import { ERC20Wrapper, ERC721Wrapper } from '@0x/contracts-asset-proxy'; import { ExchangeWrapper } from '@0x/contracts-exchange'; import { chaiSetup, constants, ContractName, ERC20BalancesByOwner, expectContractCreationFailedAsync, expectTransactionFailedAsync, OrderFactory, provider, sendTransactionResult, txDefaults, web3Wrapper, } from '@0x/contracts-test-utils'; import { BlockchainLifecycle } from '@0x/dev-utils'; import { assetDataUtils } 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 { TransactionReceiptWithDecodedLogs } from 'ethereum-types'; import { artifacts, DummyERC20TokenContract, DummyERC721TokenContract, ExchangeContract, ForwarderContract, ForwarderWrapper, WETH9Contract, } from '../src'; chaiSetup.configure(); const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); const DECIMALS_DEFAULT = 18; const MAX_WETH_FILL_PERCENTAGE = 95; describe(ContractName.Forwarder, () => { let makerAddress: string; let owner: string; let takerAddress: string; let feeRecipientAddress: string; let defaultMakerAssetAddress: string; let zrxAssetData: string; let wethAssetData: string; let weth: DummyERC20TokenContract; let zrxToken: DummyERC20TokenContract; let erc20TokenA: DummyERC20TokenContract; let erc721Token: DummyERC721TokenContract; let forwarderContract: ForwarderContract; let wethContract: WETH9Contract; let forwarderWrapper: ForwarderWrapper; let exchangeWrapper: ExchangeWrapper; let orderWithoutFee: SignedOrder; let orderWithFee: SignedOrder; let feeOrder: SignedOrder; let orderFactory: OrderFactory; let erc20Wrapper: ERC20Wrapper; let erc20Balances: ERC20BalancesByOwner; let tx: TransactionReceiptWithDecodedLogs; let erc721MakerAssetIds: BigNumber[]; let takerEthBalanceBefore: BigNumber; let feePercentage: BigNumber; let gasPrice: BigNumber; before(async () => { await blockchainLifecycle.startAsync(); const accounts = await web3Wrapper.getAvailableAddressesAsync(); const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = accounts); const txHash = await web3Wrapper.sendTransactionAsync({ from: accounts[0], to: accounts[0], value: 0 }); const transaction = await web3Wrapper.getTransactionByHashAsync(txHash); gasPrice = new BigNumber(transaction.gasPrice); const erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); const numDummyErc20ToDeploy = 3; [erc20TokenA, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( numDummyErc20ToDeploy, constants.DUMMY_TOKEN_DECIMALS, ); const erc20Proxy = await erc20Wrapper.deployProxyAsync(); await erc20Wrapper.setBalancesAndAllowancesAsync(); [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(artifacts.WETH9, provider, txDefaults); weth = new DummyERC20TokenContract(wethContract.abi, wethContract.address, provider); erc20Wrapper.addDummyTokenContract(weth); wethAssetData = assetDataUtils.encodeERC20AssetData(wethContract.address); zrxAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync( artifacts.Exchange, provider, txDefaults, zrxAssetData, ); 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, }); defaultMakerAssetAddress = erc20TokenA.address; const defaultTakerAssetAddress = wethContract.address; const defaultOrderParams = { exchangeAddress: exchangeInstance.address, makerAddress, feeRecipientAddress, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), DECIMALS_DEFAULT), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT), makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), }; const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; orderFactory = new OrderFactory(privateKey, defaultOrderParams); const forwarderInstance = await ForwarderContract.deployFrom0xArtifactAsync( artifacts.Forwarder, provider, txDefaults, exchangeInstance.address, zrxAssetData, wethAssetData, ); forwarderContract = new ForwarderContract(forwarderInstance.abi, forwarderInstance.address, provider); forwarderWrapper = new ForwarderWrapper(forwarderContract, provider); const zrxDepositAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 18); await web3Wrapper.awaitTransactionSuccessAsync( await zrxToken.transfer.sendTransactionAsync(forwarderContract.address, zrxDepositAmount), ); erc20Wrapper.addTokenOwnerAddress(forwarderInstance.address); }); after(async () => { await blockchainLifecycle.revertAsync(); }); beforeEach(async () => { await blockchainLifecycle.startAsync(); erc20Balances = await erc20Wrapper.getBalancesAsync(); takerEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress); orderWithoutFee = await orderFactory.newSignedOrderAsync(); feeOrder = await orderFactory.newSignedOrderAsync({ makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); orderWithFee = await orderFactory.newSignedOrderAsync({ takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); }); afterEach(async () => { await blockchainLifecycle.revertAsync(); }); describe('constructor', () => { it('should revert if assetProxy is unregistered', async () => { const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync( artifacts.Exchange, provider, txDefaults, zrxAssetData, ); return expectContractCreationFailedAsync( (ForwarderContract.deployFrom0xArtifactAsync( artifacts.Forwarder, provider, txDefaults, exchangeInstance.address, zrxAssetData, wethAssetData, ) as any) as sendTransactionResult, RevertReason.UnregisteredAssetProxy, ); }); }); describe('marketSellOrdersWithEth without extra fees', () => { it('should fill a single order', async () => { const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2); tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( ethValue, MAX_WETH_FILL_PERCENTAGE, ); const makerAssetFillAmount = primaryTakerAssetFillAmount .times(orderWithoutFee.makerAssetAmount) .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should fill multiple orders', async () => { const secondOrderWithoutFee = await orderFactory.newSignedOrderAsync(); const ordersWithoutFee = [orderWithoutFee, secondOrderWithoutFee]; const feeOrders: SignedOrder[] = []; const ethValue = ordersWithoutFee[0].takerAssetAmount.plus( ordersWithoutFee[1].takerAssetAmount.dividedToIntegerBy(2), ); tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( ethValue, MAX_WETH_FILL_PERCENTAGE, ); const firstTakerAssetFillAmount = ordersWithoutFee[0].takerAssetAmount; const secondTakerAssetFillAmount = primaryTakerAssetFillAmount.minus(firstTakerAssetFillAmount); const makerAssetFillAmount = ordersWithoutFee[0].makerAssetAmount.plus( ordersWithoutFee[1].makerAssetAmount .times(secondTakerAssetFillAmount) .dividedToIntegerBy(ordersWithoutFee[1].takerAssetAmount), ); const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should fill the order and pay ZRX fees from a single feeOrder', async () => { const ordersWithFee = [orderWithFee]; const feeOrders = [feeOrder]; const ethValue = orderWithFee.takerAssetAmount.dividedToIntegerBy(2); tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( ethValue, MAX_WETH_FILL_PERCENTAGE, ); const makerAssetFillAmount = primaryTakerAssetFillAmount .times(orderWithoutFee.makerAssetAmount) .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); const feeAmount = ForwarderWrapper.getPercentageOfValue( orderWithFee.takerFee.dividedToIntegerBy(2), MAX_WETH_FILL_PERCENTAGE, ); const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); const totalEthSpent = primaryTakerAssetFillAmount .plus(wethSpentOnFeeOrders) .plus(gasPrice.times(tx.gasUsed)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should fill the orders and pay ZRX from multiple feeOrders', async () => { const ordersWithFee = [orderWithFee]; const ethValue = orderWithFee.takerAssetAmount; const makerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); const makerAssetAmount = orderWithFee.takerFee.dividedToIntegerBy(2); const takerAssetAmount = feeOrder.takerAssetAmount .times(makerAssetAmount) .dividedToIntegerBy(feeOrder.makerAssetAmount); const firstFeeOrder = await orderFactory.newSignedOrderAsync({ makerAssetData, makerAssetAmount, takerAssetAmount, }); const secondFeeOrder = await orderFactory.newSignedOrderAsync({ makerAssetData, makerAssetAmount, takerAssetAmount, }); const feeOrders = [firstFeeOrder, secondFeeOrder]; tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( ethValue, MAX_WETH_FILL_PERCENTAGE, ); const makerAssetFillAmount = primaryTakerAssetFillAmount .times(orderWithoutFee.makerAssetAmount) .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); const feeAmount = ForwarderWrapper.getPercentageOfValue(orderWithFee.takerFee, MAX_WETH_FILL_PERCENTAGE); const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); const totalEthSpent = primaryTakerAssetFillAmount .plus(wethSpentOnFeeOrders) .plus(gasPrice.times(tx.gasUsed)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should fill the order when token is ZRX with fees', async () => { orderWithFee = await orderFactory.newSignedOrderAsync({ makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); const ordersWithFee = [orderWithFee]; const feeOrders: SignedOrder[] = []; const ethValue = orderWithFee.takerAssetAmount.dividedToIntegerBy(2); tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2); const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed)); const takerFeePaid = orderWithFee.takerFee.dividedToIntegerBy(2); const makerFeePaid = orderWithFee.makerFee.dividedToIntegerBy(2); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount).minus(makerFeePaid), ); expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount).minus(takerFeePaid), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(ethValue), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][zrxToken.address]).to.be.bignumber.equal( erc20Balances[forwarderContract.address][zrxToken.address], ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should refund remaining ETH if amount is greater than takerAssetAmount', async () => { const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; const ethValue = orderWithoutFee.takerAssetAmount.times(2); tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const totalEthSpent = orderWithoutFee.takerAssetAmount.plus(gasPrice.times(tx.gasUsed)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); }); it('should revert if ZRX cannot be fully repurchased', async () => { orderWithFee = await orderFactory.newSignedOrderAsync({ takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), DECIMALS_DEFAULT), }); const ordersWithFee = [orderWithFee]; feeOrder = await orderFactory.newSignedOrderAsync({ makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); const feeOrders = [feeOrder]; const ethValue = orderWithFee.takerAssetAmount; return expectTransactionFailedAsync( forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, { value: ethValue, from: takerAddress, }), RevertReason.CompleteFillFailed, ); }); it('should not fill orders with different makerAssetData than the first order', async () => { const makerAssetId = erc721MakerAssetIds[0]; const erc721SignedOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), }); const erc20SignedOrder = await orderFactory.newSignedOrderAsync(); const ordersWithoutFee = [erc20SignedOrder, erc721SignedOrder]; const feeOrders: SignedOrder[] = []; const ethValue = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount); tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const totalEthSpent = erc20SignedOrder.takerAssetAmount.plus(gasPrice.times(tx.gasUsed)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); }); }); describe('marketSellOrdersWithEth with extra fees', () => { it('should fill the order and send fee to feeRecipient', async () => { const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; const ethValue = orderWithoutFee.takerAssetAmount.div(2); const baseFeePercentage = 2; feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); tx = await forwarderWrapper.marketSellOrdersWithEthAsync( ordersWithoutFee, feeOrders, { value: ethValue, from: takerAddress, }, { feePercentage, feeRecipient: feeRecipientAddress }, ); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue( ethValue, MAX_WETH_FILL_PERCENTAGE, ); const makerAssetFillAmount = primaryTakerAssetFillAmount .times(orderWithoutFee.makerAssetAmount) .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); const ethSpentOnFee = ForwarderWrapper.getPercentageOfValue(primaryTakerAssetFillAmount, baseFeePercentage); const totalEthSpent = primaryTakerAssetFillAmount.plus(ethSpentOnFee).plus(gasPrice.times(tx.gasUsed)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(feeRecipientEthBalanceAfter).to.be.bignumber.equal(feeRecipientEthBalanceBefore.plus(ethSpentOnFee)); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should fail if the fee is set too high', async () => { const ethValue = orderWithoutFee.takerAssetAmount.div(2); const baseFeePercentage = 6; feePercentage = ForwarderWrapper.getPercentageOfValue(ethValue, baseFeePercentage); const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; await expectTransactionFailedAsync( forwarderWrapper.marketSellOrdersWithEthAsync( ordersWithoutFee, feeOrders, { from: takerAddress, value: ethValue, gasPrice }, { feePercentage, feeRecipient: feeRecipientAddress }, ), RevertReason.FeePercentageTooLarge, ); }); it('should fail if there is not enough ETH remaining to pay the fee', async () => { const ethValue = orderWithoutFee.takerAssetAmount.div(2); const baseFeePercentage = 5; feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); const ordersWithFee = [orderWithFee]; const feeOrders = [feeOrder]; await expectTransactionFailedAsync( forwarderWrapper.marketSellOrdersWithEthAsync( ordersWithFee, feeOrders, { from: takerAddress, value: ethValue, gasPrice }, { feePercentage, feeRecipient: feeRecipientAddress }, ), RevertReason.InsufficientEthRemaining, ); }); }); describe('marketBuyOrdersWithEth without extra fees', () => { it('should buy the exact amount of makerAsset in a single order', async () => { const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2); tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ethValue; const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should buy the exact amount of makerAsset in multiple orders', async () => { const secondOrderWithoutFee = await orderFactory.newSignedOrderAsync(); const ordersWithoutFee = [orderWithoutFee, secondOrderWithoutFee]; const feeOrders: SignedOrder[] = []; const makerAssetFillAmount = ordersWithoutFee[0].makerAssetAmount.plus( ordersWithoutFee[1].makerAssetAmount.dividedToIntegerBy(2), ); const ethValue = ordersWithoutFee[0].takerAssetAmount.plus( ordersWithoutFee[1].takerAssetAmount.dividedToIntegerBy(2), ); tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ethValue; const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should buy the exact amount of makerAsset and return excess ETH', async () => { const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); const ethValue = orderWithoutFee.takerAssetAmount; tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ethValue.dividedToIntegerBy(2); const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should buy the exact amount of makerAsset and pay ZRX from feeOrders', async () => { const ordersWithFee = [orderWithFee]; const feeOrders = [feeOrder]; const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2); const ethValue = orderWithFee.takerAssetAmount; tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount.dividedToIntegerBy(2); const feeAmount = orderWithFee.takerFee.dividedToIntegerBy(2); const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); const totalEthSpent = primaryTakerAssetFillAmount .plus(wethSpentOnFeeOrders) .plus(gasPrice.times(tx.gasUsed)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should buy slightly greater than makerAssetAmount when buying ZRX', async () => { orderWithFee = await orderFactory.newSignedOrderAsync({ makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); const ordersWithFee = [orderWithFee]; const feeOrders: SignedOrder[] = []; const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2); const ethValue = orderWithFee.takerAssetAmount; tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ForwarderWrapper.getWethForFeeOrders( makerAssetFillAmount, ordersWithFee, ); const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); const makerAssetFilledAmount = orderWithFee.makerAssetAmount .times(primaryTakerAssetFillAmount) .dividedToIntegerBy(orderWithFee.takerAssetAmount); const takerFeePaid = orderWithFee.takerFee .times(primaryTakerAssetFillAmount) .dividedToIntegerBy(orderWithFee.takerAssetAmount); const makerFeePaid = orderWithFee.makerFee .times(primaryTakerAssetFillAmount) .dividedToIntegerBy(orderWithFee.takerAssetAmount); const totalZrxPurchased = makerAssetFilledAmount.minus(takerFeePaid); // Up to 1 wei worth of ZRX will be overbought per order const maxOverboughtZrx = new BigNumber(1) .times(orderWithFee.makerAssetAmount) .dividedToIntegerBy(orderWithFee.takerAssetAmount); expect(totalZrxPurchased).to.be.bignumber.gte(makerAssetFillAmount); expect(totalZrxPurchased).to.be.bignumber.lte(makerAssetFillAmount.plus(maxOverboughtZrx)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFilledAmount).minus(makerFeePaid), ); expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][zrxToken.address].plus(totalZrxPurchased), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][zrxToken.address]).to.be.bignumber.equal( erc20Balances[forwarderContract.address][zrxToken.address], ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should revert if the amount of ETH sent is too low to fill the makerAssetAmount', async () => { const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(4); return expectTransactionFailedAsync( forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { value: ethValue, from: takerAddress, }), RevertReason.CompleteFillFailed, ); }); it('should buy an ERC721 asset from a single order', async () => { const makerAssetId = erc721MakerAssetIds[0]; orderWithoutFee = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), }); const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; const makerAssetFillAmount = new BigNumber(1); const ethValue = orderWithFee.takerAssetAmount; tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { from: takerAddress, value: ethValue, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ethValue; const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); expect(newOwner).to.be.bignumber.equal(takerAddress); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should revert if buying an ERC721 asset when later orders contain different makerAssetData', async () => { const makerAssetId = erc721MakerAssetIds[0]; orderWithoutFee = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), }); const differentMakerAssetDataOrder = await orderFactory.newSignedOrderAsync(); const ordersWithoutFee = [orderWithoutFee, differentMakerAssetDataOrder]; const feeOrders: SignedOrder[] = []; const makerAssetFillAmount = new BigNumber(1).plus(differentMakerAssetDataOrder.makerAssetAmount); const ethValue = orderWithFee.takerAssetAmount; return expectTransactionFailedAsync( forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { value: ethValue, from: takerAddress, }), RevertReason.CompleteFillFailed, ); }); it('should buy an ERC721 asset and pay ZRX fees from a single fee order', async () => { const makerAssetId = erc721MakerAssetIds[0]; orderWithFee = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); const ordersWithFee = [orderWithFee]; const feeOrders = [feeOrder]; const makerAssetFillAmount = orderWithFee.makerAssetAmount; const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount; const feeAmount = orderWithFee.takerFee; const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); const ethValue = primaryTakerAssetFillAmount.plus(wethSpentOnFeeOrders); tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId); const newBalances = await erc20Wrapper.getBalancesAsync(); const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed)); expect(newOwner).to.be.bignumber.equal(takerAddress); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should buy an ERC721 asset and pay ZRX fees from multiple fee orders', async () => { const makerAssetId = erc721MakerAssetIds[0]; orderWithFee = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), }); const ordersWithFee = [orderWithFee]; const makerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); const makerAssetAmount = orderWithFee.takerFee.dividedToIntegerBy(2); const takerAssetAmount = feeOrder.takerAssetAmount .times(makerAssetAmount) .dividedToIntegerBy(feeOrder.makerAssetAmount); const firstFeeOrder = await orderFactory.newSignedOrderAsync({ makerAssetData, makerAssetAmount, takerAssetAmount, }); const secondFeeOrder = await orderFactory.newSignedOrderAsync({ makerAssetData, makerAssetAmount, takerAssetAmount, }); const feeOrders = [firstFeeOrder, secondFeeOrder]; const makerAssetFillAmount = orderWithFee.makerAssetAmount; const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount; const feeAmount = orderWithFee.takerFee; const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders); const ethValue = primaryTakerAssetFillAmount.plus(wethSpentOnFeeOrders); tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId); const newBalances = await erc20Wrapper.getBalancesAsync(); const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed)); expect(newOwner).to.be.bignumber.equal(takerAddress); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('Should buy slightly greater MakerAsset when exchange rate is rounded', async () => { // The 0x Protocol contracts round the exchange rate in favor of the Maker. // In this case, the taker must round up how much they're going to spend, which // in turn increases the amount of MakerAsset being purchased. // Example: // The taker wants to buy 5 units of the MakerAsset at a rate of 3M/2T. // For every 2 units of TakerAsset, the taker will receive 3 units of MakerAsset. // To purchase 5 units, the taker must spend 10/3 = 3.33 units of TakerAssset. // However, the Taker can only spend whole units. // Spending floor(10/3) = 3 units will yield a profit of Floor(3*3/2) = Floor(4.5) = 4 units of MakerAsset. // Spending ceil(10/3) = 4 units will yield a profit of Floor(4*3/2) = 6 units of MakerAsset. // // The forwarding contract will opt for the second option, which overbuys, to ensure the taker // receives at least the amount of MakerAsset they requested. // // Construct test case using values from example above orderWithoutFee = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber('30'), takerAssetAmount: new BigNumber('20'), makerAssetData: assetDataUtils.encodeERC20AssetData(erc20TokenA.address), takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address), makerFee: new BigNumber(0), takerFee: new BigNumber(0), }); const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; const desiredMakerAssetFillAmount = new BigNumber('5'); const makerAssetFillAmount = new BigNumber('6'); const ethValue = new BigNumber('4'); // Execute test case tx = await forwarderWrapper.marketBuyOrdersWithEthAsync( ordersWithoutFee, feeOrders, desiredMakerAssetFillAmount, { value: ethValue, from: takerAddress, }, ); // Fetch end balances and construct expected outputs const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ethValue; const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); // Validate test case expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('Should buy slightly greater MakerAsset when exchange rate is rounded, and MakerAsset is ZRX', async () => { // See the test case above for a detailed description of this case. // The difference here is that the MakerAsset is ZRX. We expect the same result as above, // but this tests a different code path. // // Construct test case using values from example above orderWithoutFee = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber('30'), takerAssetAmount: new BigNumber('20'), makerAssetData: zrxAssetData, takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address), makerFee: new BigNumber(0), takerFee: new BigNumber(0), }); const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; const desiredMakerAssetFillAmount = new BigNumber('5'); const makerAssetFillAmount = new BigNumber('6'); const ethValue = new BigNumber('4'); // Execute test case tx = await forwarderWrapper.marketBuyOrdersWithEthAsync( ordersWithoutFee, feeOrders, desiredMakerAssetFillAmount, { value: ethValue, from: takerAddress, }, ); // Fetch end balances and construct expected outputs const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ethValue; const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); // Validate test case expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('Should buy slightly greater MakerAsset when exchange rate is rounded (Regression Test)', async () => { // Order taken from a transaction on mainnet that failed due to a rounding error. orderWithoutFee = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber('268166666666666666666'), takerAssetAmount: new BigNumber('219090625878836371'), makerAssetData: assetDataUtils.encodeERC20AssetData(erc20TokenA.address), takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address), makerFee: new BigNumber(0), takerFee: new BigNumber(0), }); const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; // The taker will receive more than the desired amount of makerAsset due to rounding const desiredMakerAssetFillAmount = new BigNumber('5000000000000000000'); const ethValue = new BigNumber('4084971271824171'); const makerAssetFillAmount = ethValue .times(orderWithoutFee.makerAssetAmount) .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); // Execute test case tx = await forwarderWrapper.marketBuyOrdersWithEthAsync( ordersWithoutFee, feeOrders, desiredMakerAssetFillAmount, { value: ethValue, from: takerAddress, }, ); // Fetch end balances and construct expected outputs const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ethValue; const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); // Validate test case expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('Should buy slightly greater MakerAsset when exchange rate is rounded, and MakerAsset is ZRX (Regression Test)', async () => { // Order taken from a transaction on mainnet that failed due to a rounding error. orderWithoutFee = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber('268166666666666666666'), takerAssetAmount: new BigNumber('219090625878836371'), makerAssetData: zrxAssetData, takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address), makerFee: new BigNumber(0), takerFee: new BigNumber(0), }); const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; // The taker will receive more than the desired amount of makerAsset due to rounding const desiredMakerAssetFillAmount = new BigNumber('5000000000000000000'); const ethValue = new BigNumber('4084971271824171'); const makerAssetFillAmount = ethValue .times(orderWithoutFee.makerAssetAmount) .dividedToIntegerBy(orderWithoutFee.takerAssetAmount); // Execute test case tx = await forwarderWrapper.marketBuyOrdersWithEthAsync( ordersWithoutFee, feeOrders, desiredMakerAssetFillAmount, { value: ethValue, from: takerAddress, }, ); // Fetch end balances and construct expected outputs const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ethValue; const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); // Validate test case expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('Should buy correct MakerAsset when exchange rate is NOT rounded, and MakerAsset is ZRX (Regression Test)', async () => { // An extra unit of TakerAsset was sent to the exchange contract to account for rounding errors, in Forwarder v1. // Specifically, the takerFillAmount was calculated using Floor(desiredMakerAmount * exchangeRate) + 1 // We have since changed this to be Ceil(desiredMakerAmount * exchangeRate) // These calculations produce different results when `desiredMakerAmount * exchangeRate` is an integer. // // This test verifies that `ceil` is sufficient: // Let TakerAssetAmount = MakerAssetAmount * 2 // -> exchangeRate = TakerAssetAmount / MakerAssetAmount = (2*MakerAssetAmount)/MakerAssetAmount = 2 // .: desiredMakerAmount * exchangeRate is an integer. // // Construct test case using values from example above orderWithoutFee = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber('30'), takerAssetAmount: new BigNumber('60'), makerAssetData: zrxAssetData, takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address), makerFee: new BigNumber(0), takerFee: new BigNumber(0), }); const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; const makerAssetFillAmount = new BigNumber('5'); const ethValue = new BigNumber('10'); // Execute test case tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, { value: ethValue, from: takerAddress, }); // Fetch end balances and construct expected outputs const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ethValue; const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); // Validate test case expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); }); describe('marketBuyOrdersWithEth with extra fees', () => { it('should buy an asset and send fee to feeRecipient', async () => { const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); const ethValue = orderWithoutFee.takerAssetAmount; const baseFeePercentage = 2; feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); tx = await forwarderWrapper.marketBuyOrdersWithEthAsync( ordersWithoutFee, feeOrders, makerAssetFillAmount, { value: ethValue, from: takerAddress, }, { feePercentage, feeRecipient: feeRecipientAddress }, ); const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2); const ethSpentOnFee = ForwarderWrapper.getPercentageOfValue(primaryTakerAssetFillAmount, baseFeePercentage); const totalEthSpent = primaryTakerAssetFillAmount.plus(ethSpentOnFee).plus(gasPrice.times(tx.gasUsed)); expect(feeRecipientEthBalanceAfter).to.be.bignumber.equal(feeRecipientEthBalanceBefore.plus(ethSpentOnFee)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should fail if the fee is set too high', async () => { const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); const ethValue = orderWithoutFee.takerAssetAmount; const baseFeePercentage = 6; feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); await expectTransactionFailedAsync( forwarderWrapper.marketBuyOrdersWithEthAsync( ordersWithoutFee, feeOrders, makerAssetFillAmount, { value: ethValue, from: takerAddress, }, { feePercentage, feeRecipient: feeRecipientAddress }, ), RevertReason.FeePercentageTooLarge, ); }); it('should fail if there is not enough ETH remaining to pay the fee', async () => { const ordersWithoutFee = [orderWithoutFee]; const feeOrders: SignedOrder[] = []; const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2); const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2); const baseFeePercentage = 2; feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage); await expectTransactionFailedAsync( forwarderWrapper.marketBuyOrdersWithEthAsync( ordersWithoutFee, feeOrders, makerAssetFillAmount, { value: ethValue, from: takerAddress, }, { feePercentage, feeRecipient: feeRecipientAddress }, ), RevertReason.InsufficientEthRemaining, ); }); }); describe('withdrawAsset', () => { it('should allow owner to withdraw ERC20 tokens', async () => { const zrxWithdrawAmount = erc20Balances[forwarderContract.address][zrxToken.address]; await forwarderWrapper.withdrawAssetAsync(zrxAssetData, zrxWithdrawAmount, { from: owner }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances[owner][zrxToken.address]).to.be.bignumber.equal( erc20Balances[owner][zrxToken.address].plus(zrxWithdrawAmount), ); expect(newBalances[forwarderContract.address][zrxToken.address]).to.be.bignumber.equal( erc20Balances[forwarderContract.address][zrxToken.address].minus(zrxWithdrawAmount), ); }); it('should revert if not called by owner', async () => { const zrxWithdrawAmount = erc20Balances[forwarderContract.address][zrxToken.address]; await expectTransactionFailedAsync( forwarderWrapper.withdrawAssetAsync(zrxAssetData, zrxWithdrawAmount, { from: makerAddress }), RevertReason.OnlyContractOwner, ); }); }); }); // tslint:disable:max-file-line-count // tslint:enable:no-unnecessary-type-assertion