import { BlockchainLifecycle } from '@0xproject/dev-utils';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import * as _ from 'lodash';
import 'mocha';
import * as Web3 from 'web3';
import {
ExchangeContractErrs,
OrderState,
OrderStateInvalid,
OrderStateValid,
SignedOrder,
Token,
ZeroEx,
ZeroExError,
} from '../src';
import { DoneCallback } from '../src/types';
import { chaiSetup } from './utils/chai_setup';
import { constants } from './utils/constants';
import { FillScenarios } from './utils/fill_scenarios';
import { reportNodeCallbackErrors } from './utils/report_callback_errors';
import { TokenUtils } from './utils/token_utils';
import { web3Factory } from './utils/web3_factory';
const TIMEOUT_MS = 150;
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(constants.RPC_URL);
describe('OrderStateWatcher', () => {
let web3: Web3;
let zeroEx: ZeroEx;
let tokens: Token[];
let tokenUtils: TokenUtils;
let fillScenarios: FillScenarios;
let userAddresses: string[];
let zrxTokenAddress: string;
let exchangeContractAddress: string;
let makerToken: Token;
let takerToken: Token;
let maker: string;
let taker: string;
let signedOrder: SignedOrder;
const config = {
networkId: constants.TESTRPC_NETWORK_ID,
};
const decimals = constants.ZRX_DECIMALS;
const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
before(async () => {
web3 = web3Factory.create();
zeroEx = new ZeroEx(web3.currentProvider, config);
exchangeContractAddress = zeroEx.exchange.getContractAddress();
userAddresses = await zeroEx.getAvailableAddressesAsync();
[, maker, taker] = userAddresses;
tokens = await zeroEx.tokenRegistry.getTokensAsync();
tokenUtils = new TokenUtils(tokens);
zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
await fillScenarios.initTokenBalancesAsync();
[makerToken, takerToken] = tokenUtils.getDummyTokens();
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('#removeOrder', async () => {
it('should successfully remove existing order', async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
expect((zeroEx.orderStateWatcher as any)._orderByOrderHash).to.include({
[orderHash]: signedOrder,
});
let dependentOrderHashes = (zeroEx.orderStateWatcher as any)._dependentOrderHashes;
expect(dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress]).to.have.keys(orderHash);
zeroEx.orderStateWatcher.removeOrder(orderHash);
expect((zeroEx.orderStateWatcher as any)._orderByOrderHash).to.not.include({
[orderHash]: signedOrder,
});
dependentOrderHashes = (zeroEx.orderStateWatcher as any)._dependentOrderHashes;
expect(dependentOrderHashes[signedOrder.maker]).to.be.undefined();
});
it('should no-op when removing a non-existing order', async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
const nonExistentOrderHash = `0x${orderHash
.substr(2)
.split('')
.reverse()
.join('')}`;
zeroEx.orderStateWatcher.removeOrder(nonExistentOrderHash);
});
});
describe('#subscribe', async () => {
afterEach(async () => {
zeroEx.orderStateWatcher.unsubscribe();
});
it('should fail when trying to subscribe twice', async () => {
zeroEx.orderStateWatcher.subscribe(_.noop);
expect(() => zeroEx.orderStateWatcher.subscribe(_.noop)).to.throw(ZeroExError.SubscriptionAlreadyPresent);
});
});
describe('tests with cleanup', async () => {
afterEach(async () => {
zeroEx.orderStateWatcher.unsubscribe();
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.removeOrder(orderHash);
});
it('should emit orderStateInvalid when maker allowance set to 0 for watched order', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerAllowance);
});
zeroEx.orderStateWatcher.subscribe(callback);
await zeroEx.token.setProxyAllowanceAsync(makerToken.address, maker, new BigNumber(0));
})().catch(done);
});
it('should not emit an orderState event when irrelevant Transfer event received', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
throw new Error('OrderState callback fired for irrelevant order');
});
zeroEx.orderStateWatcher.subscribe(callback);
const notTheMaker = userAddresses[0];
const anyRecipient = taker;
const transferAmount = new BigNumber(2);
await zeroEx.token.transferAsync(makerToken.address, notTheMaker, anyRecipient, transferAmount);
setTimeout(() => {
done();
}, TIMEOUT_MS);
})().catch(done);
});
it('should emit orderStateInvalid when maker moves balance backing watched order', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerBalance);
});
zeroEx.orderStateWatcher.subscribe(callback);
const anyRecipient = taker;
const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
await zeroEx.token.transferAsync(makerToken.address, maker, anyRecipient, makerBalance);
})().catch(done);
});
it('should emit orderStateInvalid when watched order fully filled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero);
});
zeroEx.orderStateWatcher.subscribe(callback);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
await zeroEx.exchange.fillOrderAsync(
signedOrder,
fillableAmount,
shouldThrowOnInsufficientBalanceOrAllowance,
taker,
);
})().catch(done);
});
it('should emit orderStateValid when watched order partially filled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
const fillAmountInBaseUnits = new BigNumber(2);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
expect(validOrderState.orderHash).to.be.equal(orderHash);
const orderRelevantState = validOrderState.orderRelevantState;
const remainingMakerBalance = makerBalance.sub(fillAmountInBaseUnits);
const remainingFillable = fillableAmount.minus(fillAmountInBaseUnits);
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingFillable,
);
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
remainingFillable,
);
expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance);
});
zeroEx.orderStateWatcher.subscribe(callback);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
await zeroEx.exchange.fillOrderAsync(
signedOrder,
fillAmountInBaseUnits,
shouldThrowOnInsufficientBalanceOrAllowance,
taker,
);
})().catch(done);
});
it('should trigger the callback when orders backing ZRX allowance changes', (done: DoneCallback) => {
(async () => {
const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18);
const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), 18);
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address,
takerToken.address,
makerFee,
takerFee,
maker,
taker,
fillableAmount,
taker,
);
const callback = reportNodeCallbackErrors(done)();
zeroEx.orderStateWatcher.addOrder(signedOrder);
zeroEx.orderStateWatcher.subscribe(callback);
await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, new BigNumber(0));
})().catch(done);
});
describe('remainingFillable(M|T)akerTokenAmount', () => {
it('should calculate correct remaining fillable', (done: DoneCallback) => {
(async () => {
const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), decimals);
const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), decimals);
signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
makerFillableAmount,
takerFillableAmount,
);
const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
expect(validOrderState.orderHash).to.be.equal(orderHash);
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
ZeroEx.toBaseUnitAmount(new BigNumber(16), decimals),
);
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
ZeroEx.toBaseUnitAmount(new BigNumber(8), decimals),
);
});
zeroEx.orderStateWatcher.subscribe(callback);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
await zeroEx.exchange.fillOrderAsync(
signedOrder,
fillAmountInBaseUnits,
shouldThrowOnInsufficientBalanceOrAllowance,
taker,
);
})().catch(done);
});
it('should equal approved amount when approved amount is lowest', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
changedMakerApprovalAmount,
);
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
changedMakerApprovalAmount,
);
});
zeroEx.orderStateWatcher.subscribe(callback);
await zeroEx.token.setProxyAllowanceAsync(makerToken.address, maker, changedMakerApprovalAmount);
})().catch(done);
});
it('should equal balance amount when balance amount is lowest', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
const transferAmount = makerBalance.sub(remainingAmount);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingAmount,
);
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
remainingAmount,
);
});
zeroEx.orderStateWatcher.subscribe(callback);
await zeroEx.token.transferAsync(makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount);
})().catch(done);
});
it('should equal remaining amount when partially cancelled and order has fees', (done: DoneCallback) => {
(async () => {
const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
const feeRecipient = taker;
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address,
takerToken.address,
makerFee,
takerFee,
maker,
taker,
fillableAmount,
feeRecipient,
);
const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals);
const transferTokenAmount = makerFee.sub(remainingTokenAmount);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingTokenAmount,
);
});
zeroEx.orderStateWatcher.subscribe(callback);
await zeroEx.exchange.cancelOrderAsync(signedOrder, transferTokenAmount);
})().catch(done);
});
it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => {
(async () => {
const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
const feeRecipient = taker;
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address,
takerToken.address,
makerFee,
takerFee,
maker,
taker,
fillableAmount,
feeRecipient,
);
const remainingFeeAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals);
const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals);
const transferTokenAmount = makerFee.sub(remainingTokenAmount);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingFeeAmount,
);
});
zeroEx.orderStateWatcher.subscribe(callback);
await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingFeeAmount);
await zeroEx.token.transferAsync(
makerToken.address,
maker,
ZeroEx.NULL_ADDRESS,
transferTokenAmount,
);
})().catch(done);
});
it('should calculate full amount when all available and non-divisible', (done: DoneCallback) => {
(async () => {
const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
const feeRecipient = taker;
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address,
takerToken.address,
makerFee,
takerFee,
maker,
taker,
fillableAmount,
feeRecipient,
);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
fillableAmount,
);
});
zeroEx.orderStateWatcher.subscribe(callback);
await zeroEx.token.setProxyAllowanceAsync(
makerToken.address,
maker,
ZeroEx.toBaseUnitAmount(new BigNumber(100), decimals),
);
})().catch(done);
});
});
it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero);
});
zeroEx.orderStateWatcher.subscribe(callback);
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
})().catch(done);
});
it('should emit orderStateInvalid when within rounding error range', (done: DoneCallback) => {
(async () => {
const remainingFillableAmountInBaseUnits = new BigNumber(100);
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderFillRoundingError);
});
zeroEx.orderStateWatcher.subscribe(callback);
await zeroEx.exchange.cancelOrderAsync(
signedOrder,
fillableAmount.minus(remainingFillableAmountInBaseUnits),
);
})().catch(done);
});
it('should emit orderStateValid when watched order partially cancelled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const cancelAmountInBaseUnits = new BigNumber(2);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
expect(validOrderState.orderHash).to.be.equal(orderHash);
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.cancelledTakerTokenAmount).to.be.bignumber.equal(cancelAmountInBaseUnits);
});
zeroEx.orderStateWatcher.subscribe(callback);
await zeroEx.exchange.cancelOrderAsync(signedOrder, cancelAmountInBaseUnits);
})().catch(done);
});
});
}); // tslint:disable:max-file-line-count
