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Diffstat (limited to 'contracts/extensions/test/dutch_auction.ts')
| -rw-r--r-- | contracts/extensions/test/dutch_auction.ts | 367 |
1 files changed, 367 insertions, 0 deletions
diff --git a/contracts/extensions/test/dutch_auction.ts b/contracts/extensions/test/dutch_auction.ts new file mode 100644 index 000000000..34ff25c3d --- /dev/null +++ b/contracts/extensions/test/dutch_auction.ts @@ -0,0 +1,367 @@ +import { DutchAuctionWrapper } from '@0x/contract-wrappers'; +import { ERC20Wrapper, ERC721Wrapper } from '@0x/contracts-asset-proxy'; +import { artifacts as erc20Artifacts, DummyERC20TokenContract, WETH9Contract } from '@0x/contracts-erc20'; +import { DummyERC721TokenContract } from '@0x/contracts-erc721'; +import { artifacts as exchangeArtifacts, ExchangeContract, ExchangeWrapper } from '@0x/contracts-exchange'; +import { + chaiSetup, + constants, + ContractName, + ERC20BalancesByOwner, + expectTransactionFailedAsync, + getLatestBlockTimestampAsync, + OrderFactory, + provider, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils, generatePseudoRandomSalt } 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, DutchAuctionContract, DutchAuctionTestWrapper } from '../src'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +const DECIMALS_DEFAULT = 18; + +describe(ContractName.DutchAuction, () => { + let makerAddress: string; + let owner: string; + let takerAddress: string; + let feeRecipientAddress: string; + let defaultMakerAssetAddress: string; + + let zrxToken: DummyERC20TokenContract; + let erc20TokenA: DummyERC20TokenContract; + let erc721Token: DummyERC721TokenContract; + let dutchAuctionContract: DutchAuctionContract; + let wethContract: WETH9Contract; + + let sellerOrderFactory: OrderFactory; + let buyerOrderFactory: OrderFactory; + let erc20Wrapper: ERC20Wrapper; + let erc20Balances: ERC20BalancesByOwner; + let currentBlockTimestamp: number; + let auctionBeginTimeSeconds: BigNumber; + let auctionEndTimeSeconds: BigNumber; + let auctionBeginAmount: BigNumber; + let auctionEndAmount: BigNumber; + let sellOrder: SignedOrder; + let buyOrder: SignedOrder; + let erc721MakerAssetIds: BigNumber[]; + const tenMinutesInSeconds = 10 * 60; + + let dutchAuctionTestWrapper: DutchAuctionTestWrapper; + let defaultERC20MakerAssetData: string; + + before(async () => { + await blockchainLifecycle.startAsync(); + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = accounts); + + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + + const numDummyErc20ToDeploy = 2; + [erc20TokenA, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + const erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + const erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + const erc721Proxy = await erc721Wrapper.deployProxyAsync(); + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address]; + + wethContract = await WETH9Contract.deployFrom0xArtifactAsync(erc20Artifacts.WETH9, provider, txDefaults); + erc20Wrapper.addDummyTokenContract(wethContract as any); + + const zrxAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync( + exchangeArtifacts.Exchange, + provider, + txDefaults, + zrxAssetData, + ); + const exchangeWrapper = new ExchangeWrapper(exchangeInstance, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); + + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, { + from: owner, + }); + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, { + from: owner, + }); + + const dutchAuctionInstance = await DutchAuctionContract.deployFrom0xArtifactAsync( + artifacts.DutchAuction, + provider, + txDefaults, + exchangeInstance.address, + ); + dutchAuctionContract = new DutchAuctionContract( + dutchAuctionInstance.abi, + dutchAuctionInstance.address, + provider, + ); + dutchAuctionTestWrapper = new DutchAuctionTestWrapper(dutchAuctionInstance, provider); + + defaultMakerAssetAddress = erc20TokenA.address; + const defaultTakerAssetAddress = wethContract.address; + + // Set up taker WETH balance and allowance + await web3Wrapper.awaitTransactionSuccessAsync( + await wethContract.deposit.sendTransactionAsync({ + from: takerAddress, + value: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), DECIMALS_DEFAULT), + }), + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await wethContract.approve.sendTransactionAsync( + erc20Proxy.address, + constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS, + { from: takerAddress }, + ), + ); + web3Wrapper.abiDecoder.addABI(exchangeInstance.abi); + web3Wrapper.abiDecoder.addABI(zrxToken.abi); + erc20Wrapper.addTokenOwnerAddress(dutchAuctionContract.address); + + currentBlockTimestamp = await getLatestBlockTimestampAsync(); + // Default auction begins 10 minutes ago + auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp).minus(tenMinutesInSeconds); + // Default auction ends 10 from now + auctionEndTimeSeconds = new BigNumber(currentBlockTimestamp).plus(tenMinutesInSeconds); + auctionBeginAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT); + auctionEndAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT); + + // Default sell order and buy order are exact mirrors + const sellerDefaultOrderParams = { + salt: generatePseudoRandomSalt(), + exchangeAddress: exchangeInstance.address, + makerAddress, + feeRecipientAddress, + // taker address or sender address should be set to the ducth auction contract + takerAddress: dutchAuctionContract.address, + makerAssetData: DutchAuctionWrapper.encodeDutchAuctionAssetData( + assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + auctionBeginTimeSeconds, + auctionBeginAmount, + ), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), DECIMALS_DEFAULT), + takerAssetAmount: auctionEndAmount, + expirationTimeSeconds: auctionEndTimeSeconds, + makerFee: constants.ZERO_AMOUNT, + takerFee: constants.ZERO_AMOUNT, + }; + // Default buy order is for the auction begin price + const buyerDefaultOrderParams = { + ...sellerDefaultOrderParams, + makerAddress: takerAddress, + makerAssetData: sellerDefaultOrderParams.takerAssetData, + takerAssetData: sellerDefaultOrderParams.makerAssetData, + makerAssetAmount: auctionBeginAmount, + takerAssetAmount: sellerDefaultOrderParams.makerAssetAmount, + }; + const makerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + const takerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(takerAddress)]; + sellerOrderFactory = new OrderFactory(makerPrivateKey, sellerDefaultOrderParams); + buyerOrderFactory = new OrderFactory(takerPrivateKey, buyerDefaultOrderParams); + defaultERC20MakerAssetData = assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + erc20Balances = await erc20Wrapper.getBalancesAsync(); + sellOrder = await sellerOrderFactory.newSignedOrderAsync(); + buyOrder = await buyerOrderFactory.newSignedOrderAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('matchOrders', () => { + it('should be worth the begin price at the begining of the auction', async () => { + auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp + 2); + const makerAssetData = DutchAuctionWrapper.encodeDutchAuctionAssetData( + defaultERC20MakerAssetData, + auctionBeginTimeSeconds, + auctionBeginAmount, + ); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ makerAssetData }); + const auctionDetails = await dutchAuctionTestWrapper.getAuctionDetailsAsync(sellOrder); + expect(auctionDetails.currentTimeSeconds).to.be.bignumber.lte(auctionBeginTimeSeconds); + expect(auctionDetails.currentAmount).to.be.bignumber.equal(auctionBeginAmount); + expect(auctionDetails.beginAmount).to.be.bignumber.equal(auctionBeginAmount); + }); + it('should be be worth the end price at the end of the auction', async () => { + auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds * 2); + auctionEndTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds); + const makerAssetData = DutchAuctionWrapper.encodeDutchAuctionAssetData( + defaultERC20MakerAssetData, + auctionBeginTimeSeconds, + auctionBeginAmount, + ); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerAssetData, + expirationTimeSeconds: auctionEndTimeSeconds, + }); + const auctionDetails = await dutchAuctionTestWrapper.getAuctionDetailsAsync(sellOrder); + expect(auctionDetails.currentTimeSeconds).to.be.bignumber.gte(auctionEndTimeSeconds); + expect(auctionDetails.currentAmount).to.be.bignumber.equal(auctionEndAmount); + expect(auctionDetails.beginAmount).to.be.bignumber.equal(auctionBeginAmount); + }); + it('should match orders at current amount and send excess to buyer', async () => { + const beforeAuctionDetails = await dutchAuctionTestWrapper.getAuctionDetailsAsync(sellOrder); + buyOrder = await buyerOrderFactory.newSignedOrderAsync({ + makerAssetAmount: beforeAuctionDetails.currentAmount.times(2), + }); + await dutchAuctionTestWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress); + const afterAuctionDetails = await dutchAuctionTestWrapper.getAuctionDetailsAsync(sellOrder); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances[dutchAuctionContract.address][wethContract.address]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + // HACK gte used here due to a bug in ganache where the timestamp can change + // between multiple calls to the same block. Which can move the amount in our case + // ref: https://github.com/trufflesuite/ganache-core/issues/111 + expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), + ); + expect(newBalances[takerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[takerAddress][wethContract.address].minus(beforeAuctionDetails.currentAmount), + ); + }); + it('maker fees on sellOrder are paid to the fee receipient', async () => { + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerFee: new BigNumber(1), + }); + await dutchAuctionTestWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress); + const afterAuctionDetails = await dutchAuctionTestWrapper.getAuctionDetailsAsync(sellOrder); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(sellOrder.makerFee), + ); + }); + it('maker fees on buyOrder are paid to the fee receipient', async () => { + buyOrder = await buyerOrderFactory.newSignedOrderAsync({ + makerFee: new BigNumber(1), + }); + await dutchAuctionTestWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const afterAuctionDetails = await dutchAuctionTestWrapper.getAuctionDetailsAsync(sellOrder); + expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(buyOrder.makerFee), + ); + }); + it('should revert when auction expires', async () => { + auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds * 2); + auctionEndTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds); + const makerAssetData = DutchAuctionWrapper.encodeDutchAuctionAssetData( + defaultERC20MakerAssetData, + auctionBeginTimeSeconds, + auctionBeginAmount, + ); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + expirationTimeSeconds: auctionEndTimeSeconds, + makerAssetData, + }); + return expectTransactionFailedAsync( + dutchAuctionTestWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress), + RevertReason.AuctionExpired, + ); + }); + it('cannot be filled for less than the current price', async () => { + buyOrder = await buyerOrderFactory.newSignedOrderAsync({ + makerAssetAmount: sellOrder.takerAssetAmount, + }); + return expectTransactionFailedAsync( + dutchAuctionTestWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress), + RevertReason.AuctionInvalidAmount, + ); + }); + it('auction begin amount must be higher than final amount ', async () => { + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + takerAssetAmount: auctionBeginAmount.plus(1), + }); + return expectTransactionFailedAsync( + dutchAuctionTestWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress), + RevertReason.AuctionInvalidAmount, + ); + }); + it('begin time is less than end time', async () => { + auctionBeginTimeSeconds = new BigNumber(auctionEndTimeSeconds).plus(tenMinutesInSeconds); + const makerAssetData = DutchAuctionWrapper.encodeDutchAuctionAssetData( + defaultERC20MakerAssetData, + auctionBeginTimeSeconds, + auctionBeginAmount, + ); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + expirationTimeSeconds: auctionEndTimeSeconds, + makerAssetData, + }); + return expectTransactionFailedAsync( + dutchAuctionTestWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress), + RevertReason.AuctionInvalidBeginTime, + ); + }); + it('asset data contains auction parameters', async () => { + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + }); + return expectTransactionFailedAsync( + dutchAuctionTestWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress), + RevertReason.InvalidAssetData, + ); + }); + + describe('ERC721', () => { + it('should match orders when ERC721', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + const erc721MakerAssetData = assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId); + const makerAssetData = DutchAuctionWrapper.encodeDutchAuctionAssetData( + erc721MakerAssetData, + auctionBeginTimeSeconds, + auctionBeginAmount, + ); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + makerAssetData, + }); + buyOrder = await buyerOrderFactory.newSignedOrderAsync({ + takerAssetAmount: new BigNumber(1), + takerAssetData: sellOrder.makerAssetData, + }); + await dutchAuctionTestWrapper.matchOrdersAsync(buyOrder, sellOrder, takerAddress); + const afterAuctionDetails = await dutchAuctionTestWrapper.getAuctionDetailsAsync(sellOrder); + const newBalances = await erc20Wrapper.getBalancesAsync(); + // HACK gte used here due to a bug in ganache where the timestamp can change + // between multiple calls to the same block. Which can move the amount in our case + // ref: https://github.com/trufflesuite/ganache-core/issues/111 + expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), + ); + const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(newOwner).to.be.bignumber.equal(takerAddress); + }); + }); + }); +}); |