import { chaiSetup, constants, ERC20BalancesByOwner, ERC721TokenIdsByOwner, expectTransactionFailedAsync, OrderFactory, provider, txDefaults, web3Wrapper, } from '@0x/contracts-test-utils'; import { artifacts as tokensArtifacts, DummyERC20TokenContract, DummyERC721TokenContract, ReentrantERC20TokenContract, } from '@0x/contracts-tokens'; import { BlockchainLifecycle } from '@0x/dev-utils'; import { assetDataUtils } from '@0x/order-utils'; import { RevertReason } from '@0x/types'; import { BigNumber } from '@0x/utils'; import { Web3Wrapper } from '@0x/web3-wrapper'; import * as chai from 'chai'; import * as _ from 'lodash'; import { ERC20ProxyContract } from '../../generated-wrappers/erc20_proxy'; import { ERC721ProxyContract } from '../../generated-wrappers/erc721_proxy'; import { ExchangeContract } from '../../generated-wrappers/exchange'; import { TestExchangeInternalsContract } from '../../generated-wrappers/test_exchange_internals'; import { artifacts } from '../../src/artifacts'; import { ERC20Wrapper } from '../utils/erc20_wrapper'; import { ERC721Wrapper } from '../utils/erc721_wrapper'; import { ExchangeWrapper } from '../utils/exchange_wrapper'; import { MatchOrderTester } from '../utils/match_order_tester'; const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); chaiSetup.configure(); const expect = chai.expect; describe('matchOrders', () => { let makerAddressLeft: string; let makerAddressRight: string; let owner: string; let takerAddress: string; let feeRecipientAddressLeft: string; let feeRecipientAddressRight: string; let erc20TokenA: DummyERC20TokenContract; let erc20TokenB: DummyERC20TokenContract; let zrxToken: DummyERC20TokenContract; let erc721Token: DummyERC721TokenContract; let reentrantErc20Token: ReentrantERC20TokenContract; let exchange: ExchangeContract; let erc20Proxy: ERC20ProxyContract; let erc721Proxy: ERC721ProxyContract; let erc20BalancesByOwner: ERC20BalancesByOwner; let erc721TokenIdsByOwner: ERC721TokenIdsByOwner; let exchangeWrapper: ExchangeWrapper; let erc20Wrapper: ERC20Wrapper; let erc721Wrapper: ERC721Wrapper; let orderFactoryLeft: OrderFactory; let orderFactoryRight: OrderFactory; let erc721LeftMakerAssetIds: BigNumber[]; let erc721RightMakerAssetIds: BigNumber[]; let defaultERC20MakerAssetAddress: string; let defaultERC20TakerAssetAddress: string; let defaultERC721AssetAddress: string; let matchOrderTester: MatchOrderTester; let testExchange: TestExchangeInternalsContract; before(async () => { await blockchainLifecycle.startAsync(); }); after(async () => { await blockchainLifecycle.revertAsync(); }); before(async () => { // Create accounts const accounts = await web3Wrapper.getAvailableAddressesAsync(); // Hack(albrow): Both Prettier and TSLint insert a trailing comma below // but that is invalid syntax as of TypeScript version >= 2.8. We don't // have the right fine-grained configuration options in TSLint, // Prettier, or TypeScript, to reconcile this, so we will just have to // wait for them to sort it out. We disable TSLint and Prettier for // this part of the code for now. This occurs several times in this // file. See https://github.com/prettier/prettier/issues/4624. // prettier-ignore const usedAddresses = ([ owner, makerAddressLeft, makerAddressRight, takerAddress, feeRecipientAddressLeft, // tslint:disable-next-line:trailing-comma feeRecipientAddressRight ] = _.slice(accounts, 0, 6)); // Create wrappers erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); // Deploy ERC20 token & ERC20 proxy const numDummyErc20ToDeploy = 3; [erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( numDummyErc20ToDeploy, constants.DUMMY_TOKEN_DECIMALS, ); erc20Proxy = await erc20Wrapper.deployProxyAsync(); await erc20Wrapper.setBalancesAndAllowancesAsync(); // Deploy ERC721 token and proxy [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); erc721Proxy = await erc721Wrapper.deployProxyAsync(); await erc721Wrapper.setBalancesAndAllowancesAsync(); const erc721Balances = await erc721Wrapper.getBalancesAsync(); erc721LeftMakerAssetIds = erc721Balances[makerAddressLeft][erc721Token.address]; erc721RightMakerAssetIds = erc721Balances[makerAddressRight][erc721Token.address]; // Depoy exchange exchange = await ExchangeContract.deployFrom0xArtifactAsync( artifacts.Exchange, provider, txDefaults, assetDataUtils.encodeERC20AssetData(zrxToken.address), ); exchangeWrapper = new ExchangeWrapper(exchange, provider); await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); // Authorize ERC20 and ERC721 trades by exchange await web3Wrapper.awaitTransactionSuccessAsync( await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: owner, }), constants.AWAIT_TRANSACTION_MINED_MS, ); await web3Wrapper.awaitTransactionSuccessAsync( await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: owner, }), constants.AWAIT_TRANSACTION_MINED_MS, ); reentrantErc20Token = await ReentrantERC20TokenContract.deployFrom0xArtifactAsync( tokensArtifacts.ReentrantERC20Token, provider, txDefaults, exchange.address, ); // Set default addresses defaultERC20MakerAssetAddress = erc20TokenA.address; defaultERC20TakerAssetAddress = erc20TokenB.address; defaultERC721AssetAddress = erc721Token.address; // Create default order parameters const defaultOrderParamsLeft = { ...constants.STATIC_ORDER_PARAMS, makerAddress: makerAddressLeft, exchangeAddress: exchange.address, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), feeRecipientAddress: feeRecipientAddressLeft, }; const defaultOrderParamsRight = { ...constants.STATIC_ORDER_PARAMS, makerAddress: makerAddressRight, exchangeAddress: exchange.address, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), feeRecipientAddress: feeRecipientAddressRight, }; const privateKeyLeft = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddressLeft)]; orderFactoryLeft = new OrderFactory(privateKeyLeft, defaultOrderParamsLeft); const privateKeyRight = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddressRight)]; orderFactoryRight = new OrderFactory(privateKeyRight, defaultOrderParamsRight); // Set match order tester matchOrderTester = new MatchOrderTester(exchangeWrapper, erc20Wrapper, erc721Wrapper, zrxToken.address); testExchange = await TestExchangeInternalsContract.deployFrom0xArtifactAsync( artifacts.TestExchangeInternals, provider, txDefaults, ); }); beforeEach(async () => { await blockchainLifecycle.startAsync(); }); afterEach(async () => { await blockchainLifecycle.revertAsync(); }); describe('matchOrders', () => { beforeEach(async () => { erc20BalancesByOwner = await erc20Wrapper.getBalancesAsync(); erc721TokenIdsByOwner = await erc721Wrapper.getBalancesAsync(); }); it('Should transfer correct amounts when right order is fully filled and values pass isRoundingErrorFloor but fail isRoundingErrorCeil', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(17), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(98), 0), feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAddress: makerAddressRight, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), feeRecipientAddress: feeRecipientAddressRight, }); // Assert is rounding error ceil & not rounding error floor // These assertions are taken from MixinMatchOrders::calculateMatchedFillResults // The rounding error is derived computating how much the left maker will sell. const numerator = signedOrderLeft.makerAssetAmount; const denominator = signedOrderLeft.takerAssetAmount; const target = signedOrderRight.makerAssetAmount; const isRoundingErrorCeil = await testExchange.publicIsRoundingErrorCeil.callAsync( numerator, denominator, target, ); expect(isRoundingErrorCeil).to.be.true(); const isRoundingErrorFloor = await testExchange.publicIsRoundingErrorFloor.callAsync( numerator, denominator, target, ); expect(isRoundingErrorFloor).to.be.false(); // Match signedOrderLeft with signedOrderRight // Note that the left maker received a slightly better sell price. // This is intentional; see note in MixinMatchOrders.calculateMatchedFillResults. // Because the left maker received a slightly more favorable sell price, the fee // paid by the left taker is slightly higher than that paid by the left maker. // Fees can be thought of as a tax paid by the seller, derived from the sale price. const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.4705882352941176'), 16), // 76.47% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 0), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.5306122448979591'), 16), // 76.53% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('Should transfer correct amounts when left order is fully filled and values pass isRoundingErrorCeil but fail isRoundingErrorFloor', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(15), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAddress: makerAddressRight, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(14), 0), feeRecipientAddress: feeRecipientAddressRight, }); // Assert is rounding error floor & not rounding error ceil // These assertions are taken from MixinMatchOrders::calculateMatchedFillResults // The rounding error is derived computating how much the right maker will buy. const numerator = signedOrderRight.takerAssetAmount; const denominator = signedOrderRight.makerAssetAmount; const target = signedOrderLeft.takerAssetAmount; const isRoundingErrorFloor = await testExchange.publicIsRoundingErrorFloor.callAsync( numerator, denominator, target, ); expect(isRoundingErrorFloor).to.be.true(); const isRoundingErrorCeil = await testExchange.publicIsRoundingErrorCeil.callAsync( numerator, denominator, target, ); expect(isRoundingErrorCeil).to.be.false(); // Match signedOrderLeft with signedOrderRight // Note that the right maker received a slightly better purchase price. // This is intentional; see note in MixinMatchOrders.calculateMatchedFillResults. // Because the right maker received a slightly more favorable buy price, the fee // paid by the right taker is slightly higher than that paid by the right maker. // Fees can be thought of as a tax paid by the seller, derived from the sale price. const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(15), 0), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.7835051546391752'), 16), // 92.78% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 0), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.8571428571428571'), 16), // 92.85% }; await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('Should give right maker a better buy price when rounding', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAddress: makerAddressRight, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(83), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(49), 0), feeRecipientAddress: feeRecipientAddressRight, }); // Note: // The correct price buy price for the right maker would yield (49/83) * 22 = 12.988 units // of the left maker asset. This gets rounded up to 13, giving the right maker a better price. // Note: // The maker/taker fee percentage paid on the right order differs because // they received different sale prices. The right maker pays a // fee slightly lower than the right taker. const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5060240963855421'), 16), // 26.506% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5306122448979591'), 16), // 26.531% }; // Match signedOrderLeft with signedOrderRight await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('Should give left maker a better sell price when rounding', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(12), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAddress: makerAddressRight, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), feeRecipientAddress: feeRecipientAddressRight, }); // Note: // The maker/taker fee percentage paid on the left order differs because // they received different sale prices. The left maker pays a fee // slightly lower than the left taker. const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(11), 0), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.6666666666666666'), 16), // 91.6% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.7525773195876288'), 16), // 91.75% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; // Match signedOrderLeft with signedOrderRight await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('Should give right maker and right taker a favorable fee price when rounding', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAddress: makerAddressRight, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(83), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(49), 0), feeRecipientAddress: feeRecipientAddressRight, makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), }); // Note: // The maker/taker fee percentage paid on the right order differs because // they received different sale prices. The right maker pays a // fee slightly lower than the right taker. const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2650), 0), // 2650.6 rounded down tro 2650 // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(2653), 0), // 2653.1 rounded down to 2653 }; // Match signedOrderLeft with signedOrderRight await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('Should give left maker and left taker a favorable fee price when rounding', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(12), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), feeRecipientAddress: feeRecipientAddressLeft, makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAddress: makerAddressRight, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), feeRecipientAddress: feeRecipientAddressRight, }); // Note: // The maker/taker fee percentage paid on the left order differs because // they received different sale prices. The left maker pays a // fee slightly lower than the left taker. const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(11), 0), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(9166), 0), // 9166.6 rounded down to 9166 // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(9175), 0), // 9175.2 rounded down to 9175 feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; // Match signedOrderLeft with signedOrderRight await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('Should transfer correct amounts when right order fill amount deviates from amount derived by `Exchange.fillOrder`', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAddress: makerAddressLeft, makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), feeRecipientAddress: feeRecipientAddressLeft, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAddress: makerAddressRight, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2126), 0), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1063), 0), feeRecipientAddress: feeRecipientAddressRight, }); const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 0), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker // Notes: // i. // The left order is fully filled by the right order, so the right maker must sell 1005 units of their asset to the left maker. // By selling 1005 units, the right maker should theoretically receive 502.5 units of the left maker's asset. // Since the transfer amount must be an integer, this value must be rounded down to 502 or up to 503. // ii. // If the right order were filled via `Exchange.fillOrder` the respective fill amounts would be [1004, 502] or [1006, 503]. // It follows that we cannot trigger a sale of 1005 units of the right maker's asset through `Exchange.fillOrder`. // iii. // For an optimal match, the algorithm must choose either [1005, 502] or [1005, 503] as fill amounts for the right order. // The algorithm favors the right maker when the exchange rate must be rounded, so the final fill for the right order is [1005, 503]. // iv. // The right maker fee differs from the right taker fee because their exchange rate differs. // The right maker always receives the better exchange and fee price. amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(503), 0), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.2718720602069614'), 16), // 47.27% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(497), 0), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.3189087488240827'), 16), // 47.31% }; // Match signedOrderLeft with signedOrderRight await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); const reentrancyTest = (functionNames: string[]) => { _.forEach(functionNames, async (functionName: string, functionId: number) => { const description = `should not allow matchOrders to reenter the Exchange contract via ${functionName}`; it(description, async () => { const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAddress: makerAddressRight, takerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feeRecipientAddress: feeRecipientAddressRight, }); await web3Wrapper.awaitTransactionSuccessAsync( await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), constants.AWAIT_TRANSACTION_MINED_MS, ); await expectTransactionFailedAsync( exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), RevertReason.TransferFailed, ); }); }); }; describe('matchOrders reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); it('should transfer the correct amounts when orders completely fill each other', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Match signedOrderLeft with signedOrderRight const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('should transfer the correct amounts when orders completely fill each other and taker doesnt take a profit', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), }); // Match signedOrderLeft with signedOrderRight const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; // Match signedOrderLeft with signedOrderRight await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('should transfer the correct amounts when left order is completely filled and right order is partially filled', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(20), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), }); // Match signedOrderLeft with signedOrderRight const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50% }; // Match signedOrderLeft with signedOrderRight await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('should transfer the correct amounts when right order is completely filled and left order is partially filled', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Match signedOrderLeft with signedOrderRight const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; // Match signedOrderLeft with signedOrderRight await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('should transfer the correct amounts when consecutive calls are used to completely fill the left order', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Match orders let newERC20BalancesByOwner: ERC20BalancesByOwner; let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner; const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; // prettier-ignore [ newERC20BalancesByOwner, // tslint:disable-next-line:trailing-comma newERC721TokenIdsByOwner ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); // Construct second right order // Note: This order needs makerAssetAmount=90/takerAssetAmount=[anything <= 45] to fully fill the right order. // However, we use 100/50 to ensure a partial fill as we want to go down the "left fill" // branch in the contract twice for this test. const signedOrderRight2 = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), }); // Match signedOrderLeft with signedOrderRight2 const leftTakerAssetFilledAmount = signedOrderRight.makerAssetAmount; const rightTakerAssetFilledAmount = new BigNumber(0); const expectedTransferAmounts2 = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(45), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% (10% paid earlier) // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(45), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% (10% paid earlier) feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% }; await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight2, takerAddress, newERC20BalancesByOwner, newERC721TokenIdsByOwner, expectedTransferAmounts2, leftTakerAssetFilledAmount, rightTakerAssetFilledAmount, ); }); it('should transfer the correct amounts when consecutive calls are used to completely fill the right order', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), }); // Match orders let newERC20BalancesByOwner: ERC20BalancesByOwner; let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner; const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 16), // 4% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 16), // 4% }; // prettier-ignore [ newERC20BalancesByOwner, // tslint:disable-next-line:trailing-comma newERC721TokenIdsByOwner ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); // Create second left order // Note: This order needs makerAssetAmount=96/takerAssetAmount=48 to fully fill the right order. // However, we use 100/50 to ensure a partial fill as we want to go down the "right fill" // branch in the contract twice for this test. const signedOrderLeft2 = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), }); // Match signedOrderLeft2 with signedOrderRight const leftTakerAssetFilledAmount = new BigNumber(0); const takerAmountReceived = newERC20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress].minus( erc20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress], ); const rightTakerAssetFilledAmount = signedOrderLeft.makerAssetAmount.minus(takerAmountReceived); const expectedTransferAmounts2 = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(48), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(48), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% }; await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft2, signedOrderRight, takerAddress, newERC20BalancesByOwner, newERC721TokenIdsByOwner, expectedTransferAmounts2, leftTakerAssetFilledAmount, rightTakerAssetFilledAmount, ); }); it('should transfer the correct amounts if fee recipient is the same across both matched orders', async () => { const feeRecipientAddress = feeRecipientAddressLeft; const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feeRecipientAddress, }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feeRecipientAddress, }); // Match orders const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('should transfer the correct amounts if taker is also the left order maker', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Match orders takerAddress = signedOrderLeft.makerAddress; const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('should transfer the correct amounts if taker is also the right order maker', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Match orders takerAddress = signedOrderRight.makerAddress; const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('should transfer the correct amounts if taker is also the left fee recipient', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Match orders takerAddress = feeRecipientAddressLeft; const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('should transfer the correct amounts if taker is also the right fee recipient', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Match orders takerAddress = feeRecipientAddressRight; const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('should transfer the correct amounts if left maker is the left fee recipient and right maker is the right fee recipient', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Match orders const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('Should throw if left order is not fillable', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Cancel left order await exchangeWrapper.cancelOrderAsync(signedOrderLeft, signedOrderLeft.makerAddress); // Match orders return expectTransactionFailedAsync( exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), RevertReason.OrderUnfillable, ); }); it('Should throw if right order is not fillable', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Cancel right order await exchangeWrapper.cancelOrderAsync(signedOrderRight, signedOrderRight.makerAddress); // Match orders return expectTransactionFailedAsync( exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), RevertReason.OrderUnfillable, ); }); it('should throw if there is not a positive spread', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), }); // Match orders return expectTransactionFailedAsync( exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), RevertReason.NegativeSpreadRequired, ); }); it('should throw if the left maker asset is not equal to the right taker asset ', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Match orders return expectTransactionFailedAsync( exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), // We are assuming assetData fields of the right order are the // reverse of the left order, rather than checking equality. This // saves a bunch of gas, but as a result if the assetData fields are // off then the failure ends up happening at signature validation RevertReason.InvalidOrderSignature, ); }); it('should throw if the right maker asset is not equal to the left taker asset', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Match orders return expectTransactionFailedAsync( exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), RevertReason.InvalidOrderSignature, ); }); it('should transfer correct amounts when left order maker asset is an ERC721 token', async () => { // Create orders to match const erc721TokenToTransfer = erc721LeftMakerAssetIds[0]; const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), makerAssetAmount: new BigNumber(1), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ takerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: new BigNumber(1), }); // Match orders const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 50% }; await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); it('should transfer correct amounts when right order maker asset is an ERC721 token', async () => { // Create orders to match const erc721TokenToTransfer = erc721RightMakerAssetIds[0]; const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ takerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: new BigNumber(1), }); const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), makerAssetAmount: new BigNumber(1), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 18), }); // Match orders const expectedTransferAmounts = { // Left Maker amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 18), feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Taker amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% }; await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); }); }); }); // tslint:disable-line:max-file-line-count