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-rw-r--r--packages/contract-wrappers/test/order_validation_test.ts539
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diff --git a/packages/contract-wrappers/test/order_validation_test.ts b/packages/contract-wrappers/test/order_validation_test.ts
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-import { BlockchainLifecycle } from '@0xproject/dev-utils';
-import { FillScenarios } from '@0xproject/fill-scenarios';
-import { OrderError } from '@0xproject/order-utils';
-import { BlockParamLiteral } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-import * as chai from 'chai';
-import * as Sinon from 'sinon';
-
-import { ContractWrappers, ExchangeContractErrs, SignedOrder, Token } from '../src';
-import { BalanceAndProxyAllowanceLazyStore } from '../src/stores/balance_proxy_allowance_lazy_store';
-import { TradeSide, TransferType } from '../src/types';
-import { ExchangeTransferSimulator } from '../src/utils/exchange_transfer_simulator';
-import { OrderValidationUtils } from '../src/utils/order_validation_utils';
-
-import { chaiSetup } from './utils/chai_setup';
-import { constants } from './utils/constants';
-import { TokenUtils } from './utils/token_utils';
-import { provider, web3Wrapper } from './utils/web3_wrapper';
-
-chaiSetup.configure();
-const expect = chai.expect;
-const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
-
-describe('OrderValidation', () => {
- let contractWrappers: ContractWrappers;
- let userAddresses: string[];
- let tokens: Token[];
- let tokenUtils: TokenUtils;
- let exchangeContractAddress: string;
- let zrxTokenAddress: string;
- let fillScenarios: FillScenarios;
- let makerTokenAddress: string;
- let takerTokenAddress: string;
- let coinbase: string;
- let makerAddress: string;
- let takerAddress: string;
- let feeRecipient: string;
- const fillableAmount = new BigNumber(5);
- const fillTakerAmount = new BigNumber(5);
- const config = {
- networkId: constants.TESTRPC_NETWORK_ID,
- };
- before(async () => {
- contractWrappers = new ContractWrappers(provider, config);
- exchangeContractAddress = contractWrappers.exchange.getContractAddress();
- userAddresses = await web3Wrapper.getAvailableAddressesAsync();
- [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
- tokens = await contractWrappers.tokenRegistry.getTokensAsync();
- tokenUtils = new TokenUtils(tokens);
- zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
- fillScenarios = new FillScenarios(provider, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
- const [makerToken, takerToken] = tokenUtils.getDummyTokens();
- makerTokenAddress = makerToken.address;
- takerTokenAddress = takerToken.address;
- });
- beforeEach(async () => {
- await blockchainLifecycle.startAsync();
- });
- afterEach(async () => {
- await blockchainLifecycle.revertAsync();
- });
- describe('validateOrderFillableOrThrowAsync', () => {
- it('should succeed if the order is fillable', async () => {
- const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- fillableAmount,
- );
- await contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder);
- });
- it('should succeed if the maker is buying ZRX and has no ZRX balance', async () => {
- const makerFee = new BigNumber(2);
- const takerFee = new BigNumber(2);
- const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
- makerTokenAddress,
- zrxTokenAddress,
- makerFee,
- takerFee,
- makerAddress,
- takerAddress,
- fillableAmount,
- feeRecipient,
- );
- const zrxMakerBalance = await contractWrappers.token.getBalanceAsync(zrxTokenAddress, makerAddress);
- await contractWrappers.token.transferAsync(zrxTokenAddress, makerAddress, takerAddress, zrxMakerBalance);
- await contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder);
- });
- it('should succeed if the maker is buying ZRX and has no ZRX balance and there is no specified taker', async () => {
- const makerFee = new BigNumber(2);
- const takerFee = new BigNumber(2);
- const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
- makerTokenAddress,
- zrxTokenAddress,
- makerFee,
- takerFee,
- makerAddress,
- constants.NULL_ADDRESS,
- fillableAmount,
- feeRecipient,
- );
- const zrxMakerBalance = await contractWrappers.token.getBalanceAsync(zrxTokenAddress, makerAddress);
- await contractWrappers.token.transferAsync(zrxTokenAddress, makerAddress, takerAddress, zrxMakerBalance);
- await contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder);
- });
- it('should succeed if the order is asymmetric and fillable', async () => {
- const makerFillableAmount = fillableAmount;
- // tslint:disable-next-line:custom-no-magic-numbers
- const takerFillableAmount = fillableAmount.minus(4);
- const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- makerFillableAmount,
- takerFillableAmount,
- );
- await contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder);
- });
- it('should throw when the order is fully filled or cancelled', async () => {
- const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- fillableAmount,
- );
- await contractWrappers.exchange.cancelOrderAsync(signedOrder, fillableAmount);
- return expect(contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith(
- ExchangeContractErrs.OrderRemainingFillAmountZero,
- );
- });
- it('should throw when order is expired', async () => {
- const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
- const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- fillableAmount,
- expirationInPast,
- );
- return expect(contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith(
- ExchangeContractErrs.OrderFillExpired,
- );
- });
- });
- describe('validateFillOrderAndThrowIfInvalidAsync', () => {
- it('should throw when the fill amount is zero', async () => {
- const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- fillableAmount,
- );
- const zeroFillAmount = new BigNumber(0);
- return expect(
- contractWrappers.exchange.validateFillOrderThrowIfInvalidAsync(
- signedOrder,
- zeroFillAmount,
- takerAddress,
- ),
- ).to.be.rejectedWith(ExchangeContractErrs.OrderFillAmountZero);
- });
- it('should throw when the signature is invalid', async () => {
- const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- fillableAmount,
- );
- // 27 <--> 28
- // tslint:disable-next-line:custom-no-magic-numbers
- signedOrder.ecSignature.v = 28 - signedOrder.ecSignature.v + 27;
- return expect(
- contractWrappers.exchange.validateFillOrderThrowIfInvalidAsync(
- signedOrder,
- fillableAmount,
- takerAddress,
- ),
- ).to.be.rejectedWith(OrderError.InvalidSignature);
- });
- it('should throw when the order is fully filled or cancelled', async () => {
- const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- fillableAmount,
- );
- await contractWrappers.exchange.cancelOrderAsync(signedOrder, fillableAmount);
- return expect(
- contractWrappers.exchange.validateFillOrderThrowIfInvalidAsync(
- signedOrder,
- fillableAmount,
- takerAddress,
- ),
- ).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero);
- });
- it('should throw when sender is not a taker', async () => {
- const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- fillableAmount,
- );
- // tslint:disable-next-line:custom-no-magic-numbers
- const nonTakerAddress = userAddresses[6];
- return expect(
- contractWrappers.exchange.validateFillOrderThrowIfInvalidAsync(
- signedOrder,
- fillTakerAmount,
- nonTakerAddress,
- ),
- ).to.be.rejectedWith(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
- });
- it('should throw when order is expired', async () => {
- const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
- const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- fillableAmount,
- expirationInPast,
- );
- return expect(
- contractWrappers.exchange.validateFillOrderThrowIfInvalidAsync(
- signedOrder,
- fillTakerAmount,
- takerAddress,
- ),
- ).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired);
- });
- it('should throw when there a rounding error would have occurred', async () => {
- const makerAmount = new BigNumber(3);
- const takerAmount = new BigNumber(5);
- const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- makerAmount,
- takerAmount,
- );
- const fillTakerAmountThatCausesRoundingError = new BigNumber(3);
- return expect(
- contractWrappers.exchange.validateFillOrderThrowIfInvalidAsync(
- signedOrder,
- fillTakerAmountThatCausesRoundingError,
- takerAddress,
- ),
- ).to.be.rejectedWith(ExchangeContractErrs.OrderFillRoundingError);
- });
- });
- describe('#validateFillOrKillOrderAndThrowIfInvalidAsync', () => {
- it('should throw if remaining fillAmount is less then the desired fillAmount', async () => {
- const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- fillableAmount,
- );
- const tooLargeFillAmount = new BigNumber(7);
- const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount);
- await contractWrappers.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference);
- await contractWrappers.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount);
- await contractWrappers.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference);
- await contractWrappers.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount);
-
- return expect(
- contractWrappers.exchange.validateFillOrKillOrderThrowIfInvalidAsync(
- signedOrder,
- tooLargeFillAmount,
- takerAddress,
- ),
- ).to.be.rejectedWith(ExchangeContractErrs.InsufficientRemainingFillAmount);
- });
- });
- describe('validateCancelOrderAndThrowIfInvalidAsync', () => {
- let signedOrder: SignedOrder;
- const cancelAmount = new BigNumber(3);
- beforeEach(async () => {
- [coinbase, makerAddress, takerAddress] = userAddresses;
- const [makerToken, takerToken] = tokenUtils.getDummyTokens();
- makerTokenAddress = makerToken.address;
- takerTokenAddress = takerToken.address;
- signedOrder = await fillScenarios.createFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- fillableAmount,
- );
- });
- it('should throw when cancel amount is zero', async () => {
- const zeroCancelAmount = new BigNumber(0);
- return expect(
- contractWrappers.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, zeroCancelAmount),
- ).to.be.rejectedWith(ExchangeContractErrs.OrderCancelAmountZero);
- });
- it('should throw when order is expired', async () => {
- const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
- const expiredSignedOrder = await fillScenarios.createFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- fillableAmount,
- expirationInPast,
- );
- return expect(
- contractWrappers.exchange.validateCancelOrderThrowIfInvalidAsync(expiredSignedOrder, cancelAmount),
- ).to.be.rejectedWith(ExchangeContractErrs.OrderCancelExpired);
- });
- it('should throw when order is already cancelled or filled', async () => {
- await contractWrappers.exchange.cancelOrderAsync(signedOrder, fillableAmount);
- return expect(
- contractWrappers.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, fillableAmount),
- ).to.be.rejectedWith(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
- });
- });
- describe('#validateFillOrderBalancesAllowancesThrowIfInvalidAsync', () => {
- let exchangeTransferSimulator: ExchangeTransferSimulator;
- let transferFromAsync: Sinon.SinonSpy;
- const bigNumberMatch = (expected: BigNumber) => {
- return Sinon.match((value: BigNumber) => value.eq(expected));
- };
- beforeEach('create exchangeTransferSimulator', async () => {
- const balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(
- contractWrappers.token,
- BlockParamLiteral.Latest,
- );
- exchangeTransferSimulator = new ExchangeTransferSimulator(balanceAndProxyAllowanceLazyStore);
- transferFromAsync = Sinon.spy();
- exchangeTransferSimulator.transferFromAsync = transferFromAsync as any;
- });
- it('should call exchangeTransferSimulator.transferFrom in a correct order', async () => {
- const makerFee = new BigNumber(2);
- const takerFee = new BigNumber(2);
- const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerFee,
- takerFee,
- makerAddress,
- takerAddress,
- fillableAmount,
- feeRecipient,
- );
- await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
- exchangeTransferSimulator,
- signedOrder,
- fillableAmount,
- takerAddress,
- zrxTokenAddress,
- );
- // tslint:disable-next-line:custom-no-magic-numbers
- expect(transferFromAsync.callCount).to.be.equal(4);
- expect(
- transferFromAsync
- .getCall(0)
- .calledWith(
- makerTokenAddress,
- makerAddress,
- takerAddress,
- bigNumberMatch(fillableAmount),
- TradeSide.Maker,
- TransferType.Trade,
- ),
- ).to.be.true();
- expect(
- transferFromAsync
- .getCall(1)
- .calledWith(
- takerTokenAddress,
- takerAddress,
- makerAddress,
- bigNumberMatch(fillableAmount),
- TradeSide.Taker,
- TransferType.Trade,
- ),
- ).to.be.true();
- expect(
- transferFromAsync
- .getCall(2)
- .calledWith(
- zrxTokenAddress,
- makerAddress,
- feeRecipient,
- bigNumberMatch(makerFee),
- TradeSide.Maker,
- TransferType.Fee,
- ),
- ).to.be.true();
- expect(
- transferFromAsync
- .getCall(3)
- .calledWith(
- zrxTokenAddress,
- takerAddress,
- feeRecipient,
- bigNumberMatch(takerFee),
- TradeSide.Taker,
- TransferType.Fee,
- ),
- ).to.be.true();
- });
- it('should call exchangeTransferSimulator.transferFrom with correct values for an open order', async () => {
- const makerFee = new BigNumber(2);
- const takerFee = new BigNumber(2);
- const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerFee,
- takerFee,
- makerAddress,
- constants.NULL_ADDRESS,
- fillableAmount,
- feeRecipient,
- );
- await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
- exchangeTransferSimulator,
- signedOrder,
- fillableAmount,
- takerAddress,
- zrxTokenAddress,
- );
- // tslint:disable-next-line:custom-no-magic-numbers
- expect(transferFromAsync.callCount).to.be.equal(4);
- expect(
- transferFromAsync
- .getCall(0)
- .calledWith(
- makerTokenAddress,
- makerAddress,
- takerAddress,
- bigNumberMatch(fillableAmount),
- TradeSide.Maker,
- TransferType.Trade,
- ),
- ).to.be.true();
- expect(
- transferFromAsync
- .getCall(1)
- .calledWith(
- takerTokenAddress,
- takerAddress,
- makerAddress,
- bigNumberMatch(fillableAmount),
- TradeSide.Taker,
- TransferType.Trade,
- ),
- ).to.be.true();
- expect(
- transferFromAsync
- .getCall(2)
- .calledWith(
- zrxTokenAddress,
- makerAddress,
- feeRecipient,
- bigNumberMatch(makerFee),
- TradeSide.Maker,
- TransferType.Fee,
- ),
- ).to.be.true();
- expect(
- transferFromAsync
- .getCall(3)
- .calledWith(
- zrxTokenAddress,
- takerAddress,
- feeRecipient,
- bigNumberMatch(takerFee),
- TradeSide.Taker,
- TransferType.Fee,
- ),
- ).to.be.true();
- });
- it('should correctly round the fillMakerTokenAmount', async () => {
- const makerTokenAmount = new BigNumber(3);
- const takerTokenAmount = new BigNumber(1);
- const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerAddress,
- takerAddress,
- makerTokenAmount,
- takerTokenAmount,
- );
- await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
- exchangeTransferSimulator,
- signedOrder,
- takerTokenAmount,
- takerAddress,
- zrxTokenAddress,
- );
- // tslint:disable-next-line:custom-no-magic-numbers
- expect(transferFromAsync.callCount).to.be.equal(4);
- const makerFillAmount = transferFromAsync.getCall(0).args[3];
- expect(makerFillAmount).to.be.bignumber.equal(makerTokenAmount);
- });
- it('should correctly round the makerFeeAmount', async () => {
- const makerFee = new BigNumber(2);
- const takerFee = new BigNumber(4);
- const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
- makerTokenAddress,
- takerTokenAddress,
- makerFee,
- takerFee,
- makerAddress,
- takerAddress,
- fillableAmount,
- constants.NULL_ADDRESS,
- );
- const fillTakerTokenAmount = fillableAmount.div(2).round(0);
- await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
- exchangeTransferSimulator,
- signedOrder,
- fillTakerTokenAmount,
- takerAddress,
- zrxTokenAddress,
- );
- const makerPartialFee = makerFee.div(2);
- const takerPartialFee = takerFee.div(2);
- // tslint:disable-next-line:custom-no-magic-numbers
- expect(transferFromAsync.callCount).to.be.equal(4);
- const partialMakerFee = transferFromAsync.getCall(2).args[3];
- expect(partialMakerFee).to.be.bignumber.equal(makerPartialFee);
- const partialTakerFee = transferFromAsync.getCall(3).args[3];
- expect(partialTakerFee).to.be.bignumber.equal(takerPartialFee);
- });
- });
-}); // tslint:disable-line:max-file-line-count
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