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-rw-r--r--packages/contracts/test/exchange/wrapper.ts348
1 files changed, 348 insertions, 0 deletions
diff --git a/packages/contracts/test/exchange/wrapper.ts b/packages/contracts/test/exchange/wrapper.ts
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+++ b/packages/contracts/test/exchange/wrapper.ts
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+import { ZeroEx } from '0x.js';
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import * as _ from 'lodash';
+
+import { Artifacts } from '../../util/artifacts';
+import { Balances } from '../../util/balances';
+import { constants } from '../../util/constants';
+import { ExchangeWrapper } from '../../util/exchange_wrapper';
+import { Order } from '../../util/order';
+import { OrderFactory } from '../../util/order_factory';
+import { BalancesByOwner, ContractInstance } from '../../util/types';
+import { chaiSetup } from '../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+const { Exchange, TokenTransferProxy, DummyToken, TokenRegistry } = new Artifacts(artifacts);
+
+contract('Exchange', (accounts: string[]) => {
+ const maker = accounts[0];
+ const tokenOwner = accounts[0];
+ const taker = accounts[1] || accounts[accounts.length - 1];
+ const feeRecipient = accounts[2] || accounts[accounts.length - 1];
+
+ const INIT_BAL = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+ const INIT_ALLOW = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+
+ let rep: ContractInstance;
+ let dgd: ContractInstance;
+ let zrx: ContractInstance;
+ let exchange: ContractInstance;
+ let tokenRegistry: ContractInstance;
+
+ let balances: BalancesByOwner;
+
+ let exWrapper: ExchangeWrapper;
+ let dmyBalances: Balances;
+ let orderFactory: OrderFactory;
+
+ before(async () => {
+ [tokenRegistry, exchange] = await Promise.all([TokenRegistry.deployed(), Exchange.deployed()]);
+ exWrapper = new ExchangeWrapper(exchange);
+ const [repAddress, dgdAddress, zrxAddress] = await Promise.all([
+ tokenRegistry.getTokenAddressBySymbol('REP'),
+ tokenRegistry.getTokenAddressBySymbol('DGD'),
+ tokenRegistry.getTokenAddressBySymbol('ZRX'),
+ ]);
+
+ const defaultOrderParams = {
+ exchangeContractAddress: Exchange.address,
+ maker,
+ feeRecipient,
+ makerToken: repAddress,
+ takerToken: dgdAddress,
+ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+ takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+ makerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+ takerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+ };
+ orderFactory = new OrderFactory(defaultOrderParams);
+
+ [rep, dgd, zrx] = await Promise.all([
+ DummyToken.at(repAddress),
+ DummyToken.at(dgdAddress),
+ DummyToken.at(zrxAddress),
+ ]);
+ dmyBalances = new Balances([rep, dgd, zrx], [maker, taker, feeRecipient]);
+ await Promise.all([
+ rep.approve(TokenTransferProxy.address, INIT_ALLOW, { from: maker }),
+ rep.approve(TokenTransferProxy.address, INIT_ALLOW, { from: taker }),
+ rep.setBalance(maker, INIT_BAL, { from: tokenOwner }),
+ rep.setBalance(taker, INIT_BAL, { from: tokenOwner }),
+ dgd.approve(TokenTransferProxy.address, INIT_ALLOW, { from: maker }),
+ dgd.approve(TokenTransferProxy.address, INIT_ALLOW, { from: taker }),
+ dgd.setBalance(maker, INIT_BAL, { from: tokenOwner }),
+ dgd.setBalance(taker, INIT_BAL, { from: tokenOwner }),
+ zrx.approve(TokenTransferProxy.address, INIT_ALLOW, { from: maker }),
+ zrx.approve(TokenTransferProxy.address, INIT_ALLOW, { from: taker }),
+ zrx.setBalance(maker, INIT_BAL, { from: tokenOwner }),
+ zrx.setBalance(taker, INIT_BAL, { from: tokenOwner }),
+ ]);
+ });
+
+ describe('fillOrKillOrder', () => {
+ beforeEach(async () => {
+ balances = await dmyBalances.getAsync();
+ });
+
+ it('should transfer the correct amounts', async () => {
+ const order = await orderFactory.newSignedOrderAsync({
+ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+ takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+ });
+ const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+ await exWrapper.fillOrKillOrderAsync(order, taker, {
+ fillTakerTokenAmount,
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+
+ const fillMakerTokenAmount = fillTakerTokenAmount
+ .times(order.params.makerTokenAmount)
+ .dividedToIntegerBy(order.params.takerTokenAmount);
+ const makerFee = order.params.makerFee
+ .times(fillMakerTokenAmount)
+ .dividedToIntegerBy(order.params.makerTokenAmount);
+ const takerFee = order.params.takerFee
+ .times(fillMakerTokenAmount)
+ .dividedToIntegerBy(order.params.makerTokenAmount);
+ expect(newBalances[maker][order.params.makerToken]).to.be.bignumber.equal(
+ balances[maker][order.params.makerToken].minus(fillMakerTokenAmount),
+ );
+ expect(newBalances[maker][order.params.takerToken]).to.be.bignumber.equal(
+ balances[maker][order.params.takerToken].add(fillTakerTokenAmount),
+ );
+ expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(makerFee));
+ expect(newBalances[taker][order.params.takerToken]).to.be.bignumber.equal(
+ balances[taker][order.params.takerToken].minus(fillTakerTokenAmount),
+ );
+ expect(newBalances[taker][order.params.makerToken]).to.be.bignumber.equal(
+ balances[taker][order.params.makerToken].add(fillMakerTokenAmount),
+ );
+ expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(balances[taker][zrx.address].minus(takerFee));
+ expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal(
+ balances[feeRecipient][zrx.address].add(makerFee.add(takerFee)),
+ );
+ });
+
+ it('should throw if an order is expired', async () => {
+ const order = await orderFactory.newSignedOrderAsync({
+ expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
+ });
+
+ return expect(exWrapper.fillOrKillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT);
+ });
+
+ it('should throw if entire fillTakerTokenAmount not filled', async () => {
+ const order = await orderFactory.newSignedOrderAsync();
+
+ const from = taker;
+ await exWrapper.fillOrderAsync(order, from, {
+ fillTakerTokenAmount: order.params.takerTokenAmount.div(2),
+ });
+
+ return expect(exWrapper.fillOrKillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT);
+ });
+ });
+
+ describe('batch functions', () => {
+ let orders: Order[];
+ beforeEach(async () => {
+ orders = await Promise.all([
+ orderFactory.newSignedOrderAsync(),
+ orderFactory.newSignedOrderAsync(),
+ orderFactory.newSignedOrderAsync(),
+ ]);
+ balances = await dmyBalances.getAsync();
+ });
+
+ describe('batchFillOrders', () => {
+ it('should transfer the correct amounts', async () => {
+ const fillTakerTokenAmounts: BigNumber[] = [];
+ const makerToken = rep.address;
+ const takerToken = dgd.address;
+ orders.forEach(order => {
+ const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+ const fillMakerTokenAmount = fillTakerTokenAmount
+ .times(order.params.makerTokenAmount)
+ .dividedToIntegerBy(order.params.takerTokenAmount);
+ const makerFee = order.params.makerFee
+ .times(fillMakerTokenAmount)
+ .dividedToIntegerBy(order.params.makerTokenAmount);
+ const takerFee = order.params.takerFee
+ .times(fillMakerTokenAmount)
+ .dividedToIntegerBy(order.params.makerTokenAmount);
+ fillTakerTokenAmounts.push(fillTakerTokenAmount);
+ balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount);
+ balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount);
+ balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee);
+ balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount);
+ balances[taker][takerToken] = balances[taker][takerToken].minus(fillTakerTokenAmount);
+ balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee);
+ balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add(
+ makerFee.add(takerFee),
+ );
+ });
+
+ await exWrapper.batchFillOrdersAsync(orders, taker, {
+ fillTakerTokenAmounts,
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+ });
+
+ describe('batchFillOrKillOrders', () => {
+ it('should transfer the correct amounts', async () => {
+ const fillTakerTokenAmounts: BigNumber[] = [];
+ const makerToken = rep.address;
+ const takerToken = dgd.address;
+ orders.forEach(order => {
+ const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+ const fillMakerTokenAmount = fillTakerTokenAmount
+ .times(order.params.makerTokenAmount)
+ .dividedToIntegerBy(order.params.takerTokenAmount);
+ const makerFee = order.params.makerFee
+ .times(fillMakerTokenAmount)
+ .dividedToIntegerBy(order.params.makerTokenAmount);
+ const takerFee = order.params.takerFee
+ .times(fillMakerTokenAmount)
+ .dividedToIntegerBy(order.params.makerTokenAmount);
+ fillTakerTokenAmounts.push(fillTakerTokenAmount);
+ balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount);
+ balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount);
+ balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee);
+ balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount);
+ balances[taker][takerToken] = balances[taker][takerToken].minus(fillTakerTokenAmount);
+ balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee);
+ balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add(
+ makerFee.add(takerFee),
+ );
+ });
+
+ await exWrapper.batchFillOrKillOrdersAsync(orders, taker, {
+ fillTakerTokenAmounts,
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should throw if a single order does not fill the expected amount', async () => {
+ const fillTakerTokenAmounts: BigNumber[] = [];
+ orders.forEach(order => {
+ const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+ fillTakerTokenAmounts.push(fillTakerTokenAmount);
+ });
+
+ await exWrapper.fillOrKillOrderAsync(orders[0], taker);
+
+ return expect(
+ exWrapper.batchFillOrKillOrdersAsync(orders, taker, {
+ fillTakerTokenAmounts,
+ }),
+ ).to.be.rejectedWith(constants.REVERT);
+ });
+ });
+
+ describe('fillOrdersUpTo', () => {
+ it('should stop when the entire fillTakerTokenAmount is filled', async () => {
+ const fillTakerTokenAmount = orders[0].params.takerTokenAmount.plus(
+ orders[1].params.takerTokenAmount.div(2),
+ );
+ await exWrapper.fillOrdersUpToAsync(orders, taker, {
+ fillTakerTokenAmount,
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+
+ const fillMakerTokenAmount = orders[0].params.makerTokenAmount.add(
+ orders[1].params.makerTokenAmount.dividedToIntegerBy(2),
+ );
+ const makerFee = orders[0].params.makerFee.add(orders[1].params.makerFee.dividedToIntegerBy(2));
+ const takerFee = orders[0].params.takerFee.add(orders[1].params.takerFee.dividedToIntegerBy(2));
+ expect(newBalances[maker][orders[0].params.makerToken]).to.be.bignumber.equal(
+ balances[maker][orders[0].params.makerToken].minus(fillMakerTokenAmount),
+ );
+ expect(newBalances[maker][orders[0].params.takerToken]).to.be.bignumber.equal(
+ balances[maker][orders[0].params.takerToken].add(fillTakerTokenAmount),
+ );
+ expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(
+ balances[maker][zrx.address].minus(makerFee),
+ );
+ expect(newBalances[taker][orders[0].params.takerToken]).to.be.bignumber.equal(
+ balances[taker][orders[0].params.takerToken].minus(fillTakerTokenAmount),
+ );
+ expect(newBalances[taker][orders[0].params.makerToken]).to.be.bignumber.equal(
+ balances[taker][orders[0].params.makerToken].add(fillMakerTokenAmount),
+ );
+ expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(
+ balances[taker][zrx.address].minus(takerFee),
+ );
+ expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal(
+ balances[feeRecipient][zrx.address].add(makerFee.add(takerFee)),
+ );
+ });
+
+ it('should fill all orders if cannot fill entire fillTakerTokenAmount', async () => {
+ const fillTakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
+ orders.forEach(order => {
+ balances[maker][order.params.makerToken] = balances[maker][order.params.makerToken].minus(
+ order.params.makerTokenAmount,
+ );
+ balances[maker][order.params.takerToken] = balances[maker][order.params.takerToken].add(
+ order.params.takerTokenAmount,
+ );
+ balances[maker][zrx.address] = balances[maker][zrx.address].minus(order.params.makerFee);
+ balances[taker][order.params.makerToken] = balances[taker][order.params.makerToken].add(
+ order.params.makerTokenAmount,
+ );
+ balances[taker][order.params.takerToken] = balances[taker][order.params.takerToken].minus(
+ order.params.takerTokenAmount,
+ );
+ balances[taker][zrx.address] = balances[taker][zrx.address].minus(order.params.takerFee);
+ balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add(
+ order.params.makerFee.add(order.params.takerFee),
+ );
+ });
+ await exWrapper.fillOrdersUpToAsync(orders, taker, {
+ fillTakerTokenAmount,
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should throw when an order does not use the same takerToken', async () => {
+ orders = await Promise.all([
+ orderFactory.newSignedOrderAsync(),
+ orderFactory.newSignedOrderAsync({ takerToken: zrx.address }),
+ orderFactory.newSignedOrderAsync(),
+ ]);
+
+ return expect(
+ exWrapper.fillOrdersUpToAsync(orders, taker, {
+ fillTakerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
+ }),
+ ).to.be.rejectedWith(constants.REVERT);
+ });
+ });
+
+ describe('batchCancelOrders', () => {
+ it('should be able to cancel multiple orders', async () => {
+ const cancelTakerTokenAmounts = _.map(orders, order => order.params.takerTokenAmount);
+ await exWrapper.batchCancelOrdersAsync(orders, maker, {
+ cancelTakerTokenAmounts,
+ });
+
+ await exWrapper.batchFillOrdersAsync(orders, taker, {
+ fillTakerTokenAmounts: cancelTakerTokenAmounts,
+ });
+ const newBalances = await dmyBalances.getAsync();
+ expect(balances).to.be.deep.equal(newBalances);
+ });
+ });
+ });
+});