalFillResults.makerAssetFilledAmount); + + // Convert the remaining amount of makerAsset to buy into remaining amount + // of takerAsset to sell, assuming entire amount can be sold in the current order + uint256 remainingTakerAssetFillAmount = getPartialAmountFloor( + orders[i].takerAssetAmount, + orders[i].makerAssetAmount, + remainingMakerAssetFillAmount + ); + + // Attempt to sell the remaining amount of takerAsset + FillResults memory singleFillResults = fillOrderInternal( + orders[i], + remainingTakerAssetFillAmount, + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker + addFillResults(totalFillResults, singleFillResults); + + // Stop execution if the entire amount of makerAsset has been bought + if (totalFillResults.makerAssetFilledAmount >= makerAssetFillAmount) { + break; + } + } + return totalFillResults; + } + + /// @dev Synchronously executes multiple fill orders in a single transaction until total amount is bought by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param makerAssetFillAmount Desired amount of makerAsset to buy. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketBuyOrdersNoThrow( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (FillResults memory totalFillResults) + { + bytes memory makerAssetData = orders[0].makerAssetData; + + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + + // We assume that asset being bought by taker is the same for each order. + // Rather than passing this in as calldata, we copy the makerAssetData from the first order onto all later orders. + orders[i].makerAssetData = makerAssetData; + + // Calculate the remaining amount of makerAsset to buy + uint256 remainingMakerAssetFillAmount = safeSub(makerAssetFillAmount, totalFillResults.makerAssetFilledAmount); + + // Convert the remaining amount of makerAsset to buy into remaining amount + // of takerAsset to sell, assuming entire amount can be sold in the current order + uint256 remainingTakerAssetFillAmount = getPartialAmountFloor( + orders[i].takerAssetAmount, + orders[i].makerAssetAmount, + remainingMakerAssetFillAmount + ); + + // Attempt to sell the remaining amount of takerAsset + FillResults memory singleFillResults = fillOrderNoThrow( + orders[i], + remainingTakerAssetFillAmount, + signatures[i] + ); + + // Update amounts filled and fees paid by maker and taker + addFillResults(totalFillResults, singleFillResults); + + // Stop execution if the entire amount of makerAsset has been bought + if (totalFillResults.makerAssetFilledAmount >= makerAssetFillAmount) { + break; + } + } + return totalFillResults; + } + + /// @dev Synchronously cancels multiple orders in a single transaction. + /// @param orders Array of order specifications. + function batchCancelOrders(LibOrder.Order[] memory orders) + public + nonReentrant + { + uint256 ordersLength = orders.length; + for (uint256 i = 0; i != ordersLength; i++) { + cancelOrderInternal(orders[i]); + } + } + + /// @dev Fetches information for all passed in orders. + /// @param orders Array of order specifications. + /// @return Array of OrderInfo instances that correspond to each order. + function getOrdersInfo(LibOrder.Order[] memory orders) + public + view + returns (LibOrder.OrderInfo[] memory) + { + uint256 ordersLength = orders.length; + LibOrder.OrderInfo[] memory ordersInfo = new LibOrder.OrderInfo[](ordersLength); + for (uint256 i = 0; i != ordersLength; i++) { + ordersInfo[i] = getOrderInfo(orders[i]); + } + return ordersInfo; + } + + /// @dev Fills the input order. Reverts if exact takerAssetFillAmount not filled. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + function fillOrKillOrderInternal( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + internal + returns (FillResults memory fillResults) + { + fillResults = fillOrderInternal( + order, + takerAssetFillAmount, + signature + ); + require( + fillResults.takerAssetFilledAmount == takerAssetFillAmount, + "COMPLETE_FILL_FAILED" + ); + return fillResults; + } +} diff --git a/contracts/exchange/contracts/src/interfaces/IAssetProxyDispatcher.sol b/contracts/exchange/contracts/src/interfaces/IAssetProxyDispatcher.sol new file mode 100644 index 000000000..b73881c07 --- /dev/null +++ b/contracts/exchange/contracts/src/interfaces/IAssetProxyDispatcher.sol @@ -0,0 +1,37 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + + +contract IAssetProxyDispatcher { + + /// @dev Registers an asset proxy to its asset proxy id. + /// Once an asset proxy is registered, it cannot be unregistered. + /// @param assetProxy Address of new asset proxy to register. + function registerAssetProxy(address assetProxy) + external; + + /// @dev Gets an asset proxy. + /// @param assetProxyId Id of the asset proxy. + /// @return The asset proxy registered to assetProxyId. Returns 0x0 if no proxy is registered. + function getAssetProxy(bytes4 assetProxyId) + external + view + returns (address); +} diff --git a/contracts/exchange/contracts/src/interfaces/IExchange.sol b/contracts/exchange/contracts/src/interfaces/IExchange.sol new file mode 100644 index 000000000..866e4c194 --- /dev/null +++ b/contracts/exchange/contracts/src/interfaces/IExchange.sol @@ -0,0 +1,38 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "./IExchangeCore.sol"; +import "./IMatchOrders.sol"; +import "./ISignatureValidator.sol"; +import "./ITransactions.sol"; +import "./IAssetProxyDispatcher.sol"; +import "./IWrapperFunctions.sol"; + + +// solhint-disable no-empty-blocks +contract IExchange is + IExchangeCore, + IMatchOrders, + ISignatureValidator, + ITransactions, + IAssetProxyDispatcher, + IWrapperFunctions +{} diff --git a/contracts/exchange/contracts/src/interfaces/IExchangeCore.sol b/contracts/exchange/contracts/src/interfaces/IExchangeCore.sol new file mode 100644 index 000000000..f87abb2ad --- /dev/null +++ b/contracts/exchange/contracts/src/interfaces/IExchangeCore.sol @@ -0,0 +1,60 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; + + +contract IExchangeCore { + + /// @dev Cancels all orders created by makerAddress with a salt less than or equal to the targetOrderEpoch + /// and senderAddress equal to msg.sender (or null address if msg.sender == makerAddress). + /// @param targetOrderEpoch Orders created with a salt less or equal to this value will be cancelled. + function cancelOrdersUpTo(uint256 targetOrderEpoch) + external; + + /// @dev Fills the input order. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrder( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + public + returns (LibFillResults.FillResults memory fillResults); + + /// @dev After calling, the order can not be filled anymore. + /// @param order Order struct containing order specifications. + function cancelOrder(LibOrder.Order memory order) + public; + + /// @dev Gets information about an order: status, hash, and amount filled. + /// @param order Order to gather information on. + /// @return OrderInfo Information about the order and its state. + /// See LibOrder.OrderInfo for a complete description. + function getOrderInfo(LibOrder.Order memory order) + public + view + returns (LibOrder.OrderInfo memory orderInfo); +} diff --git a/contracts/exchange/contracts/src/interfaces/IMatchOrders.sol b/contracts/exchange/contracts/src/interfaces/IMatchOrders.sol new file mode 100644 index 000000000..fba1da6d9 --- /dev/null +++ b/contracts/exchange/contracts/src/interfaces/IMatchOrders.sol @@ -0,0 +1,44 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; + + +contract IMatchOrders { + + /// @dev Match two complementary orders that have a profitable spread. + /// Each order is filled at their respective price point. However, the calculations are + /// carried out as though the orders are both being filled at the right order's price point. + /// The profit made by the left order goes to the taker (who matched the two orders). + /// @param leftOrder First order to match. + /// @param rightOrder Second order to match. + /// @param leftSignature Proof that order was created by the left maker. + /// @param rightSignature Proof that order was created by the right maker. + /// @return matchedFillResults Amounts filled and fees paid by maker and taker of matched orders. + function matchOrders( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder, + bytes memory leftSignature, + bytes memory rightSignature + ) + public + returns (LibFillResults.MatchedFillResults memory matchedFillResults); +} diff --git a/contracts/exchange/contracts/src/interfaces/ISignatureValidator.sol b/contracts/exchange/contracts/src/interfaces/ISignatureValidator.sol new file mode 100644 index 000000000..c5a4a57e1 --- /dev/null +++ b/contracts/exchange/contracts/src/interfaces/ISignatureValidator.sol @@ -0,0 +1,57 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + + +contract ISignatureValidator { + + /// @dev Approves a hash on-chain using any valid signature type. + /// After presigning a hash, the preSign signature type will become valid for that hash and signer. + /// @param signerAddress Address that should have signed the given hash. + /// @param signature Proof that the hash has been signed by signer. + function preSign( + bytes32 hash, + address signerAddress, + bytes signature + ) + external; + + /// @dev Approves/unnapproves a Validator contract to verify signatures on signer's behalf. + /// @param validatorAddress Address of Validator contract. + /// @param approval Approval or disapproval of Validator contract. + function setSignatureValidatorApproval( + address validatorAddress, + bool approval + ) + external; + + /// @dev Verifies that a signature is valid. + /// @param hash Message hash that is signed. + /// @param signerAddress Address of signer. + /// @param signature Proof of signing. + /// @return Validity of order signature. + function isValidSignature( + bytes32 hash, + address signerAddress, + bytes memory signature + ) + public + view + returns (bool isValid); +} diff --git a/contracts/exchange/contracts/src/interfaces/ITransactions.sol b/contracts/exchange/contracts/src/interfaces/ITransactions.sol new file mode 100644 index 000000000..aaaee389f --- /dev/null +++ b/contracts/exchange/contracts/src/interfaces/ITransactions.sol @@ -0,0 +1,35 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ +pragma solidity ^0.4.24; + + +contract ITransactions { + + /// @dev Executes an exchange method call in the context of signer. + /// @param salt Arbitrary number to ensure uniqueness of transaction hash. + /// @param signerAddress Address of transaction signer. + /// @param data AbiV2 encoded calldata. + /// @param signature Proof of signer transaction by signer. + function executeTransaction( + uint256 salt, + address signerAddress, + bytes data, + bytes signature + ) + external; +} diff --git a/contracts/exchange/contracts/src/interfaces/IValidator.sol b/contracts/exchange/contracts/src/interfaces/IValidator.sol new file mode 100644 index 000000000..d214e54dd --- /dev/null +++ b/contracts/exchange/contracts/src/interfaces/IValidator.sol @@ -0,0 +1,37 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + + +contract IValidator { + + /// @dev Verifies that a signature is valid. + /// @param hash Message hash that is signed. + /// @param signerAddress Address that should have signed the given hash. + /// @param signature Proof of signing. + /// @return Validity of order signature. + function isValidSignature( + bytes32 hash, + address signerAddress, + bytes signature + ) + external + view + returns (bool isValid); +} diff --git a/contracts/exchange/contracts/src/interfaces/IWallet.sol b/contracts/exchange/contracts/src/interfaces/IWallet.sol new file mode 100644 index 000000000..c2db4a5b1 --- /dev/null +++ b/contracts/exchange/contracts/src/interfaces/IWallet.sol @@ -0,0 +1,35 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + + +contract IWallet { + + /// @dev Verifies that a signature is valid. + /// @param hash Message hash that is signed. + /// @param signature Proof of signing. + /// @return Validity of order signature. + function isValidSignature( + bytes32 hash, + bytes signature + ) + external + view + returns (bool isValid); +} diff --git a/contracts/exchange/contracts/src/interfaces/IWrapperFunctions.sol b/contracts/exchange/contracts/src/interfaces/IWrapperFunctions.sol new file mode 100644 index 000000000..b1afc8895 --- /dev/null +++ b/contracts/exchange/contracts/src/interfaces/IWrapperFunctions.sol @@ -0,0 +1,160 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; + + +contract IWrapperFunctions { + + /// @dev Fills the input order. Reverts if exact takerAssetFillAmount not filled. + /// @param order LibOrder.Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + function fillOrKillOrder( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + public + returns (LibFillResults.FillResults memory fillResults); + + /// @dev Fills an order with specified parameters and ECDSA signature. + /// Returns false if the transaction would otherwise revert. + /// @param order LibOrder.Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrderNoThrow( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + public + returns (LibFillResults.FillResults memory fillResults); + + /// @dev Synchronously executes multiple calls of fillOrder. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmounts Array of desired amounts of takerAsset to sell in orders. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + function batchFillOrders( + LibOrder.Order[] memory orders, + uint256[] memory takerAssetFillAmounts, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously executes multiple calls of fillOrKill. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmounts Array of desired amounts of takerAsset to sell in orders. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + function batchFillOrKillOrders( + LibOrder.Order[] memory orders, + uint256[] memory takerAssetFillAmounts, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Fills an order with specified parameters and ECDSA signature. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmounts Array of desired amounts of takerAsset to sell in orders. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + function batchFillOrdersNoThrow( + LibOrder.Order[] memory orders, + uint256[] memory takerAssetFillAmounts, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of takerAsset is sold by taker. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signatures Proofs that orders have been created by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellOrders( + LibOrder.Order[] memory orders, + uint256 takerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of takerAsset is sold by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketSellOrdersNoThrow( + LibOrder.Order[] memory orders, + uint256 takerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously executes multiple calls of fillOrder until total amount of makerAsset is bought by taker. + /// @param orders Array of order specifications. + /// @param makerAssetFillAmount Desired amount of makerAsset to buy. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketBuyOrders( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously executes multiple fill orders in a single transaction until total amount is bought by taker. + /// Returns false if the transaction would otherwise revert. + /// @param orders Array of order specifications. + /// @param makerAssetFillAmount Desired amount of makerAsset to buy. + /// @param signatures Proofs that orders have been signed by makers. + /// @return Amounts filled and fees paid by makers and taker. + function marketBuyOrdersNoThrow( + LibOrder.Order[] memory orders, + uint256 makerAssetFillAmount, + bytes[] memory signatures + ) + public + returns (LibFillResults.FillResults memory totalFillResults); + + /// @dev Synchronously cancels multiple orders in a single transaction. + /// @param orders Array of order specifications. + function batchCancelOrders(LibOrder.Order[] memory orders) + public; + + /// @dev Fetches information for all passed in orders + /// @param orders Array of order specifications. + /// @return Array of OrderInfo instances that correspond to each order. + function getOrdersInfo(LibOrder.Order[] memory orders) + public + view + returns (LibOrder.OrderInfo[] memory); +} diff --git a/contracts/exchange/contracts/src/mixins/MAssetProxyDispatcher.sol b/contracts/exchange/contracts/src/mixins/MAssetProxyDispatcher.sol new file mode 100644 index 000000000..0ae555dda --- /dev/null +++ b/contracts/exchange/contracts/src/mixins/MAssetProxyDispatcher.sol @@ -0,0 +1,45 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + +import "../interfaces/IAssetProxyDispatcher.sol"; + + +contract MAssetProxyDispatcher is + IAssetProxyDispatcher +{ + // Logs registration of new asset proxy + event AssetProxyRegistered( + bytes4 id, // Id of new registered AssetProxy. + address assetProxy // Address of new registered AssetProxy. + ); + + /// @dev Forwards arguments to assetProxy and calls `transferFrom`. Either succeeds or throws. + /// @param assetData Byte array encoded for the asset. + /// @param from Address to transfer token from. + /// @param to Address to transfer token to. + /// @param amount Amount of token to transfer. + function dispatchTransferFrom( + bytes memory assetData, + address from, + address to, + uint256 amount + ) + internal; +} diff --git a/contracts/exchange/contracts/src/mixins/MExchangeCore.sol b/contracts/exchange/contracts/src/mixins/MExchangeCore.sol new file mode 100644 index 000000000..b5a9c660b --- /dev/null +++ b/contracts/exchange/contracts/src/mixins/MExchangeCore.sol @@ -0,0 +1,157 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; +import "../interfaces/IExchangeCore.sol"; + + +contract MExchangeCore is + IExchangeCore +{ + // Fill event is emitted whenever an order is filled. + event Fill( + address indexed makerAddress, // Address that created the order. + address indexed feeRecipientAddress, // Address that received fees. + address takerAddress, // Address that filled the order. + address senderAddress, // Address that called the Exchange contract (msg.sender). + uint256 makerAssetFilledAmount, // Amount of makerAsset sold by maker and bought by taker. + uint256 takerAssetFilledAmount, // Amount of takerAsset sold by taker and bought by maker. + uint256 makerFeePaid, // Amount of ZRX paid to feeRecipient by maker. + uint256 takerFeePaid, // Amount of ZRX paid to feeRecipient by taker. + bytes32 indexed orderHash, // EIP712 hash of order (see LibOrder.getOrderHash). + bytes makerAssetData, // Encoded data specific to makerAsset. + bytes takerAssetData // Encoded data specific to takerAsset. + ); + + // Cancel event is emitted whenever an individual order is cancelled. + event Cancel( + address indexed makerAddress, // Address that created the order. + address indexed feeRecipientAddress, // Address that would have recieved fees if order was filled. + address senderAddress, // Address that called the Exchange contract (msg.sender). + bytes32 indexed orderHash, // EIP712 hash of order (see LibOrder.getOrderHash). + bytes makerAssetData, // Encoded data specific to makerAsset. + bytes takerAssetData // Encoded data specific to takerAsset. + ); + + // CancelUpTo event is emitted whenever `cancelOrdersUpTo` is executed succesfully. + event CancelUpTo( + address indexed makerAddress, // Orders cancelled must have been created by this address. + address indexed senderAddress, // Orders cancelled must have a `senderAddress` equal to this address. + uint256 orderEpoch // Orders with specified makerAddress and senderAddress with a salt less than this value are considered cancelled. + ); + + /// @dev Fills the input order. + /// @param order Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + /// @return Amounts filled and fees paid by maker and taker. + function fillOrderInternal( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + internal + returns (LibFillResults.FillResults memory fillResults); + + /// @dev After calling, the order can not be filled anymore. + /// @param order Order struct containing order specifications. + function cancelOrderInternal(LibOrder.Order memory order) + internal; + + /// @dev Updates state with results of a fill order. + /// @param order that was filled. + /// @param takerAddress Address of taker who filled the order. + /// @param orderTakerAssetFilledAmount Amount of order already filled. + /// @return fillResults Amounts filled and fees paid by maker and taker. + function updateFilledState( + LibOrder.Order memory order, + address takerAddress, + bytes32 orderHash, + uint256 orderTakerAssetFilledAmount, + LibFillResults.FillResults memory fillResults + ) + internal; + + /// @dev Updates state with results of cancelling an order. + /// State is only updated if the order is currently fillable. + /// Otherwise, updating state would have no effect. + /// @param order that was cancelled. + /// @param orderHash Hash of order that was cancelled. + function updateCancelledState( + LibOrder.Order memory order, + bytes32 orderHash + ) + internal; + + /// @dev Validates context for fillOrder. Succeeds or throws. + /// @param order to be filled. + /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. + /// @param takerAddress Address of order taker. + /// @param signature Proof that the orders was created by its maker. + function assertFillableOrder( + LibOrder.Order memory order, + LibOrder.OrderInfo memory orderInfo, + address takerAddress, + bytes memory signature + ) + internal + view; + + /// @dev Validates context for fillOrder. Succeeds or throws. + /// @param order to be filled. + /// @param orderInfo Status, orderHash, and amount already filled of order. + /// @param takerAssetFillAmount Desired amount of order to fill by taker. + /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. + /// @param makerAssetFilledAmount Amount of makerAsset that will be transfered. + function assertValidFill( + LibOrder.Order memory order, + LibOrder.OrderInfo memory orderInfo, + uint256 takerAssetFillAmount, + uint256 takerAssetFilledAmount, + uint256 makerAssetFilledAmount + ) + internal + view; + + /// @dev Validates context for cancelOrder. Succeeds or throws. + /// @param order to be cancelled. + /// @param orderInfo OrderStatus, orderHash, and amount already filled of order. + function assertValidCancel( + LibOrder.Order memory order, + LibOrder.OrderInfo memory orderInfo + ) + internal + view; + + /// @dev Calculates amounts filled and fees paid by maker and taker. + /// @param order to be filled. + /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. + /// @return fillResults Amounts filled and fees paid by maker and taker. + function calculateFillResults( + LibOrder.Order memory order, + uint256 takerAssetFilledAmount + ) + internal + pure + returns (LibFillResults.FillResults memory fillResults); + +} diff --git a/contracts/exchange/contracts/src/mixins/MMatchOrders.sol b/contracts/exchange/contracts/src/mixins/MMatchOrders.sol new file mode 100644 index 000000000..3dcc9f31b --- /dev/null +++ b/contracts/exchange/contracts/src/mixins/MMatchOrders.sol @@ -0,0 +1,58 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; +import "../interfaces/IMatchOrders.sol"; + + +contract MMatchOrders is + IMatchOrders +{ + /// @dev Validates context for matchOrders. Succeeds or throws. + /// @param leftOrder First order to match. + /// @param rightOrder Second order to match. + function assertValidMatch( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder + ) + internal + pure; + + /// @dev Calculates fill amounts for the matched orders. + /// Each order is filled at their respective price point. However, the calculations are + /// carried out as though the orders are both being filled at the right order's price point. + /// The profit made by the leftOrder order goes to the taker (who matched the two orders). + /// @param leftOrder First order to match. + /// @param rightOrder Second order to match. + /// @param leftOrderTakerAssetFilledAmount Amount of left order already filled. + /// @param rightOrderTakerAssetFilledAmount Amount of right order already filled. + /// @param matchedFillResults Amounts to fill and fees to pay by maker and taker of matched orders. + function calculateMatchedFillResults( + LibOrder.Order memory leftOrder, + LibOrder.Order memory rightOrder, + uint256 leftOrderTakerAssetFilledAmount, + uint256 rightOrderTakerAssetFilledAmount + ) + internal + pure + returns (LibFillResults.MatchedFillResults memory matchedFillResults); + +} diff --git a/contracts/exchange/contracts/src/mixins/MSignatureValidator.sol b/contracts/exchange/contracts/src/mixins/MSignatureValidator.sol new file mode 100644 index 000000000..c39e84e08 --- /dev/null +++ b/contracts/exchange/contracts/src/mixins/MSignatureValidator.sol @@ -0,0 +1,75 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; + +import "../interfaces/ISignatureValidator.sol"; + + +contract MSignatureValidator is + ISignatureValidator +{ + event SignatureValidatorApproval( + address indexed signerAddress, // Address that approves or disapproves a contract to verify signatures. + address indexed validatorAddress, // Address of signature validator contract. + bool approved // Approval or disapproval of validator contract. + ); + + // Allowed signature types. + enum SignatureType { + Illegal, // 0x00, default value + Invalid, // 0x01 + EIP712, // 0x02 + EthSign, // 0x03 + Wallet, // 0x04 + Validator, // 0x05 + PreSigned, // 0x06 + NSignatureTypes // 0x07, number of signature types. Always leave at end. + } + + /// @dev Verifies signature using logic defined by Wallet contract. + /// @param hash Any 32 byte hash. + /// @param walletAddress Address that should have signed the given hash + /// and defines its own signature verification method. + /// @param signature Proof that the hash has been signed by signer. + /// @return True if the address recovered from the provided signature matches the input signer address. + function isValidWalletSignature( + bytes32 hash, + address walletAddress, + bytes signature + ) + internal + view + returns (bool isValid); + + /// @dev Verifies signature using logic defined by Validator contract. + /// @param validatorAddress Address of validator contract. + /// @param hash Any 32 byte hash. + /// @param signerAddress Address that should have signed the given hash. + /// @param signature Proof that the hash has been signed by signer. + /// @return True if the address recovered from the provided signature matches the input signer address. + function isValidValidatorSignature( + address validatorAddress, + bytes32 hash, + address signerAddress, + bytes signature + ) + internal + view + returns (bool isValid); +} diff --git a/contracts/exchange/contracts/src/mixins/MTransactions.sol b/contracts/exchange/contracts/src/mixins/MTransactions.sol new file mode 100644 index 000000000..04a25ccf3 --- /dev/null +++ b/contracts/exchange/contracts/src/mixins/MTransactions.sol @@ -0,0 +1,58 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ +pragma solidity ^0.4.24; + +import "../interfaces/ITransactions.sol"; + + +contract MTransactions is + ITransactions +{ + // Hash for the EIP712 ZeroEx Transaction Schema + bytes32 constant internal EIP712_ZEROEX_TRANSACTION_SCHEMA_HASH = keccak256(abi.encodePacked( + "ZeroExTransaction(", + "uint256 salt,", + "address signerAddress,", + "bytes data", + ")" + )); + + /// @dev Calculates EIP712 hash of the Transaction. + /// @param salt Arbitrary number to ensure uniqueness of transaction hash. + /// @param signerAddress Address of transaction signer. + /// @param data AbiV2 encoded calldata. + /// @return EIP712 hash of the Transaction. + function hashZeroExTransaction( + uint256 salt, + address signerAddress, + bytes memory data + ) + internal + pure + returns (bytes32 result); + + /// @dev The current function will be called in the context of this address (either 0x transaction signer or `msg.sender`). + /// If calling a fill function, this address will represent the taker. + /// If calling a cancel function, this address will represent the maker. + /// @return Signer of 0x transaction if entry point is `executeTransaction`. + /// `msg.sender` if entry point is any other function. + function getCurrentContextAddress() + internal + view + returns (address); +} diff --git a/contracts/exchange/contracts/src/mixins/MWrapperFunctions.sol b/contracts/exchange/contracts/src/mixins/MWrapperFunctions.sol new file mode 100644 index 000000000..df50c6a8e --- /dev/null +++ b/contracts/exchange/contracts/src/mixins/MWrapperFunctions.sol @@ -0,0 +1,41 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity ^0.4.24; +pragma experimental ABIEncoderV2; + +import "@0x/contracts-exchange-libs/contracts/src/LibOrder.sol"; +import "@0x/contracts-exchange-libs/contracts/src/LibFillResults.sol"; +import "../interfaces/IWrapperFunctions.sol"; + + +contract MWrapperFunctions is + IWrapperFunctions +{ + /// @dev Fills the input order. Reverts if exact takerAssetFillAmount not filled. + /// @param order LibOrder.Order struct containing order specifications. + /// @param takerAssetFillAmount Desired amount of takerAsset to sell. + /// @param signature Proof that order has been created by maker. + function fillOrKillOrderInternal( + LibOrder.Order memory order, + uint256 takerAssetFillAmount, + bytes memory signature + ) + internal + returns (LibFillResults.FillResults memory fillResults); +} diff --git a/contracts/exchange/contracts/test/TestAssetProxyDispatcher.sol b/contracts/exchange/contracts/test/TestAssetProxyDispatcher.sol new file mode 100644 index 000000000..88155c6ee --- /dev/null +++ b/contracts/exchange/contracts/test/TestAssetProxyDispatcher.sol @@ -0,0 +1,37 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; + +import "../src/MixinAssetProxyDispatcher.sol"; + + +contract TestAssetProxyDispatcher is + MixinAssetProxyDispatcher +{ + function publicDispatchTransferFrom( + bytes memory assetData, + address from, + address to, + uint256 amount + ) + public + { + dispatchTransferFrom(assetData, from, to, amount); + } +} diff --git a/contracts/exchange/contracts/test/TestExchangeInternals.sol b/contracts/exchange/contracts/test/TestExchangeInternals.sol new file mode 100644 index 000000000..dce8e03c0 --- /dev/null +++ b/contracts/exchange/contracts/test/TestExchangeInternals.sol @@ -0,0 +1,191 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; +pragma experimental ABIEncoderV2; + +import "../src/Exchange.sol"; + + +// solhint-disable no-empty-blocks +contract TestExchangeInternals is + Exchange +{ + constructor () + public + Exchange("") + {} + + /// @dev Adds properties of both FillResults instances. + /// Modifies the first FillResults instance specified. + /// Note that this function has been modified from the original + // internal version to return the FillResults. + /// @param totalFillResults Fill results instance that will be added onto. + /// @param singleFillResults Fill results instance that will be added to totalFillResults. + /// @return newTotalFillResults The result of adding singleFillResults to totalFilResults. + function publicAddFillResults(FillResults memory totalFillResults, FillResults memory singleFillResults) + public + pure + returns (FillResults memory) + { + addFillResults(totalFillResults, singleFillResults); + return totalFillResults; + } + + /// @dev Calculates amounts filled and fees paid by maker and taker. + /// @param order to be filled. + /// @param takerAssetFilledAmount Amount of takerAsset that will be filled. + /// @return fillResults Amounts filled and fees paid by maker and taker. + function publicCalculateFillResults( + Order memory order, + uint256 takerAssetFilledAmount + ) + public + pure + returns (FillResults memory fillResults) + { + return calculateFillResults(order, takerAssetFilledAmount); + } + + /// @dev Calculates partial value given a numerator and denominator. + /// Reverts if rounding error is >= 0.1% + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to calculate partial of. + /// @return Partial value of target. + function publicSafeGetPartialAmountFloor( + uint256 numerator, + uint256 denominator, + uint256 target + ) + public + pure + returns (uint256 partialAmount) + { + return safeGetPartialAmountFloor(numerator, denominator, target); + } + + /// @dev Calculates partial value given a numerator and denominator. + /// Reverts if rounding error is >= 0.1% + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to calculate partial of. + /// @return Partial value of target. + function publicSafeGetPartialAmountCeil( + uint256 numerator, + uint256 denominator, + uint256 target + ) + public + pure + returns (uint256 partialAmount) + { + return safeGetPartialAmountCeil(numerator, denominator, target); + } + + /// @dev Calculates partial value given a numerator and denominator. + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to calculate partial of. + /// @return Partial value of target. + function publicGetPartialAmountFloor( + uint256 numerator, + uint256 denominator, + uint256 target + ) + public + pure + returns (uint256 partialAmount) + { + return getPartialAmountFloor(numerator, denominator, target); + } + + /// @dev Calculates partial value given a numerator and denominator. + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to calculate partial of. + /// @return Partial value of target. + function publicGetPartialAmountCeil( + uint256 numerator, + uint256 denominator, + uint256 target + ) + public + pure + returns (uint256 partialAmount) + { + return getPartialAmountCeil(numerator, denominator, target); + } + + /// @dev Checks if rounding error >= 0.1%. + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to multiply with numerator/denominator. + /// @return Rounding error is present. + function publicIsRoundingErrorFloor( + uint256 numerator, + uint256 denominator, + uint256 target + ) + public + pure + returns (bool isError) + { + return isRoundingErrorFloor(numerator, denominator, target); + } + + /// @dev Checks if rounding error >= 0.1%. + /// @param numerator Numerator. + /// @param denominator Denominator. + /// @param target Value to multiply with numerator/denominator. + /// @return Rounding error is present. + function publicIsRoundingErrorCeil( + uint256 numerator, + uint256 denominator, + uint256 target + ) + public + pure + returns (bool isError) + { + return isRoundingErrorCeil(numerator, denominator, target); + } + + /// @dev Updates state with results of a fill order. + /// @param order that was filled. + /// @param takerAddress Address of taker who filled the order. + /// @param orderTakerAssetFilledAmount Amount of order already filled. + /// @return fillResults Amounts filled and fees paid by maker and taker. + function publicUpdateFilledState( + Order memory order, + address takerAddress, + bytes32 orderHash, + uint256 orderTakerAssetFilledAmount, + FillResults memory fillResults + ) + public + { + updateFilledState( + order, + takerAddress, + orderHash, + orderTakerAssetFilledAmount, + fillResults + ); + } +} diff --git a/contracts/exchange/contracts/test/TestSignatureValidator.sol b/contracts/exchange/contracts/test/TestSignatureValidator.sol new file mode 100644 index 000000000..2f9523666 --- /dev/null +++ b/contracts/exchange/contracts/test/TestSignatureValidator.sol @@ -0,0 +1,45 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; + +import "../src/MixinSignatureValidator.sol"; +import "../src/MixinTransactions.sol"; + + +contract TestSignatureValidator is + MixinSignatureValidator, + MixinTransactions +{ + function publicIsValidSignature( + bytes32 hash, + address signer, + bytes memory signature + ) + public + view + returns (bool isValid) + { + isValid = isValidSignature( + hash, + signer, + signature + ); + return isValid; + } +} diff --git a/contracts/exchange/contracts/test/TestStaticCallReceiver.sol b/contracts/exchange/contracts/test/TestStaticCallReceiver.sol new file mode 100644 index 000000000..23e60b387 --- /dev/null +++ b/contracts/exchange/contracts/test/TestStaticCallReceiver.sol @@ -0,0 +1,81 @@ +/* + + Copyright 2018 ZeroEx Intl. + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. + +*/ + +pragma solidity 0.4.24; + +import "@0x/contracts-erc20/contracts/src/interfaces/IERC20Token.sol"; + + +// solhint-disable no-unused-vars +contract TestStaticCallReceiver { + + uint256 internal state = 1; + + /// @dev Updates state and returns true. Intended to be used with `Validator` signature type. + /// @param hash Message hash that is signed. + /// @param signerAddress Address that should have signed the given hash. + /// @param signature Proof of signing. + /// @return Validity of order signature. + function isValidSignature( + bytes32 hash, + address signerAddress, + bytes signature + ) + external + returns (bool isValid) + { + updateState(); + return true; + } + + /// @dev Updates state and returns true. Intended to be used with `Wallet` signature type. + /// @param hash Message hash that is signed. + /// @param signature Proof of signing. + /// @return Validity of order signature. + function isValidSignature( + bytes32 hash, + bytes signature + ) + external + returns (bool isValid) + { + updateState(); + return true; + } + + /// @dev Approves an ERC20 token to spend tokens from this address. + /// @param token Address of ERC20 token. + /// @param spender Address that will spend tokens. + /// @param value Amount of tokens spender is approved to spend. + function approveERC20( + address token, + address spender, + uint256 value + ) + external + { + IERC20Token(token).approve(spender, value); + } + + /// @dev Increments state variable. + function updateState() + internal + { + state++; + } +} diff --git a/contracts/exchange/package.json b/contracts/exchange/package.json new file mode 100644 index 000000000..a11767626 --- /dev/null +++ b/contracts/exchange/package.json @@ -0,0 +1,85 @@ +{ + "name": "@0x/contracts-exchange", + "version": "1.0.0", + "engines": { + "node": ">=6.12" + }, + "description": "Smart contract components of 0x protocol", + "main": "lib/src/index.js", + "directories": { + "test": "test" + }, + "scripts": { + "build": "yarn pre_build && tsc -b", + "build:ci": "yarn build", + "pre_build": "run-s compile generate_contract_wrappers", + "test": "yarn run_mocha", + "rebuild_and_test": "run-s build test", + "test:coverage": "SOLIDITY_COVERAGE=true run-s build run_mocha coverage:report:text coverage:report:lcov", + "test:profiler": "SOLIDITY_PROFILER=true run-s build run_mocha profiler:report:html", + "test:trace": "SOLIDITY_REVERT_TRACE=true run-s build run_mocha", + "run_mocha": "mocha --require source-map-support/register --require make-promises-safe 'lib/test/**/*.js' --timeout 100000 --bail --exit", + "compile": "sol-compiler", + "watch": "sol-compiler -w", + "clean": "shx rm -rf lib generated-artifacts generated-wrappers", + "generate_contract_wrappers": "abi-gen --abis ${npm_package_config_abis} --template ../../node_modules/@0x/abi-gen-templates/contract.handlebars --partials '../../node_modules/@0x/abi-gen-templates/partials/**/*.handlebars' --output generated-wrappers --backend ethers", + "lint": "tslint --format stylish --project . --exclude ./generated-wrappers/**/* --exclude ./generated-artifacts/**/* --exclude **/lib/**/* && yarn lint-contracts", + "coverage:report:text": "istanbul report text", + "coverage:report:html": "istanbul report html && open coverage/index.html", + "profiler:report:html": "istanbul report html && open coverage/index.html", + "coverage:report:lcov": "istanbul report lcov", + "test:circleci": "yarn test", + "lint-contracts": "solhint -c ../.solhint.json contracts/**/**/**/**/*.sol" + }, + "config": { + "abis": "generated-artifacts/@(ERC20Proxy|ERC721Proxy|Exchange|IAssetProxyDispatcher|IExchange|IExchangeCore|IMatchOrders|ISignatureValidator|ITransactions|IWrapperFunctions|IValidator|IWallet|MixinAuthorizable|MultiAssetProxy|TestSignatureValidator|TestAssetProxyDispatcher|TestExchangeInternals|TestStaticCallReceiver|ExchangeWrapper|Validator|Wallet|Whitelist).json" + }, + "repository": { + "type": "git", + "url": "https://github.com/0xProject/0x-monorepo.git" + }, + "license": "Apache-2.0", + "bugs": { + "url": "https://github.com/0xProject/0x-monorepo/issues" + }, + "homepage": "https://github.com/0xProject/0x-monorepo/contracts/protocol/README.md", + "devDependencies": { + "@0x/abi-gen": "^1.0.22", + "@0x/dev-utils": "^1.0.24", + "@0x/sol-compiler": "^2.0.2", + "@0x/tslint-config": "^2.0.2", + "@types/lodash": "4.14.104", + "@types/node": "*", + "chai": "^4.0.1", + "chai-as-promised": "^7.1.0", + "chai-bignumber": "^3.0.0", + "dirty-chai": "^2.0.1", + "make-promises-safe": "^1.1.0", + "mocha": "^4.1.0", + "npm-run-all": "^4.1.2", + "shx": "^0.2.2", + "solhint": "^1.4.1", + "tslint": "5.11.0", + "typescript": "3.0.1" + }, + "dependencies": { + "@0x/base-contract": "^3.0.13", + "@0x/contracts-asset-proxy": "1.0.0", + "@0x/contracts-exchange-libs": "1.0.0", + "@0x/contracts-test-utils": "^2.0.1", + "@0x/contracts-erc20": "1.0.0", + "@0x/contracts-erc721": "1.0.0", + "@0x/contracts-utils": "3.0.0", + "@0x/order-utils": "^3.1.2", + "@0x/types": "^1.5.2", + "@0x/typescript-typings": "^3.0.8", + "@0x/utils": "^3.0.1", + "@0x/web3-wrapper": "^3.2.4", + "ethereum-types": "^1.1.6", + "ethereumjs-util": "^5.1.1", + "lodash": "^4.17.5" + }, + "publishConfig": { + "access": "public" + } +} diff --git a/contracts/exchange/src/artifacts/index.ts b/contracts/exchange/src/artifacts/index.ts new file mode 100644 index 000000000..798ff17ab --- /dev/null +++ b/contracts/exchange/src/artifacts/index.ts @@ -0,0 +1,41 @@ +import { ContractArtifact } from 'ethereum-types'; + +import * as Exchange from '../../generated-artifacts/Exchange.json'; +import * as ExchangeWrapper from '../../generated-artifacts/ExchangeWrapper.json'; +import * as IAssetProxyDispatcher from '../../generated-artifacts/IAssetProxyDispatcher.json'; +import * as IExchange from '../../generated-artifacts/IExchange.json'; +import * as IExchangeCore from '../../generated-artifacts/IExchangeCore.json'; +import * as IMatchOrders from '../../generated-artifacts/IMatchOrders.json'; +import * as ISignatureValidator from '../../generated-artifacts/ISignatureValidator.json'; +import * as ITransactions from '../../generated-artifacts/ITransactions.json'; +import * as IValidator from '../../generated-artifacts/IValidator.json'; +import * as IWallet from '../../generated-artifacts/IWallet.json'; +import * as IWrapperFunctions from '../../generated-artifacts/IWrapperFunctions.json'; +import * as TestAssetProxyDispatcher from '../../generated-artifacts/TestAssetProxyDispatcher.json'; +import * as TestExchangeInternals from '../../generated-artifacts/TestExchangeInternals.json'; +import * as TestSignatureValidator from '../../generated-artifacts/TestSignatureValidator.json'; +import * as TestStaticCallReceiver from '../../generated-artifacts/TestStaticCallReceiver.json'; +import * as Validator from '../../generated-artifacts/Validator.json'; +import * as Wallet from '../../generated-artifacts/Wallet.json'; +import * as Whitelist from '../../generated-artifacts/Whitelist.json'; + +export const artifacts = { + Exchange: Exchange as ContractArtifact, + TestAssetProxyDispatcher: TestAssetProxyDispatcher as ContractArtifact, + TestExchangeInternals: TestExchangeInternals as ContractArtifact, + TestSignatureValidator: TestSignatureValidator as ContractArtifact, + TestStaticCallReceiver: TestStaticCallReceiver as ContractArtifact, + IExchange: IExchange as ContractArtifact, + IExchangeCore: IExchangeCore as ContractArtifact, + IMatchOrders: IMatchOrders as ContractArtifact, + ISignatureValidator: ISignatureValidator as ContractArtifact, + ITransactions: ITransactions as ContractArtifact, + IWrapperFunctions: IWrapperFunctions as ContractArtifact, + IAssetProxyDispatcher: IAssetProxyDispatcher as ContractArtifact, + IValidator: IValidator as ContractArtifact, + IWallet: IWallet as ContractArtifact, + ExchangeWrapper: ExchangeWrapper as ContractArtifact, + Validator: Validator as ContractArtifact, + Wallet: Wallet as ContractArtifact, + Whitelist: Whitelist as ContractArtifact, +}; diff --git a/contracts/exchange/src/index.ts b/contracts/exchange/src/index.ts new file mode 100644 index 000000000..ba813e7ca --- /dev/null +++ b/contracts/exchange/src/index.ts @@ -0,0 +1,3 @@ +export * from './artifacts'; +export * from './wrappers'; +export * from '../test/utils'; diff --git a/contracts/exchange/src/wrappers/index.ts b/contracts/exchange/src/wrappers/index.ts new file mode 100644 index 000000000..86e939b56 --- /dev/null +++ b/contracts/exchange/src/wrappers/index.ts @@ -0,0 +1,18 @@ +export * from '../../generated-wrappers/exchange'; +export * from '../../generated-wrappers/test_asset_proxy_dispatcher'; +export * from '../../generated-wrappers/test_exchange_internals'; +export * from '../../generated-wrappers/test_signature_validator'; +export * from '../../generated-wrappers/test_static_call_receiver'; +export * from '../../generated-wrappers/i_asset_proxy_dispatcher'; +export * from '../../generated-wrappers/i_exchange'; +export * from '../../generated-wrappers/i_exchange_core'; +export * from '../../generated-wrappers/i_match_orders'; +export * from '../../generated-wrappers/i_signature_validator'; +export * from '../../generated-wrappers/i_transactions'; +export * from '../../generated-wrappers/i_wrapper_functions'; +export * from '../../generated-wrappers/i_validator'; +export * from '../../generated-wrappers/i_wallet'; +export * from '../../generated-wrappers/exchange_wrapper'; +export * from '../../generated-wrappers/validator'; +export * from '../../generated-wrappers/wallet'; +export * from '../../generated-wrappers/whitelist'; diff --git a/contracts/exchange/test/core.ts b/contracts/exchange/test/core.ts new file mode 100644 index 000000000..74161cc73 --- /dev/null +++ b/contracts/exchange/test/core.ts @@ -0,0 +1,1163 @@ +import { + artifacts as proxyArtifacts, + ERC20ProxyContract, + ERC20Wrapper, + ERC721ProxyContract, + ERC721Wrapper, + MultiAssetProxyContract, +} from '@0x/contracts-asset-proxy'; +import { + artifacts as erc20Artifacts, + DummyERC20TokenContract, + DummyERC20TokenTransferEventArgs, + DummyNoReturnERC20TokenContract, + ReentrantERC20TokenContract, +} from '@0x/contracts-erc20'; +import { DummyERC721TokenContract } from '@0x/contracts-erc721'; +import { + chaiSetup, + constants, + ERC20BalancesByOwner, + expectTransactionFailedAsync, + getLatestBlockTimestampAsync, + increaseTimeAndMineBlockAsync, + OrderFactory, + OrderStatus, + provider, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils, orderHashUtils } from '@0x/order-utils'; +import { RevertReason, SignatureType, SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import * as chai from 'chai'; +import { LogWithDecodedArgs } from 'ethereum-types'; +import ethUtil = require('ethereumjs-util'); +import * as _ from 'lodash'; + +import { + artifacts, + ExchangeCancelEventArgs, + ExchangeContract, + ExchangeWrapper, + TestStaticCallReceiverContract, +} from '../src'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +// tslint:disable:no-unnecessary-type-assertion +describe('Exchange core', () => { + let makerAddress: string; + let owner: string; + let takerAddress: string; + let feeRecipientAddress: string; + + let erc20TokenA: DummyERC20TokenContract; + let erc20TokenB: DummyERC20TokenContract; + let zrxToken: DummyERC20TokenContract; + let erc721Token: DummyERC721TokenContract; + let noReturnErc20Token: DummyNoReturnERC20TokenContract; + let reentrantErc20Token: ReentrantERC20TokenContract; + let exchange: ExchangeContract; + let erc20Proxy: ERC20ProxyContract; + let erc721Proxy: ERC721ProxyContract; + let multiAssetProxy: MultiAssetProxyContract; + let maliciousWallet: TestStaticCallReceiverContract; + let maliciousValidator: TestStaticCallReceiverContract; + + let signedOrder: SignedOrder; + let erc20Balances: ERC20BalancesByOwner; + let exchangeWrapper: ExchangeWrapper; + let erc20Wrapper: ERC20Wrapper; + let erc721Wrapper: ERC721Wrapper; + let orderFactory: OrderFactory; + + let erc721MakerAssetIds: BigNumber[]; + let erc721TakerAssetIds: BigNumber[]; + + let defaultMakerAssetAddress: string; + let defaultTakerAssetAddress: string; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = _.slice(accounts, 0, 4)); + + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + + // Deploy AssetProxies, Exchange, tokens, and malicious contracts + erc20Proxy = await erc20Wrapper.deployProxyAsync(); + erc721Proxy = await erc721Wrapper.deployProxyAsync(); + multiAssetProxy = await MultiAssetProxyContract.deployFrom0xArtifactAsync( + proxyArtifacts.MultiAssetProxy, + provider, + txDefaults, + ); + const numDummyErc20ToDeploy = 3; + [erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + exchange = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + assetDataUtils.encodeERC20AssetData(zrxToken.address), + ); + maliciousWallet = maliciousValidator = await TestStaticCallReceiverContract.deployFrom0xArtifactAsync( + artifacts.TestStaticCallReceiver, + provider, + txDefaults, + ); + reentrantErc20Token = await ReentrantERC20TokenContract.deployFrom0xArtifactAsync( + erc20Artifacts.ReentrantERC20Token, + provider, + txDefaults, + exchange.address, + ); + + // Configure ERC20Proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(multiAssetProxy.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + // Configure ERC721Proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(multiAssetProxy.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + // Configure MultiAssetProxy + await web3Wrapper.awaitTransactionSuccessAsync( + await multiAssetProxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await multiAssetProxy.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await multiAssetProxy.registerAssetProxy.sendTransactionAsync(erc721Proxy.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + // Configure Exchange + exchangeWrapper = new ExchangeWrapper(exchange, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(multiAssetProxy.address, owner); + + // Configure ERC20 tokens + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + // Configure ERC721 tokens + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address]; + erc721TakerAssetIds = erc721Balances[takerAddress][erc721Token.address]; + + // Configure order defaults + defaultMakerAssetAddress = erc20TokenA.address; + defaultTakerAssetAddress = erc20TokenB.address; + const defaultOrderParams = { + ...constants.STATIC_ORDER_PARAMS, + exchangeAddress: exchange.address, + makerAddress, + feeRecipientAddress, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress), + }; + const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + orderFactory = new OrderFactory(privateKey, defaultOrderParams); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('fillOrder', () => { + beforeEach(async () => { + erc20Balances = await erc20Wrapper.getBalancesAsync(); + signedOrder = await orderFactory.newSignedOrderAsync(); + }); + + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow fillOrder to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('fillOrder reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should throw if signature is invalid', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + + const v = ethUtil.toBuffer(signedOrder.signature.slice(0, 4)); + const invalidR = ethUtil.sha3('invalidR'); + const invalidS = ethUtil.sha3('invalidS'); + const signatureType = ethUtil.toBuffer(`0x${signedOrder.signature.slice(-2)}`); + const invalidSigBuff = Buffer.concat([v, invalidR, invalidS, signatureType]); + const invalidSigHex = `0x${invalidSigBuff.toString('hex')}`; + signedOrder.signature = invalidSigHex; + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress), + RevertReason.InvalidOrderSignature, + ); + }); + + it('should throw if no value is filled', async () => { + signedOrder = await orderFactory.newSignedOrderAsync(); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should revert if `isValidSignature` tries to update state when SignatureType=Wallet', async () => { + const maliciousMakerAddress = maliciousWallet.address; + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20TokenA.setBalance.sendTransactionAsync( + maliciousMakerAddress, + constants.INITIAL_ERC20_BALANCE, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await maliciousWallet.approveERC20.sendTransactionAsync( + erc20TokenA.address, + erc20Proxy.address, + constants.INITIAL_ERC20_ALLOWANCE, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAddress: maliciousMakerAddress, + makerFee: constants.ZERO_AMOUNT, + }); + signedOrder.signature = `0x0${SignatureType.Wallet}`; + await expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress), + RevertReason.WalletError, + ); + }); + + it('should revert if `isValidSignature` tries to update state when SignatureType=Validator', async () => { + const isApproved = true; + await web3Wrapper.awaitTransactionSuccessAsync( + await exchange.setSignatureValidatorApproval.sendTransactionAsync( + maliciousValidator.address, + isApproved, + { from: makerAddress }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + signedOrder.signature = `${maliciousValidator.address}0${SignatureType.Validator}`; + await expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress), + RevertReason.ValidatorError, + ); + }); + + it('should not emit transfer events for transfers where from == to', async () => { + const txReceipt = await exchangeWrapper.fillOrderAsync(signedOrder, makerAddress); + const logs = txReceipt.logs; + const transferLogs = _.filter( + logs, + log => (log as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).event === 'Transfer', + ); + expect(transferLogs.length).to.be.equal(2); + expect((transferLogs[0] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).address).to.be.equal( + zrxToken.address, + ); + expect((transferLogs[0] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._from).to.be.equal( + makerAddress, + ); + expect((transferLogs[0] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._to).to.be.equal( + feeRecipientAddress, + ); + expect( + (transferLogs[0] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._value, + ).to.be.bignumber.equal(signedOrder.makerFee); + expect((transferLogs[1] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).address).to.be.equal( + zrxToken.address, + ); + expect((transferLogs[1] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._from).to.be.equal( + makerAddress, + ); + expect((transferLogs[1] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._to).to.be.equal( + feeRecipientAddress, + ); + expect( + (transferLogs[1] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._value, + ).to.be.bignumber.equal(signedOrder.takerFee); + }); + }); + + describe('Testing exchange of ERC20 tokens with no return values', () => { + before(async () => { + noReturnErc20Token = await DummyNoReturnERC20TokenContract.deployFrom0xArtifactAsync( + erc20Artifacts.DummyNoReturnERC20Token, + provider, + txDefaults, + constants.DUMMY_TOKEN_NAME, + constants.DUMMY_TOKEN_SYMBOL, + constants.DUMMY_TOKEN_DECIMALS, + constants.DUMMY_TOKEN_TOTAL_SUPPLY, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await noReturnErc20Token.setBalance.sendTransactionAsync(makerAddress, constants.INITIAL_ERC20_BALANCE), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await noReturnErc20Token.approve.sendTransactionAsync( + erc20Proxy.address, + constants.INITIAL_ERC20_ALLOWANCE, + { from: makerAddress }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + }); + it('should transfer the correct amounts when makerAssetAmount === takerAssetAmount', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(noReturnErc20Token.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + + const initialMakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const initialFeeRecipientZrxBalance = await zrxToken.balanceOf.callAsync(feeRecipientAddress); + + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + + const finalMakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const finalFeeRecipientZrxBalance = await zrxToken.balanceOf.callAsync(feeRecipientAddress); + + expect(finalMakerBalanceA).to.be.bignumber.equal(initialMakerBalanceA.minus(signedOrder.makerAssetAmount)); + expect(finalMakerBalanceB).to.be.bignumber.equal(initialMakerBalanceB.plus(signedOrder.takerAssetAmount)); + expect(finalTakerBalanceA).to.be.bignumber.equal(initialTakerBalanceA.plus(signedOrder.makerAssetAmount)); + expect(finalTakerBalanceB).to.be.bignumber.equal(initialTakerBalanceB.minus(signedOrder.takerAssetAmount)); + expect(finalMakerZrxBalance).to.be.bignumber.equal(initialMakerZrxBalance.minus(signedOrder.makerFee)); + expect(finalTakerZrxBalance).to.be.bignumber.equal(initialTakerZrxBalance.minus(signedOrder.takerFee)); + expect(finalFeeRecipientZrxBalance).to.be.bignumber.equal( + initialFeeRecipientZrxBalance.plus(signedOrder.makerFee.plus(signedOrder.takerFee)), + ); + }); + it('should transfer the correct amounts when makerAssetAmount > takerAssetAmount', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(noReturnErc20Token.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + + const initialMakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const initialFeeRecipientZrxBalance = await zrxToken.balanceOf.callAsync(feeRecipientAddress); + + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + + const finalMakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const finalFeeRecipientZrxBalance = await zrxToken.balanceOf.callAsync(feeRecipientAddress); + + expect(finalMakerBalanceA).to.be.bignumber.equal(initialMakerBalanceA.minus(signedOrder.makerAssetAmount)); + expect(finalMakerBalanceB).to.be.bignumber.equal(initialMakerBalanceB.plus(signedOrder.takerAssetAmount)); + expect(finalTakerBalanceA).to.be.bignumber.equal(initialTakerBalanceA.plus(signedOrder.makerAssetAmount)); + expect(finalTakerBalanceB).to.be.bignumber.equal(initialTakerBalanceB.minus(signedOrder.takerAssetAmount)); + expect(finalMakerZrxBalance).to.be.bignumber.equal(initialMakerZrxBalance.minus(signedOrder.makerFee)); + expect(finalTakerZrxBalance).to.be.bignumber.equal(initialTakerZrxBalance.minus(signedOrder.takerFee)); + expect(finalFeeRecipientZrxBalance).to.be.bignumber.equal( + initialFeeRecipientZrxBalance.plus(signedOrder.makerFee.plus(signedOrder.takerFee)), + ); + }); + it('should transfer the correct amounts when makerAssetAmount < takerAssetAmount', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(noReturnErc20Token.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), + }); + + const initialMakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const initialFeeRecipientZrxBalance = await zrxToken.balanceOf.callAsync(feeRecipientAddress); + + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + + const finalMakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const finalFeeRecipientZrxBalance = await zrxToken.balanceOf.callAsync(feeRecipientAddress); + + expect(finalMakerBalanceA).to.be.bignumber.equal(initialMakerBalanceA.minus(signedOrder.makerAssetAmount)); + expect(finalMakerBalanceB).to.be.bignumber.equal(initialMakerBalanceB.plus(signedOrder.takerAssetAmount)); + expect(finalTakerBalanceA).to.be.bignumber.equal(initialTakerBalanceA.plus(signedOrder.makerAssetAmount)); + expect(finalTakerBalanceB).to.be.bignumber.equal(initialTakerBalanceB.minus(signedOrder.takerAssetAmount)); + expect(finalMakerZrxBalance).to.be.bignumber.equal(initialMakerZrxBalance.minus(signedOrder.makerFee)); + expect(finalTakerZrxBalance).to.be.bignumber.equal(initialTakerZrxBalance.minus(signedOrder.takerFee)); + expect(finalFeeRecipientZrxBalance).to.be.bignumber.equal( + initialFeeRecipientZrxBalance.plus(signedOrder.makerFee.plus(signedOrder.takerFee)), + ); + }); + }); + + describe('cancelOrder', () => { + beforeEach(async () => { + erc20Balances = await erc20Wrapper.getBalancesAsync(); + signedOrder = await orderFactory.newSignedOrderAsync(); + }); + + it('should throw if not sent by maker', async () => { + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrderAsync(signedOrder, takerAddress), + RevertReason.InvalidMaker, + ); + }); + + it('should throw if makerAssetAmount is 0', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(0), + }); + + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should throw if takerAssetAmount is 0', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + takerAssetAmount: new BigNumber(0), + }); + + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should be able to cancel a full order', async () => { + await exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress); + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount: signedOrder.takerAssetAmount.div(2), + }), + RevertReason.OrderUnfillable, + ); + }); + + it('should log 1 event with correct arguments', async () => { + const res = await exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress); + expect(res.logs).to.have.length(1); + + const log = res.logs[0] as LogWithDecodedArgs<ExchangeCancelEventArgs>; + const logArgs = log.args; + + expect(signedOrder.makerAddress).to.be.equal(logArgs.makerAddress); + expect(signedOrder.makerAddress).to.be.equal(logArgs.senderAddress); + expect(signedOrder.feeRecipientAddress).to.be.equal(logArgs.feeRecipientAddress); + expect(signedOrder.makerAssetData).to.be.equal(logArgs.makerAssetData); + expect(signedOrder.takerAssetData).to.be.equal(logArgs.takerAssetData); + expect(orderHashUtils.getOrderHashHex(signedOrder)).to.be.equal(logArgs.orderHash); + }); + + it('should throw if already cancelled', async () => { + await exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress); + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should throw if order is expired', async () => { + const currentTimestamp = await getLatestBlockTimestampAsync(); + signedOrder = await orderFactory.newSignedOrderAsync({ + expirationTimeSeconds: new BigNumber(currentTimestamp).minus(10), + }); + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should throw if rounding error is greater than 0.1%', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1001), + takerAssetAmount: new BigNumber(3), + }); + + const fillTakerAssetAmount1 = new BigNumber(2); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount: fillTakerAssetAmount1, + }); + + const fillTakerAssetAmount2 = new BigNumber(1); + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount: fillTakerAssetAmount2, + }), + RevertReason.RoundingError, + ); + }); + }); + + describe('cancelOrdersUpTo', () => { + it('should fail to set orderEpoch less than current orderEpoch', async () => { + const orderEpoch = new BigNumber(1); + await exchangeWrapper.cancelOrdersUpToAsync(orderEpoch, makerAddress); + const lesserOrderEpoch = new BigNumber(0); + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrdersUpToAsync(lesserOrderEpoch, makerAddress), + RevertReason.InvalidNewOrderEpoch, + ); + }); + + it('should fail to set orderEpoch equal to existing orderEpoch', async () => { + const orderEpoch = new BigNumber(1); + await exchangeWrapper.cancelOrdersUpToAsync(orderEpoch, makerAddress); + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrdersUpToAsync(orderEpoch, makerAddress), + RevertReason.InvalidNewOrderEpoch, + ); + }); + + it('should cancel only orders with a orderEpoch less than existing orderEpoch', async () => { + // Cancel all transactions with a orderEpoch less than 1 + const orderEpoch = new BigNumber(1); + await exchangeWrapper.cancelOrdersUpToAsync(orderEpoch, makerAddress); + + // Create 3 orders with orderEpoch values: 0,1,2,3 + // Since we cancelled with orderEpoch=1, orders with orderEpoch<=1 will not be processed + erc20Balances = await erc20Wrapper.getBalancesAsync(); + const signedOrders = [ + await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(9), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(9), 18), + salt: new BigNumber(0), + }), + await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(79), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(79), 18), + salt: new BigNumber(1), + }), + await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(979), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(979), 18), + salt: new BigNumber(2), + }), + await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(7979), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(7979), 18), + salt: new BigNumber(3), + }), + ]; + await exchangeWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, { + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + const fillMakerAssetAmount = signedOrders[2].makerAssetAmount.plus(signedOrders[3].makerAssetAmount); + const fillTakerAssetAmount = signedOrders[2].takerAssetAmount.plus(signedOrders[3].takerAssetAmount); + const makerFee = signedOrders[2].makerFee.plus(signedOrders[3].makerFee); + const takerFee = signedOrders[2].takerFee.plus(signedOrders[3].takerFee); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(fillMakerAssetAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].plus(fillTakerAssetAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(fillTakerAssetAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(fillMakerAssetAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(makerFee.plus(takerFee)), + ); + }); + }); + + describe('Testing Exchange of ERC721 Tokens', () => { + it('should throw when maker does not own the token with id makerAssetId', async () => { + // Construct Exchange parameters + const makerAssetId = erc721TakerAssetIds[0]; + const takerAssetId = erc721TakerAssetIds[1]; + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + takerAssetAmount: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), + }); + // Verify pre-conditions + const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(initialOwnerMakerAsset).to.be.bignumber.not.equal(makerAddress); + const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + // Call Exchange + const takerAssetFillAmount = signedOrder.takerAssetAmount; + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }), + RevertReason.TransferFailed, + ); + }); + + it('should throw when taker does not own the token with id takerAssetId', async () => { + // Construct Exchange parameters + const makerAssetId = erc721MakerAssetIds[0]; + const takerAssetId = erc721MakerAssetIds[1]; + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + takerAssetAmount: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), + }); + // Verify pre-conditions + const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(initialOwnerMakerAsset).to.be.bignumber.equal(makerAddress); + const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(initialOwnerTakerAsset).to.be.bignumber.not.equal(takerAddress); + // Call Exchange + const takerAssetFillAmount = signedOrder.takerAssetAmount; + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }), + RevertReason.TransferFailed, + ); + }); + + it('should throw when makerAssetAmount is greater than 1', async () => { + // Construct Exchange parameters + const makerAssetId = erc721MakerAssetIds[0]; + const takerAssetId = erc721TakerAssetIds[0]; + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(2), + takerAssetAmount: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), + }); + // Verify pre-conditions + const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(initialOwnerMakerAsset).to.be.bignumber.equal(makerAddress); + const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + // Call Exchange + const takerAssetFillAmount = signedOrder.takerAssetAmount; + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }), + RevertReason.InvalidAmount, + ); + }); + + it('should throw when takerAssetAmount is greater than 1', async () => { + // Construct Exchange parameters + const makerAssetId = erc721MakerAssetIds[0]; + const takerAssetId = erc721TakerAssetIds[0]; + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + takerAssetAmount: new BigNumber(500), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), + }); + // Verify pre-conditions + const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(initialOwnerMakerAsset).to.be.bignumber.equal(makerAddress); + const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + // Call Exchange + const takerAssetFillAmount = signedOrder.takerAssetAmount; + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }), + RevertReason.InvalidAmount, + ); + }); + + it('should throw on partial fill', async () => { + // Construct Exchange parameters + const makerAssetId = erc721MakerAssetIds[0]; + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress), + }); + // Call Exchange + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }), + RevertReason.RoundingError, + ); + }); + }); + + describe('Testing exchange of multiple assets', () => { + it('should allow multiple assets to be exchanged for a single asset', async () => { + const makerAmounts = [new BigNumber(10), new BigNumber(20)]; + const makerNestedAssetData = [ + assetDataUtils.encodeERC20AssetData(erc20TokenA.address), + assetDataUtils.encodeERC20AssetData(erc20TokenB.address), + ]; + const makerAssetData = assetDataUtils.encodeMultiAssetData(makerAmounts, makerNestedAssetData); + const makerAssetAmount = new BigNumber(1); + const takerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const takerAssetAmount = new BigNumber(10); + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + takerAssetData, + makerAssetAmount, + takerAssetAmount, + makerFee: constants.ZERO_AMOUNT, + takerFee: constants.ZERO_AMOUNT, + }); + + const initialMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + + const finalMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + + expect(finalMakerBalanceA).to.be.bignumber.equal( + initialMakerBalanceA.minus(makerAmounts[0].times(makerAssetAmount)), + ); + expect(finalMakerBalanceB).to.be.bignumber.equal( + initialMakerBalanceB.minus(makerAmounts[1].times(makerAssetAmount)), + ); + expect(finalMakerZrxBalance).to.be.bignumber.equal(initialMakerZrxBalance.plus(takerAssetAmount)); + expect(finalTakerBalanceA).to.be.bignumber.equal( + initialTakerBalanceA.plus(makerAmounts[0].times(makerAssetAmount)), + ); + expect(finalTakerBalanceB).to.be.bignumber.equal( + initialTakerBalanceB.plus(makerAmounts[1].times(makerAssetAmount)), + ); + expect(finalTakerZrxBalance).to.be.bignumber.equal(initialTakerZrxBalance.minus(takerAssetAmount)); + }); + it('should allow multiple assets to be exchanged for multiple assets', async () => { + const makerAmounts = [new BigNumber(10), new BigNumber(20)]; + const makerNestedAssetData = [ + assetDataUtils.encodeERC20AssetData(erc20TokenA.address), + assetDataUtils.encodeERC20AssetData(erc20TokenB.address), + ]; + const makerAssetData = assetDataUtils.encodeMultiAssetData(makerAmounts, makerNestedAssetData); + const makerAssetAmount = new BigNumber(1); + const takerAmounts = [new BigNumber(10), new BigNumber(1)]; + const takerAssetId = erc721TakerAssetIds[0]; + const takerNestedAssetData = [ + assetDataUtils.encodeERC20AssetData(zrxToken.address), + assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), + ]; + const takerAssetData = assetDataUtils.encodeMultiAssetData(takerAmounts, takerNestedAssetData); + const takerAssetAmount = new BigNumber(1); + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + takerAssetData, + makerAssetAmount, + takerAssetAmount, + makerFee: constants.ZERO_AMOUNT, + takerFee: constants.ZERO_AMOUNT, + }); + + const initialMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + + const finalMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const finalOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + + expect(finalMakerBalanceA).to.be.bignumber.equal( + initialMakerBalanceA.minus(makerAmounts[0].times(makerAssetAmount)), + ); + expect(finalMakerBalanceB).to.be.bignumber.equal( + initialMakerBalanceB.minus(makerAmounts[1].times(makerAssetAmount)), + ); + expect(finalMakerZrxBalance).to.be.bignumber.equal( + initialMakerZrxBalance.plus(takerAmounts[0].times(takerAssetAmount)), + ); + expect(finalTakerBalanceA).to.be.bignumber.equal( + initialTakerBalanceA.plus(makerAmounts[0].times(makerAssetAmount)), + ); + expect(finalTakerBalanceB).to.be.bignumber.equal( + initialTakerBalanceB.plus(makerAmounts[1].times(makerAssetAmount)), + ); + expect(finalTakerZrxBalance).to.be.bignumber.equal( + initialTakerZrxBalance.minus(takerAmounts[0].times(takerAssetAmount)), + ); + expect(finalOwnerTakerAsset).to.be.equal(makerAddress); + }); + it('should allow an order selling multiple assets to be partially filled', async () => { + const makerAmounts = [new BigNumber(10), new BigNumber(20)]; + const makerNestedAssetData = [ + assetDataUtils.encodeERC20AssetData(erc20TokenA.address), + assetDataUtils.encodeERC20AssetData(erc20TokenB.address), + ]; + const makerAssetData = assetDataUtils.encodeMultiAssetData(makerAmounts, makerNestedAssetData); + const makerAssetAmount = new BigNumber(30); + const takerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const takerAssetAmount = new BigNumber(10); + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + takerAssetData, + makerAssetAmount, + takerAssetAmount, + makerFee: constants.ZERO_AMOUNT, + takerFee: constants.ZERO_AMOUNT, + }); + + const initialMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + + const takerAssetFillAmount = takerAssetAmount.dividedToIntegerBy(2); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount, + }); + + const finalMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + + expect(finalMakerBalanceA).to.be.bignumber.equal( + initialMakerBalanceA.minus( + makerAmounts[0].times( + makerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalMakerBalanceB).to.be.bignumber.equal( + initialMakerBalanceB.minus( + makerAmounts[1].times( + makerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalMakerZrxBalance).to.be.bignumber.equal( + initialMakerZrxBalance.plus( + takerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ); + expect(finalTakerBalanceA).to.be.bignumber.equal( + initialTakerBalanceA.plus( + makerAmounts[0].times( + makerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalTakerBalanceB).to.be.bignumber.equal( + initialTakerBalanceB.plus( + makerAmounts[1].times( + makerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalTakerZrxBalance).to.be.bignumber.equal( + initialTakerZrxBalance.minus( + takerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ); + }); + it('should allow an order buying multiple assets to be partially filled', async () => { + const takerAmounts = [new BigNumber(10), new BigNumber(20)]; + const takerNestedAssetData = [ + assetDataUtils.encodeERC20AssetData(erc20TokenA.address), + assetDataUtils.encodeERC20AssetData(erc20TokenB.address), + ]; + const takerAssetData = assetDataUtils.encodeMultiAssetData(takerAmounts, takerNestedAssetData); + const takerAssetAmount = new BigNumber(30); + const makerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const makerAssetAmount = new BigNumber(10); + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + takerAssetData, + makerAssetAmount, + takerAssetAmount, + makerFee: constants.ZERO_AMOUNT, + takerFee: constants.ZERO_AMOUNT, + }); + + const initialMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + + const takerAssetFillAmount = takerAssetAmount.dividedToIntegerBy(2); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount, + }); + + const finalMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + + expect(finalMakerBalanceA).to.be.bignumber.equal( + initialMakerBalanceA.plus( + takerAmounts[0].times( + takerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalMakerBalanceB).to.be.bignumber.equal( + initialMakerBalanceB.plus( + takerAmounts[1].times( + takerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalMakerZrxBalance).to.be.bignumber.equal( + initialMakerZrxBalance.minus( + makerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ); + expect(finalTakerBalanceA).to.be.bignumber.equal( + initialTakerBalanceA.minus( + takerAmounts[0].times( + takerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalTakerBalanceB).to.be.bignumber.equal( + initialTakerBalanceB.minus( + takerAmounts[1].times( + takerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalTakerZrxBalance).to.be.bignumber.equal( + initialTakerZrxBalance.plus( + makerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ); + }); + }); + + describe('getOrderInfo', () => { + beforeEach(async () => { + signedOrder = await orderFactory.newSignedOrderAsync(); + }); + it('should return the correct orderInfo for an unfilled valid order', async () => { + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.Fillable; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for a fully filled order', async () => { + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount; + const expectedOrderStatus = OrderStatus.FullyFilled; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for a partially filled order', async () => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = takerAssetFillAmount; + const expectedOrderStatus = OrderStatus.Fillable; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for a cancelled and unfilled order', async () => { + await exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.Cancelled; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for a cancelled and partially filled order', async () => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }); + await exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = takerAssetFillAmount; + const expectedOrderStatus = OrderStatus.Cancelled; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for an expired and unfilled order', async () => { + const currentTimestamp = await getLatestBlockTimestampAsync(); + const timeUntilExpiration = signedOrder.expirationTimeSeconds.minus(currentTimestamp).toNumber(); + await increaseTimeAndMineBlockAsync(timeUntilExpiration); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.Expired; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for an expired and partially filled order', async () => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }); + const currentTimestamp = await getLatestBlockTimestampAsync(); + const timeUntilExpiration = signedOrder.expirationTimeSeconds.minus(currentTimestamp).toNumber(); + await increaseTimeAndMineBlockAsync(timeUntilExpiration); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = takerAssetFillAmount; + const expectedOrderStatus = OrderStatus.Expired; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for an expired and fully filled order', async () => { + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + const currentTimestamp = await getLatestBlockTimestampAsync(); + const timeUntilExpiration = signedOrder.expirationTimeSeconds.minus(currentTimestamp).toNumber(); + await increaseTimeAndMineBlockAsync(timeUntilExpiration); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount; + // FULLY_FILLED takes precedence over EXPIRED + const expectedOrderStatus = OrderStatus.FullyFilled; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for an order with a makerAssetAmount of 0', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(0) }); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.InvalidMakerAssetAmount; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for an order with a takerAssetAmount of 0', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ takerAssetAmount: new BigNumber(0) }); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.InvalidTakerAssetAmount; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); +}); +// tslint:disable:max-file-line-count +// tslint:enable:no-unnecessary-type-assertion diff --git a/contracts/exchange/test/dispatcher.ts b/contracts/exchange/test/dispatcher.ts new file mode 100644 index 000000000..a25755936 --- /dev/null +++ b/contracts/exchange/test/dispatcher.ts @@ -0,0 +1,287 @@ +import { + artifacts as proxyArtifacts, + ERC20ProxyContract, + ERC20Wrapper, + ERC721ProxyContract, + ERC721Wrapper, +} from '@0x/contracts-asset-proxy'; +import { DummyERC20TokenContract } from '@0x/contracts-erc20'; +import { + chaiSetup, + constants, + expectTransactionFailedAsync, + LogDecoder, + provider, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils } from '@0x/order-utils'; +import { AssetProxyId, RevertReason } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import { LogWithDecodedArgs } from 'ethereum-types'; +import * as _ from 'lodash'; + +import { + artifacts, + TestAssetProxyDispatcherAssetProxyRegisteredEventArgs, + TestAssetProxyDispatcherContract, +} from '../src'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +// tslint:disable:no-unnecessary-type-assertion +describe('AssetProxyDispatcher', () => { + let owner: string; + let notOwner: string; + let makerAddress: string; + let takerAddress: string; + + let zrxToken: DummyERC20TokenContract; + let erc20Proxy: ERC20ProxyContract; + let erc721Proxy: ERC721ProxyContract; + let assetProxyDispatcher: TestAssetProxyDispatcherContract; + + let erc20Wrapper: ERC20Wrapper; + let erc721Wrapper: ERC721Wrapper; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + // Setup accounts & addresses + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, notOwner, makerAddress, takerAddress] = _.slice(accounts, 0, 4)); + + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + + const numDummyErc20ToDeploy = 1; + [zrxToken] = await erc20Wrapper.deployDummyTokensAsync(numDummyErc20ToDeploy, constants.DUMMY_TOKEN_DECIMALS); + erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + erc721Proxy = await erc721Wrapper.deployProxyAsync(); + + assetProxyDispatcher = await TestAssetProxyDispatcherContract.deployFrom0xArtifactAsync( + artifacts.TestAssetProxyDispatcher, + provider, + txDefaults, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(assetProxyDispatcher.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(assetProxyDispatcher.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('registerAssetProxy', () => { + it('should record proxy upon registration', async () => { + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const proxyAddress = await assetProxyDispatcher.getAssetProxy.callAsync(AssetProxyId.ERC20); + expect(proxyAddress).to.be.equal(erc20Proxy.address); + }); + + it('should be able to record multiple proxies', async () => { + // Record first proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + let proxyAddress = await assetProxyDispatcher.getAssetProxy.callAsync(AssetProxyId.ERC20); + expect(proxyAddress).to.be.equal(erc20Proxy.address); + // Record another proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc721Proxy.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + proxyAddress = await assetProxyDispatcher.getAssetProxy.callAsync(AssetProxyId.ERC721); + expect(proxyAddress).to.be.equal(erc721Proxy.address); + }); + + it('should throw if a proxy with the same id is already registered', async () => { + // Initial registration + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const proxyAddress = await assetProxyDispatcher.getAssetProxy.callAsync(AssetProxyId.ERC20); + expect(proxyAddress).to.be.equal(erc20Proxy.address); + // Deploy a new version of the ERC20 Transfer Proxy contract + const newErc20TransferProxy = await ERC20ProxyContract.deployFrom0xArtifactAsync( + proxyArtifacts.ERC20Proxy, + provider, + txDefaults, + ); + // Register new ERC20 Transfer Proxy contract + return expectTransactionFailedAsync( + assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(newErc20TransferProxy.address, { + from: owner, + }), + RevertReason.AssetProxyAlreadyExists, + ); + }); + + it('should throw if requesting address is not owner', async () => { + return expectTransactionFailedAsync( + assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: notOwner }), + RevertReason.OnlyContractOwner, + ); + }); + + it('should log an event with correct arguments when an asset proxy is registered', async () => { + const logDecoder = new LogDecoder(web3Wrapper, artifacts); + const txReceipt = await logDecoder.getTxWithDecodedLogsAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + ); + const logs = txReceipt.logs; + const log = logs[0] as LogWithDecodedArgs<TestAssetProxyDispatcherAssetProxyRegisteredEventArgs>; + expect(log.args.id).to.equal(AssetProxyId.ERC20); + expect(log.args.assetProxy).to.equal(erc20Proxy.address); + }); + }); + + describe('getAssetProxy', () => { + it('should return correct address of registered proxy', async () => { + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const proxyAddress = await assetProxyDispatcher.getAssetProxy.callAsync(AssetProxyId.ERC20); + expect(proxyAddress).to.be.equal(erc20Proxy.address); + }); + + it('should return NULL address if requesting non-existent proxy', async () => { + const proxyAddress = await assetProxyDispatcher.getAssetProxy.callAsync(AssetProxyId.ERC20); + expect(proxyAddress).to.be.equal(constants.NULL_ADDRESS); + }); + }); + + describe('dispatchTransferFrom', () => { + it('should dispatch transfer to registered proxy', async () => { + // Register ERC20 proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Construct metadata for ERC20 proxy + const encodedAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + + // Perform a transfer from makerAddress to takerAddress + const erc20Balances = await erc20Wrapper.getBalancesAsync(); + const amount = new BigNumber(10); + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.publicDispatchTransferFrom.sendTransactionAsync( + encodedAssetData, + makerAddress, + takerAddress, + amount, + { from: owner }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Verify transfer was successful + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(amount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].plus(amount), + ); + }); + + it('should not dispatch a transfer if amount == 0', async () => { + // Register ERC20 proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Construct metadata for ERC20 proxy + const encodedAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + + // Perform a transfer from makerAddress to takerAddress + const erc20Balances = await erc20Wrapper.getBalancesAsync(); + const amount = constants.ZERO_AMOUNT; + const txReceipt = await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.publicDispatchTransferFrom.sendTransactionAsync( + encodedAssetData, + makerAddress, + takerAddress, + amount, + { from: owner }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + expect(txReceipt.logs.length).to.be.equal(0); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.deep.equal(erc20Balances); + }); + + it('should not dispatch a transfer if from == to', async () => { + // Register ERC20 proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Construct metadata for ERC20 proxy + const encodedAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + + // Perform a transfer from makerAddress to takerAddress + const erc20Balances = await erc20Wrapper.getBalancesAsync(); + const amount = new BigNumber(10); + const txReceipt = await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.publicDispatchTransferFrom.sendTransactionAsync( + encodedAssetData, + makerAddress, + makerAddress, + amount, + { from: owner }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + expect(txReceipt.logs.length).to.be.equal(0); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.deep.equal(erc20Balances); + }); + + it('should throw if dispatching to unregistered proxy', async () => { + // Construct metadata for ERC20 proxy + const encodedAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + // Perform a transfer from makerAddress to takerAddress + const amount = new BigNumber(10); + return expectTransactionFailedAsync( + assetProxyDispatcher.publicDispatchTransferFrom.sendTransactionAsync( + encodedAssetData, + makerAddress, + takerAddress, + amount, + { from: owner }, + ), + RevertReason.AssetProxyDoesNotExist, + ); + }); + }); +}); +// tslint:enable:no-unnecessary-type-assertion diff --git a/contracts/exchange/test/fill_order.ts b/contracts/exchange/test/fill_order.ts new file mode 100644 index 000000000..3f54091d4 --- /dev/null +++ b/contracts/exchange/test/fill_order.ts @@ -0,0 +1,311 @@ +import { + AllowanceAmountScenario, + AssetDataScenario, + BalanceAmountScenario, + chaiSetup, + ExpirationTimeSecondsScenario, + FeeRecipientAddressScenario, + FillScenario, + OrderAssetAmountScenario, + provider, + TakerAssetFillAmountScenario, + TakerScenario, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import * as _ from 'lodash'; + +import { FillOrderCombinatorialUtils, fillOrderCombinatorialUtilsFactoryAsync } from '../src'; + +chaiSetup.configure(); +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); + +const defaultFillScenario = { + orderScenario: { + takerScenario: TakerScenario.Unspecified, + feeRecipientScenario: FeeRecipientAddressScenario.EthUserAddress, + makerAssetAmountScenario: OrderAssetAmountScenario.Large, + takerAssetAmountScenario: OrderAssetAmountScenario.Large, + makerFeeScenario: OrderAssetAmountScenario.Large, + takerFeeScenario: OrderAssetAmountScenario.Large, + expirationTimeSecondsScenario: ExpirationTimeSecondsScenario.InFuture, + makerAssetDataScenario: AssetDataScenario.ERC20NonZRXEighteenDecimals, + takerAssetDataScenario: AssetDataScenario.ERC20NonZRXEighteenDecimals, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.LessThanRemainingFillableTakerAssetAmount, + makerStateScenario: { + traderAssetBalance: BalanceAmountScenario.Higher, + traderAssetAllowance: AllowanceAmountScenario.Higher, + zrxFeeBalance: BalanceAmountScenario.Higher, + zrxFeeAllowance: AllowanceAmountScenario.Higher, + }, + takerStateScenario: { + traderAssetBalance: BalanceAmountScenario.Higher, + traderAssetAllowance: AllowanceAmountScenario.Higher, + zrxFeeBalance: BalanceAmountScenario.Higher, + zrxFeeAllowance: AllowanceAmountScenario.Higher, + }, +}; + +describe('FillOrder Tests', () => { + let fillOrderCombinatorialUtils: FillOrderCombinatorialUtils; + + before(async () => { + await blockchainLifecycle.startAsync(); + fillOrderCombinatorialUtils = await fillOrderCombinatorialUtilsFactoryAsync(web3Wrapper, txDefaults); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('fillOrder', () => { + const test = (fillScenarios: FillScenario[]) => { + _.forEach(fillScenarios, fillScenario => { + const description = `Combinatorial OrderFill: ${JSON.stringify(fillScenario)}`; + it(description, async () => { + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + }); + }; + + const allFillScenarios = FillOrderCombinatorialUtils.generateFillOrderCombinations(); + describe('Combinatorially generated fills orders', () => test(allFillScenarios)); + + it('should transfer the correct amounts when makerAssetAmount === takerAssetAmount', async () => { + const fillScenario = { + ...defaultFillScenario, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + it('should transfer the correct amounts when makerAssetAmount > takerAssetAmount', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + takerAssetAmountScenario: OrderAssetAmountScenario.Small, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + it('should transfer the correct amounts when makerAssetAmount < takerAssetAmount', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetAmountScenario: OrderAssetAmountScenario.Small, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + it('should transfer the correct amounts when makerAssetAmount < takerAssetAmount with zero decimals', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetAmountScenario: OrderAssetAmountScenario.Small, + makerAssetDataScenario: AssetDataScenario.ERC20ZeroDecimals, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + it('should transfer the correct amounts when taker is specified and order is claimed by taker', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + takerScenario: TakerScenario.CorrectlySpecified, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + it('should fill remaining value if takerAssetFillAmount > remaining takerAssetAmount', async () => { + const fillScenario = { + ...defaultFillScenario, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.GreaterThanRemainingFillableTakerAssetAmount, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + it('should throw when taker is specified and order is claimed by other', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + takerScenario: TakerScenario.IncorrectlySpecified, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if makerAssetAmount is 0', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetAmountScenario: OrderAssetAmountScenario.Zero, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.GreaterThanRemainingFillableTakerAssetAmount, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if takerAssetAmount is 0', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + takerAssetAmountScenario: OrderAssetAmountScenario.Zero, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.GreaterThanRemainingFillableTakerAssetAmount, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if takerAssetFillAmount is 0', async () => { + const fillScenario = { + ...defaultFillScenario, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.Zero, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if an order is expired', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + expirationTimeSecondsScenario: ExpirationTimeSecondsScenario.InPast, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if maker erc20Balances are too low to fill order', async () => { + const fillScenario = { + ...defaultFillScenario, + makerStateScenario: { + ...defaultFillScenario.makerStateScenario, + traderAssetBalance: BalanceAmountScenario.TooLow, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if taker erc20Balances are too low to fill order', async () => { + const fillScenario = { + ...defaultFillScenario, + takerStateScenario: { + ...defaultFillScenario.makerStateScenario, + traderAssetBalance: BalanceAmountScenario.TooLow, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if maker allowances are too low to fill order', async () => { + const fillScenario = { + ...defaultFillScenario, + makerStateScenario: { + ...defaultFillScenario.makerStateScenario, + traderAssetAllowance: AllowanceAmountScenario.TooLow, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if taker allowances are too low to fill order', async () => { + const fillScenario = { + ...defaultFillScenario, + takerStateScenario: { + ...defaultFillScenario.makerStateScenario, + traderAssetAllowance: AllowanceAmountScenario.TooLow, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + }); + + describe('Testing exchange of ERC721 Tokens', () => { + it('should successfully exchange a single token between the maker and taker (via fillOrder)', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetDataScenario: AssetDataScenario.ERC721, + takerAssetDataScenario: AssetDataScenario.ERC721, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.ExactlyRemainingFillableTakerAssetAmount, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should successfully fill order when makerAsset is ERC721 and takerAsset is ERC20', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetDataScenario: AssetDataScenario.ERC721, + takerAssetDataScenario: AssetDataScenario.ERC20NonZRXEighteenDecimals, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.ExactlyRemainingFillableTakerAssetAmount, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario, true); + }); + + it('should successfully fill order when makerAsset is ERC20 and takerAsset is ERC721', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetDataScenario: AssetDataScenario.ERC20NonZRXEighteenDecimals, + takerAssetDataScenario: AssetDataScenario.ERC721, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.ExactlyRemainingFillableTakerAssetAmount, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should successfully fill order when makerAsset is ERC721 and approveAll is set for it', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetDataScenario: AssetDataScenario.ERC721, + takerAssetDataScenario: AssetDataScenario.ERC20NonZRXEighteenDecimals, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.ExactlyRemainingFillableTakerAssetAmount, + makerStateScenario: { + ...defaultFillScenario.makerStateScenario, + traderAssetAllowance: AllowanceAmountScenario.Unlimited, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should successfully fill order when makerAsset and takerAsset are ERC721 and approveAll is set for them', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetDataScenario: AssetDataScenario.ERC721, + takerAssetDataScenario: AssetDataScenario.ERC721, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.ExactlyRemainingFillableTakerAssetAmount, + makerStateScenario: { + ...defaultFillScenario.makerStateScenario, + traderAssetAllowance: AllowanceAmountScenario.Unlimited, + }, + takerStateScenario: { + ...defaultFillScenario.takerStateScenario, + traderAssetAllowance: AllowanceAmountScenario.Unlimited, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + }); +}); diff --git a/contracts/exchange/test/global_hooks.ts b/contracts/exchange/test/global_hooks.ts new file mode 100644 index 000000000..f8ace376a --- /dev/null +++ b/contracts/exchange/test/global_hooks.ts @@ -0,0 +1,17 @@ +import { env, EnvVars } from '@0x/dev-utils'; + +import { coverage, profiler, provider } from '@0x/contracts-test-utils'; +before('start web3 provider', () => { + provider.start(); +}); +after('generate coverage report', async () => { + if (env.parseBoolean(EnvVars.SolidityCoverage)) { + const coverageSubprovider = coverage.getCoverageSubproviderSingleton(); + await coverageSubprovider.writeCoverageAsync(); + } + if (env.parseBoolean(EnvVars.SolidityProfiler)) { + const profilerSubprovider = profiler.getProfilerSubproviderSingleton(); + await profilerSubprovider.writeProfilerOutputAsync(); + } + provider.stop(); +}); diff --git a/contracts/exchange/test/internal.ts b/contracts/exchange/test/internal.ts new file mode 100644 index 000000000..7a1e12a7a --- /dev/null +++ b/contracts/exchange/test/internal.ts @@ -0,0 +1,471 @@ +import { + bytes32Values, + chaiSetup, + constants, + FillResults, + getRevertReasonOrErrorMessageForSendTransactionAsync, + provider, + testCombinatoriallyWithReferenceFuncAsync, + txDefaults, + uint256Values, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { Order, RevertReason, SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import * as _ from 'lodash'; + +import { artifacts, TestExchangeInternalsContract } from '../src'; + +chaiSetup.configure(); +const expect = chai.expect; + +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); + +const MAX_UINT256 = new BigNumber(2).pow(256).minus(1); + +const emptyOrder: Order = { + senderAddress: constants.NULL_ADDRESS, + makerAddress: constants.NULL_ADDRESS, + takerAddress: constants.NULL_ADDRESS, + makerFee: new BigNumber(0), + takerFee: new BigNumber(0), + makerAssetAmount: new BigNumber(0), + takerAssetAmount: new BigNumber(0), + makerAssetData: '0x', + takerAssetData: '0x', + salt: new BigNumber(0), + exchangeAddress: constants.NULL_ADDRESS, + feeRecipientAddress: constants.NULL_ADDRESS, + expirationTimeSeconds: new BigNumber(0), +}; + +const emptySignedOrder: SignedOrder = { + ...emptyOrder, + signature: '', +}; + +const overflowErrorForCall = new Error(RevertReason.Uint256Overflow); + +describe('Exchange core internal functions', () => { + let testExchange: TestExchangeInternalsContract; + let overflowErrorForSendTransaction: Error | undefined; + let divisionByZeroErrorForCall: Error | undefined; + let roundingErrorForCall: Error | undefined; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + testExchange = await TestExchangeInternalsContract.deployFrom0xArtifactAsync( + artifacts.TestExchangeInternals, + provider, + txDefaults, + ); + overflowErrorForSendTransaction = new Error( + await getRevertReasonOrErrorMessageForSendTransactionAsync(RevertReason.Uint256Overflow), + ); + divisionByZeroErrorForCall = new Error(RevertReason.DivisionByZero); + roundingErrorForCall = new Error(RevertReason.RoundingError); + }); + // Note(albrow): Don't forget to add beforeEach and afterEach calls to reset + // the blockchain state for any tests which modify it! + + async function referenceIsRoundingErrorFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + if (numerator.eq(0)) { + return false; + } + if (target.eq(0)) { + return false; + } + const product = numerator.multipliedBy(target); + const remainder = product.mod(denominator); + const remainderTimes1000 = remainder.multipliedBy('1000'); + const isError = remainderTimes1000.gte(product); + if (product.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + if (remainderTimes1000.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return isError; + } + + async function referenceIsRoundingErrorCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + if (numerator.eq(0)) { + return false; + } + if (target.eq(0)) { + return false; + } + const product = numerator.multipliedBy(target); + const remainder = product.mod(denominator); + const error = denominator.minus(remainder).mod(denominator); + const errorTimes1000 = error.multipliedBy('1000'); + const isError = errorTimes1000.gte(product); + if (product.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + if (errorTimes1000.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return isError; + } + + async function referenceSafeGetPartialAmountFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + const isRoundingError = await referenceIsRoundingErrorFloorAsync(numerator, denominator, target); + if (isRoundingError) { + throw roundingErrorForCall; + } + const product = numerator.multipliedBy(target); + if (product.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return product.dividedToIntegerBy(denominator); + } + + describe('addFillResults', async () => { + function makeFillResults(value: BigNumber): FillResults { + return { + makerAssetFilledAmount: value, + takerAssetFilledAmount: value, + makerFeePaid: value, + takerFeePaid: value, + }; + } + async function referenceAddFillResultsAsync( + totalValue: BigNumber, + singleValue: BigNumber, + ): Promise<FillResults> { + // Note(albrow): Here, each of totalFillResults and + // singleFillResults will consist of fields with the same values. + // This should be safe because none of the fields in a given + // FillResults are ever used together in a mathemetical operation. + // They are only used with the corresponding field from *the other* + // FillResults, which are different. + const totalFillResults = makeFillResults(totalValue); + const singleFillResults = makeFillResults(singleValue); + // HACK(albrow): _.mergeWith mutates the first argument! To + // workaround this we use _.cloneDeep. + return _.mergeWith( + _.cloneDeep(totalFillResults), + singleFillResults, + (totalVal: BigNumber, singleVal: BigNumber) => { + const newTotal = totalVal.plus(singleVal); + if (newTotal.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return newTotal; + }, + ); + } + async function testAddFillResultsAsync(totalValue: BigNumber, singleValue: BigNumber): Promise<FillResults> { + const totalFillResults = makeFillResults(totalValue); + const singleFillResults = makeFillResults(singleValue); + return testExchange.publicAddFillResults.callAsync(totalFillResults, singleFillResults); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'addFillResults', + referenceAddFillResultsAsync, + testAddFillResultsAsync, + [uint256Values, uint256Values], + ); + }); + + describe('calculateFillResults', async () => { + function makeOrder( + makerAssetAmount: BigNumber, + takerAssetAmount: BigNumber, + makerFee: BigNumber, + takerFee: BigNumber, + ): Order { + return { + ...emptyOrder, + makerAssetAmount, + takerAssetAmount, + makerFee, + takerFee, + }; + } + async function referenceCalculateFillResultsAsync( + orderTakerAssetAmount: BigNumber, + takerAssetFilledAmount: BigNumber, + otherAmount: BigNumber, + ): Promise<FillResults> { + // Note(albrow): Here we are re-using the same value (otherAmount) + // for order.makerAssetAmount, order.makerFee, and order.takerFee. + // This should be safe because they are never used with each other + // in any mathematical operation in either the reference TypeScript + // implementation or the Solidity implementation of + // calculateFillResults. + const makerAssetFilledAmount = await referenceSafeGetPartialAmountFloorAsync( + takerAssetFilledAmount, + orderTakerAssetAmount, + otherAmount, + ); + const order = makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount); + const orderMakerAssetAmount = order.makerAssetAmount; + return { + makerAssetFilledAmount, + takerAssetFilledAmount, + makerFeePaid: await referenceSafeGetPartialAmountFloorAsync( + makerAssetFilledAmount, + orderMakerAssetAmount, + otherAmount, + ), + takerFeePaid: await referenceSafeGetPartialAmountFloorAsync( + takerAssetFilledAmount, + orderTakerAssetAmount, + otherAmount, + ), + }; + } + async function testCalculateFillResultsAsync( + orderTakerAssetAmount: BigNumber, + takerAssetFilledAmount: BigNumber, + otherAmount: BigNumber, + ): Promise<FillResults> { + const order = makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount); + return testExchange.publicCalculateFillResults.callAsync(order, takerAssetFilledAmount); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'calculateFillResults', + referenceCalculateFillResultsAsync, + testCalculateFillResultsAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('getPartialAmountFloor', async () => { + async function referenceGetPartialAmountFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + const product = numerator.multipliedBy(target); + if (product.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return product.dividedToIntegerBy(denominator); + } + async function testGetPartialAmountFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + return testExchange.publicGetPartialAmountFloor.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'getPartialAmountFloor', + referenceGetPartialAmountFloorAsync, + testGetPartialAmountFloorAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('getPartialAmountCeil', async () => { + async function referenceGetPartialAmountCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + const product = numerator.multipliedBy(target); + const offset = product.plus(denominator.minus(1)); + if (offset.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + const result = offset.dividedToIntegerBy(denominator); + if (product.mod(denominator).eq(0)) { + expect(result.multipliedBy(denominator)).to.be.bignumber.eq(product); + } else { + expect(result.multipliedBy(denominator)).to.be.bignumber.gt(product); + } + return result; + } + async function testGetPartialAmountCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + return testExchange.publicGetPartialAmountCeil.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'getPartialAmountCeil', + referenceGetPartialAmountCeilAsync, + testGetPartialAmountCeilAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('safeGetPartialAmountFloor', async () => { + async function testSafeGetPartialAmountFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + return testExchange.publicSafeGetPartialAmountFloor.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'safeGetPartialAmountFloor', + referenceSafeGetPartialAmountFloorAsync, + testSafeGetPartialAmountFloorAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('safeGetPartialAmountCeil', async () => { + async function referenceSafeGetPartialAmountCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + const isRoundingError = await referenceIsRoundingErrorCeilAsync(numerator, denominator, target); + if (isRoundingError) { + throw roundingErrorForCall; + } + const product = numerator.multipliedBy(target); + const offset = product.plus(denominator.minus(1)); + if (offset.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + const result = offset.dividedToIntegerBy(denominator); + if (product.mod(denominator).eq(0)) { + expect(result.multipliedBy(denominator)).to.be.bignumber.eq(product); + } else { + expect(result.multipliedBy(denominator)).to.be.bignumber.gt(product); + } + return result; + } + async function testSafeGetPartialAmountCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + return testExchange.publicSafeGetPartialAmountCeil.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'safeGetPartialAmountCeil', + referenceSafeGetPartialAmountCeilAsync, + testSafeGetPartialAmountCeilAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('isRoundingErrorFloor', async () => { + async function testIsRoundingErrorFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + return testExchange.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'isRoundingErrorFloor', + referenceIsRoundingErrorFloorAsync, + testIsRoundingErrorFloorAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('isRoundingErrorCeil', async () => { + async function testIsRoundingErrorCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + return testExchange.publicIsRoundingErrorCeil.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'isRoundingErrorCeil', + referenceIsRoundingErrorCeilAsync, + testIsRoundingErrorCeilAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('updateFilledState', async () => { + // Note(albrow): Since updateFilledState modifies the state by calling + // sendTransaction, we must reset the state after each test. + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + async function referenceUpdateFilledStateAsync( + takerAssetFilledAmount: BigNumber, + orderTakerAssetFilledAmount: BigNumber, + // tslint:disable-next-line:no-unused-variable + orderHash: string, + ): Promise<BigNumber> { + const totalFilledAmount = takerAssetFilledAmount.plus(orderTakerAssetFilledAmount); + if (totalFilledAmount.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForSendTransaction; + } + return totalFilledAmount; + } + async function testUpdateFilledStateAsync( + takerAssetFilledAmount: BigNumber, + orderTakerAssetFilledAmount: BigNumber, + orderHash: string, + ): Promise<BigNumber> { + const fillResults = { + makerAssetFilledAmount: new BigNumber(0), + takerAssetFilledAmount, + makerFeePaid: new BigNumber(0), + takerFeePaid: new BigNumber(0), + }; + await web3Wrapper.awaitTransactionSuccessAsync( + await testExchange.publicUpdateFilledState.sendTransactionAsync( + emptySignedOrder, + constants.NULL_ADDRESS, + orderHash, + orderTakerAssetFilledAmount, + fillResults, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + return testExchange.filled.callAsync(orderHash); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'updateFilledState', + referenceUpdateFilledStateAsync, + testUpdateFilledStateAsync, + [uint256Values, uint256Values, bytes32Values], + ); + }); +}); diff --git a/contracts/exchange/test/match_orders.ts b/contracts/exchange/test/match_orders.ts new file mode 100644 index 000000000..d17025ddd --- /dev/null +++ b/contracts/exchange/test/match_orders.ts @@ -0,0 +1,1273 @@ +import { ERC20ProxyContract, ERC20Wrapper, ERC721ProxyContract, ERC721Wrapper } from '@0x/contracts-asset-proxy'; +import { artifacts as erc20Artifacts, DummyERC20TokenContract, ReentrantERC20TokenContract } from '@0x/contracts-erc20'; +import { DummyERC721TokenContract } from '@0x/contracts-erc721'; +import { + chaiSetup, + constants, + ERC20BalancesByOwner, + ERC721TokenIdsByOwner, + expectTransactionFailedAsync, + OrderFactory, + provider, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +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 { artifacts, ExchangeContract, ExchangeWrapper, MatchOrderTester, TestExchangeInternalsContract } from '../src'; + +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( + erc20Artifacts.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 diff --git a/contracts/exchange/test/signature_validator.ts b/contracts/exchange/test/signature_validator.ts new file mode 100644 index 000000000..89eac4ddb --- /dev/null +++ b/contracts/exchange/test/signature_validator.ts @@ -0,0 +1,527 @@ +import { artifacts as erc20Artifacts } from '@0x/contracts-erc20'; +import { + addressUtils, + chaiSetup, + constants, + expectContractCallFailedAsync, + LogDecoder, + OrderFactory, + provider, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils, orderHashUtils, signatureUtils } from '@0x/order-utils'; +import { RevertReason, SignatureType, SignedOrder } from '@0x/types'; +import * as chai from 'chai'; +import { LogWithDecodedArgs } from 'ethereum-types'; +import ethUtil = require('ethereumjs-util'); + +import { + artifacts, + TestSignatureValidatorContract, + TestSignatureValidatorSignatureValidatorApprovalEventArgs, + TestStaticCallReceiverContract, + ValidatorContract, + WalletContract, +} from '../src'; + +chaiSetup.configure(); +const expect = chai.expect; + +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +// tslint:disable:no-unnecessary-type-assertion +describe('MixinSignatureValidator', () => { + let signedOrder: SignedOrder; + let orderFactory: OrderFactory; + let signatureValidator: TestSignatureValidatorContract; + let testWallet: WalletContract; + let testValidator: ValidatorContract; + let maliciousWallet: TestStaticCallReceiverContract; + let maliciousValidator: TestStaticCallReceiverContract; + let signerAddress: string; + let signerPrivateKey: Buffer; + let notSignerAddress: string; + let notSignerPrivateKey: Buffer; + let signatureValidatorLogDecoder: LogDecoder; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const makerAddress = accounts[0]; + signerAddress = makerAddress; + notSignerAddress = accounts[1]; + signatureValidator = await TestSignatureValidatorContract.deployFrom0xArtifactAsync( + artifacts.TestSignatureValidator, + provider, + txDefaults, + ); + testWallet = await WalletContract.deployFrom0xArtifactAsync( + artifacts.Wallet, + provider, + txDefaults, + signerAddress, + ); + testValidator = await ValidatorContract.deployFrom0xArtifactAsync( + artifacts.Validator, + provider, + txDefaults, + signerAddress, + ); + maliciousWallet = maliciousValidator = await TestStaticCallReceiverContract.deployFrom0xArtifactAsync( + artifacts.TestStaticCallReceiver, + provider, + txDefaults, + ); + signatureValidatorLogDecoder = new LogDecoder(web3Wrapper, { ...artifacts, ...erc20Artifacts }); + await web3Wrapper.awaitTransactionSuccessAsync( + await signatureValidator.setSignatureValidatorApproval.sendTransactionAsync(testValidator.address, true, { + from: signerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await signatureValidator.setSignatureValidatorApproval.sendTransactionAsync( + maliciousValidator.address, + true, + { + from: signerAddress, + }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + const defaultOrderParams = { + ...constants.STATIC_ORDER_PARAMS, + exchangeAddress: signatureValidator.address, + makerAddress, + feeRecipientAddress: addressUtils.generatePseudoRandomAddress(), + makerAssetData: assetDataUtils.encodeERC20AssetData(addressUtils.generatePseudoRandomAddress()), + takerAssetData: assetDataUtils.encodeERC20AssetData(addressUtils.generatePseudoRandomAddress()), + }; + signerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + notSignerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(notSignerAddress)]; + orderFactory = new OrderFactory(signerPrivateKey, defaultOrderParams); + }); + + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + + describe('isValidSignature', () => { + beforeEach(async () => { + signedOrder = await orderFactory.newSignedOrderAsync(); + }); + + it('should revert when signature is empty', async () => { + const emptySignature = '0x'; + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + return expectContractCallFailedAsync( + signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + emptySignature, + ), + RevertReason.LengthGreaterThan0Required, + ); + }); + + it('should revert when signature type is unsupported', async () => { + const unsupportedSignatureType = SignatureType.NSignatureTypes; + const unsupportedSignatureHex = `0x${Buffer.from([unsupportedSignatureType]).toString('hex')}`; + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + return expectContractCallFailedAsync( + signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + unsupportedSignatureHex, + ), + RevertReason.SignatureUnsupported, + ); + }); + + it('should revert when SignatureType=Illegal', async () => { + const unsupportedSignatureHex = `0x${Buffer.from([SignatureType.Illegal]).toString('hex')}`; + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + return expectContractCallFailedAsync( + signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + unsupportedSignatureHex, + ), + RevertReason.SignatureIllegal, + ); + }); + + it('should return false when SignatureType=Invalid and signature has a length of zero', async () => { + const signatureHex = `0x${Buffer.from([SignatureType.Invalid]).toString('hex')}`; + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should revert when SignatureType=Invalid and signature length is non-zero', async () => { + const fillerData = ethUtil.toBuffer('0xdeadbeef'); + const signatureType = ethUtil.toBuffer(`0x${SignatureType.Invalid}`); + const signatureBuffer = Buffer.concat([fillerData, signatureType]); + const signatureHex = ethUtil.bufferToHex(signatureBuffer); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + return expectContractCallFailedAsync( + signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + signatureHex, + ), + RevertReason.Length0Required, + ); + }); + + it('should return true when SignatureType=EIP712 and signature is valid', async () => { + // Create EIP712 signature + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashBuffer = ethUtil.toBuffer(orderHashHex); + const ecSignature = ethUtil.ecsign(orderHashBuffer, signerPrivateKey); + // Create 0x signature from EIP712 signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.EIP712}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + // Validate signature + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + + it('should return false when SignatureType=EIP712 and signature is invalid', async () => { + // Create EIP712 signature + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashBuffer = ethUtil.toBuffer(orderHashHex); + const ecSignature = ethUtil.ecsign(orderHashBuffer, signerPrivateKey); + // Create 0x signature from EIP712 signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.EIP712}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + // Validate signature. + // This will fail because `signerAddress` signed the message, but we're passing in `notSignerAddress` + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + notSignerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should return true when SignatureType=EthSign and signature is valid', async () => { + // Create EthSign signature + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashWithEthSignPrefixHex = signatureUtils.addSignedMessagePrefix(orderHashHex); + const orderHashWithEthSignPrefixBuffer = ethUtil.toBuffer(orderHashWithEthSignPrefixHex); + const ecSignature = ethUtil.ecsign(orderHashWithEthSignPrefixBuffer, signerPrivateKey); + // Create 0x signature from EthSign signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.EthSign}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + // Validate signature + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + + it('should return false when SignatureType=EthSign and signature is invalid', async () => { + // Create EthSign signature + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashWithEthSignPrefixHex = signatureUtils.addSignedMessagePrefix(orderHashHex); + const orderHashWithEthSignPrefixBuffer = ethUtil.toBuffer(orderHashWithEthSignPrefixHex); + const ecSignature = ethUtil.ecsign(orderHashWithEthSignPrefixBuffer, signerPrivateKey); + // Create 0x signature from EthSign signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.EthSign}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + // Validate signature. + // This will fail because `signerAddress` signed the message, but we're passing in `notSignerAddress` + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + notSignerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should return true when SignatureType=Wallet and signature is valid', async () => { + // Create EIP712 signature + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashBuffer = ethUtil.toBuffer(orderHashHex); + const ecSignature = ethUtil.ecsign(orderHashBuffer, signerPrivateKey); + // Create 0x signature from EIP712 signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.Wallet}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + // Validate signature + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + testWallet.address, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + + it('should return false when SignatureType=Wallet and signature is invalid', async () => { + // Create EIP712 signature using a private key that does not belong to the wallet owner. + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashBuffer = ethUtil.toBuffer(orderHashHex); + const notWalletOwnerPrivateKey = notSignerPrivateKey; + const ecSignature = ethUtil.ecsign(orderHashBuffer, notWalletOwnerPrivateKey); + // Create 0x signature from EIP712 signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.Wallet}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + // Validate signature + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + testWallet.address, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should revert when `isValidSignature` attempts to update state and SignatureType=Wallet', async () => { + // Create EIP712 signature + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashBuffer = ethUtil.toBuffer(orderHashHex); + const ecSignature = ethUtil.ecsign(orderHashBuffer, signerPrivateKey); + // Create 0x signature from EIP712 signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.Wallet}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + await expectContractCallFailedAsync( + signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + maliciousWallet.address, + signatureHex, + ), + RevertReason.WalletError, + ); + }); + + it('should return true when SignatureType=Validator, signature is valid and validator is approved', async () => { + const validatorAddress = ethUtil.toBuffer(`${testValidator.address}`); + const signatureType = ethUtil.toBuffer(`0x${SignatureType.Validator}`); + const signature = Buffer.concat([validatorAddress, signatureType]); + const signatureHex = ethUtil.bufferToHex(signature); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + + it('should return false when SignatureType=Validator, signature is invalid and validator is approved', async () => { + const validatorAddress = ethUtil.toBuffer(`${testValidator.address}`); + const signatureType = ethUtil.toBuffer(`0x${SignatureType.Validator}`); + const signature = Buffer.concat([validatorAddress, signatureType]); + const signatureHex = ethUtil.bufferToHex(signature); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + // This will return false because we signed the message with `signerAddress`, but + // are validating against `notSignerAddress` + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + notSignerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should revert when `isValidSignature` attempts to update state and SignatureType=Validator', async () => { + const validatorAddress = ethUtil.toBuffer(`${maliciousValidator.address}`); + const signatureType = ethUtil.toBuffer(`0x${SignatureType.Validator}`); + const signature = Buffer.concat([validatorAddress, signatureType]); + const signatureHex = ethUtil.bufferToHex(signature); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + await expectContractCallFailedAsync( + signatureValidator.publicIsValidSignature.callAsync(orderHashHex, signerAddress, signatureHex), + RevertReason.ValidatorError, + ); + }); + it('should return false when SignatureType=Validator, signature is valid and validator is not approved', async () => { + // Set approval of signature validator to false + await web3Wrapper.awaitTransactionSuccessAsync( + await signatureValidator.setSignatureValidatorApproval.sendTransactionAsync( + testValidator.address, + false, + { from: signerAddress }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Validate signature + const validatorAddress = ethUtil.toBuffer(`${testValidator.address}`); + const signatureType = ethUtil.toBuffer(`0x${SignatureType.Validator}`); + const signature = Buffer.concat([validatorAddress, signatureType]); + const signatureHex = ethUtil.bufferToHex(signature); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should return true when SignatureType=Presigned and signer has presigned hash', async () => { + // Presign hash + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + await web3Wrapper.awaitTransactionSuccessAsync( + await signatureValidator.preSign.sendTransactionAsync( + orderHashHex, + signedOrder.makerAddress, + signedOrder.signature, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Validate presigned signature + const signature = ethUtil.toBuffer(`0x${SignatureType.PreSigned}`); + const signatureHex = ethUtil.bufferToHex(signature); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + + it('should return false when SignatureType=Presigned and signer has not presigned hash', async () => { + const signature = ethUtil.toBuffer(`0x${SignatureType.PreSigned}`); + const signatureHex = ethUtil.bufferToHex(signature); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should return true when message was signed by a Trezor One (firmware version 1.6.2)', async () => { + // messageHash translates to 0x2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b + const messageHash = ethUtil.bufferToHex(ethUtil.toBuffer('++++++++++++++++++++++++++++++++')); + const signer = '0xc28b145f10f0bcf0fc000e778615f8fd73490bad'; + const v = ethUtil.toBuffer('0x1c'); + const r = ethUtil.toBuffer('0x7b888b596ccf87f0bacab0dcb483124973f7420f169b4824d7a12534ac1e9832'); + const s = ethUtil.toBuffer('0x0c8e14f7edc01459e13965f1da56e0c23ed11e2cca932571eee1292178f90424'); + const trezorSignatureType = ethUtil.toBuffer(`0x${SignatureType.EthSign}`); + const signature = Buffer.concat([v, r, s, trezorSignatureType]); + const signatureHex = ethUtil.bufferToHex(signature); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + messageHash, + signer, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + + it('should return true when message was signed by a Trezor Model T (firmware version 2.0.7)', async () => { + // messageHash translates to 0x2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b + const messageHash = ethUtil.bufferToHex(ethUtil.toBuffer('++++++++++++++++++++++++++++++++')); + const signer = '0x98ce6d9345e8ffa7d99ee0822272fae9d2c0e895'; + const v = ethUtil.toBuffer('0x1c'); + const r = ethUtil.toBuffer('0x423b71062c327f0ec4fe199b8da0f34185e59b4c1cb4cc23df86cac4a601fb3f'); + const s = ethUtil.toBuffer('0x53810d6591b5348b7ee08ee812c874b0fdfb942c9849d59512c90e295221091f'); + const trezorSignatureType = ethUtil.toBuffer(`0x${SignatureType.EthSign}`); + const signature = Buffer.concat([v, r, s, trezorSignatureType]); + const signatureHex = ethUtil.bufferToHex(signature); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + messageHash, + signer, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + }); + + describe('setSignatureValidatorApproval', () => { + it('should emit a SignatureValidatorApprovalSet with correct args when a validator is approved', async () => { + const approval = true; + const res = await signatureValidatorLogDecoder.getTxWithDecodedLogsAsync( + await signatureValidator.setSignatureValidatorApproval.sendTransactionAsync( + testValidator.address, + approval, + { + from: signerAddress, + }, + ), + ); + expect(res.logs.length).to.equal(1); + const log = res.logs[0] as LogWithDecodedArgs<TestSignatureValidatorSignatureValidatorApprovalEventArgs>; + const logArgs = log.args; + expect(logArgs.signerAddress).to.equal(signerAddress); + expect(logArgs.validatorAddress).to.equal(testValidator.address); + expect(logArgs.approved).to.equal(approval); + }); + it('should emit a SignatureValidatorApprovalSet with correct args when a validator is disapproved', async () => { + const approval = false; + const res = await signatureValidatorLogDecoder.getTxWithDecodedLogsAsync( + await signatureValidator.setSignatureValidatorApproval.sendTransactionAsync( + testValidator.address, + approval, + { + from: signerAddress, + }, + ), + ); + expect(res.logs.length).to.equal(1); + const log = res.logs[0] as LogWithDecodedArgs<TestSignatureValidatorSignatureValidatorApprovalEventArgs>; + const logArgs = log.args; + expect(logArgs.signerAddress).to.equal(signerAddress); + expect(logArgs.validatorAddress).to.equal(testValidator.address); + expect(logArgs.approved).to.equal(approval); + }); + }); +}); +// tslint:disable:max-file-line-count +// tslint:enable:no-unnecessary-type-assertion diff --git a/contracts/exchange/test/transactions.ts b/contracts/exchange/test/transactions.ts new file mode 100644 index 000000000..613953493 --- /dev/null +++ b/contracts/exchange/test/transactions.ts @@ -0,0 +1,462 @@ +import { ERC20ProxyContract, ERC20Wrapper } from '@0x/contracts-asset-proxy'; +import { DummyERC20TokenContract } from '@0x/contracts-erc20'; +import { + chaiSetup, + constants, + ERC20BalancesByOwner, + expectTransactionFailedAsync, + OrderFactory, + orderUtils, + provider, + SignedTransaction, + TransactionFactory, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils, generatePseudoRandomSalt } from '@0x/order-utils'; +import { OrderWithoutExchangeAddress, RevertReason, SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import * as _ from 'lodash'; + +import { artifacts, ExchangeContract, ExchangeWrapper, ExchangeWrapperContract, WhitelistContract } from '../src/'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); + +describe('Exchange transactions', () => { + let senderAddress: string; + let owner: string; + let makerAddress: string; + let takerAddress: string; + let feeRecipientAddress: string; + + let erc20TokenA: DummyERC20TokenContract; + let erc20TokenB: DummyERC20TokenContract; + let zrxToken: DummyERC20TokenContract; + let exchange: ExchangeContract; + let erc20Proxy: ERC20ProxyContract; + + let erc20Balances: ERC20BalancesByOwner; + let signedOrder: SignedOrder; + let signedTx: SignedTransaction; + let orderWithoutExchangeAddress: OrderWithoutExchangeAddress; + let orderFactory: OrderFactory; + let makerTransactionFactory: TransactionFactory; + let takerTransactionFactory: TransactionFactory; + let exchangeWrapper: ExchangeWrapper; + let erc20Wrapper: ERC20Wrapper; + + let defaultMakerTokenAddress: string; + let defaultTakerTokenAddress: string; + let makerPrivateKey: Buffer; + let takerPrivateKey: Buffer; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, senderAddress, makerAddress, takerAddress, feeRecipientAddress] = _.slice( + accounts, + 0, + 5, + )); + + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + + const numDummyErc20ToDeploy = 3; + [erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + exchange = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + assetDataUtils.encodeERC20AssetData(zrxToken.address), + ); + exchangeWrapper = new ExchangeWrapper(exchange, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + defaultMakerTokenAddress = erc20TokenA.address; + defaultTakerTokenAddress = erc20TokenB.address; + + const defaultOrderParams = { + ...constants.STATIC_ORDER_PARAMS, + senderAddress, + exchangeAddress: exchange.address, + makerAddress, + feeRecipientAddress, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerTokenAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerTokenAddress), + }; + makerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + takerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(takerAddress)]; + orderFactory = new OrderFactory(makerPrivateKey, defaultOrderParams); + makerTransactionFactory = new TransactionFactory(makerPrivateKey, exchange.address); + takerTransactionFactory = new TransactionFactory(takerPrivateKey, exchange.address); + }); + describe('executeTransaction', () => { + describe('fillOrder', () => { + let takerAssetFillAmount: BigNumber; + beforeEach(async () => { + erc20Balances = await erc20Wrapper.getBalancesAsync(); + signedOrder = await orderFactory.newSignedOrderAsync(); + orderWithoutExchangeAddress = orderUtils.getOrderWithoutExchangeAddress(signedOrder); + + takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + const data = exchange.fillOrder.getABIEncodedTransactionData( + orderWithoutExchangeAddress, + takerAssetFillAmount, + signedOrder.signature, + ); + signedTx = takerTransactionFactory.newSignedTransaction(data); + }); + + it('should throw if not called by specified sender', async () => { + return expectTransactionFailedAsync( + exchangeWrapper.executeTransactionAsync(signedTx, takerAddress), + RevertReason.FailedExecution, + ); + }); + + it('should transfer the correct amounts when signed by taker and called by sender', async () => { + await exchangeWrapper.executeTransactionAsync(signedTx, senderAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const makerAssetFillAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFeePaid = signedOrder.makerFee + .times(makerAssetFillAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFeePaid = signedOrder.takerFee + .times(makerAssetFillAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + expect(newBalances[makerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerTokenAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerTokenAddress].plus(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFeePaid), + ); + expect(newBalances[takerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerTokenAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerTokenAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFeePaid), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(makerFeePaid.plus(takerFeePaid)), + ); + }); + + it('should throw if the a 0x transaction with the same transactionHash has already been executed', async () => { + await exchangeWrapper.executeTransactionAsync(signedTx, senderAddress); + return expectTransactionFailedAsync( + exchangeWrapper.executeTransactionAsync(signedTx, senderAddress), + RevertReason.InvalidTxHash, + ); + }); + + it('should reset the currentContextAddress', async () => { + await exchangeWrapper.executeTransactionAsync(signedTx, senderAddress); + const currentContextAddress = await exchange.currentContextAddress.callAsync(); + expect(currentContextAddress).to.equal(constants.NULL_ADDRESS); + }); + }); + + describe('cancelOrder', () => { + beforeEach(async () => { + const data = exchange.cancelOrder.getABIEncodedTransactionData(orderWithoutExchangeAddress); + signedTx = makerTransactionFactory.newSignedTransaction(data); + }); + + it('should throw if not called by specified sender', async () => { + return expectTransactionFailedAsync( + exchangeWrapper.executeTransactionAsync(signedTx, makerAddress), + RevertReason.FailedExecution, + ); + }); + + it('should cancel the order when signed by maker and called by sender', async () => { + await exchangeWrapper.executeTransactionAsync(signedTx, senderAddress); + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, senderAddress), + RevertReason.OrderUnfillable, + ); + }); + }); + + describe('cancelOrdersUpTo', () => { + let exchangeWrapperContract: ExchangeWrapperContract; + + before(async () => { + exchangeWrapperContract = await ExchangeWrapperContract.deployFrom0xArtifactAsync( + artifacts.ExchangeWrapper, + provider, + txDefaults, + exchange.address, + ); + }); + + it("should cancel an order if called from the order's sender", async () => { + const orderSalt = new BigNumber(0); + signedOrder = await orderFactory.newSignedOrderAsync({ + senderAddress: exchangeWrapperContract.address, + salt: orderSalt, + }); + const targetOrderEpoch = orderSalt.plus(1); + const cancelData = exchange.cancelOrdersUpTo.getABIEncodedTransactionData(targetOrderEpoch); + const signedCancelTx = makerTransactionFactory.newSignedTransaction(cancelData); + await exchangeWrapperContract.cancelOrdersUpTo.sendTransactionAsync( + targetOrderEpoch, + signedCancelTx.salt, + signedCancelTx.signature, + { + from: makerAddress, + }, + ); + + const takerAssetFillAmount = signedOrder.takerAssetAmount; + orderWithoutExchangeAddress = orderUtils.getOrderWithoutExchangeAddress(signedOrder); + const fillData = exchange.fillOrder.getABIEncodedTransactionData( + orderWithoutExchangeAddress, + takerAssetFillAmount, + signedOrder.signature, + ); + const signedFillTx = takerTransactionFactory.newSignedTransaction(fillData); + return expectTransactionFailedAsync( + exchangeWrapperContract.fillOrder.sendTransactionAsync( + orderWithoutExchangeAddress, + takerAssetFillAmount, + signedFillTx.salt, + signedOrder.signature, + signedFillTx.signature, + { from: takerAddress }, + ), + RevertReason.FailedExecution, + ); + }); + + it("should not cancel an order if not called from the order's sender", async () => { + const orderSalt = new BigNumber(0); + signedOrder = await orderFactory.newSignedOrderAsync({ + senderAddress: exchangeWrapperContract.address, + salt: orderSalt, + }); + const targetOrderEpoch = orderSalt.plus(1); + await exchangeWrapper.cancelOrdersUpToAsync(targetOrderEpoch, makerAddress); + + erc20Balances = await erc20Wrapper.getBalancesAsync(); + const takerAssetFillAmount = signedOrder.takerAssetAmount; + orderWithoutExchangeAddress = orderUtils.getOrderWithoutExchangeAddress(signedOrder); + const data = exchange.fillOrder.getABIEncodedTransactionData( + orderWithoutExchangeAddress, + takerAssetFillAmount, + signedOrder.signature, + ); + signedTx = takerTransactionFactory.newSignedTransaction(data); + await exchangeWrapperContract.fillOrder.sendTransactionAsync( + orderWithoutExchangeAddress, + takerAssetFillAmount, + signedTx.salt, + signedOrder.signature, + signedTx.signature, + { from: takerAddress }, + ); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + const makerAssetFillAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFeePaid = signedOrder.makerFee + .times(makerAssetFillAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFeePaid = signedOrder.takerFee + .times(makerAssetFillAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + expect(newBalances[makerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerTokenAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerTokenAddress].plus(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFeePaid), + ); + expect(newBalances[takerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerTokenAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerTokenAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFeePaid), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(makerFeePaid.plus(takerFeePaid)), + ); + }); + }); + }); + + describe('Whitelist', () => { + let whitelist: WhitelistContract; + let whitelistOrderFactory: OrderFactory; + + before(async () => { + whitelist = await WhitelistContract.deployFrom0xArtifactAsync( + artifacts.Whitelist, + provider, + txDefaults, + exchange.address, + ); + const isApproved = true; + await web3Wrapper.awaitTransactionSuccessAsync( + await exchange.setSignatureValidatorApproval.sendTransactionAsync(whitelist.address, isApproved, { + from: takerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const defaultOrderParams = { + ...constants.STATIC_ORDER_PARAMS, + senderAddress: whitelist.address, + exchangeAddress: exchange.address, + makerAddress, + feeRecipientAddress, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerTokenAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerTokenAddress), + }; + whitelistOrderFactory = new OrderFactory(makerPrivateKey, defaultOrderParams); + }); + + beforeEach(async () => { + signedOrder = await whitelistOrderFactory.newSignedOrderAsync(); + erc20Balances = await erc20Wrapper.getBalancesAsync(); + }); + + it('should revert if maker has not been whitelisted', async () => { + const isApproved = true; + await web3Wrapper.awaitTransactionSuccessAsync( + await whitelist.updateWhitelistStatus.sendTransactionAsync(takerAddress, isApproved, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + orderWithoutExchangeAddress = orderUtils.getOrderWithoutExchangeAddress(signedOrder); + const takerAssetFillAmount = signedOrder.takerAssetAmount; + const salt = generatePseudoRandomSalt(); + return expectTransactionFailedAsync( + whitelist.fillOrderIfWhitelisted.sendTransactionAsync( + orderWithoutExchangeAddress, + takerAssetFillAmount, + salt, + signedOrder.signature, + { from: takerAddress }, + ), + RevertReason.MakerNotWhitelisted, + ); + }); + + it('should revert if taker has not been whitelisted', async () => { + const isApproved = true; + await web3Wrapper.awaitTransactionSuccessAsync( + await whitelist.updateWhitelistStatus.sendTransactionAsync(makerAddress, isApproved, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + orderWithoutExchangeAddress = orderUtils.getOrderWithoutExchangeAddress(signedOrder); + const takerAssetFillAmount = signedOrder.takerAssetAmount; + const salt = generatePseudoRandomSalt(); + return expectTransactionFailedAsync( + whitelist.fillOrderIfWhitelisted.sendTransactionAsync( + orderWithoutExchangeAddress, + takerAssetFillAmount, + salt, + signedOrder.signature, + { from: takerAddress }, + ), + RevertReason.TakerNotWhitelisted, + ); + }); + + it('should fill the order if maker and taker have been whitelisted', async () => { + const isApproved = true; + await web3Wrapper.awaitTransactionSuccessAsync( + await whitelist.updateWhitelistStatus.sendTransactionAsync(makerAddress, isApproved, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + await web3Wrapper.awaitTransactionSuccessAsync( + await whitelist.updateWhitelistStatus.sendTransactionAsync(takerAddress, isApproved, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + orderWithoutExchangeAddress = orderUtils.getOrderWithoutExchangeAddress(signedOrder); + const takerAssetFillAmount = signedOrder.takerAssetAmount; + const salt = generatePseudoRandomSalt(); + await web3Wrapper.awaitTransactionSuccessAsync( + await whitelist.fillOrderIfWhitelisted.sendTransactionAsync( + orderWithoutExchangeAddress, + takerAssetFillAmount, + salt, + signedOrder.signature, + { from: takerAddress }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const makerAssetFillAmount = signedOrder.makerAssetAmount; + const makerFeePaid = signedOrder.makerFee; + const takerFeePaid = signedOrder.takerFee; + + expect(newBalances[makerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerTokenAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerTokenAddress].plus(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFeePaid), + ); + expect(newBalances[takerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerTokenAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerTokenAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFeePaid), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(makerFeePaid.plus(takerFeePaid)), + ); + }); + }); +}); diff --git a/contracts/exchange/test/utils/asset_wrapper.ts b/contracts/exchange/test/utils/asset_wrapper.ts new file mode 100644 index 000000000..e5a5205f5 --- /dev/null +++ b/contracts/exchange/test/utils/asset_wrapper.ts @@ -0,0 +1,229 @@ +import { AbstractAssetWrapper, constants } from '@0x/contracts-test-utils'; +import { assetDataUtils } from '@0x/order-utils'; +import { AssetProxyId } from '@0x/types'; +import { BigNumber, errorUtils } from '@0x/utils'; +import * as _ from 'lodash'; + +import { ERC20Wrapper, ERC721Wrapper } from '@0x/contracts-asset-proxy'; + +interface ProxyIdToAssetWrappers { + [proxyId: string]: AbstractAssetWrapper; +} + +/** + * This class abstracts away the differences between ERC20 and ERC721 tokens so that + * the logic that uses it does not need to care what standard a token belongs to. + */ +export class AssetWrapper { + private readonly _proxyIdToAssetWrappers: ProxyIdToAssetWrappers; + constructor(assetWrappers: AbstractAssetWrapper[]) { + this._proxyIdToAssetWrappers = {}; + _.each(assetWrappers, assetWrapper => { + const proxyId = assetWrapper.getProxyId(); + this._proxyIdToAssetWrappers[proxyId] = assetWrapper; + }); + } + public async getBalanceAsync(userAddress: string, assetData: string): Promise<BigNumber> { + const proxyId = assetDataUtils.decodeAssetProxyId(assetData); + switch (proxyId) { + case AssetProxyId.ERC20: { + // tslint:disable-next-line:no-unnecessary-type-assertion + const erc20Wrapper = this._proxyIdToAssetWrappers[proxyId] as ERC20Wrapper; + const balance = await erc20Wrapper.getBalanceAsync(userAddress, assetData); + return balance; + } + case AssetProxyId.ERC721: { + // tslint:disable-next-line:no-unnecessary-type-assertion + const assetWrapper = this._proxyIdToAssetWrappers[proxyId] as ERC721Wrapper; + const assetProxyData = assetDataUtils.decodeERC721AssetData(assetData); + const isOwner = await assetWrapper.isOwnerAsync( + userAddress, + assetProxyData.tokenAddress, + assetProxyData.tokenId, + ); + const balance = isOwner ? new BigNumber(1) : new BigNumber(0); + return balance; + } + default: + throw errorUtils.spawnSwitchErr('proxyId', proxyId); + } + } + public async setBalanceAsync(userAddress: string, assetData: string, desiredBalance: BigNumber): Promise<void> { + const proxyId = assetDataUtils.decodeAssetProxyId(assetData); + switch (proxyId) { + case AssetProxyId.ERC20: { + // tslint:disable-next-line:no-unnecessary-type-assertion + const erc20Wrapper = this._proxyIdToAssetWrappers[proxyId] as ERC20Wrapper; + await erc20Wrapper.setBalanceAsync(userAddress, assetData, desiredBalance); + return; + } + case AssetProxyId.ERC721: { + if (!desiredBalance.eq(0) && !desiredBalance.eq(1)) { + throw new Error(`Balance for ERC721 token can only be set to 0 or 1. Got: ${desiredBalance}`); + } + // tslint:disable-next-line:no-unnecessary-type-assertion + const erc721Wrapper = this._proxyIdToAssetWrappers[proxyId] as ERC721Wrapper; + const assetProxyData = assetDataUtils.decodeERC721AssetData(assetData); + const doesTokenExist = erc721Wrapper.doesTokenExistAsync( + assetProxyData.tokenAddress, + assetProxyData.tokenId, + ); + if (!doesTokenExist && desiredBalance.eq(1)) { + await erc721Wrapper.mintAsync(assetProxyData.tokenAddress, assetProxyData.tokenId, userAddress); + return; + } else if (!doesTokenExist && desiredBalance.eq(0)) { + return; // noop + } + const tokenOwner = await erc721Wrapper.ownerOfAsync( + assetProxyData.tokenAddress, + assetProxyData.tokenId, + ); + if (userAddress !== tokenOwner && desiredBalance.eq(1)) { + await erc721Wrapper.transferFromAsync( + assetProxyData.tokenAddress, + assetProxyData.tokenId, + tokenOwner, + userAddress, + ); + } else if (tokenOwner === userAddress && desiredBalance.eq(0)) { + // Transfer token to someone else + const userAddresses = await (erc721Wrapper as any)._web3Wrapper.getAvailableAddressesAsync(); + const nonOwner = _.find(userAddresses, a => a !== userAddress); + await erc721Wrapper.transferFromAsync( + assetProxyData.tokenAddress, + assetProxyData.tokenId, + tokenOwner, + nonOwner, + ); + return; + } else if ( + (userAddress !== tokenOwner && desiredBalance.eq(0)) || + (tokenOwner === userAddress && desiredBalance.eq(1)) + ) { + return; // noop + } + break; + } + default: + throw errorUtils.spawnSwitchErr('proxyId', proxyId); + } + } + public async getProxyAllowanceAsync(userAddress: string, assetData: string): Promise<BigNumber> { + const proxyId = assetDataUtils.decodeAssetProxyId(assetData); + switch (proxyId) { + case AssetProxyId.ERC20: { + // tslint:disable-next-line:no-unnecessary-type-assertion + const erc20Wrapper = this._proxyIdToAssetWrappers[proxyId] as ERC20Wrapper; + const allowance = await erc20Wrapper.getProxyAllowanceAsync(userAddress, assetData); + return allowance; + } + case AssetProxyId.ERC721: { + // tslint:disable-next-line:no-unnecessary-type-assertion + const assetWrapper = this._proxyIdToAssetWrappers[proxyId] as ERC721Wrapper; + const erc721ProxyData = assetDataUtils.decodeERC721AssetData(assetData); + const isProxyApprovedForAll = await assetWrapper.isProxyApprovedForAllAsync( + userAddress, + erc721ProxyData.tokenAddress, + ); + if (isProxyApprovedForAll) { + return constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS; + } + + const isProxyApproved = await assetWrapper.isProxyApprovedAsync( + erc721ProxyData.tokenAddress, + erc721ProxyData.tokenId, + ); + const allowance = isProxyApproved ? new BigNumber(1) : new BigNumber(0); + return allowance; + } + default: + throw errorUtils.spawnSwitchErr('proxyId', proxyId); + } + } + public async setProxyAllowanceAsync( + userAddress: string, + assetData: string, + desiredAllowance: BigNumber, + ): Promise<void> { + const proxyId = assetDataUtils.decodeAssetProxyId(assetData); + switch (proxyId) { + case AssetProxyId.ERC20: { + // tslint:disable-next-line:no-unnecessary-type-assertion + const erc20Wrapper = this._proxyIdToAssetWrappers[proxyId] as ERC20Wrapper; + await erc20Wrapper.setAllowanceAsync(userAddress, assetData, desiredAllowance); + return; + } + case AssetProxyId.ERC721: { + if ( + !desiredAllowance.eq(0) && + !desiredAllowance.eq(1) && + !desiredAllowance.eq(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS) + ) { + throw new Error( + `Allowance for ERC721 token can only be set to 0, 1 or 2^256-1. Got: ${desiredAllowance}`, + ); + } + // tslint:disable-next-line:no-unnecessary-type-assertion + const erc721Wrapper = this._proxyIdToAssetWrappers[proxyId] as ERC721Wrapper; + const assetProxyData = assetDataUtils.decodeERC721AssetData(assetData); + + const doesTokenExist = await erc721Wrapper.doesTokenExistAsync( + assetProxyData.tokenAddress, + assetProxyData.tokenId, + ); + if (!doesTokenExist) { + throw new Error( + `Cannot setProxyAllowance on non-existent token: ${assetProxyData.tokenAddress} ${ + assetProxyData.tokenId + }`, + ); + } + const isProxyApprovedForAll = await erc721Wrapper.isProxyApprovedForAllAsync( + userAddress, + assetProxyData.tokenAddress, + ); + if (!isProxyApprovedForAll && desiredAllowance.eq(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) { + const isApproved = true; + await erc721Wrapper.approveProxyForAllAsync( + assetProxyData.tokenAddress, + assetProxyData.tokenId, + isApproved, + ); + } else if (isProxyApprovedForAll && desiredAllowance.eq(0)) { + const isApproved = false; + await erc721Wrapper.approveProxyForAllAsync( + assetProxyData.tokenAddress, + assetProxyData.tokenId, + isApproved, + ); + } else if (isProxyApprovedForAll && desiredAllowance.eq(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) { + return; // Noop + } + + const isProxyApproved = await erc721Wrapper.isProxyApprovedAsync( + assetProxyData.tokenAddress, + assetProxyData.tokenId, + ); + if (!isProxyApproved && desiredAllowance.eq(1)) { + await erc721Wrapper.approveProxyAsync(assetProxyData.tokenAddress, assetProxyData.tokenId); + } else if (isProxyApproved && desiredAllowance.eq(0)) { + // Remove approval + await erc721Wrapper.approveAsync( + constants.NULL_ADDRESS, + assetProxyData.tokenAddress, + assetProxyData.tokenId, + ); + } else if ( + (!isProxyApproved && desiredAllowance.eq(0)) || + (isProxyApproved && desiredAllowance.eq(1)) + ) { + return; // noop + } + + break; + } + default: + throw errorUtils.spawnSwitchErr('proxyId', proxyId); + } + } +} diff --git a/contracts/exchange/test/utils/exchange_wrapper.ts b/contracts/exchange/test/utils/exchange_wrapper.ts new file mode 100644 index 000000000..eca535c65 --- /dev/null +++ b/contracts/exchange/test/utils/exchange_wrapper.ts @@ -0,0 +1,292 @@ +import { artifacts as erc20Artifacts } from '@0x/contracts-erc20'; +import { artifacts as erc721Artifacts } from '@0x/contracts-erc721'; +import { + FillResults, + formatters, + LogDecoder, + OrderInfo, + orderUtils, + SignedTransaction, +} from '@0x/contracts-test-utils'; +import { SignedOrder } from '@0x/types'; +import { AbiEncoder, BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import { MethodAbi, Provider, TransactionReceiptWithDecodedLogs } from 'ethereum-types'; +import * as _ from 'lodash'; + +import { artifacts, ExchangeContract } from '../../src'; + +import { AbiDecodedFillOrderData } from './types'; + +export class ExchangeWrapper { + private readonly _exchange: ExchangeContract; + private readonly _web3Wrapper: Web3Wrapper; + private readonly _logDecoder: LogDecoder; + constructor(exchangeContract: ExchangeContract, provider: Provider) { + this._exchange = exchangeContract; + this._web3Wrapper = new Web3Wrapper(provider); + this._logDecoder = new LogDecoder(this._web3Wrapper, { ...artifacts, ...erc20Artifacts, ...erc721Artifacts }); + } + public async fillOrderAsync( + signedOrder: SignedOrder, + from: string, + opts: { takerAssetFillAmount?: BigNumber } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = orderUtils.createFill(signedOrder, opts.takerAssetFillAmount); + const txHash = await this._exchange.fillOrder.sendTransactionAsync( + params.order, + params.takerAssetFillAmount, + params.signature, + { from }, + ); + const txReceipt = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return txReceipt; + } + public async cancelOrderAsync(signedOrder: SignedOrder, from: string): Promise<TransactionReceiptWithDecodedLogs> { + const params = orderUtils.createCancel(signedOrder); + const txHash = await this._exchange.cancelOrder.sendTransactionAsync(params.order, { from }); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async fillOrKillOrderAsync( + signedOrder: SignedOrder, + from: string, + opts: { takerAssetFillAmount?: BigNumber } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = orderUtils.createFill(signedOrder, opts.takerAssetFillAmount); + const txHash = await this._exchange.fillOrKillOrder.sendTransactionAsync( + params.order, + params.takerAssetFillAmount, + params.signature, + { from }, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async fillOrderNoThrowAsync( + signedOrder: SignedOrder, + from: string, + opts: { takerAssetFillAmount?: BigNumber; gas?: number } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = orderUtils.createFill(signedOrder, opts.takerAssetFillAmount); + const txHash = await this._exchange.fillOrderNoThrow.sendTransactionAsync( + params.order, + params.takerAssetFillAmount, + params.signature, + { from, gas: opts.gas }, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async batchFillOrdersAsync( + orders: SignedOrder[], + from: string, + opts: { takerAssetFillAmounts?: BigNumber[] } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = formatters.createBatchFill(orders, opts.takerAssetFillAmounts); + const txHash = await this._exchange.batchFillOrders.sendTransactionAsync( + params.orders, + params.takerAssetFillAmounts, + params.signatures, + { from }, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async batchFillOrKillOrdersAsync( + orders: SignedOrder[], + from: string, + opts: { takerAssetFillAmounts?: BigNumber[] } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = formatters.createBatchFill(orders, opts.takerAssetFillAmounts); + const txHash = await this._exchange.batchFillOrKillOrders.sendTransactionAsync( + params.orders, + params.takerAssetFillAmounts, + params.signatures, + { from }, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async batchFillOrdersNoThrowAsync( + orders: SignedOrder[], + from: string, + opts: { takerAssetFillAmounts?: BigNumber[]; gas?: number } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = formatters.createBatchFill(orders, opts.takerAssetFillAmounts); + const txHash = await this._exchange.batchFillOrdersNoThrow.sendTransactionAsync( + params.orders, + params.takerAssetFillAmounts, + params.signatures, + { from, gas: opts.gas }, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async marketSellOrdersAsync( + orders: SignedOrder[], + from: string, + opts: { takerAssetFillAmount: BigNumber }, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = formatters.createMarketSellOrders(orders, opts.takerAssetFillAmount); + const txHash = await this._exchange.marketSellOrders.sendTransactionAsync( + params.orders, + params.takerAssetFillAmount, + params.signatures, + { from }, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async marketSellOrdersNoThrowAsync( + orders: SignedOrder[], + from: string, + opts: { takerAssetFillAmount: BigNumber; gas?: number }, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = formatters.createMarketSellOrders(orders, opts.takerAssetFillAmount); + const txHash = await this._exchange.marketSellOrdersNoThrow.sendTransactionAsync( + params.orders, + params.takerAssetFillAmount, + params.signatures, + { from, gas: opts.gas }, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async marketBuyOrdersAsync( + orders: SignedOrder[], + from: string, + opts: { makerAssetFillAmount: BigNumber }, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = formatters.createMarketBuyOrders(orders, opts.makerAssetFillAmount); + const txHash = await this._exchange.marketBuyOrders.sendTransactionAsync( + params.orders, + params.makerAssetFillAmount, + params.signatures, + { from }, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async marketBuyOrdersNoThrowAsync( + orders: SignedOrder[], + from: string, + opts: { makerAssetFillAmount: BigNumber; gas?: number }, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = formatters.createMarketBuyOrders(orders, opts.makerAssetFillAmount); + const txHash = await this._exchange.marketBuyOrdersNoThrow.sendTransactionAsync( + params.orders, + params.makerAssetFillAmount, + params.signatures, + { from, gas: opts.gas }, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async batchCancelOrdersAsync( + orders: SignedOrder[], + from: string, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = formatters.createBatchCancel(orders); + const txHash = await this._exchange.batchCancelOrders.sendTransactionAsync(params.orders, { from }); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async cancelOrdersUpToAsync(salt: BigNumber, from: string): Promise<TransactionReceiptWithDecodedLogs> { + const txHash = await this._exchange.cancelOrdersUpTo.sendTransactionAsync(salt, { from }); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async registerAssetProxyAsync( + assetProxyAddress: string, + from: string, + ): Promise<TransactionReceiptWithDecodedLogs> { + const txHash = await this._exchange.registerAssetProxy.sendTransactionAsync(assetProxyAddress, { from }); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async executeTransactionAsync( + signedTx: SignedTransaction, + from: string, + ): Promise<TransactionReceiptWithDecodedLogs> { + const txHash = await this._exchange.executeTransaction.sendTransactionAsync( + signedTx.salt, + signedTx.signerAddress, + signedTx.data, + signedTx.signature, + { from }, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async getTakerAssetFilledAmountAsync(orderHashHex: string): Promise<BigNumber> { + const filledAmount = await this._exchange.filled.callAsync(orderHashHex); + return filledAmount; + } + public async isCancelledAsync(orderHashHex: string): Promise<boolean> { + const isCancelled = await this._exchange.cancelled.callAsync(orderHashHex); + return isCancelled; + } + public async getOrderEpochAsync(makerAddress: string, senderAddress: string): Promise<BigNumber> { + const orderEpoch = await this._exchange.orderEpoch.callAsync(makerAddress, senderAddress); + return orderEpoch; + } + public async getOrderInfoAsync(signedOrder: SignedOrder): Promise<OrderInfo> { + const orderInfo = await this._exchange.getOrderInfo.callAsync(signedOrder); + return orderInfo; + } + public async getOrdersInfoAsync(signedOrders: SignedOrder[]): Promise<OrderInfo[]> { + const ordersInfo = (await this._exchange.getOrdersInfo.callAsync(signedOrders)) as OrderInfo[]; + return ordersInfo; + } + public async matchOrdersAsync( + signedOrderLeft: SignedOrder, + signedOrderRight: SignedOrder, + from: string, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = orderUtils.createMatchOrders(signedOrderLeft, signedOrderRight); + const txHash = await this._exchange.matchOrders.sendTransactionAsync( + params.left, + params.right, + params.leftSignature, + params.rightSignature, + { from }, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async getFillOrderResultsAsync( + signedOrder: SignedOrder, + from: string, + opts: { takerAssetFillAmount?: BigNumber } = {}, + ): Promise<FillResults> { + const params = orderUtils.createFill(signedOrder, opts.takerAssetFillAmount); + const fillResults = await this._exchange.fillOrder.callAsync( + params.order, + params.takerAssetFillAmount, + params.signature, + { from }, + ); + return fillResults; + } + public abiEncodeFillOrder(signedOrder: SignedOrder, opts: { takerAssetFillAmount?: BigNumber } = {}): string { + const params = orderUtils.createFill(signedOrder, opts.takerAssetFillAmount); + const data = this._exchange.fillOrder.getABIEncodedTransactionData( + params.order, + params.takerAssetFillAmount, + params.signature, + ); + return data; + } + public abiDecodeFillOrder(data: string): AbiDecodedFillOrderData { + // Lookup fillOrder ABI in exchange abi + const fillOrderAbi = _.find(this._exchange.abi, { name: 'fillOrder' }) as MethodAbi; + // Decode input data + const abiEncoder = new AbiEncoder.Method(fillOrderAbi); + const decodedData = abiEncoder.decode(data) as AbiDecodedFillOrderData; + return decodedData; + } + public getExchangeAddress(): string { + return this._exchange.address; + } +} diff --git a/contracts/exchange/test/utils/fill_order_combinatorial_utils.ts b/contracts/exchange/test/utils/fill_order_combinatorial_utils.ts new file mode 100644 index 000000000..26b168909 --- /dev/null +++ b/contracts/exchange/test/utils/fill_order_combinatorial_utils.ts @@ -0,0 +1,926 @@ +import { ERC20Wrapper, ERC721Wrapper } from '@0x/contracts-asset-proxy'; +import { artifacts as libsArtifacts, TestLibsContract } from '@0x/contracts-exchange-libs'; +import { + AllowanceAmountScenario, + AssetDataScenario, + BalanceAmountScenario, + chaiSetup, + constants, + expectTransactionFailedAsync, + ExpirationTimeSecondsScenario, + FeeRecipientAddressScenario, + FillScenario, + OrderAssetAmountScenario, + orderUtils, + signingUtils, + TakerAssetFillAmountScenario, + TakerScenario, + TraderStateScenario, +} from '@0x/contracts-test-utils'; +import { + assetDataUtils, + BalanceAndProxyAllowanceLazyStore, + ExchangeTransferSimulator, + orderHashUtils, + OrderStateUtils, + OrderValidationUtils, +} from '@0x/order-utils'; +import { AssetProxyId, RevertReason, SignatureType, SignedOrder } from '@0x/types'; +import { BigNumber, errorUtils, logUtils } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import * as chai from 'chai'; +import { LogWithDecodedArgs, Provider, TxData } from 'ethereum-types'; +import * as _ from 'lodash'; +import 'make-promises-safe'; + +import { artifacts, ExchangeContract, ExchangeFillEventArgs } from '../../src'; + +import { AssetWrapper } from './asset_wrapper'; +import { ExchangeWrapper } from './exchange_wrapper'; +import { OrderFactoryFromScenario } from './order_factory_from_scenario'; +import { SimpleAssetBalanceAndProxyAllowanceFetcher } from './simple_asset_balance_and_proxy_allowance_fetcher'; +import { SimpleOrderFilledCancelledFetcher } from './simple_order_filled_cancelled_fetcher'; + +chaiSetup.configure(); +const expect = chai.expect; + +/** + * Instantiates a new instance of FillOrderCombinatorialUtils. Since this method has some + * required async setup, a factory method is required. + * @param web3Wrapper Web3Wrapper instance + * @param txDefaults Default Ethereum tx options + * @return FillOrderCombinatorialUtils instance + */ +export async function fillOrderCombinatorialUtilsFactoryAsync( + web3Wrapper: Web3Wrapper, + txDefaults: Partial<TxData>, +): Promise<FillOrderCombinatorialUtils> { + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const userAddresses = _.slice(accounts, 0, 5); + const [ownerAddress, makerAddress, takerAddress] = userAddresses; + const makerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[userAddresses.indexOf(makerAddress)]; + + const provider = web3Wrapper.getProvider(); + const erc20Wrapper = new ERC20Wrapper(provider, userAddresses, ownerAddress); + const erc721Wrapper = new ERC721Wrapper(provider, userAddresses, ownerAddress); + + const erc20EighteenDecimalTokenCount = 3; + const eighteenDecimals = new BigNumber(18); + const [ + erc20EighteenDecimalTokenA, + erc20EighteenDecimalTokenB, + zrxToken, + ] = await erc20Wrapper.deployDummyTokensAsync(erc20EighteenDecimalTokenCount, eighteenDecimals); + const zrxAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + + const erc20FiveDecimalTokenCount = 2; + const fiveDecimals = new BigNumber(5); + const [erc20FiveDecimalTokenA, erc20FiveDecimalTokenB] = await erc20Wrapper.deployDummyTokensAsync( + erc20FiveDecimalTokenCount, + fiveDecimals, + ); + const zeroDecimals = new BigNumber(0); + const erc20ZeroDecimalTokenCount = 2; + const [erc20ZeroDecimalTokenA, erc20ZeroDecimalTokenB] = await erc20Wrapper.deployDummyTokensAsync( + erc20ZeroDecimalTokenCount, + zeroDecimals, + ); + const erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + const [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + const erc721Proxy = await erc721Wrapper.deployProxyAsync(); + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + + const assetWrapper = new AssetWrapper([erc20Wrapper, erc721Wrapper]); + + const exchangeContract = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + zrxAssetData, + ); + const exchangeWrapper = new ExchangeWrapper(exchangeContract, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, ownerAddress); + await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, ownerAddress); + + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeContract.address, { + from: ownerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeContract.address, { + from: ownerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + const orderFactory = new OrderFactoryFromScenario( + userAddresses, + zrxToken.address, + [erc20EighteenDecimalTokenA.address, erc20EighteenDecimalTokenB.address], + [erc20FiveDecimalTokenA.address, erc20FiveDecimalTokenB.address], + [erc20ZeroDecimalTokenA.address, erc20ZeroDecimalTokenB.address], + erc721Token, + erc721Balances, + exchangeContract.address, + ); + + const testLibsContract = await TestLibsContract.deployFrom0xArtifactAsync( + libsArtifacts.TestLibs, + provider, + txDefaults, + ); + + const fillOrderCombinatorialUtils = new FillOrderCombinatorialUtils( + orderFactory, + ownerAddress, + makerAddress, + makerPrivateKey, + takerAddress, + zrxAssetData, + exchangeWrapper, + assetWrapper, + testLibsContract, + ); + return fillOrderCombinatorialUtils; +} + +export class FillOrderCombinatorialUtils { + public orderFactory: OrderFactoryFromScenario; + public ownerAddress: string; + public makerAddress: string; + public makerPrivateKey: Buffer; + public takerAddress: string; + public zrxAssetData: string; + public exchangeWrapper: ExchangeWrapper; + public assetWrapper: AssetWrapper; + public testLibsContract: TestLibsContract; + public static generateFillOrderCombinations(): FillScenario[] { + const takerScenarios = [ + TakerScenario.Unspecified, + // TakerScenario.CorrectlySpecified, + // TakerScenario.IncorrectlySpecified, + ]; + const feeRecipientScenarios = [ + FeeRecipientAddressScenario.EthUserAddress, + // FeeRecipientAddressScenario.BurnAddress, + ]; + const makerAssetAmountScenario = [ + OrderAssetAmountScenario.Large, + // OrderAssetAmountScenario.Zero, + // OrderAssetAmountScenario.Small, + ]; + const takerAssetAmountScenario = [ + OrderAssetAmountScenario.Large, + // OrderAssetAmountScenario.Zero, + // OrderAssetAmountScenario.Small, + ]; + const makerFeeScenario = [ + OrderAssetAmountScenario.Large, + // OrderAssetAmountScenario.Small, + // OrderAssetAmountScenario.Zero, + ]; + const takerFeeScenario = [ + OrderAssetAmountScenario.Large, + // OrderAssetAmountScenario.Small, + // OrderAssetAmountScenario.Zero, + ]; + const expirationTimeSecondsScenario = [ + ExpirationTimeSecondsScenario.InFuture, + ExpirationTimeSecondsScenario.InPast, + ]; + const makerAssetDataScenario = [ + AssetDataScenario.ERC20FiveDecimals, + AssetDataScenario.ERC20NonZRXEighteenDecimals, + AssetDataScenario.ERC721, + AssetDataScenario.ZRXFeeToken, + ]; + const takerAssetDataScenario = [ + AssetDataScenario.ERC20FiveDecimals, + AssetDataScenario.ERC20NonZRXEighteenDecimals, + AssetDataScenario.ERC721, + AssetDataScenario.ZRXFeeToken, + ]; + const takerAssetFillAmountScenario = [ + TakerAssetFillAmountScenario.ExactlyRemainingFillableTakerAssetAmount, + // TakerAssetFillAmountScenario.GreaterThanRemainingFillableTakerAssetAmount, + // TakerAssetFillAmountScenario.LessThanRemainingFillableTakerAssetAmount, + ]; + const makerAssetBalanceScenario = [ + BalanceAmountScenario.Higher, + // BalanceAmountScenario.Exact, + // BalanceAmountScenario.TooLow, + ]; + const makerAssetAllowanceScenario = [ + AllowanceAmountScenario.Higher, + // AllowanceAmountScenario.Exact, + // AllowanceAmountScenario.TooLow, + // AllowanceAmountScenario.Unlimited, + ]; + const makerZRXBalanceScenario = [ + BalanceAmountScenario.Higher, + // BalanceAmountScenario.Exact, + // BalanceAmountScenario.TooLow, + ]; + const makerZRXAllowanceScenario = [ + AllowanceAmountScenario.Higher, + // AllowanceAmountScenario.Exact, + // AllowanceAmountScenario.TooLow, + // AllowanceAmountScenario.Unlimited, + ]; + const takerAssetBalanceScenario = [ + BalanceAmountScenario.Higher, + // BalanceAmountScenario.Exact, + // BalanceAmountScenario.TooLow, + ]; + const takerAssetAllowanceScenario = [ + AllowanceAmountScenario.Higher, + // AllowanceAmountScenario.Exact, + // AllowanceAmountScenario.TooLow, + // AllowanceAmountScenario.Unlimited, + ]; + const takerZRXBalanceScenario = [ + BalanceAmountScenario.Higher, + // BalanceAmountScenario.Exact, + // BalanceAmountScenario.TooLow, + ]; + const takerZRXAllowanceScenario = [ + AllowanceAmountScenario.Higher, + // AllowanceAmountScenario.Exact, + // AllowanceAmountScenario.TooLow, + // AllowanceAmountScenario.Unlimited, + ]; + const fillScenarioArrays = FillOrderCombinatorialUtils._getAllCombinations([ + takerScenarios, + feeRecipientScenarios, + makerAssetAmountScenario, + takerAssetAmountScenario, + makerFeeScenario, + takerFeeScenario, + expirationTimeSecondsScenario, + makerAssetDataScenario, + takerAssetDataScenario, + takerAssetFillAmountScenario, + makerAssetBalanceScenario, + makerAssetAllowanceScenario, + makerZRXBalanceScenario, + makerZRXAllowanceScenario, + takerAssetBalanceScenario, + takerAssetAllowanceScenario, + takerZRXBalanceScenario, + takerZRXAllowanceScenario, + ]); + + const fillScenarios = _.map(fillScenarioArrays, fillScenarioArray => { + // tslint:disable:custom-no-magic-numbers + const fillScenario: FillScenario = { + orderScenario: { + takerScenario: fillScenarioArray[0] as TakerScenario, + feeRecipientScenario: fillScenarioArray[1] as FeeRecipientAddressScenario, + makerAssetAmountScenario: fillScenarioArray[2] as OrderAssetAmountScenario, + takerAssetAmountScenario: fillScenarioArray[3] as OrderAssetAmountScenario, + makerFeeScenario: fillScenarioArray[4] as OrderAssetAmountScenario, + takerFeeScenario: fillScenarioArray[5] as OrderAssetAmountScenario, + expirationTimeSecondsScenario: fillScenarioArray[6] as ExpirationTimeSecondsScenario, + makerAssetDataScenario: fillScenarioArray[7] as AssetDataScenario, + takerAssetDataScenario: fillScenarioArray[8] as AssetDataScenario, + }, + takerAssetFillAmountScenario: fillScenarioArray[9] as TakerAssetFillAmountScenario, + makerStateScenario: { + traderAssetBalance: fillScenarioArray[10] as BalanceAmountScenario, + traderAssetAllowance: fillScenarioArray[11] as AllowanceAmountScenario, + zrxFeeBalance: fillScenarioArray[12] as BalanceAmountScenario, + zrxFeeAllowance: fillScenarioArray[13] as AllowanceAmountScenario, + }, + takerStateScenario: { + traderAssetBalance: fillScenarioArray[14] as BalanceAmountScenario, + traderAssetAllowance: fillScenarioArray[15] as AllowanceAmountScenario, + zrxFeeBalance: fillScenarioArray[16] as BalanceAmountScenario, + zrxFeeAllowance: fillScenarioArray[17] as AllowanceAmountScenario, + }, + }; + // tslint:enable:custom-no-magic-numbers + return fillScenario; + }); + + return fillScenarios; + } + /** + * Recursive implementation of generating all combinations of the supplied + * string-containing arrays. + */ + private static _getAllCombinations(arrays: string[][]): string[][] { + // Base case + if (arrays.length === 1) { + const remainingValues = _.map(arrays[0], val => { + return [val]; + }); + return remainingValues; + } else { + const result = []; + const restOfArrays = arrays.slice(1); + const allCombinationsOfRemaining = FillOrderCombinatorialUtils._getAllCombinations(restOfArrays); // recur with the rest of array + // tslint:disable:prefer-for-of + for (let i = 0; i < allCombinationsOfRemaining.length; i++) { + for (let j = 0; j < arrays[0].length; j++) { + result.push([arrays[0][j], ...allCombinationsOfRemaining[i]]); + } + } + // tslint:enable:prefer-for-of + return result; + } + } + constructor( + orderFactory: OrderFactoryFromScenario, + ownerAddress: string, + makerAddress: string, + makerPrivateKey: Buffer, + takerAddress: string, + zrxAssetData: string, + exchangeWrapper: ExchangeWrapper, + assetWrapper: AssetWrapper, + testLibsContract: TestLibsContract, + ) { + this.orderFactory = orderFactory; + this.ownerAddress = ownerAddress; + this.makerAddress = makerAddress; + this.makerPrivateKey = makerPrivateKey; + this.takerAddress = takerAddress; + this.zrxAssetData = zrxAssetData; + this.exchangeWrapper = exchangeWrapper; + this.assetWrapper = assetWrapper; + this.testLibsContract = testLibsContract; + } + public async testFillOrderScenarioAsync( + provider: Provider, + fillScenario: FillScenario, + isVerbose: boolean = false, + ): Promise<void> { + // 1. Generate order + const order = this.orderFactory.generateOrder(fillScenario.orderScenario); + + // 2. Sign order + const orderHashBuff = orderHashUtils.getOrderHashBuffer(order); + const signature = signingUtils.signMessage(orderHashBuff, this.makerPrivateKey, SignatureType.EthSign); + const signedOrder = { + ...order, + signature: `0x${signature.toString('hex')}`, + }; + + const balanceAndProxyAllowanceFetcher = new SimpleAssetBalanceAndProxyAllowanceFetcher(this.assetWrapper); + const orderFilledCancelledFetcher = new SimpleOrderFilledCancelledFetcher( + this.exchangeWrapper, + this.zrxAssetData, + ); + + // 3. Figure out fill amount + const takerAssetFillAmount = await this._getTakerAssetFillAmountAsync( + signedOrder, + fillScenario.takerAssetFillAmountScenario, + balanceAndProxyAllowanceFetcher, + orderFilledCancelledFetcher, + ); + + // 4. Permutate the maker and taker balance/allowance scenarios + await this._modifyTraderStateAsync( + fillScenario.makerStateScenario, + fillScenario.takerStateScenario, + signedOrder, + takerAssetFillAmount, + ); + + // 5. If I fill it by X, what are the resulting balances/allowances/filled amounts expected? + const orderValidationUtils = new OrderValidationUtils(orderFilledCancelledFetcher, provider); + const lazyStore = new BalanceAndProxyAllowanceLazyStore(balanceAndProxyAllowanceFetcher); + const exchangeTransferSimulator = new ExchangeTransferSimulator(lazyStore); + + let fillRevertReasonIfExists; + try { + await orderValidationUtils.validateFillOrderThrowIfInvalidAsync( + exchangeTransferSimulator, + provider, + signedOrder, + takerAssetFillAmount, + this.takerAddress, + this.zrxAssetData, + ); + if (isVerbose) { + logUtils.log(`Expecting fillOrder to succeed.`); + } + } catch (err) { + fillRevertReasonIfExists = err.message; + if (isVerbose) { + logUtils.log(`Expecting fillOrder to fail with:`); + logUtils.log(err); + } + } + + // 6. Fill the order + await this._fillOrderAndAssertOutcomeAsync( + signedOrder, + takerAssetFillAmount, + lazyStore, + fillRevertReasonIfExists, + ); + + await this._abiEncodeFillOrderAndAssertOutcomeAsync(signedOrder, takerAssetFillAmount); + } + private async _fillOrderAndAssertOutcomeAsync( + signedOrder: SignedOrder, + takerAssetFillAmount: BigNumber, + lazyStore: BalanceAndProxyAllowanceLazyStore, + fillRevertReasonIfExists: RevertReason | undefined, + ): Promise<void> { + if (!_.isUndefined(fillRevertReasonIfExists)) { + return expectTransactionFailedAsync( + this.exchangeWrapper.fillOrderAsync(signedOrder, this.takerAddress, { takerAssetFillAmount }), + fillRevertReasonIfExists, + ); + } + + const makerAddress = signedOrder.makerAddress; + const makerAssetData = signedOrder.makerAssetData; + const takerAssetData = signedOrder.takerAssetData; + const feeRecipient = signedOrder.feeRecipientAddress; + + const expMakerAssetBalanceOfMaker = await lazyStore.getBalanceAsync(makerAssetData, makerAddress); + const expMakerAssetAllowanceOfMaker = await lazyStore.getProxyAllowanceAsync(makerAssetData, makerAddress); + const expTakerAssetBalanceOfMaker = await lazyStore.getBalanceAsync(takerAssetData, makerAddress); + const expZRXAssetBalanceOfMaker = await lazyStore.getBalanceAsync(this.zrxAssetData, makerAddress); + const expZRXAssetAllowanceOfMaker = await lazyStore.getProxyAllowanceAsync(this.zrxAssetData, makerAddress); + const expTakerAssetBalanceOfTaker = await lazyStore.getBalanceAsync(takerAssetData, this.takerAddress); + const expTakerAssetAllowanceOfTaker = await lazyStore.getProxyAllowanceAsync(takerAssetData, this.takerAddress); + const expMakerAssetBalanceOfTaker = await lazyStore.getBalanceAsync(makerAssetData, this.takerAddress); + const expZRXAssetBalanceOfTaker = await lazyStore.getBalanceAsync(this.zrxAssetData, this.takerAddress); + const expZRXAssetAllowanceOfTaker = await lazyStore.getProxyAllowanceAsync( + this.zrxAssetData, + this.takerAddress, + ); + const expZRXAssetBalanceOfFeeRecipient = await lazyStore.getBalanceAsync(this.zrxAssetData, feeRecipient); + + const orderHash = orderHashUtils.getOrderHashHex(signedOrder); + const alreadyFilledTakerAmount = await this.exchangeWrapper.getTakerAssetFilledAmountAsync(orderHash); + const remainingTakerAmountToFill = signedOrder.takerAssetAmount.minus(alreadyFilledTakerAmount); + const expFilledTakerAmount = takerAssetFillAmount.gt(remainingTakerAmountToFill) + ? remainingTakerAmountToFill + : alreadyFilledTakerAmount.plus(takerAssetFillAmount); + + const expFilledMakerAmount = orderUtils.getPartialAmountFloor( + expFilledTakerAmount, + signedOrder.takerAssetAmount, + signedOrder.makerAssetAmount, + ); + const expMakerFeePaid = orderUtils.getPartialAmountFloor( + expFilledTakerAmount, + signedOrder.takerAssetAmount, + signedOrder.makerFee, + ); + const expTakerFeePaid = orderUtils.getPartialAmountFloor( + expFilledTakerAmount, + signedOrder.takerAssetAmount, + signedOrder.takerFee, + ); + const fillResults = await this.exchangeWrapper.getFillOrderResultsAsync(signedOrder, this.takerAddress, { + takerAssetFillAmount, + }); + expect(fillResults.takerAssetFilledAmount).to.be.bignumber.equal( + expFilledTakerAmount, + 'takerAssetFilledAmount', + ); + expect(fillResults.makerAssetFilledAmount).to.be.bignumber.equal( + expFilledMakerAmount, + 'makerAssetFilledAmount', + ); + expect(fillResults.takerFeePaid).to.be.bignumber.equal(expTakerFeePaid, 'takerFeePaid'); + expect(fillResults.makerFeePaid).to.be.bignumber.equal(expMakerFeePaid, 'makerFeePaid'); + + // - Let's fill the order! + const txReceipt = await this.exchangeWrapper.fillOrderAsync(signedOrder, this.takerAddress, { + takerAssetFillAmount, + }); + + const actFilledTakerAmount = await this.exchangeWrapper.getTakerAssetFilledAmountAsync(orderHash); + expect(actFilledTakerAmount).to.be.bignumber.equal(expFilledTakerAmount, 'filledTakerAmount'); + + const exchangeLogs = _.filter( + txReceipt.logs, + txLog => txLog.address === this.exchangeWrapper.getExchangeAddress(), + ); + expect(exchangeLogs.length).to.be.equal(1, 'logs length'); + // tslint:disable-next-line:no-unnecessary-type-assertion + const log = txReceipt.logs[0] as LogWithDecodedArgs<ExchangeFillEventArgs>; + expect(log.args.makerAddress).to.be.equal(makerAddress, 'log.args.makerAddress'); + expect(log.args.takerAddress).to.be.equal(this.takerAddress, 'log.args.this.takerAddress'); + expect(log.args.feeRecipientAddress).to.be.equal(feeRecipient, 'log.args.feeRecipientAddress'); + expect(log.args.makerAssetFilledAmount).to.be.bignumber.equal( + expFilledMakerAmount, + 'log.args.makerAssetFilledAmount', + ); + expect(log.args.takerAssetFilledAmount).to.be.bignumber.equal( + expFilledTakerAmount, + 'log.args.takerAssetFilledAmount', + ); + expect(log.args.makerFeePaid).to.be.bignumber.equal(expMakerFeePaid, 'log.args.makerFeePaid'); + expect(log.args.takerFeePaid).to.be.bignumber.equal(expTakerFeePaid, 'logs.args.takerFeePaid'); + expect(log.args.orderHash).to.be.equal(orderHash, 'log.args.orderHash'); + expect(log.args.makerAssetData).to.be.equal(makerAssetData, 'log.args.makerAssetData'); + expect(log.args.takerAssetData).to.be.equal(takerAssetData, 'log.args.takerAssetData'); + + const actMakerAssetBalanceOfMaker = await this.assetWrapper.getBalanceAsync(makerAddress, makerAssetData); + expect(actMakerAssetBalanceOfMaker).to.be.bignumber.equal( + expMakerAssetBalanceOfMaker, + 'makerAssetBalanceOfMaker', + ); + + const actMakerAssetAllowanceOfMaker = await this.assetWrapper.getProxyAllowanceAsync( + makerAddress, + makerAssetData, + ); + expect(actMakerAssetAllowanceOfMaker).to.be.bignumber.equal( + expMakerAssetAllowanceOfMaker, + 'makerAssetAllowanceOfMaker', + ); + + const actTakerAssetBalanceOfMaker = await this.assetWrapper.getBalanceAsync(makerAddress, takerAssetData); + expect(actTakerAssetBalanceOfMaker).to.be.bignumber.equal( + expTakerAssetBalanceOfMaker, + 'takerAssetBalanceOfMaker', + ); + + const actZRXAssetBalanceOfMaker = await this.assetWrapper.getBalanceAsync(makerAddress, this.zrxAssetData); + expect(actZRXAssetBalanceOfMaker).to.be.bignumber.equal(expZRXAssetBalanceOfMaker, 'ZRXAssetBalanceOfMaker'); + + const actZRXAssetAllowanceOfMaker = await this.assetWrapper.getProxyAllowanceAsync( + makerAddress, + this.zrxAssetData, + ); + expect(actZRXAssetAllowanceOfMaker).to.be.bignumber.equal( + expZRXAssetAllowanceOfMaker, + 'ZRXAssetAllowanceOfMaker', + ); + + const actTakerAssetBalanceOfTaker = await this.assetWrapper.getBalanceAsync(this.takerAddress, takerAssetData); + expect(actTakerAssetBalanceOfTaker).to.be.bignumber.equal( + expTakerAssetBalanceOfTaker, + 'TakerAssetBalanceOfTaker', + ); + + const actTakerAssetAllowanceOfTaker = await this.assetWrapper.getProxyAllowanceAsync( + this.takerAddress, + takerAssetData, + ); + + expect(actTakerAssetAllowanceOfTaker).to.be.bignumber.equal( + expTakerAssetAllowanceOfTaker, + 'TakerAssetAllowanceOfTaker', + ); + + const actMakerAssetBalanceOfTaker = await this.assetWrapper.getBalanceAsync(this.takerAddress, makerAssetData); + expect(actMakerAssetBalanceOfTaker).to.be.bignumber.equal( + expMakerAssetBalanceOfTaker, + 'MakerAssetBalanceOfTaker', + ); + + const actZRXAssetBalanceOfTaker = await this.assetWrapper.getBalanceAsync(this.takerAddress, this.zrxAssetData); + expect(actZRXAssetBalanceOfTaker).to.be.bignumber.equal(expZRXAssetBalanceOfTaker, 'ZRXAssetBalanceOfTaker'); + + const actZRXAssetAllowanceOfTaker = await this.assetWrapper.getProxyAllowanceAsync( + this.takerAddress, + this.zrxAssetData, + ); + expect(actZRXAssetAllowanceOfTaker).to.be.bignumber.equal( + expZRXAssetAllowanceOfTaker, + 'ZRXAssetAllowanceOfTaker', + ); + + const actZRXAssetBalanceOfFeeRecipient = await this.assetWrapper.getBalanceAsync( + feeRecipient, + this.zrxAssetData, + ); + expect(actZRXAssetBalanceOfFeeRecipient).to.be.bignumber.equal( + expZRXAssetBalanceOfFeeRecipient, + 'ZRXAssetBalanceOfFeeRecipient', + ); + } + private async _abiEncodeFillOrderAndAssertOutcomeAsync( + signedOrder: SignedOrder, + takerAssetFillAmount: BigNumber, + ): Promise<void> { + const params = orderUtils.createFill(signedOrder, takerAssetFillAmount); + const abiDataEncodedByContract = await this.testLibsContract.publicAbiEncodeFillOrder.callAsync( + params.order, + params.takerAssetFillAmount, + params.signature, + ); + const paramsDecodedByClient = this.exchangeWrapper.abiDecodeFillOrder(abiDataEncodedByContract); + expect(paramsDecodedByClient).to.be.deep.equal(params, 'ABIEncodedFillOrderData'); + } + private async _getTakerAssetFillAmountAsync( + signedOrder: SignedOrder, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario, + balanceAndProxyAllowanceFetcher: SimpleAssetBalanceAndProxyAllowanceFetcher, + orderFilledCancelledFetcher: SimpleOrderFilledCancelledFetcher, + ): Promise<BigNumber> { + const orderStateUtils = new OrderStateUtils(balanceAndProxyAllowanceFetcher, orderFilledCancelledFetcher); + const fillableTakerAssetAmount = await orderStateUtils.getMaxFillableTakerAssetAmountAsync( + signedOrder, + this.takerAddress, + ); + + let takerAssetFillAmount; + switch (takerAssetFillAmountScenario) { + case TakerAssetFillAmountScenario.Zero: + takerAssetFillAmount = new BigNumber(0); + break; + + case TakerAssetFillAmountScenario.ExactlyRemainingFillableTakerAssetAmount: + takerAssetFillAmount = fillableTakerAssetAmount; + break; + + case TakerAssetFillAmountScenario.GreaterThanRemainingFillableTakerAssetAmount: + takerAssetFillAmount = fillableTakerAssetAmount.plus(1); + break; + + case TakerAssetFillAmountScenario.LessThanRemainingFillableTakerAssetAmount: + const takerAssetProxyId = assetDataUtils.decodeAssetProxyId(signedOrder.takerAssetData); + const makerAssetProxyId = assetDataUtils.decodeAssetProxyId(signedOrder.makerAssetData); + const isEitherAssetERC721 = + takerAssetProxyId === AssetProxyId.ERC721 || makerAssetProxyId === AssetProxyId.ERC721; + if (isEitherAssetERC721) { + throw new Error( + 'Cannot test `TakerAssetFillAmountScenario.LessThanRemainingFillableTakerAssetAmount` together with ERC721 assets since orders involving ERC721 must always be filled exactly.', + ); + } + takerAssetFillAmount = fillableTakerAssetAmount.div(2).integerValue(BigNumber.ROUND_FLOOR); + break; + + default: + throw errorUtils.spawnSwitchErr('TakerAssetFillAmountScenario', takerAssetFillAmountScenario); + } + + return takerAssetFillAmount; + } + private async _modifyTraderStateAsync( + makerStateScenario: TraderStateScenario, + takerStateScenario: TraderStateScenario, + signedOrder: SignedOrder, + takerAssetFillAmount: BigNumber, + ): Promise<void> { + const makerAssetFillAmount = orderUtils.getPartialAmountFloor( + takerAssetFillAmount, + signedOrder.takerAssetAmount, + signedOrder.makerAssetAmount, + ); + switch (makerStateScenario.traderAssetBalance) { + case BalanceAmountScenario.Higher: + break; // Noop since this is already the default + + case BalanceAmountScenario.TooLow: + if (makerAssetFillAmount.eq(0)) { + throw new Error(`Cannot set makerAssetBalanceOfMaker TooLow if makerAssetFillAmount is 0`); + } + const tooLowBalance = makerAssetFillAmount.minus(1); + await this.assetWrapper.setBalanceAsync( + signedOrder.makerAddress, + signedOrder.makerAssetData, + tooLowBalance, + ); + break; + + case BalanceAmountScenario.Exact: + const exactBalance = makerAssetFillAmount; + await this.assetWrapper.setBalanceAsync( + signedOrder.makerAddress, + signedOrder.makerAssetData, + exactBalance, + ); + break; + + default: + throw errorUtils.spawnSwitchErr( + 'makerStateScenario.traderAssetBalance', + makerStateScenario.traderAssetBalance, + ); + } + + const makerFee = orderUtils.getPartialAmountFloor( + takerAssetFillAmount, + signedOrder.takerAssetAmount, + signedOrder.makerFee, + ); + switch (makerStateScenario.zrxFeeBalance) { + case BalanceAmountScenario.Higher: + break; // Noop since this is already the default + + case BalanceAmountScenario.TooLow: + if (makerFee.eq(0)) { + throw new Error(`Cannot set zrxAsserBalanceOfMaker TooLow if makerFee is 0`); + } + const tooLowBalance = makerFee.minus(1); + await this.assetWrapper.setBalanceAsync(signedOrder.makerAddress, this.zrxAssetData, tooLowBalance); + break; + + case BalanceAmountScenario.Exact: + const exactBalance = makerFee; + await this.assetWrapper.setBalanceAsync(signedOrder.makerAddress, this.zrxAssetData, exactBalance); + break; + + default: + throw errorUtils.spawnSwitchErr('makerStateScenario.zrxFeeBalance', makerStateScenario.zrxFeeBalance); + } + + switch (makerStateScenario.traderAssetAllowance) { + case AllowanceAmountScenario.Higher: + break; // Noop since this is already the default + + case AllowanceAmountScenario.TooLow: + const tooLowAllowance = makerAssetFillAmount.minus(1); + await this.assetWrapper.setProxyAllowanceAsync( + signedOrder.makerAddress, + signedOrder.makerAssetData, + tooLowAllowance, + ); + break; + + case AllowanceAmountScenario.Exact: + const exactAllowance = makerAssetFillAmount; + await this.assetWrapper.setProxyAllowanceAsync( + signedOrder.makerAddress, + signedOrder.makerAssetData, + exactAllowance, + ); + break; + + case AllowanceAmountScenario.Unlimited: + await this.assetWrapper.setProxyAllowanceAsync( + signedOrder.makerAddress, + signedOrder.makerAssetData, + constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS, + ); + break; + + default: + throw errorUtils.spawnSwitchErr( + 'makerStateScenario.traderAssetAllowance', + makerStateScenario.traderAssetAllowance, + ); + } + + switch (makerStateScenario.zrxFeeAllowance) { + case AllowanceAmountScenario.Higher: + break; // Noop since this is already the default + + case AllowanceAmountScenario.TooLow: + const tooLowAllowance = makerFee.minus(1); + await this.assetWrapper.setProxyAllowanceAsync( + signedOrder.makerAddress, + this.zrxAssetData, + tooLowAllowance, + ); + break; + + case AllowanceAmountScenario.Exact: + const exactAllowance = makerFee; + await this.assetWrapper.setProxyAllowanceAsync( + signedOrder.makerAddress, + this.zrxAssetData, + exactAllowance, + ); + break; + + case AllowanceAmountScenario.Unlimited: + await this.assetWrapper.setProxyAllowanceAsync( + signedOrder.makerAddress, + this.zrxAssetData, + constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS, + ); + break; + + default: + throw errorUtils.spawnSwitchErr( + 'makerStateScenario.zrxFeeAllowance', + makerStateScenario.zrxFeeAllowance, + ); + } + + switch (takerStateScenario.traderAssetBalance) { + case BalanceAmountScenario.Higher: + break; // Noop since this is already the default + + case BalanceAmountScenario.TooLow: + if (takerAssetFillAmount.eq(0)) { + throw new Error(`Cannot set takerAssetBalanceOfTaker TooLow if takerAssetFillAmount is 0`); + } + const tooLowBalance = takerAssetFillAmount.minus(1); + await this.assetWrapper.setBalanceAsync(this.takerAddress, signedOrder.takerAssetData, tooLowBalance); + break; + + case BalanceAmountScenario.Exact: + const exactBalance = takerAssetFillAmount; + await this.assetWrapper.setBalanceAsync(this.takerAddress, signedOrder.takerAssetData, exactBalance); + break; + + default: + throw errorUtils.spawnSwitchErr( + 'takerStateScenario.traderAssetBalance', + takerStateScenario.traderAssetBalance, + ); + } + + const takerFee = orderUtils.getPartialAmountFloor( + takerAssetFillAmount, + signedOrder.takerAssetAmount, + signedOrder.takerFee, + ); + switch (takerStateScenario.zrxFeeBalance) { + case BalanceAmountScenario.Higher: + break; // Noop since this is already the default + + case BalanceAmountScenario.TooLow: + if (takerFee.eq(0)) { + throw new Error(`Cannot set zrxAssetBalanceOfTaker TooLow if takerFee is 0`); + } + const tooLowBalance = takerFee.minus(1); + await this.assetWrapper.setBalanceAsync(this.takerAddress, this.zrxAssetData, tooLowBalance); + break; + + case BalanceAmountScenario.Exact: + const exactBalance = takerFee; + await this.assetWrapper.setBalanceAsync(this.takerAddress, this.zrxAssetData, exactBalance); + break; + + default: + throw errorUtils.spawnSwitchErr('takerStateScenario.zrxFeeBalance', takerStateScenario.zrxFeeBalance); + } + + switch (takerStateScenario.traderAssetAllowance) { + case AllowanceAmountScenario.Higher: + break; // Noop since this is already the default + + case AllowanceAmountScenario.TooLow: + const tooLowAllowance = takerAssetFillAmount.minus(1); + await this.assetWrapper.setProxyAllowanceAsync( + this.takerAddress, + signedOrder.takerAssetData, + tooLowAllowance, + ); + break; + + case AllowanceAmountScenario.Exact: + const exactAllowance = takerAssetFillAmount; + await this.assetWrapper.setProxyAllowanceAsync( + this.takerAddress, + signedOrder.takerAssetData, + exactAllowance, + ); + break; + + case AllowanceAmountScenario.Unlimited: + await this.assetWrapper.setProxyAllowanceAsync( + this.takerAddress, + signedOrder.takerAssetData, + constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS, + ); + break; + + default: + throw errorUtils.spawnSwitchErr( + 'takerStateScenario.traderAssetAllowance', + takerStateScenario.traderAssetAllowance, + ); + } + + switch (takerStateScenario.zrxFeeAllowance) { + case AllowanceAmountScenario.Higher: + break; // Noop since this is already the default + + case AllowanceAmountScenario.TooLow: + const tooLowAllowance = takerFee.minus(1); + await this.assetWrapper.setProxyAllowanceAsync(this.takerAddress, this.zrxAssetData, tooLowAllowance); + break; + + case AllowanceAmountScenario.Exact: + const exactAllowance = takerFee; + await this.assetWrapper.setProxyAllowanceAsync(this.takerAddress, this.zrxAssetData, exactAllowance); + break; + + case AllowanceAmountScenario.Unlimited: + await this.assetWrapper.setProxyAllowanceAsync( + this.takerAddress, + this.zrxAssetData, + constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS, + ); + break; + + default: + throw errorUtils.spawnSwitchErr( + 'takerStateScenario.zrxFeeAllowance', + takerStateScenario.zrxFeeAllowance, + ); + } + } +} // tslint:disable:max-file-line-count diff --git a/contracts/exchange/test/utils/index.ts b/contracts/exchange/test/utils/index.ts new file mode 100644 index 000000000..d88a38266 --- /dev/null +++ b/contracts/exchange/test/utils/index.ts @@ -0,0 +1,3 @@ +export * from './exchange_wrapper'; +export * from './fill_order_combinatorial_utils'; +export * from './match_order_tester'; diff --git a/contracts/exchange/test/utils/match_order_tester.ts b/contracts/exchange/test/utils/match_order_tester.ts new file mode 100644 index 000000000..680ff13ac --- /dev/null +++ b/contracts/exchange/test/utils/match_order_tester.ts @@ -0,0 +1,563 @@ +import { ERC20Wrapper, ERC721Wrapper } from '@0x/contracts-asset-proxy'; +import { + chaiSetup, + ERC20BalancesByOwner, + ERC721TokenIdsByOwner, + OrderInfo, + OrderStatus, + TransferAmountsByMatchOrders as TransferAmounts, + TransferAmountsLoggedByMatchOrders as LoggedTransferAmounts, +} from '@0x/contracts-test-utils'; +import { assetDataUtils, orderHashUtils } from '@0x/order-utils'; +import { AssetProxyId, SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import * as _ from 'lodash'; + +import { TransactionReceiptWithDecodedLogs } from '../../../../node_modules/ethereum-types'; + +import { ExchangeWrapper } from './exchange_wrapper'; + +chaiSetup.configure(); +const expect = chai.expect; + +export class MatchOrderTester { + private readonly _exchangeWrapper: ExchangeWrapper; + private readonly _erc20Wrapper: ERC20Wrapper; + private readonly _erc721Wrapper: ERC721Wrapper; + private readonly _feeTokenAddress: string; + /// @dev Checks values from the logs produced by Exchange.matchOrders against the expected transfer amounts. + /// Values include the amounts transferred from the left/right makers and taker, along with + /// the fees paid on each matched order. These are also the return values of MatchOrders. + /// @param signedOrderLeft First matched order. + /// @param signedOrderRight Second matched order. + /// @param transactionReceipt Transaction receipt and logs produced by Exchange.matchOrders. + /// @param takerAddress Address of taker (account that called Exchange.matchOrders) + /// @param expectedTransferAmounts Expected amounts transferred as a result of order matching. + private static async _assertLogsAsync( + signedOrderLeft: SignedOrder, + signedOrderRight: SignedOrder, + transactionReceipt: TransactionReceiptWithDecodedLogs, + takerAddress: string, + expectedTransferAmounts: TransferAmounts, + ): Promise<void> { + // Should have two fill event logs -- one for each order. + const transactionFillLogs = _.filter(transactionReceipt.logs, ['event', 'Fill']); + expect(transactionFillLogs.length, 'Checking number of logs').to.be.equal(2); + // First log is for left fill + const leftLog = (transactionFillLogs[0] as any).args as LoggedTransferAmounts; + expect(leftLog.makerAddress, 'Checking logged maker address of left order').to.be.equal( + signedOrderLeft.makerAddress, + ); + expect(leftLog.takerAddress, 'Checking logged taker address of right order').to.be.equal(takerAddress); + const amountBoughtByLeftMaker = new BigNumber(leftLog.takerAssetFilledAmount); + const amountSoldByLeftMaker = new BigNumber(leftLog.makerAssetFilledAmount); + const feePaidByLeftMaker = new BigNumber(leftLog.makerFeePaid); + const feePaidByTakerLeft = new BigNumber(leftLog.takerFeePaid); + // Second log is for right fill + const rightLog = (transactionFillLogs[1] as any).args as LoggedTransferAmounts; + expect(rightLog.makerAddress, 'Checking logged maker address of right order').to.be.equal( + signedOrderRight.makerAddress, + ); + expect(rightLog.takerAddress, 'Checking loggerd taker address of right order').to.be.equal(takerAddress); + const amountBoughtByRightMaker = new BigNumber(rightLog.takerAssetFilledAmount); + const amountSoldByRightMaker = new BigNumber(rightLog.makerAssetFilledAmount); + const feePaidByRightMaker = new BigNumber(rightLog.makerFeePaid); + const feePaidByTakerRight = new BigNumber(rightLog.takerFeePaid); + // Derive amount received by taker + const amountReceivedByTaker = amountSoldByLeftMaker.minus(amountBoughtByRightMaker); + // Assert log values - left order + expect(amountBoughtByLeftMaker, 'Checking logged amount bought by left maker').to.be.bignumber.equal( + expectedTransferAmounts.amountBoughtByLeftMaker, + ); + expect(amountSoldByLeftMaker, 'Checking logged amount sold by left maker').to.be.bignumber.equal( + expectedTransferAmounts.amountSoldByLeftMaker, + ); + expect(feePaidByLeftMaker, 'Checking logged fee paid by left maker').to.be.bignumber.equal( + expectedTransferAmounts.feePaidByLeftMaker, + ); + expect(feePaidByTakerLeft, 'Checking logged fee paid on left order by taker').to.be.bignumber.equal( + expectedTransferAmounts.feePaidByTakerLeft, + ); + // Assert log values - right order + expect(amountBoughtByRightMaker, 'Checking logged amount bought by right maker').to.be.bignumber.equal( + expectedTransferAmounts.amountBoughtByRightMaker, + ); + expect(amountSoldByRightMaker, 'Checking logged amount sold by right maker').to.be.bignumber.equal( + expectedTransferAmounts.amountSoldByRightMaker, + ); + expect(feePaidByRightMaker, 'Checking logged fee paid by right maker').to.be.bignumber.equal( + expectedTransferAmounts.feePaidByRightMaker, + ); + expect(feePaidByTakerRight, 'Checking logged fee paid on right order by taker').to.be.bignumber.equal( + expectedTransferAmounts.feePaidByTakerRight, + ); + // Assert derived amount received by taker + expect(amountReceivedByTaker, 'Checking logged amount received by taker').to.be.bignumber.equal( + expectedTransferAmounts.amountReceivedByTaker, + ); + } + /// @dev Asserts all expected ERC20 and ERC721 account holdings match the real holdings. + /// @param expectedERC20BalancesByOwner Expected ERC20 balances. + /// @param realERC20BalancesByOwner Real ERC20 balances. + /// @param expectedERC721TokenIdsByOwner Expected ERC721 token owners. + /// @param realERC721TokenIdsByOwner Real ERC20 token owners. + private static async _assertAllKnownBalancesAsync( + expectedERC20BalancesByOwner: ERC20BalancesByOwner, + realERC20BalancesByOwner: ERC20BalancesByOwner, + expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner, + realERC721TokenIdsByOwner: ERC721TokenIdsByOwner, + ): Promise<void> { + // ERC20 Balances + const areERC20BalancesEqual = _.isEqual(expectedERC20BalancesByOwner, realERC20BalancesByOwner); + expect(areERC20BalancesEqual, 'Checking all known ERC20 account balances').to.be.true(); + // ERC721 Token Ids + const sortedExpectedNewERC721TokenIdsByOwner = _.mapValues(expectedERC721TokenIdsByOwner, tokenIdsByOwner => { + _.mapValues(tokenIdsByOwner, tokenIds => { + _.sortBy(tokenIds); + }); + }); + const sortedNewERC721TokenIdsByOwner = _.mapValues(realERC721TokenIdsByOwner, tokenIdsByOwner => { + _.mapValues(tokenIdsByOwner, tokenIds => { + _.sortBy(tokenIds); + }); + }); + const areERC721TokenIdsEqual = _.isEqual( + sortedExpectedNewERC721TokenIdsByOwner, + sortedNewERC721TokenIdsByOwner, + ); + expect(areERC721TokenIdsEqual, 'Checking all known ERC721 account balances').to.be.true(); + } + /// @dev Constructs new MatchOrderTester. + /// @param exchangeWrapper Used to call to the Exchange. + /// @param erc20Wrapper Used to fetch ERC20 balances. + /// @param erc721Wrapper Used to fetch ERC721 token owners. + /// @param feeTokenAddress Address of ERC20 fee token. + constructor( + exchangeWrapper: ExchangeWrapper, + erc20Wrapper: ERC20Wrapper, + erc721Wrapper: ERC721Wrapper, + feeTokenAddress: string, + ) { + this._exchangeWrapper = exchangeWrapper; + this._erc20Wrapper = erc20Wrapper; + this._erc721Wrapper = erc721Wrapper; + this._feeTokenAddress = feeTokenAddress; + } + /// @dev Matches two complementary orders and asserts results. + /// @param signedOrderLeft First matched order. + /// @param signedOrderRight Second matched order. + /// @param takerAddress Address of taker (the address who matched the two orders) + /// @param erc20BalancesByOwner Current ERC20 balances. + /// @param erc721TokenIdsByOwner Current ERC721 token owners. + /// @param expectedTransferAmounts Expected amounts transferred as a result of order matching. + /// @param initialLeftOrderFilledAmount How much left order has been filled, prior to matching orders. + /// @param initialRightOrderFilledAmount How much the right order has been filled, prior to matching orders. + /// @return New ERC20 balances & ERC721 token owners. + public async matchOrdersAndAssertEffectsAsync( + signedOrderLeft: SignedOrder, + signedOrderRight: SignedOrder, + takerAddress: string, + erc20BalancesByOwner: ERC20BalancesByOwner, + erc721TokenIdsByOwner: ERC721TokenIdsByOwner, + expectedTransferAmounts: TransferAmounts, + initialLeftOrderFilledAmount: BigNumber = new BigNumber(0), + initialRightOrderFilledAmount: BigNumber = new BigNumber(0), + ): Promise<[ERC20BalancesByOwner, ERC721TokenIdsByOwner]> { + // Assert initial order states + await this._assertInitialOrderStatesAsync( + signedOrderLeft, + signedOrderRight, + initialLeftOrderFilledAmount, + initialRightOrderFilledAmount, + ); + // Match left & right orders + const transactionReceipt = await this._exchangeWrapper.matchOrdersAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + ); + const newERC20BalancesByOwner = await this._erc20Wrapper.getBalancesAsync(); + const newERC721TokenIdsByOwner = await this._erc721Wrapper.getBalancesAsync(); + // Assert logs + await MatchOrderTester._assertLogsAsync( + signedOrderLeft, + signedOrderRight, + transactionReceipt, + takerAddress, + expectedTransferAmounts, + ); + // Assert exchange state + await this._assertExchangeStateAsync( + signedOrderLeft, + signedOrderRight, + initialLeftOrderFilledAmount, + initialRightOrderFilledAmount, + expectedTransferAmounts, + ); + // Assert balances of makers, taker, and fee recipients + await this._assertBalancesAsync( + signedOrderLeft, + signedOrderRight, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + newERC20BalancesByOwner, + newERC721TokenIdsByOwner, + expectedTransferAmounts, + takerAddress, + ); + return [newERC20BalancesByOwner, newERC721TokenIdsByOwner]; + } + /// @dev Asserts initial exchange state for the left and right orders. + /// @param signedOrderLeft First matched order. + /// @param signedOrderRight Second matched order. + /// @param expectedOrderFilledAmountLeft How much left order has been filled, prior to matching orders. + /// @param expectedOrderFilledAmountRight How much the right order has been filled, prior to matching orders. + private async _assertInitialOrderStatesAsync( + signedOrderLeft: SignedOrder, + signedOrderRight: SignedOrder, + expectedOrderFilledAmountLeft: BigNumber, + expectedOrderFilledAmountRight: BigNumber, + ): Promise<void> { + // Assert left order initial state + const orderTakerAssetFilledAmountLeft = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( + orderHashUtils.getOrderHashHex(signedOrderLeft), + ); + expect(orderTakerAssetFilledAmountLeft, 'Checking inital state of left order').to.be.bignumber.equal( + expectedOrderFilledAmountLeft, + ); + // Assert right order initial state + const orderTakerAssetFilledAmountRight = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( + orderHashUtils.getOrderHashHex(signedOrderRight), + ); + expect(orderTakerAssetFilledAmountRight, 'Checking inital state of right order').to.be.bignumber.equal( + expectedOrderFilledAmountRight, + ); + } + /// @dev Asserts the exchange state against the expected amounts transferred by from matching orders. + /// @param signedOrderLeft First matched order. + /// @param signedOrderRight Second matched order. + /// @param initialLeftOrderFilledAmount How much left order has been filled, prior to matching orders. + /// @param initialRightOrderFilledAmount How much the right order has been filled, prior to matching orders. + /// @return TransferAmounts A struct containing the expected transfer amounts. + private async _assertExchangeStateAsync( + signedOrderLeft: SignedOrder, + signedOrderRight: SignedOrder, + initialLeftOrderFilledAmount: BigNumber, + initialRightOrderFilledAmount: BigNumber, + expectedTransferAmounts: TransferAmounts, + ): Promise<void> { + // Assert state for left order: amount bought by left maker + let amountBoughtByLeftMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( + orderHashUtils.getOrderHashHex(signedOrderLeft), + ); + amountBoughtByLeftMaker = amountBoughtByLeftMaker.minus(initialLeftOrderFilledAmount); + expect(amountBoughtByLeftMaker, 'Checking exchange state for left order').to.be.bignumber.equal( + expectedTransferAmounts.amountBoughtByLeftMaker, + ); + // Assert state for right order: amount bought by right maker + let amountBoughtByRightMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( + orderHashUtils.getOrderHashHex(signedOrderRight), + ); + amountBoughtByRightMaker = amountBoughtByRightMaker.minus(initialRightOrderFilledAmount); + expect(amountBoughtByRightMaker, 'Checking exchange state for right order').to.be.bignumber.equal( + expectedTransferAmounts.amountBoughtByRightMaker, + ); + // Assert left order status + const maxAmountBoughtByLeftMaker = signedOrderLeft.takerAssetAmount.minus(initialLeftOrderFilledAmount); + const leftOrderInfo: OrderInfo = await this._exchangeWrapper.getOrderInfoAsync(signedOrderLeft); + const leftExpectedStatus = expectedTransferAmounts.amountBoughtByLeftMaker.isEqualTo(maxAmountBoughtByLeftMaker) + ? OrderStatus.FullyFilled + : OrderStatus.Fillable; + expect(leftOrderInfo.orderStatus, 'Checking exchange status for left order').to.be.equal(leftExpectedStatus); + // Assert right order status + const maxAmountBoughtByRightMaker = signedOrderRight.takerAssetAmount.minus(initialRightOrderFilledAmount); + const rightOrderInfo: OrderInfo = await this._exchangeWrapper.getOrderInfoAsync(signedOrderRight); + const rightExpectedStatus = expectedTransferAmounts.amountBoughtByRightMaker.isEqualTo( + maxAmountBoughtByRightMaker, + ) + ? OrderStatus.FullyFilled + : OrderStatus.Fillable; + expect(rightOrderInfo.orderStatus, 'Checking exchange status for right order').to.be.equal(rightExpectedStatus); + } + /// @dev Asserts account balances after matching orders. + /// @param signedOrderLeft First matched order. + /// @param signedOrderRight Second matched order. + /// @param initialERC20BalancesByOwner ERC20 balances prior to order matching. + /// @param initialERC721TokenIdsByOwner ERC721 token owners prior to order matching. + /// @param finalERC20BalancesByOwner ERC20 balances after order matching. + /// @param finalERC721TokenIdsByOwner ERC721 token owners after order matching. + /// @param expectedTransferAmounts Expected amounts transferred as a result of order matching. + /// @param takerAddress Address of taker (account that called Exchange.matchOrders). + private async _assertBalancesAsync( + signedOrderLeft: SignedOrder, + signedOrderRight: SignedOrder, + initialERC20BalancesByOwner: ERC20BalancesByOwner, + initialERC721TokenIdsByOwner: ERC721TokenIdsByOwner, + finalERC20BalancesByOwner: ERC20BalancesByOwner, + finalERC721TokenIdsByOwner: ERC721TokenIdsByOwner, + expectedTransferAmounts: TransferAmounts, + takerAddress: string, + ): Promise<void> { + let expectedERC20BalancesByOwner: ERC20BalancesByOwner; + let expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner; + [expectedERC20BalancesByOwner, expectedERC721TokenIdsByOwner] = this._calculateExpectedBalances( + signedOrderLeft, + signedOrderRight, + takerAddress, + initialERC20BalancesByOwner, + initialERC721TokenIdsByOwner, + expectedTransferAmounts, + ); + // Assert balances of makers, taker, and fee recipients + await this._assertMakerTakerAndFeeRecipientBalancesAsync( + signedOrderLeft, + signedOrderRight, + expectedERC20BalancesByOwner, + finalERC20BalancesByOwner, + expectedERC721TokenIdsByOwner, + finalERC721TokenIdsByOwner, + takerAddress, + ); + // Assert balances for all known accounts + await MatchOrderTester._assertAllKnownBalancesAsync( + expectedERC20BalancesByOwner, + finalERC20BalancesByOwner, + expectedERC721TokenIdsByOwner, + finalERC721TokenIdsByOwner, + ); + } + /// @dev Calculates the expected balances of order makers, fee recipients, and the taker, + /// as a result of matching two orders. + /// @param signedOrderRight First matched order. + /// @param signedOrderRight Second matched order. + /// @param takerAddress Address of taker (the address who matched the two orders) + /// @param erc20BalancesByOwner Current ERC20 balances. + /// @param erc721TokenIdsByOwner Current ERC721 token owners. + /// @param expectedTransferAmounts Expected amounts transferred as a result of order matching. + /// @return Expected ERC20 balances & ERC721 token owners after orders have been matched. + private _calculateExpectedBalances( + signedOrderLeft: SignedOrder, + signedOrderRight: SignedOrder, + takerAddress: string, + erc20BalancesByOwner: ERC20BalancesByOwner, + erc721TokenIdsByOwner: ERC721TokenIdsByOwner, + expectedTransferAmounts: TransferAmounts, + ): [ERC20BalancesByOwner, ERC721TokenIdsByOwner] { + const makerAddressLeft = signedOrderLeft.makerAddress; + const makerAddressRight = signedOrderRight.makerAddress; + const feeRecipientAddressLeft = signedOrderLeft.feeRecipientAddress; + const feeRecipientAddressRight = signedOrderRight.feeRecipientAddress; + // Operations are performed on copies of the balances + const expectedNewERC20BalancesByOwner = _.cloneDeep(erc20BalancesByOwner); + const expectedNewERC721TokenIdsByOwner = _.cloneDeep(erc721TokenIdsByOwner); + // Left Maker Asset (Right Taker Asset) + const makerAssetProxyIdLeft = assetDataUtils.decodeAssetProxyId(signedOrderLeft.makerAssetData); + if (makerAssetProxyIdLeft === AssetProxyId.ERC20) { + // Decode asset data + const erc20AssetData = assetDataUtils.decodeERC20AssetData(signedOrderLeft.makerAssetData); + const makerAssetAddressLeft = erc20AssetData.tokenAddress; + const takerAssetAddressRight = makerAssetAddressLeft; + // Left Maker + expectedNewERC20BalancesByOwner[makerAddressLeft][makerAssetAddressLeft] = expectedNewERC20BalancesByOwner[ + makerAddressLeft + ][makerAssetAddressLeft].minus(expectedTransferAmounts.amountSoldByLeftMaker); + // Right Maker + expectedNewERC20BalancesByOwner[makerAddressRight][ + takerAssetAddressRight + ] = expectedNewERC20BalancesByOwner[makerAddressRight][takerAssetAddressRight].plus( + expectedTransferAmounts.amountBoughtByRightMaker, + ); + // Taker + expectedNewERC20BalancesByOwner[takerAddress][makerAssetAddressLeft] = expectedNewERC20BalancesByOwner[ + takerAddress + ][makerAssetAddressLeft].plus(expectedTransferAmounts.amountReceivedByTaker); + } else if (makerAssetProxyIdLeft === AssetProxyId.ERC721) { + // Decode asset data + const erc721AssetData = assetDataUtils.decodeERC721AssetData(signedOrderLeft.makerAssetData); + const makerAssetAddressLeft = erc721AssetData.tokenAddress; + const makerAssetIdLeft = erc721AssetData.tokenId; + const takerAssetAddressRight = makerAssetAddressLeft; + const takerAssetIdRight = makerAssetIdLeft; + // Left Maker + _.remove(expectedNewERC721TokenIdsByOwner[makerAddressLeft][makerAssetAddressLeft], makerAssetIdLeft); + // Right Maker + expectedNewERC721TokenIdsByOwner[makerAddressRight][takerAssetAddressRight].push(takerAssetIdRight); + // Taker: Since there is only 1 asset transferred, the taker does not receive any of the left maker asset. + } + // Left Taker Asset (Right Maker Asset) + // Note: This exchange is only between the order makers: the Taker does not receive any of the left taker asset. + const takerAssetProxyIdLeft = assetDataUtils.decodeAssetProxyId(signedOrderLeft.takerAssetData); + if (takerAssetProxyIdLeft === AssetProxyId.ERC20) { + // Decode asset data + const erc20AssetData = assetDataUtils.decodeERC20AssetData(signedOrderLeft.takerAssetData); + const takerAssetAddressLeft = erc20AssetData.tokenAddress; + const makerAssetAddressRight = takerAssetAddressLeft; + // Left Maker + expectedNewERC20BalancesByOwner[makerAddressLeft][takerAssetAddressLeft] = expectedNewERC20BalancesByOwner[ + makerAddressLeft + ][takerAssetAddressLeft].plus(expectedTransferAmounts.amountBoughtByLeftMaker); + // Right Maker + expectedNewERC20BalancesByOwner[makerAddressRight][ + makerAssetAddressRight + ] = expectedNewERC20BalancesByOwner[makerAddressRight][makerAssetAddressRight].minus( + expectedTransferAmounts.amountSoldByRightMaker, + ); + } else if (takerAssetProxyIdLeft === AssetProxyId.ERC721) { + // Decode asset data + const erc721AssetData = assetDataUtils.decodeERC721AssetData(signedOrderRight.makerAssetData); + const makerAssetAddressRight = erc721AssetData.tokenAddress; + const makerAssetIdRight = erc721AssetData.tokenId; + const takerAssetAddressLeft = makerAssetAddressRight; + const takerAssetIdLeft = makerAssetIdRight; + // Right Maker + _.remove(expectedNewERC721TokenIdsByOwner[makerAddressRight][makerAssetAddressRight], makerAssetIdRight); + // Left Maker + expectedNewERC721TokenIdsByOwner[makerAddressLeft][takerAssetAddressLeft].push(takerAssetIdLeft); + } + // Left Maker Fees + expectedNewERC20BalancesByOwner[makerAddressLeft][this._feeTokenAddress] = expectedNewERC20BalancesByOwner[ + makerAddressLeft + ][this._feeTokenAddress].minus(expectedTransferAmounts.feePaidByLeftMaker); + // Right Maker Fees + expectedNewERC20BalancesByOwner[makerAddressRight][this._feeTokenAddress] = expectedNewERC20BalancesByOwner[ + makerAddressRight + ][this._feeTokenAddress].minus(expectedTransferAmounts.feePaidByRightMaker); + // Taker Fees + expectedNewERC20BalancesByOwner[takerAddress][this._feeTokenAddress] = expectedNewERC20BalancesByOwner[ + takerAddress + ][this._feeTokenAddress].minus( + expectedTransferAmounts.feePaidByTakerLeft.plus(expectedTransferAmounts.feePaidByTakerRight), + ); + // Left Fee Recipient Fees + expectedNewERC20BalancesByOwner[feeRecipientAddressLeft][ + this._feeTokenAddress + ] = expectedNewERC20BalancesByOwner[feeRecipientAddressLeft][this._feeTokenAddress].plus( + expectedTransferAmounts.feePaidByLeftMaker.plus(expectedTransferAmounts.feePaidByTakerLeft), + ); + // Right Fee Recipient Fees + expectedNewERC20BalancesByOwner[feeRecipientAddressRight][ + this._feeTokenAddress + ] = expectedNewERC20BalancesByOwner[feeRecipientAddressRight][this._feeTokenAddress].plus( + expectedTransferAmounts.feePaidByRightMaker.plus(expectedTransferAmounts.feePaidByTakerRight), + ); + + return [expectedNewERC20BalancesByOwner, expectedNewERC721TokenIdsByOwner]; + } + /// @dev Asserts ERC20 account balances and ERC721 token holdings that result from order matching. + /// Specifically checks balances of makers, taker and fee recipients. + /// @param signedOrderLeft First matched order. + /// @param signedOrderRight Second matched order. + /// @param expectedERC20BalancesByOwner Expected ERC20 balances. + /// @param realERC20BalancesByOwner Real ERC20 balances. + /// @param expectedERC721TokenIdsByOwner Expected ERC721 token owners. + /// @param realERC721TokenIdsByOwner Real ERC20 token owners. + /// @param takerAddress Address of taker (account that called Exchange.matchOrders). + private async _assertMakerTakerAndFeeRecipientBalancesAsync( + signedOrderLeft: SignedOrder, + signedOrderRight: SignedOrder, + expectedERC20BalancesByOwner: ERC20BalancesByOwner, + realERC20BalancesByOwner: ERC20BalancesByOwner, + expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner, + realERC721TokenIdsByOwner: ERC721TokenIdsByOwner, + takerAddress: string, + ): Promise<void> { + // Individual balance comparisons + const makerAssetProxyIdLeft = assetDataUtils.decodeAssetProxyId(signedOrderLeft.makerAssetData); + const makerERC20AssetDataLeft = + makerAssetProxyIdLeft === AssetProxyId.ERC20 + ? assetDataUtils.decodeERC20AssetData(signedOrderLeft.makerAssetData) + : assetDataUtils.decodeERC721AssetData(signedOrderLeft.makerAssetData); + const makerAssetAddressLeft = makerERC20AssetDataLeft.tokenAddress; + const makerAssetProxyIdRight = assetDataUtils.decodeAssetProxyId(signedOrderRight.makerAssetData); + const makerERC20AssetDataRight = + makerAssetProxyIdRight === AssetProxyId.ERC20 + ? assetDataUtils.decodeERC20AssetData(signedOrderRight.makerAssetData) + : assetDataUtils.decodeERC721AssetData(signedOrderRight.makerAssetData); + const makerAssetAddressRight = makerERC20AssetDataRight.tokenAddress; + if (makerAssetProxyIdLeft === AssetProxyId.ERC20) { + expect( + realERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft], + 'Checking left maker egress ERC20 account balance', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft]); + expect( + realERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft], + 'Checking right maker ingress ERC20 account balance', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft]); + expect( + realERC20BalancesByOwner[takerAddress][makerAssetAddressLeft], + 'Checking taker ingress ERC20 account balance', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[takerAddress][makerAssetAddressLeft]); + } else if (makerAssetProxyIdLeft === AssetProxyId.ERC721) { + expect( + realERC721TokenIdsByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft].sort(), + 'Checking left maker egress ERC721 account holdings', + ).to.be.deep.equal( + expectedERC721TokenIdsByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft].sort(), + ); + expect( + realERC721TokenIdsByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft].sort(), + 'Checking right maker ERC721 account holdings', + ).to.be.deep.equal( + expectedERC721TokenIdsByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft].sort(), + ); + expect( + realERC721TokenIdsByOwner[takerAddress][makerAssetAddressLeft].sort(), + 'Checking taker ingress ERC721 account holdings', + ).to.be.deep.equal(expectedERC721TokenIdsByOwner[takerAddress][makerAssetAddressLeft].sort()); + } else { + throw new Error(`Unhandled Asset Proxy ID: ${makerAssetProxyIdLeft}`); + } + if (makerAssetProxyIdRight === AssetProxyId.ERC20) { + expect( + realERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight], + 'Checking left maker ingress ERC20 account balance', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight]); + expect( + realERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressRight], + 'Checking right maker egress ERC20 account balance', + ).to.be.bignumber.equal( + expectedERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressRight], + ); + } else if (makerAssetProxyIdRight === AssetProxyId.ERC721) { + expect( + realERC721TokenIdsByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight].sort(), + 'Checking left maker ingress ERC721 account holdings', + ).to.be.deep.equal( + expectedERC721TokenIdsByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight].sort(), + ); + expect( + realERC721TokenIdsByOwner[signedOrderRight.makerAddress][makerAssetAddressRight], + 'Checking right maker agress ERC721 account holdings', + ).to.be.deep.equal(expectedERC721TokenIdsByOwner[signedOrderRight.makerAddress][makerAssetAddressRight]); + } else { + throw new Error(`Unhandled Asset Proxy ID: ${makerAssetProxyIdRight}`); + } + // Paid fees + expect( + realERC20BalancesByOwner[signedOrderLeft.makerAddress][this._feeTokenAddress], + 'Checking left maker egress ERC20 account fees', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderLeft.makerAddress][this._feeTokenAddress]); + expect( + realERC20BalancesByOwner[signedOrderRight.makerAddress][this._feeTokenAddress], + 'Checking right maker egress ERC20 account fees', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderRight.makerAddress][this._feeTokenAddress]); + expect( + realERC20BalancesByOwner[takerAddress][this._feeTokenAddress], + 'Checking taker egress ERC20 account fees', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[takerAddress][this._feeTokenAddress]); + // Received fees + expect( + realERC20BalancesByOwner[signedOrderLeft.feeRecipientAddress][this._feeTokenAddress], + 'Checking left fee recipient ingress ERC20 account fees', + ).to.be.bignumber.equal( + expectedERC20BalancesByOwner[signedOrderLeft.feeRecipientAddress][this._feeTokenAddress], + ); + expect( + realERC20BalancesByOwner[signedOrderRight.feeRecipientAddress][this._feeTokenAddress], + 'Checking right fee receipient ingress ERC20 account fees', + ).to.be.bignumber.equal( + expectedERC20BalancesByOwner[signedOrderRight.feeRecipientAddress][this._feeTokenAddress], + ); + } +} // tslint:disable-line:max-file-line-count diff --git a/contracts/exchange/test/utils/order_factory_from_scenario.ts b/contracts/exchange/test/utils/order_factory_from_scenario.ts new file mode 100644 index 000000000..6f5645906 --- /dev/null +++ b/contracts/exchange/test/utils/order_factory_from_scenario.ts @@ -0,0 +1,294 @@ +import { DummyERC721TokenContract } from '@0x/contracts-erc721'; +import { + AssetDataScenario, + constants, + ERC721TokenIdsByOwner, + ExpirationTimeSecondsScenario, + FeeRecipientAddressScenario, + OrderAssetAmountScenario, + OrderScenario, + TakerScenario, +} from '@0x/contracts-test-utils'; +import { assetDataUtils, generatePseudoRandomSalt } from '@0x/order-utils'; +import { Order } from '@0x/types'; +import { BigNumber, errorUtils } from '@0x/utils'; + +const TEN_UNITS_EIGHTEEN_DECIMALS = new BigNumber(10_000_000_000_000_000_000); +const FIVE_UNITS_EIGHTEEN_DECIMALS = new BigNumber(5_000_000_000_000_000_000); +const POINT_ONE_UNITS_EIGHTEEN_DECIMALS = new BigNumber(100_000_000_000_000_000); +const POINT_ZERO_FIVE_UNITS_EIGHTEEN_DECIMALS = new BigNumber(50_000_000_000_000_000); +const TEN_UNITS_FIVE_DECIMALS = new BigNumber(1_000_000); +const FIVE_UNITS_FIVE_DECIMALS = new BigNumber(500_000); +const TEN_UNITS_ZERO_DECIMALS = new BigNumber(10); +const ONE_THOUSAND_UNITS_ZERO_DECIMALS = new BigNumber(1000); +const ONE_NFT_UNIT = new BigNumber(1); + +export class OrderFactoryFromScenario { + private readonly _userAddresses: string[]; + private readonly _zrxAddress: string; + private readonly _nonZrxERC20EighteenDecimalTokenAddresses: string[]; + private readonly _erc20FiveDecimalTokenAddresses: string[]; + private readonly _erc20ZeroDecimalTokenAddresses: string[]; + private readonly _erc721Token: DummyERC721TokenContract; + private readonly _erc721Balances: ERC721TokenIdsByOwner; + private readonly _exchangeAddress: string; + constructor( + userAddresses: string[], + zrxAddress: string, + nonZrxERC20EighteenDecimalTokenAddresses: string[], + erc20FiveDecimalTokenAddresses: string[], + erc20ZeroDecimalTokenAddresses: string[], + erc721Token: DummyERC721TokenContract, + erc721Balances: ERC721TokenIdsByOwner, + exchangeAddress: string, + ) { + this._userAddresses = userAddresses; + this._zrxAddress = zrxAddress; + this._nonZrxERC20EighteenDecimalTokenAddresses = nonZrxERC20EighteenDecimalTokenAddresses; + this._erc20FiveDecimalTokenAddresses = erc20FiveDecimalTokenAddresses; + this._erc20ZeroDecimalTokenAddresses = erc20ZeroDecimalTokenAddresses; + this._erc721Token = erc721Token; + this._erc721Balances = erc721Balances; + this._exchangeAddress = exchangeAddress; + } + public generateOrder(orderScenario: OrderScenario): Order { + const makerAddress = this._userAddresses[1]; + let takerAddress = this._userAddresses[2]; + const erc721MakerAssetIds = this._erc721Balances[makerAddress][this._erc721Token.address]; + const erc721TakerAssetIds = this._erc721Balances[takerAddress][this._erc721Token.address]; + let feeRecipientAddress; + let makerAssetAmount; + let takerAssetAmount; + let makerFee; + let takerFee; + let expirationTimeSeconds; + let makerAssetData; + let takerAssetData; + + switch (orderScenario.feeRecipientScenario) { + case FeeRecipientAddressScenario.BurnAddress: + feeRecipientAddress = constants.NULL_ADDRESS; + break; + case FeeRecipientAddressScenario.EthUserAddress: + feeRecipientAddress = this._userAddresses[4]; + break; + default: + throw errorUtils.spawnSwitchErr('FeeRecipientAddressScenario', orderScenario.feeRecipientScenario); + } + + switch (orderScenario.makerAssetDataScenario) { + case AssetDataScenario.ZRXFeeToken: + makerAssetData = assetDataUtils.encodeERC20AssetData(this._zrxAddress); + break; + case AssetDataScenario.ERC20NonZRXEighteenDecimals: + makerAssetData = assetDataUtils.encodeERC20AssetData(this._nonZrxERC20EighteenDecimalTokenAddresses[0]); + break; + case AssetDataScenario.ERC20FiveDecimals: + makerAssetData = assetDataUtils.encodeERC20AssetData(this._erc20FiveDecimalTokenAddresses[0]); + break; + case AssetDataScenario.ERC721: + makerAssetData = assetDataUtils.encodeERC721AssetData( + this._erc721Token.address, + erc721MakerAssetIds[0], + ); + break; + case AssetDataScenario.ERC20ZeroDecimals: + makerAssetData = assetDataUtils.encodeERC20AssetData(this._erc20ZeroDecimalTokenAddresses[0]); + break; + default: + throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario); + } + + switch (orderScenario.takerAssetDataScenario) { + case AssetDataScenario.ZRXFeeToken: + takerAssetData = assetDataUtils.encodeERC20AssetData(this._zrxAddress); + break; + case AssetDataScenario.ERC20NonZRXEighteenDecimals: + takerAssetData = assetDataUtils.encodeERC20AssetData(this._nonZrxERC20EighteenDecimalTokenAddresses[1]); + break; + case AssetDataScenario.ERC20FiveDecimals: + takerAssetData = assetDataUtils.encodeERC20AssetData(this._erc20FiveDecimalTokenAddresses[1]); + break; + case AssetDataScenario.ERC721: + takerAssetData = assetDataUtils.encodeERC721AssetData( + this._erc721Token.address, + erc721TakerAssetIds[0], + ); + break; + case AssetDataScenario.ERC20ZeroDecimals: + takerAssetData = assetDataUtils.encodeERC20AssetData(this._erc20ZeroDecimalTokenAddresses[1]); + break; + default: + throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario); + } + + switch (orderScenario.makerAssetAmountScenario) { + case OrderAssetAmountScenario.Large: + switch (orderScenario.makerAssetDataScenario) { + case AssetDataScenario.ZRXFeeToken: + case AssetDataScenario.ERC20NonZRXEighteenDecimals: + makerAssetAmount = TEN_UNITS_EIGHTEEN_DECIMALS; + break; + case AssetDataScenario.ERC20FiveDecimals: + makerAssetAmount = TEN_UNITS_FIVE_DECIMALS; + break; + case AssetDataScenario.ERC721: + makerAssetAmount = ONE_NFT_UNIT; + break; + case AssetDataScenario.ERC20ZeroDecimals: + makerAssetAmount = ONE_THOUSAND_UNITS_ZERO_DECIMALS; + break; + default: + throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario); + } + break; + case OrderAssetAmountScenario.Small: + switch (orderScenario.makerAssetDataScenario) { + case AssetDataScenario.ZRXFeeToken: + case AssetDataScenario.ERC20NonZRXEighteenDecimals: + makerAssetAmount = FIVE_UNITS_EIGHTEEN_DECIMALS; + break; + case AssetDataScenario.ERC20FiveDecimals: + makerAssetAmount = FIVE_UNITS_FIVE_DECIMALS; + break; + case AssetDataScenario.ERC721: + makerAssetAmount = ONE_NFT_UNIT; + break; + case AssetDataScenario.ERC20ZeroDecimals: + makerAssetAmount = TEN_UNITS_ZERO_DECIMALS; + break; + default: + throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario); + } + break; + case OrderAssetAmountScenario.Zero: + makerAssetAmount = new BigNumber(0); + break; + default: + throw errorUtils.spawnSwitchErr('OrderAssetAmountScenario', orderScenario.makerAssetAmountScenario); + } + + switch (orderScenario.takerAssetAmountScenario) { + case OrderAssetAmountScenario.Large: + switch (orderScenario.takerAssetDataScenario) { + case AssetDataScenario.ERC20NonZRXEighteenDecimals: + case AssetDataScenario.ZRXFeeToken: + takerAssetAmount = TEN_UNITS_EIGHTEEN_DECIMALS; + break; + case AssetDataScenario.ERC20FiveDecimals: + takerAssetAmount = TEN_UNITS_FIVE_DECIMALS; + break; + case AssetDataScenario.ERC721: + takerAssetAmount = ONE_NFT_UNIT; + break; + case AssetDataScenario.ERC20ZeroDecimals: + takerAssetAmount = ONE_THOUSAND_UNITS_ZERO_DECIMALS; + break; + default: + throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario); + } + break; + case OrderAssetAmountScenario.Small: + switch (orderScenario.takerAssetDataScenario) { + case AssetDataScenario.ERC20NonZRXEighteenDecimals: + case AssetDataScenario.ZRXFeeToken: + takerAssetAmount = FIVE_UNITS_EIGHTEEN_DECIMALS; + break; + case AssetDataScenario.ERC20FiveDecimals: + takerAssetAmount = FIVE_UNITS_FIVE_DECIMALS; + break; + case AssetDataScenario.ERC721: + takerAssetAmount = ONE_NFT_UNIT; + break; + case AssetDataScenario.ERC20ZeroDecimals: + takerAssetAmount = TEN_UNITS_ZERO_DECIMALS; + break; + default: + throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario); + } + break; + case OrderAssetAmountScenario.Zero: + takerAssetAmount = new BigNumber(0); + break; + default: + throw errorUtils.spawnSwitchErr('OrderAssetAmountScenario', orderScenario.takerAssetAmountScenario); + } + + switch (orderScenario.makerFeeScenario) { + case OrderAssetAmountScenario.Large: + makerFee = POINT_ONE_UNITS_EIGHTEEN_DECIMALS; + break; + case OrderAssetAmountScenario.Small: + makerFee = POINT_ZERO_FIVE_UNITS_EIGHTEEN_DECIMALS; + break; + case OrderAssetAmountScenario.Zero: + makerFee = new BigNumber(0); + break; + default: + throw errorUtils.spawnSwitchErr('OrderAssetAmountScenario', orderScenario.makerFeeScenario); + } + + switch (orderScenario.takerFeeScenario) { + case OrderAssetAmountScenario.Large: + takerFee = POINT_ONE_UNITS_EIGHTEEN_DECIMALS; + break; + case OrderAssetAmountScenario.Small: + takerFee = POINT_ZERO_FIVE_UNITS_EIGHTEEN_DECIMALS; + break; + case OrderAssetAmountScenario.Zero: + takerFee = new BigNumber(0); + break; + default: + throw errorUtils.spawnSwitchErr('OrderAssetAmountScenario', orderScenario.takerFeeScenario); + } + + switch (orderScenario.expirationTimeSecondsScenario) { + case ExpirationTimeSecondsScenario.InFuture: + expirationTimeSeconds = new BigNumber(2524604400); // Close to infinite + break; + case ExpirationTimeSecondsScenario.InPast: + expirationTimeSeconds = new BigNumber(0); // Jan 1, 1970 + break; + default: + throw errorUtils.spawnSwitchErr( + 'ExpirationTimeSecondsScenario', + orderScenario.expirationTimeSecondsScenario, + ); + } + + switch (orderScenario.takerScenario) { + case TakerScenario.CorrectlySpecified: + break; // noop since takerAddress is already specified + + case TakerScenario.IncorrectlySpecified: + const notTaker = this._userAddresses[3]; + takerAddress = notTaker; + break; + + case TakerScenario.Unspecified: + takerAddress = constants.NULL_ADDRESS; + break; + + default: + throw errorUtils.spawnSwitchErr('TakerScenario', orderScenario.takerScenario); + } + + const order = { + senderAddress: constants.NULL_ADDRESS, + makerAddress, + takerAddress, + makerFee, + takerFee, + makerAssetAmount, + takerAssetAmount, + makerAssetData, + takerAssetData, + salt: generatePseudoRandomSalt(), + exchangeAddress: this._exchangeAddress, + feeRecipientAddress, + expirationTimeSeconds, + }; + + return order; + } +} diff --git a/contracts/exchange/test/utils/simple_asset_balance_and_proxy_allowance_fetcher.ts b/contracts/exchange/test/utils/simple_asset_balance_and_proxy_allowance_fetcher.ts new file mode 100644 index 000000000..64b7dedbe --- /dev/null +++ b/contracts/exchange/test/utils/simple_asset_balance_and_proxy_allowance_fetcher.ts @@ -0,0 +1,19 @@ +import { AbstractBalanceAndProxyAllowanceFetcher } from '@0x/order-utils'; +import { BigNumber } from '@0x/utils'; + +import { AssetWrapper } from './asset_wrapper'; + +export class SimpleAssetBalanceAndProxyAllowanceFetcher implements AbstractBalanceAndProxyAllowanceFetcher { + private readonly _assetWrapper: AssetWrapper; + constructor(assetWrapper: AssetWrapper) { + this._assetWrapper = assetWrapper; + } + public async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber> { + const balance = await this._assetWrapper.getBalanceAsync(userAddress, assetData); + return balance; + } + public async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber> { + const proxyAllowance = await this._assetWrapper.getProxyAllowanceAsync(userAddress, assetData); + return proxyAllowance; + } +} diff --git a/contracts/exchange/test/utils/simple_order_filled_cancelled_fetcher.ts b/contracts/exchange/test/utils/simple_order_filled_cancelled_fetcher.ts new file mode 100644 index 000000000..af959e00e --- /dev/null +++ b/contracts/exchange/test/utils/simple_order_filled_cancelled_fetcher.ts @@ -0,0 +1,31 @@ +import { AbstractOrderFilledCancelledFetcher, orderHashUtils } from '@0x/order-utils'; +import { SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; + +import { ExchangeWrapper } from './exchange_wrapper'; + +export class SimpleOrderFilledCancelledFetcher implements AbstractOrderFilledCancelledFetcher { + private readonly _exchangeWrapper: ExchangeWrapper; + private readonly _zrxAssetData: string; + constructor(exchange: ExchangeWrapper, zrxAssetData: string) { + this._exchangeWrapper = exchange; + this._zrxAssetData = zrxAssetData; + } + public async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber> { + const filledTakerAmount = new BigNumber(await this._exchangeWrapper.getTakerAssetFilledAmountAsync(orderHash)); + return filledTakerAmount; + } + public async isOrderCancelledAsync(signedOrder: SignedOrder): Promise<boolean> { + const orderHash = orderHashUtils.getOrderHashHex(signedOrder); + const isCancelled = await this._exchangeWrapper.isCancelledAsync(orderHash); + const orderEpoch = await this._exchangeWrapper.getOrderEpochAsync( + signedOrder.makerAddress, + signedOrder.senderAddress, + ); + const isCancelledByOrderEpoch = orderEpoch > signedOrder.salt; + return isCancelled || isCancelledByOrderEpoch; + } + public getZRXAssetData(): string { + return this._zrxAssetData; + } +} diff --git a/contracts/exchange/test/utils/types.ts b/contracts/exchange/test/utils/types.ts new file mode 100644 index 000000000..5f12635a7 --- /dev/null +++ b/contracts/exchange/test/utils/types.ts @@ -0,0 +1,8 @@ +import { SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; + +export interface AbiDecodedFillOrderData { + order: SignedOrder; + takerAssetFillAmount: BigNumber; + signature: string; +} diff --git a/contracts/exchange/test/wrapper.ts b/contracts/exchange/test/wrapper.ts new file mode 100644 index 000000000..62a0d426f --- /dev/null +++ b/contracts/exchange/test/wrapper.ts @@ -0,0 +1,1452 @@ +import { ERC20ProxyContract, ERC20Wrapper, ERC721ProxyContract, ERC721Wrapper } from '@0x/contracts-asset-proxy'; +import { artifacts as erc20Artifacts, DummyERC20TokenContract, ReentrantERC20TokenContract } from '@0x/contracts-erc20'; +import { DummyERC721TokenContract } from '@0x/contracts-erc721'; +import { + chaiSetup, + constants, + ERC20BalancesByOwner, + expectTransactionFailedAsync, + getLatestBlockTimestampAsync, + increaseTimeAndMineBlockAsync, + OrderFactory, + OrderStatus, + provider, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils, orderHashUtils } 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 * as _ from 'lodash'; + +import { artifacts, ExchangeContract, ExchangeWrapper } from '../src'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); + +describe('Exchange wrappers', () => { + let makerAddress: string; + let owner: string; + let takerAddress: string; + let feeRecipientAddress: string; + + let erc20TokenA: DummyERC20TokenContract; + let erc20TokenB: DummyERC20TokenContract; + let zrxToken: DummyERC20TokenContract; + let erc721Token: DummyERC721TokenContract; + let exchange: ExchangeContract; + let erc20Proxy: ERC20ProxyContract; + let erc721Proxy: ERC721ProxyContract; + let reentrantErc20Token: ReentrantERC20TokenContract; + + let exchangeWrapper: ExchangeWrapper; + let erc20Wrapper: ERC20Wrapper; + let erc721Wrapper: ERC721Wrapper; + let erc20Balances: ERC20BalancesByOwner; + let orderFactory: OrderFactory; + + let erc721MakerAssetId: BigNumber; + let erc721TakerAssetId: BigNumber; + + let defaultMakerAssetAddress: string; + let defaultTakerAssetAddress: string; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = _.slice(accounts, 0, 4)); + + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + + const numDummyErc20ToDeploy = 3; + [erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + erc721Proxy = await erc721Wrapper.deployProxyAsync(); + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + erc721MakerAssetId = erc721Balances[makerAddress][erc721Token.address][0]; + erc721TakerAssetId = erc721Balances[takerAddress][erc721Token.address][0]; + + exchange = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + assetDataUtils.encodeERC20AssetData(zrxToken.address), + ); + exchangeWrapper = new ExchangeWrapper(exchange, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); + + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + reentrantErc20Token = await ReentrantERC20TokenContract.deployFrom0xArtifactAsync( + erc20Artifacts.ReentrantERC20Token, + provider, + txDefaults, + exchange.address, + ); + + defaultMakerAssetAddress = erc20TokenA.address; + defaultTakerAssetAddress = erc20TokenB.address; + + const defaultOrderParams = { + ...constants.STATIC_ORDER_PARAMS, + exchangeAddress: exchange.address, + makerAddress, + feeRecipientAddress, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress), + }; + const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + orderFactory = new OrderFactory(privateKey, defaultOrderParams); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + erc20Balances = await erc20Wrapper.getBalancesAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('fillOrKillOrder', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow fillOrKillOrder to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('fillOrKillOrder reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should transfer the correct amounts', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), + }); + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + await exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const makerAssetFilledAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFee = signedOrder.makerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFee = signedOrder.takerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].plus(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFilledAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(makerFee.plus(takerFee)), + ); + }); + + it('should throw if a signedOrder is expired', async () => { + const currentTimestamp = await getLatestBlockTimestampAsync(); + const signedOrder = await orderFactory.newSignedOrderAsync({ + expirationTimeSeconds: new BigNumber(currentTimestamp).minus(10), + }); + + return expectTransactionFailedAsync( + exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should throw if entire takerAssetFillAmount not filled', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync(); + + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount: signedOrder.takerAssetAmount.div(2), + }); + + return expectTransactionFailedAsync( + exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress), + RevertReason.CompleteFillFailed, + ); + }); + }); + + describe('fillOrderNoThrow', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow fillOrderNoThrow to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(erc20Balances).to.deep.equal(newBalances); + }); + }); + }; + describe('fillOrderNoThrow reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should transfer the correct amounts', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), + }); + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, { + takerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 250000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + const makerAssetFilledAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFee = signedOrder.makerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFee = signedOrder.takerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].plus(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFilledAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(makerFee.plus(takerFee)), + ); + }); + + it('should not change erc20Balances if maker erc20Balances are too low to fill order', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18), + }); + + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if taker erc20Balances are too low to fill order', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18), + }); + + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if maker allowances are too low to fill order', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync(); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20TokenA.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), { + from: makerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20TokenA.approve.sendTransactionAsync(erc20Proxy.address, constants.INITIAL_ERC20_ALLOWANCE, { + from: makerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if taker allowances are too low to fill order', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync(); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20TokenB.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), { + from: takerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20TokenB.approve.sendTransactionAsync(erc20Proxy.address, constants.INITIAL_ERC20_ALLOWANCE, { + from: takerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker balance', async () => { + const makerZRXBalance = new BigNumber(erc20Balances[makerAddress][zrxToken.address]); + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: makerZRXBalance, + makerFee: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker allowance', async () => { + const makerZRXAllowance = await zrxToken.allowance.callAsync(makerAddress, erc20Proxy.address); + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(makerZRXAllowance), + makerFee: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker balance', async () => { + const takerZRXBalance = new BigNumber(erc20Balances[takerAddress][zrxToken.address]); + const signedOrder = await orderFactory.newSignedOrderAsync({ + takerAssetAmount: takerZRXBalance, + takerFee: new BigNumber(1), + takerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker allowance', async () => { + const takerZRXAllowance = await zrxToken.allowance.callAsync(takerAddress, erc20Proxy.address); + const signedOrder = await orderFactory.newSignedOrderAsync({ + takerAssetAmount: new BigNumber(takerZRXAllowance), + takerFee: new BigNumber(1), + takerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should successfully exchange ERC721 tokens', async () => { + // Construct Exchange parameters + const makerAssetId = erc721MakerAssetId; + const takerAssetId = erc721TakerAssetId; + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + takerAssetAmount: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), + }); + // Verify pre-conditions + const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(initialOwnerMakerAsset).to.be.bignumber.equal(makerAddress); + const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + // Call Exchange + const takerAssetFillAmount = signedOrder.takerAssetAmount; + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, { + takerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 280000, + }); + // Verify post-conditions + const newOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(newOwnerMakerAsset).to.be.bignumber.equal(takerAddress); + const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(newOwnerTakerAsset).to.be.bignumber.equal(makerAddress); + }); + }); + + describe('batch functions', () => { + let signedOrders: SignedOrder[]; + beforeEach(async () => { + signedOrders = [ + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync(), + ]; + }); + + describe('batchFillOrders', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow batchFillOrders to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.batchFillOrdersAsync([signedOrder], takerAddress), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('batchFillOrders reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should transfer the correct amounts', async () => { + const takerAssetFillAmounts: BigNumber[] = []; + const makerAssetAddress = erc20TokenA.address; + const takerAssetAddress = erc20TokenB.address; + _.forEach(signedOrders, signedOrder => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + const makerAssetFilledAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFee = signedOrder.makerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFee = signedOrder.takerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + takerAssetFillAmounts.push(takerAssetFillAmount); + erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ + makerAssetAddress + ].minus(makerAssetFilledAmount); + erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][ + takerAssetAddress + ].plus(takerAssetFillAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + makerFee, + ); + erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][ + makerAssetAddress + ].plus(makerAssetFilledAmount); + erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ + takerAssetAddress + ].minus(takerAssetFillAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].plus(makerFee.plus(takerFee)); + }); + + await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { + takerAssetFillAmounts, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + }); + + describe('batchFillOrKillOrders', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow batchFillOrKillOrders to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.batchFillOrKillOrdersAsync([signedOrder], takerAddress), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('batchFillOrKillOrders reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should transfer the correct amounts', async () => { + const takerAssetFillAmounts: BigNumber[] = []; + const makerAssetAddress = erc20TokenA.address; + const takerAssetAddress = erc20TokenB.address; + _.forEach(signedOrders, signedOrder => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + const makerAssetFilledAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFee = signedOrder.makerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFee = signedOrder.takerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + takerAssetFillAmounts.push(takerAssetFillAmount); + erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ + makerAssetAddress + ].minus(makerAssetFilledAmount); + erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][ + takerAssetAddress + ].plus(takerAssetFillAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + makerFee, + ); + erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][ + makerAssetAddress + ].plus(makerAssetFilledAmount); + erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ + takerAssetAddress + ].minus(takerAssetFillAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].plus(makerFee.plus(takerFee)); + }); + + await exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, { + takerAssetFillAmounts, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should throw if a single signedOrder does not fill the expected amount', async () => { + const takerAssetFillAmounts: BigNumber[] = []; + _.forEach(signedOrders, signedOrder => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + takerAssetFillAmounts.push(takerAssetFillAmount); + }); + + await exchangeWrapper.fillOrKillOrderAsync(signedOrders[0], takerAddress); + + return expectTransactionFailedAsync( + exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, { + takerAssetFillAmounts, + }), + RevertReason.OrderUnfillable, + ); + }); + }); + + describe('batchFillOrdersNoThrow', async () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow batchFillOrdersNoThrow to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await exchangeWrapper.batchFillOrdersNoThrowAsync([signedOrder], takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(erc20Balances).to.deep.equal(newBalances); + }); + }); + }; + describe('batchFillOrdersNoThrow reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should transfer the correct amounts', async () => { + const takerAssetFillAmounts: BigNumber[] = []; + const makerAssetAddress = erc20TokenA.address; + const takerAssetAddress = erc20TokenB.address; + _.forEach(signedOrders, signedOrder => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + const makerAssetFilledAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFee = signedOrder.makerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFee = signedOrder.takerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + takerAssetFillAmounts.push(takerAssetFillAmount); + erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ + makerAssetAddress + ].minus(makerAssetFilledAmount); + erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][ + takerAssetAddress + ].plus(takerAssetFillAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + makerFee, + ); + erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][ + makerAssetAddress + ].plus(makerAssetFilledAmount); + erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ + takerAssetAddress + ].minus(takerAssetFillAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].plus(makerFee.plus(takerFee)); + }); + + await exchangeWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, { + takerAssetFillAmounts, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not throw if an order is invalid and fill the remaining orders', async () => { + const takerAssetFillAmounts: BigNumber[] = []; + const makerAssetAddress = erc20TokenA.address; + const takerAssetAddress = erc20TokenB.address; + + const invalidOrder = { + ...signedOrders[0], + signature: '0x00', + }; + const validOrders = signedOrders.slice(1); + + takerAssetFillAmounts.push(invalidOrder.takerAssetAmount.div(2)); + _.forEach(validOrders, signedOrder => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + const makerAssetFilledAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFee = signedOrder.makerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFee = signedOrder.takerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + takerAssetFillAmounts.push(takerAssetFillAmount); + erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ + makerAssetAddress + ].minus(makerAssetFilledAmount); + erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][ + takerAssetAddress + ].plus(takerAssetFillAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + makerFee, + ); + erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][ + makerAssetAddress + ].plus(makerAssetFilledAmount); + erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ + takerAssetAddress + ].minus(takerAssetFillAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].plus(makerFee.plus(takerFee)); + }); + + const newOrders = [invalidOrder, ...validOrders]; + await exchangeWrapper.batchFillOrdersNoThrowAsync(newOrders, takerAddress, { + takerAssetFillAmounts, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 450000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + }); + + describe('marketSellOrders', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow marketSellOrders to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.marketSellOrdersAsync([signedOrder], takerAddress, { + takerAssetFillAmount: signedOrder.takerAssetAmount, + }), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('marketSellOrders reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should stop when the entire takerAssetFillAmount is filled', async () => { + const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus( + signedOrders[1].takerAssetAmount.div(2), + ); + await exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, { + takerAssetFillAmount, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const makerAssetFilledAmount = signedOrders[0].makerAssetAmount.plus( + signedOrders[1].makerAssetAmount.dividedToIntegerBy(2), + ); + const makerFee = signedOrders[0].makerFee.plus(signedOrders[1].makerFee.dividedToIntegerBy(2)); + const takerFee = signedOrders[0].takerFee.plus(signedOrders[1].takerFee.dividedToIntegerBy(2)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].plus(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFilledAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(makerFee.plus(takerFee)), + ); + }); + + it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => { + const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); + _.forEach(signedOrders, signedOrder => { + erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ + defaultMakerAssetAddress + ].minus(signedOrder.makerAssetAmount); + erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ + defaultTakerAssetAddress + ].plus(signedOrder.takerAssetAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + signedOrder.makerFee, + ); + erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ + defaultMakerAssetAddress + ].plus(signedOrder.makerAssetAmount); + erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ + defaultTakerAssetAddress + ].minus(signedOrder.takerAssetAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + signedOrder.takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].plus(signedOrder.makerFee.plus(signedOrder.takerFee)); + }); + await exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, { + takerAssetFillAmount, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should throw when a signedOrder does not use the same takerAssetAddress', async () => { + signedOrders = [ + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync({ + takerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }), + await orderFactory.newSignedOrderAsync(), + ]; + + return expectTransactionFailedAsync( + exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, { + takerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18), + }), + // We simply use the takerAssetData from the first order for all orders. + // If they are not the same, the contract throws when validating the order signature + RevertReason.InvalidOrderSignature, + ); + }); + }); + + describe('marketSellOrdersNoThrow', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow marketSellOrdersNoThrow to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await exchangeWrapper.marketSellOrdersNoThrowAsync([signedOrder], takerAddress, { + takerAssetFillAmount: signedOrder.takerAssetAmount, + }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(erc20Balances).to.deep.equal(newBalances); + }); + }); + }; + describe('marketSellOrdersNoThrow reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should stop when the entire takerAssetFillAmount is filled', async () => { + const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus( + signedOrders[1].takerAssetAmount.div(2), + ); + await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { + takerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 6000000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const makerAssetFilledAmount = signedOrders[0].makerAssetAmount.plus( + signedOrders[1].makerAssetAmount.dividedToIntegerBy(2), + ); + const makerFee = signedOrders[0].makerFee.plus(signedOrders[1].makerFee.dividedToIntegerBy(2)); + const takerFee = signedOrders[0].takerFee.plus(signedOrders[1].takerFee.dividedToIntegerBy(2)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].plus(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFilledAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(makerFee.plus(takerFee)), + ); + }); + + it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => { + const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); + _.forEach(signedOrders, signedOrder => { + erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ + defaultMakerAssetAddress + ].minus(signedOrder.makerAssetAmount); + erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ + defaultTakerAssetAddress + ].plus(signedOrder.takerAssetAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + signedOrder.makerFee, + ); + erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ + defaultMakerAssetAddress + ].plus(signedOrder.makerAssetAmount); + erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ + defaultTakerAssetAddress + ].minus(signedOrder.takerAssetAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + signedOrder.takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].plus(signedOrder.makerFee.plus(signedOrder.takerFee)); + }); + await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { + takerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not fill a signedOrder that does not use the same takerAssetAddress', async () => { + signedOrders = [ + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync({ + takerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }), + ]; + const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); + const filledSignedOrders = signedOrders.slice(0, -1); + _.forEach(filledSignedOrders, signedOrder => { + erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ + defaultMakerAssetAddress + ].minus(signedOrder.makerAssetAmount); + erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ + defaultTakerAssetAddress + ].plus(signedOrder.takerAssetAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + signedOrder.makerFee, + ); + erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ + defaultMakerAssetAddress + ].plus(signedOrder.makerAssetAmount); + erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ + defaultTakerAssetAddress + ].minus(signedOrder.takerAssetAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + signedOrder.takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].plus(signedOrder.makerFee.plus(signedOrder.takerFee)); + }); + await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { + takerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + }); + + describe('marketBuyOrders', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow marketBuyOrders to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.marketBuyOrdersAsync([signedOrder], takerAddress, { + makerAssetFillAmount: signedOrder.makerAssetAmount, + }), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('marketBuyOrders reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should stop when the entire makerAssetFillAmount is filled', async () => { + const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus( + signedOrders[1].makerAssetAmount.div(2), + ); + await exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, { + makerAssetFillAmount, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const makerAmountBought = signedOrders[0].takerAssetAmount.plus( + signedOrders[1].takerAssetAmount.dividedToIntegerBy(2), + ); + const makerFee = signedOrders[0].makerFee.plus(signedOrders[1].makerFee.dividedToIntegerBy(2)); + const takerFee = signedOrders[0].takerFee.plus(signedOrders[1].takerFee.dividedToIntegerBy(2)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].plus(makerAmountBought), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(makerAmountBought), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(makerFee.plus(takerFee)), + ); + }); + + it('should fill all signedOrders if cannot fill entire makerAssetFillAmount', async () => { + const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); + _.forEach(signedOrders, signedOrder => { + erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ + defaultMakerAssetAddress + ].minus(signedOrder.makerAssetAmount); + erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ + defaultTakerAssetAddress + ].plus(signedOrder.takerAssetAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + signedOrder.makerFee, + ); + erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ + defaultMakerAssetAddress + ].plus(signedOrder.makerAssetAmount); + erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ + defaultTakerAssetAddress + ].minus(signedOrder.takerAssetAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + signedOrder.takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].plus(signedOrder.makerFee.plus(signedOrder.takerFee)); + }); + await exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, { + makerAssetFillAmount, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should throw when a signedOrder does not use the same makerAssetAddress', async () => { + signedOrders = [ + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }), + await orderFactory.newSignedOrderAsync(), + ]; + + return expectTransactionFailedAsync( + exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, { + makerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18), + }), + RevertReason.InvalidOrderSignature, + ); + }); + }); + + describe('marketBuyOrdersNoThrow', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow marketBuyOrdersNoThrow to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await exchangeWrapper.marketBuyOrdersNoThrowAsync([signedOrder], takerAddress, { + makerAssetFillAmount: signedOrder.makerAssetAmount, + }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(erc20Balances).to.deep.equal(newBalances); + }); + }); + }; + describe('marketBuyOrdersNoThrow reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should stop when the entire makerAssetFillAmount is filled', async () => { + const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus( + signedOrders[1].makerAssetAmount.div(2), + ); + await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, { + makerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const makerAmountBought = signedOrders[0].takerAssetAmount.plus( + signedOrders[1].takerAssetAmount.dividedToIntegerBy(2), + ); + const makerFee = signedOrders[0].makerFee.plus(signedOrders[1].makerFee.dividedToIntegerBy(2)); + const takerFee = signedOrders[0].takerFee.plus(signedOrders[1].takerFee.dividedToIntegerBy(2)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].plus(makerAmountBought), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(makerAmountBought), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(makerFee.plus(takerFee)), + ); + }); + + it('should fill all signedOrders if cannot fill entire makerAssetFillAmount', async () => { + const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); + _.forEach(signedOrders, signedOrder => { + erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ + defaultMakerAssetAddress + ].minus(signedOrder.makerAssetAmount); + erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ + defaultTakerAssetAddress + ].plus(signedOrder.takerAssetAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + signedOrder.makerFee, + ); + erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ + defaultMakerAssetAddress + ].plus(signedOrder.makerAssetAmount); + erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ + defaultTakerAssetAddress + ].minus(signedOrder.takerAssetAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + signedOrder.takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].plus(signedOrder.makerFee.plus(signedOrder.takerFee)); + }); + await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, { + makerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not fill a signedOrder that does not use the same makerAssetAddress', async () => { + signedOrders = [ + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }), + ]; + + const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); + const filledSignedOrders = signedOrders.slice(0, -1); + _.forEach(filledSignedOrders, signedOrder => { + erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ + defaultMakerAssetAddress + ].minus(signedOrder.makerAssetAmount); + erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ + defaultTakerAssetAddress + ].plus(signedOrder.takerAssetAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + signedOrder.makerFee, + ); + erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ + defaultMakerAssetAddress + ].plus(signedOrder.makerAssetAmount); + erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ + defaultTakerAssetAddress + ].minus(signedOrder.takerAssetAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + signedOrder.takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].plus(signedOrder.makerFee.plus(signedOrder.takerFee)); + }); + await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, { + makerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + }); + + describe('batchCancelOrders', () => { + it('should be able to cancel multiple signedOrders', async () => { + const takerAssetCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount); + await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress); + + await exchangeWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, { + takerAssetFillAmounts: takerAssetCancelAmounts, + }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(erc20Balances).to.be.deep.equal(newBalances); + }); + }); + + describe('getOrdersInfo', () => { + beforeEach(async () => { + signedOrders = [ + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync(), + ]; + }); + it('should get the correct information for multiple unfilled orders', async () => { + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.Fillable; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for multiple partially filled orders', async () => { + const takerAssetFillAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount.div(2)); + await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts }); + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount.div(2); + const expectedOrderStatus = OrderStatus.Fillable; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for multiple fully filled orders', async () => { + await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress); + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount; + const expectedOrderStatus = OrderStatus.FullyFilled; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for multiple cancelled and unfilled orders', async () => { + await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress); + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.Cancelled; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for multiple cancelled and partially filled orders', async () => { + const takerAssetFillAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount.div(2)); + await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts }); + await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress); + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount.div(2); + const expectedOrderStatus = OrderStatus.Cancelled; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for multiple expired and unfilled orders', async () => { + const currentTimestamp = await getLatestBlockTimestampAsync(); + const timeUntilExpiration = signedOrders[0].expirationTimeSeconds.minus(currentTimestamp).toNumber(); + await increaseTimeAndMineBlockAsync(timeUntilExpiration); + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.Expired; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for multiple expired and partially filled orders', async () => { + const takerAssetFillAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount.div(2)); + await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts }); + const currentTimestamp = await getLatestBlockTimestampAsync(); + const timeUntilExpiration = signedOrders[0].expirationTimeSeconds.minus(currentTimestamp).toNumber(); + await increaseTimeAndMineBlockAsync(timeUntilExpiration); + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount.div(2); + const expectedOrderStatus = OrderStatus.Expired; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for a mix of unfilled, partially filled, fully filled, cancelled, and expired orders', async () => { + const unfilledOrder = await orderFactory.newSignedOrderAsync(); + const partiallyFilledOrder = await orderFactory.newSignedOrderAsync(); + await exchangeWrapper.fillOrderAsync(partiallyFilledOrder, takerAddress, { + takerAssetFillAmount: partiallyFilledOrder.takerAssetAmount.div(2), + }); + const fullyFilledOrder = await orderFactory.newSignedOrderAsync(); + await exchangeWrapper.fillOrderAsync(fullyFilledOrder, takerAddress); + const cancelledOrder = await orderFactory.newSignedOrderAsync(); + await exchangeWrapper.cancelOrderAsync(cancelledOrder, makerAddress); + const currentTimestamp = await getLatestBlockTimestampAsync(); + const expiredOrder = await orderFactory.newSignedOrderAsync({ + expirationTimeSeconds: new BigNumber(currentTimestamp), + }); + signedOrders = [unfilledOrder, partiallyFilledOrder, fullyFilledOrder, cancelledOrder, expiredOrder]; + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(5); + + const expectedUnfilledOrderHash = orderHashUtils.getOrderHashHex(unfilledOrder); + const expectedUnfilledTakerAssetFilledAmount = new BigNumber(0); + const expectedUnfilledOrderStatus = OrderStatus.Fillable; + const unfilledOrderInfo = ordersInfo[0]; + expect(unfilledOrderInfo.orderHash).to.be.equal(expectedUnfilledOrderHash); + expect(unfilledOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( + expectedUnfilledTakerAssetFilledAmount, + ); + expect(unfilledOrderInfo.orderStatus).to.be.equal(expectedUnfilledOrderStatus); + + const expectedPartialOrderHash = orderHashUtils.getOrderHashHex(partiallyFilledOrder); + const expectedPartialTakerAssetFilledAmount = partiallyFilledOrder.takerAssetAmount.div(2); + const expectedPartialOrderStatus = OrderStatus.Fillable; + const partialOrderInfo = ordersInfo[1]; + expect(partialOrderInfo.orderHash).to.be.equal(expectedPartialOrderHash); + expect(partialOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( + expectedPartialTakerAssetFilledAmount, + ); + expect(partialOrderInfo.orderStatus).to.be.equal(expectedPartialOrderStatus); + + const expectedFilledOrderHash = orderHashUtils.getOrderHashHex(fullyFilledOrder); + const expectedFilledTakerAssetFilledAmount = fullyFilledOrder.takerAssetAmount; + const expectedFilledOrderStatus = OrderStatus.FullyFilled; + const filledOrderInfo = ordersInfo[2]; + expect(filledOrderInfo.orderHash).to.be.equal(expectedFilledOrderHash); + expect(filledOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( + expectedFilledTakerAssetFilledAmount, + ); + expect(filledOrderInfo.orderStatus).to.be.equal(expectedFilledOrderStatus); + + const expectedCancelledOrderHash = orderHashUtils.getOrderHashHex(cancelledOrder); + const expectedCancelledTakerAssetFilledAmount = new BigNumber(0); + const expectedCancelledOrderStatus = OrderStatus.Cancelled; + const cancelledOrderInfo = ordersInfo[3]; + expect(cancelledOrderInfo.orderHash).to.be.equal(expectedCancelledOrderHash); + expect(cancelledOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( + expectedCancelledTakerAssetFilledAmount, + ); + expect(cancelledOrderInfo.orderStatus).to.be.equal(expectedCancelledOrderStatus); + + const expectedExpiredOrderHash = orderHashUtils.getOrderHashHex(expiredOrder); + const expectedExpiredTakerAssetFilledAmount = new BigNumber(0); + const expectedExpiredOrderStatus = OrderStatus.Expired; + const expiredOrderInfo = ordersInfo[4]; + expect(expiredOrderInfo.orderHash).to.be.equal(expectedExpiredOrderHash); + expect(expiredOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( + expectedExpiredTakerAssetFilledAmount, + ); + expect(expiredOrderInfo.orderStatus).to.be.equal(expectedExpiredOrderStatus); + }); + }); + }); +}); // tslint:disable-line:max-file-line-count diff --git a/contracts/exchange/tsconfig.json b/contracts/exchange/tsconfig.json new file mode 100644 index 000000000..b0fcd1771 --- /dev/null +++ b/contracts/exchange/tsconfig.json @@ -0,0 +1,30 @@ +{ + "extends": "../../tsconfig", + "compilerOptions": { + "outDir": "lib", + "rootDir": ".", + "resolveJsonModule": true + }, + "include": ["./src/**/*", "./test/**/*", "./generated-wrappers/**/*"], + "files": [ + "./generated-artifacts/IAssetProxyDispatcher.json", + "./generated-artifacts/IExchange.json", + "./generated-artifacts/IExchangeCore.json", + "./generated-artifacts/IMatchOrders.json", + "./generated-artifacts/ISignatureValidator.json", + "./generated-artifacts/ITransactions.json", + "./generated-artifacts/IValidator.json", + "./generated-artifacts/IWallet.json", + "./generated-artifacts/IWrapperFunctions.json", + "./generated-artifacts/Exchange.json", + "./generated-artifacts/TestAssetProxyDispatcher.json", + "./generated-artifacts/TestExchangeInternals.json", + "./generated-artifacts/TestSignatureValidator.json", + "./generated-artifacts/TestStaticCallReceiver.json", + "./generated-artifacts/ExchangeWrapper.json", + "./generated-artifacts/Validator.json", + "./generated-artifacts/Wallet.json", + "./generated-artifacts/Whitelist.json" + ], + "exclude": ["./deploy/solc/solc_bin"] +} diff --git a/contracts/exchange/tslint.json b/contracts/exchange/tslint.json new file mode 100644 index 000000000..1bb3ac2a2 --- /dev/null +++ b/contracts/exchange/tslint.json @@ -0,0 +1,6 @@ +{ + "extends": ["@0x/tslint-config"], + "rules": { + "custom-no-magic-numbers": false + } +} |