import { ZeroEx } from '0x.js'; import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils'; import { BigNumber } from '@0xproject/utils'; import { Web3Wrapper } from '@0xproject/web3-wrapper'; import * as chai from 'chai'; import * as _ from 'lodash'; import * as Web3 from 'web3'; import { Balances } from '../../util/balances'; import { constants } from '../../util/constants'; import { ExchangeWrapper } from '../../util/exchange_wrapper'; import { Order } from '../../util/order'; import { OrderFactory } from '../../util/order_factory'; import { BalancesByOwner, ContractName } from '../../util/types'; import { chaiSetup } from '../utils/chai_setup'; import { deployer } from '../utils/deployer'; chaiSetup.configure(); const expect = chai.expect; const web3 = web3Factory.create(); const web3Wrapper = new Web3Wrapper(web3.currentProvider); const blockchainLifecycle = new BlockchainLifecycle(); describe('Exchange', () => { let maker: string; let tokenOwner: string; let taker: string; let feeRecipient: string; const INIT_BAL = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); const INIT_ALLOW = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); let rep: Web3.ContractInstance; let dgd: Web3.ContractInstance; let zrx: Web3.ContractInstance; let exchange: Web3.ContractInstance; let tokenRegistry: Web3.ContractInstance; let tokenTransferProxy: Web3.ContractInstance; let balances: BalancesByOwner; let exWrapper: ExchangeWrapper; let dmyBalances: Balances; let orderFactory: OrderFactory; before(async () => { const accounts = await web3Wrapper.getAvailableAddressesAsync(); tokenOwner = accounts[0]; [maker, taker, feeRecipient] = accounts; [rep, dgd, zrx] = await Promise.all([ deployer.deployAsync(ContractName.DummyToken), deployer.deployAsync(ContractName.DummyToken), deployer.deployAsync(ContractName.DummyToken), ]); tokenRegistry = await deployer.deployAsync(ContractName.TokenRegistry); tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy); exchange = await deployer.deployAsync(ContractName.Exchange, [zrx.address, tokenTransferProxy.address]); await tokenTransferProxy.addAuthorizedAddress(exchange.address, { from: accounts[0] }); const zeroEx = new ZeroEx(web3.currentProvider, { networkId: constants.TESTRPC_NETWORK_ID }); exWrapper = new ExchangeWrapper(exchange, zeroEx); const defaultOrderParams = { exchangeContractAddress: exchange.address, maker, feeRecipient, makerToken: rep.address, takerToken: dgd.address, makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), makerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), takerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), }; orderFactory = new OrderFactory(web3Wrapper, defaultOrderParams); dmyBalances = new Balances([rep, dgd, zrx], [maker, taker, feeRecipient]); await Promise.all([ rep.approve(tokenTransferProxy.address, INIT_ALLOW, { from: maker }), rep.approve(tokenTransferProxy.address, INIT_ALLOW, { from: taker }), rep.setBalance(maker, INIT_BAL, { from: tokenOwner }), rep.setBalance(taker, INIT_BAL, { from: tokenOwner }), dgd.approve(tokenTransferProxy.address, INIT_ALLOW, { from: maker }), dgd.approve(tokenTransferProxy.address, INIT_ALLOW, { from: taker }), dgd.setBalance(maker, INIT_BAL, { from: tokenOwner }), dgd.setBalance(taker, INIT_BAL, { from: tokenOwner }), zrx.approve(tokenTransferProxy.address, INIT_ALLOW, { from: maker }), zrx.approve(tokenTransferProxy.address, INIT_ALLOW, { from: taker }), zrx.setBalance(maker, INIT_BAL, { from: tokenOwner }), zrx.setBalance(taker, INIT_BAL, { from: tokenOwner }), ]); }); beforeEach(async () => { await blockchainLifecycle.startAsync(); }); afterEach(async () => { await blockchainLifecycle.revertAsync(); }); describe('fillOrKillOrder', () => { beforeEach(async () => { balances = await dmyBalances.getAsync(); }); it('should transfer the correct amounts', async () => { const order = await orderFactory.newSignedOrderAsync({ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), }); const fillTakerTokenAmount = order.params.takerTokenAmount.div(2); await exWrapper.fillOrKillOrderAsync(order, taker, { fillTakerTokenAmount, }); const newBalances = await dmyBalances.getAsync(); const fillMakerTokenAmount = fillTakerTokenAmount .times(order.params.makerTokenAmount) .dividedToIntegerBy(order.params.takerTokenAmount); const makerFee = order.params.makerFee .times(fillMakerTokenAmount) .dividedToIntegerBy(order.params.makerTokenAmount); const takerFee = order.params.takerFee .times(fillMakerTokenAmount) .dividedToIntegerBy(order.params.makerTokenAmount); expect(newBalances[maker][order.params.makerToken]).to.be.bignumber.equal( balances[maker][order.params.makerToken].minus(fillMakerTokenAmount), ); expect(newBalances[maker][order.params.takerToken]).to.be.bignumber.equal( balances[maker][order.params.takerToken].add(fillTakerTokenAmount), ); expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(makerFee)); expect(newBalances[taker][order.params.takerToken]).to.be.bignumber.equal( balances[taker][order.params.takerToken].minus(fillTakerTokenAmount), ); expect(newBalances[taker][order.params.makerToken]).to.be.bignumber.equal( balances[taker][order.params.makerToken].add(fillMakerTokenAmount), ); expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(balances[taker][zrx.address].minus(takerFee)); expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal( balances[feeRecipient][zrx.address].add(makerFee.add(takerFee)), ); }); it('should throw if an order is expired', async () => { const order = await orderFactory.newSignedOrderAsync({ expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), }); return expect(exWrapper.fillOrKillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT); }); it('should throw if entire fillTakerTokenAmount not filled', async () => { const order = await orderFactory.newSignedOrderAsync(); const from = taker; await exWrapper.fillOrderAsync(order, from, { fillTakerTokenAmount: order.params.takerTokenAmount.div(2), }); return expect(exWrapper.fillOrKillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT); }); }); describe('batch functions', () => { let orders: Order[]; beforeEach(async () => { orders = await Promise.all([ orderFactory.newSignedOrderAsync(), orderFactory.newSignedOrderAsync(), orderFactory.newSignedOrderAsync(), ]); balances = await dmyBalances.getAsync(); }); describe('batchFillOrders', () => { it('should transfer the correct amounts', async () => { const fillTakerTokenAmounts: BigNumber[] = []; const makerToken = rep.address; const takerToken = dgd.address; orders.forEach(order => { const fillTakerTokenAmount = order.params.takerTokenAmount.div(2); const fillMakerTokenAmount = fillTakerTokenAmount .times(order.params.makerTokenAmount) .dividedToIntegerBy(order.params.takerTokenAmount); const makerFee = order.params.makerFee .times(fillMakerTokenAmount) .dividedToIntegerBy(order.params.makerTokenAmount); const takerFee = order.params.takerFee .times(fillMakerTokenAmount) .dividedToIntegerBy(order.params.makerTokenAmount); fillTakerTokenAmounts.push(fillTakerTokenAmount); balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount); balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount); balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee); balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount); balances[taker][takerToken] = balances[taker][takerToken].minus(fillTakerTokenAmount); balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee); balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add( makerFee.add(takerFee), ); }); await exWrapper.batchFillOrdersAsync(orders, taker, { fillTakerTokenAmounts, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); }); describe('batchFillOrKillOrders', () => { it('should transfer the correct amounts', async () => { const fillTakerTokenAmounts: BigNumber[] = []; const makerToken = rep.address; const takerToken = dgd.address; orders.forEach(order => { const fillTakerTokenAmount = order.params.takerTokenAmount.div(2); const fillMakerTokenAmount = fillTakerTokenAmount .times(order.params.makerTokenAmount) .dividedToIntegerBy(order.params.takerTokenAmount); const makerFee = order.params.makerFee .times(fillMakerTokenAmount) .dividedToIntegerBy(order.params.makerTokenAmount); const takerFee = order.params.takerFee .times(fillMakerTokenAmount) .dividedToIntegerBy(order.params.makerTokenAmount); fillTakerTokenAmounts.push(fillTakerTokenAmount); balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount); balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount); balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee); balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount); balances[taker][takerToken] = balances[taker][takerToken].minus(fillTakerTokenAmount); balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee); balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add( makerFee.add(takerFee), ); }); await exWrapper.batchFillOrKillOrdersAsync(orders, taker, { fillTakerTokenAmounts, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should throw if a single order does not fill the expected amount', async () => { const fillTakerTokenAmounts: BigNumber[] = []; orders.forEach(order => { const fillTakerTokenAmount = order.params.takerTokenAmount.div(2); fillTakerTokenAmounts.push(fillTakerTokenAmount); }); await exWrapper.fillOrKillOrderAsync(orders[0], taker); return expect( exWrapper.batchFillOrKillOrdersAsync(orders, taker, { fillTakerTokenAmounts, }), ).to.be.rejectedWith(constants.REVERT); }); }); describe('fillOrdersUpTo', () => { it('should stop when the entire fillTakerTokenAmount is filled', async () => { const fillTakerTokenAmount = orders[0].params.takerTokenAmount.plus( orders[1].params.takerTokenAmount.div(2), ); await exWrapper.fillOrdersUpToAsync(orders, taker, { fillTakerTokenAmount, }); const newBalances = await dmyBalances.getAsync(); const fillMakerTokenAmount = orders[0].params.makerTokenAmount.add( orders[1].params.makerTokenAmount.dividedToIntegerBy(2), ); const makerFee = orders[0].params.makerFee.add(orders[1].params.makerFee.dividedToIntegerBy(2)); const takerFee = orders[0].params.takerFee.add(orders[1].params.takerFee.dividedToIntegerBy(2)); expect(newBalances[maker][orders[0].params.makerToken]).to.be.bignumber.equal( balances[maker][orders[0].params.makerToken].minus(fillMakerTokenAmount), ); expect(newBalances[maker][orders[0].params.takerToken]).to.be.bignumber.equal( balances[maker][orders[0].params.takerToken].add(fillTakerTokenAmount), ); expect(newBalances[maker][zrx.address]).to.be.bignumber.equal( balances[maker][zrx.address].minus(makerFee), ); expect(newBalances[taker][orders[0].params.takerToken]).to.be.bignumber.equal( balances[taker][orders[0].params.takerToken].minus(fillTakerTokenAmount), ); expect(newBalances[taker][orders[0].params.makerToken]).to.be.bignumber.equal( balances[taker][orders[0].params.makerToken].add(fillMakerTokenAmount), ); expect(newBalances[taker][zrx.address]).to.be.bignumber.equal( balances[taker][zrx.address].minus(takerFee), ); expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal( balances[feeRecipient][zrx.address].add(makerFee.add(takerFee)), ); }); it('should fill all orders if cannot fill entire fillTakerTokenAmount', async () => { const fillTakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18); orders.forEach(order => { balances[maker][order.params.makerToken] = balances[maker][order.params.makerToken].minus( order.params.makerTokenAmount, ); balances[maker][order.params.takerToken] = balances[maker][order.params.takerToken].add( order.params.takerTokenAmount, ); balances[maker][zrx.address] = balances[maker][zrx.address].minus(order.params.makerFee); balances[taker][order.params.makerToken] = balances[taker][order.params.makerToken].add( order.params.makerTokenAmount, ); balances[taker][order.params.takerToken] = balances[taker][order.params.takerToken].minus( order.params.takerTokenAmount, ); balances[taker][zrx.address] = balances[taker][zrx.address].minus(order.params.takerFee); balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add( order.params.makerFee.add(order.params.takerFee), ); }); await exWrapper.fillOrdersUpToAsync(orders, taker, { fillTakerTokenAmount, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should throw when an order does not use the same takerToken', async () => { orders = await Promise.all([ orderFactory.newSignedOrderAsync(), orderFactory.newSignedOrderAsync({ takerToken: zrx.address }), orderFactory.newSignedOrderAsync(), ]); return expect( exWrapper.fillOrdersUpToAsync(orders, taker, { fillTakerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18), }), ).to.be.rejectedWith(constants.REVERT); }); }); describe('batchCancelOrders', () => { it('should be able to cancel multiple orders', async () => { const cancelTakerTokenAmounts = _.map(orders, order => order.params.takerTokenAmount); await exWrapper.batchCancelOrdersAsync(orders, maker, { cancelTakerTokenAmounts, }); await exWrapper.batchFillOrdersAsync(orders, taker, { fillTakerTokenAmounts: cancelTakerTokenAmounts, }); const newBalances = await dmyBalances.getAsync(); expect(balances).to.be.deep.equal(newBalances); }); }); }); });