import { SignedOrder, 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 { DummyTokenContract } from '../../src/contract_wrappers/generated/dummy_token'; import { ExchangeContract, LogCancelContractEventArgs, LogErrorContractEventArgs, LogFillContractEventArgs, } from '../../src/contract_wrappers/generated/exchange'; import { TokenRegistryContract } from '../../src/contract_wrappers/generated/token_registry'; import { TokenTransferProxyContract } from '../../src/contract_wrappers/generated/token_transfer_proxy'; import { Balances } from '../../util/balances'; import { constants } from '../../util/constants'; import { ExchangeWrapper } from '../../util/exchange_wrapper'; import { OrderFactory } from '../../util/order_factory'; import { BalancesByOwner, ContractName } from '../../util/types'; import { chaiSetup } from '../utils/chai_setup'; import { deployer } from '../utils/deployer'; import { web3, web3Wrapper } from '../utils/web3_wrapper'; chaiSetup.configure(); const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); 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: DummyTokenContract; let dgd: DummyTokenContract; let zrx: DummyTokenContract; let exchange: ExchangeContract; let tokenRegistry: TokenRegistryContract; let tokenTransferProxy: TokenTransferProxyContract; 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; const [repInstance, dgdInstance, zrxInstance] = await Promise.all([ deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS), deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS), deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS), ]); rep = new DummyTokenContract(web3Wrapper, repInstance.abi, repInstance.address); dgd = new DummyTokenContract(web3Wrapper, dgdInstance.abi, dgdInstance.address); zrx = new DummyTokenContract(web3Wrapper, zrxInstance.abi, zrxInstance.address); const tokenRegistryInstance = await deployer.deployAsync(ContractName.TokenRegistry); tokenRegistry = new TokenRegistryContract( web3Wrapper, tokenRegistryInstance.abi, tokenRegistryInstance.address, ); const tokenTransferProxyInstance = await deployer.deployAsync(ContractName.TokenTransferProxy); tokenTransferProxy = new TokenTransferProxyContract( web3Wrapper, tokenTransferProxyInstance.abi, tokenTransferProxyInstance.address, ); const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [ zrx.address, tokenTransferProxy.address, ]); exchange = new ExchangeContract(web3Wrapper, exchangeInstance.abi, exchangeInstance.address); await tokenTransferProxy.addAuthorizedAddress.sendTransactionAsync(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, makerTokenAddress: rep.address, takerTokenAddress: 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(zeroEx, defaultOrderParams); dmyBalances = new Balances([rep, dgd, zrx], [maker, taker, feeRecipient]); await Promise.all([ rep.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: maker }), rep.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: taker }), rep.setBalance.sendTransactionAsync(maker, INIT_BAL, { from: tokenOwner }), rep.setBalance.sendTransactionAsync(taker, INIT_BAL, { from: tokenOwner }), dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: maker }), dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: taker }), dgd.setBalance.sendTransactionAsync(maker, INIT_BAL, { from: tokenOwner }), dgd.setBalance.sendTransactionAsync(taker, INIT_BAL, { from: tokenOwner }), zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: maker }), zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: taker }), zrx.setBalance.sendTransactionAsync(maker, INIT_BAL, { from: tokenOwner }), zrx.setBalance.sendTransactionAsync(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 signedOrder = await orderFactory.newSignedOrderAsync({ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), }); const fillTakerTokenAmount = signedOrder.takerTokenAmount.div(2); await exWrapper.fillOrKillOrderAsync(signedOrder, taker, { fillTakerTokenAmount, }); const newBalances = await dmyBalances.getAsync(); const fillMakerTokenAmount = fillTakerTokenAmount .times(signedOrder.makerTokenAmount) .dividedToIntegerBy(signedOrder.takerTokenAmount); const makerFee = signedOrder.makerFee .times(fillMakerTokenAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); const takerFee = signedOrder.takerFee .times(fillMakerTokenAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); expect(newBalances[maker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( balances[maker][signedOrder.makerTokenAddress].minus(fillMakerTokenAmount), ); expect(newBalances[maker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( balances[maker][signedOrder.takerTokenAddress].add(fillTakerTokenAmount), ); expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(makerFee)); expect(newBalances[taker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( balances[taker][signedOrder.takerTokenAddress].minus(fillTakerTokenAmount), ); expect(newBalances[taker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( balances[taker][signedOrder.makerTokenAddress].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 signedOrder is expired', async () => { const signedOrder = await orderFactory.newSignedOrderAsync({ expirationUnixTimestampSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), }); return expect(exWrapper.fillOrKillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT); }); it('should throw if entire fillTakerTokenAmount not filled', async () => { const signedOrder = await orderFactory.newSignedOrderAsync(); const from = taker; await exWrapper.fillOrderAsync(signedOrder, from, { fillTakerTokenAmount: signedOrder.takerTokenAmount.div(2), }); return expect(exWrapper.fillOrKillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT); }); }); describe('batch functions', () => { let signedOrders: SignedOrder[]; beforeEach(async () => { signedOrders = 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 makerTokenAddress = rep.address; const takerTokenAddress = dgd.address; signedOrders.forEach(signedOrder => { const fillTakerTokenAmount = signedOrder.takerTokenAmount.div(2); const fillMakerTokenAmount = fillTakerTokenAmount .times(signedOrder.makerTokenAmount) .dividedToIntegerBy(signedOrder.takerTokenAmount); const makerFee = signedOrder.makerFee .times(fillMakerTokenAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); const takerFee = signedOrder.takerFee .times(fillMakerTokenAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); fillTakerTokenAmounts.push(fillTakerTokenAmount); balances[maker][makerTokenAddress] = balances[maker][makerTokenAddress].minus(fillMakerTokenAmount); balances[maker][takerTokenAddress] = balances[maker][takerTokenAddress].add(fillTakerTokenAmount); balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee); balances[taker][makerTokenAddress] = balances[taker][makerTokenAddress].add(fillMakerTokenAmount); balances[taker][takerTokenAddress] = balances[taker][takerTokenAddress].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(signedOrders, 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 makerTokenAddress = rep.address; const takerTokenAddress = dgd.address; signedOrders.forEach(signedOrder => { const fillTakerTokenAmount = signedOrder.takerTokenAmount.div(2); const fillMakerTokenAmount = fillTakerTokenAmount .times(signedOrder.makerTokenAmount) .dividedToIntegerBy(signedOrder.takerTokenAmount); const makerFee = signedOrder.makerFee .times(fillMakerTokenAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); const takerFee = signedOrder.takerFee .times(fillMakerTokenAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); fillTakerTokenAmounts.push(fillTakerTokenAmount); balances[maker][makerTokenAddress] = balances[maker][makerTokenAddress].minus(fillMakerTokenAmount); balances[maker][takerTokenAddress] = balances[maker][takerTokenAddress].add(fillTakerTokenAmount); balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee); balances[taker][makerTokenAddress] = balances[taker][makerTokenAddress].add(fillMakerTokenAmount); balances[taker][takerTokenAddress] = balances[taker][takerTokenAddress].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(signedOrders, taker, { fillTakerTokenAmounts, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should throw if a single signedOrder does not fill the expected amount', async () => { const fillTakerTokenAmounts: BigNumber[] = []; signedOrders.forEach(signedOrder => { const fillTakerTokenAmount = signedOrder.takerTokenAmount.div(2); fillTakerTokenAmounts.push(fillTakerTokenAmount); }); await exWrapper.fillOrKillOrderAsync(signedOrders[0], taker); return expect( exWrapper.batchFillOrKillOrdersAsync(signedOrders, taker, { fillTakerTokenAmounts, }), ).to.be.rejectedWith(constants.REVERT); }); }); describe('fillOrdersUpTo', () => { it('should stop when the entire fillTakerTokenAmount is filled', async () => { const fillTakerTokenAmount = signedOrders[0].takerTokenAmount.plus( signedOrders[1].takerTokenAmount.div(2), ); await exWrapper.fillOrdersUpToAsync(signedOrders, taker, { fillTakerTokenAmount, }); const newBalances = await dmyBalances.getAsync(); const fillMakerTokenAmount = signedOrders[0].makerTokenAmount.add( signedOrders[1].makerTokenAmount.dividedToIntegerBy(2), ); const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2)); const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2)); expect(newBalances[maker][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal( balances[maker][signedOrders[0].makerTokenAddress].minus(fillMakerTokenAmount), ); expect(newBalances[maker][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal( balances[maker][signedOrders[0].takerTokenAddress].add(fillTakerTokenAmount), ); expect(newBalances[maker][zrx.address]).to.be.bignumber.equal( balances[maker][zrx.address].minus(makerFee), ); expect(newBalances[taker][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal( balances[taker][signedOrders[0].takerTokenAddress].minus(fillTakerTokenAmount), ); expect(newBalances[taker][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal( balances[taker][signedOrders[0].makerTokenAddress].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 signedOrders if cannot fill entire fillTakerTokenAmount', async () => { const fillTakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18); signedOrders.forEach(signedOrder => { balances[maker][signedOrder.makerTokenAddress] = balances[maker][ signedOrder.makerTokenAddress ].minus(signedOrder.makerTokenAmount); balances[maker][signedOrder.takerTokenAddress] = balances[maker][signedOrder.takerTokenAddress].add( signedOrder.takerTokenAmount, ); balances[maker][zrx.address] = balances[maker][zrx.address].minus(signedOrder.makerFee); balances[taker][signedOrder.makerTokenAddress] = balances[taker][signedOrder.makerTokenAddress].add( signedOrder.makerTokenAmount, ); balances[taker][signedOrder.takerTokenAddress] = balances[taker][ signedOrder.takerTokenAddress ].minus(signedOrder.takerTokenAmount); balances[taker][zrx.address] = balances[taker][zrx.address].minus(signedOrder.takerFee); balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add( signedOrder.makerFee.add(signedOrder.takerFee), ); }); await exWrapper.fillOrdersUpToAsync(signedOrders, taker, { fillTakerTokenAmount, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should throw when an signedOrder does not use the same takerTokenAddress', async () => { signedOrders = await Promise.all([ orderFactory.newSignedOrderAsync(), orderFactory.newSignedOrderAsync({ takerTokenAddress: zrx.address }), orderFactory.newSignedOrderAsync(), ]); return expect( exWrapper.fillOrdersUpToAsync(signedOrders, taker, { fillTakerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18), }), ).to.be.rejectedWith(constants.REVERT); }); }); describe('batchCancelOrders', () => { it('should be able to cancel multiple signedOrders', async () => { const cancelTakerTokenAmounts = _.map(signedOrders, signedOrder => signedOrder.takerTokenAmount); await exWrapper.batchCancelOrdersAsync(signedOrders, maker, { cancelTakerTokenAmounts, }); await exWrapper.batchFillOrdersAsync(signedOrders, taker, { fillTakerTokenAmounts: cancelTakerTokenAmounts, }); const newBalances = await dmyBalances.getAsync(); expect(balances).to.be.deep.equal(newBalances); }); }); }); });