import {BlockchainLifecycle} from '@0xproject/dev-utils';
import BigNumber from 'bignumber.js';
import * as chai from 'chai';
import * as Sinon from 'sinon';
import * as Web3 from 'web3';
import {ExchangeContractErrs, SignedOrder, Token, ZeroEx, ZeroExError} from '../src';
import {BlockParamLiteral, TradeSide, TransferType} from '../src/types';
import {ExchangeTransferSimulator} from '../src/utils/exchange_transfer_simulator';
import {OrderValidationUtils} from '../src/utils/order_validation_utils';
import {chaiSetup} from './utils/chai_setup';
import {constants} from './utils/constants';
import {FillScenarios} from './utils/fill_scenarios';
import {TokenUtils} from './utils/token_utils';
import {web3Factory} from './utils/web3_factory';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(constants.RPC_URL);
describe('OrderValidation', () => {
let web3: Web3;
let zeroEx: ZeroEx;
let userAddresses: string[];
let tokens: Token[];
let tokenUtils: TokenUtils;
let exchangeContractAddress: string;
let zrxTokenAddress: string;
let fillScenarios: FillScenarios;
let makerTokenAddress: string;
let takerTokenAddress: string;
let coinbase: string;
let makerAddress: string;
let takerAddress: string;
let feeRecipient: string;
const fillableAmount = new BigNumber(5);
const fillTakerAmount = new BigNumber(5);
const config = {
networkId: constants.TESTRPC_NETWORK_ID,
};
before(async () => {
web3 = web3Factory.create();
zeroEx = new ZeroEx(web3.currentProvider, config);
exchangeContractAddress = zeroEx.exchange.getContractAddress();
userAddresses = await zeroEx.getAvailableAddressesAsync();
[coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
tokens = await zeroEx.tokenRegistry.getTokensAsync();
tokenUtils = new TokenUtils(tokens);
zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
const [makerToken, takerToken] = tokenUtils.getDummyTokens();
makerTokenAddress = makerToken.address;
takerTokenAddress = takerToken.address;
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('validateOrderFillableOrThrowAsync', () => {
it('should succeed if the order is fillable', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
await zeroEx.exchange.validateOrderFillableOrThrowAsync(
signedOrder,
);
});
it('should succeed if the order is asymmetric and fillable', async () => {
const makerFillableAmount = fillableAmount;
const takerFillableAmount = fillableAmount.minus(4);
const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
makerFillableAmount, takerFillableAmount,
);
await zeroEx.exchange.validateOrderFillableOrThrowAsync(
signedOrder,
);
});
it('should throw when the order is fully filled or cancelled', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(
signedOrder,
)).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero);
});
it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
fillableAmount, expirationInPast,
);
return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(
signedOrder,
)).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired);
});
});
describe('validateFillOrderAndThrowIfInvalidAsync', () => {
it('should throw when the fill amount is zero', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const zeroFillAmount = new BigNumber(0);
return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
signedOrder, zeroFillAmount, takerAddress,
)).to.be.rejectedWith(ExchangeContractErrs.OrderFillAmountZero);
});
it('should throw when the signature is invalid', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
// 27 <--> 28
signedOrder.ecSignature.v = (28 - signedOrder.ecSignature.v) + 27;
return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
signedOrder, fillableAmount, takerAddress,
)).to.be.rejectedWith(ZeroExError.InvalidSignature);
});
it('should throw when the order is fully filled or cancelled', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
signedOrder, fillableAmount, takerAddress,
)).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero);
});
it('should throw when sender is not a taker', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const nonTakerAddress = userAddresses[6];
return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
signedOrder, fillTakerAmount, nonTakerAddress,
)).to.be.rejectedWith(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
});
it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
fillableAmount, expirationInPast,
);
return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
signedOrder, fillTakerAmount, takerAddress,
)).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired);
});
it('should throw when there a rounding error would have occurred', async () => {
const makerAmount = new BigNumber(3);
const takerAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
makerAmount, takerAmount,
);
const fillTakerAmountThatCausesRoundingError = new BigNumber(3);
return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
signedOrder, fillTakerAmountThatCausesRoundingError, takerAddress,
)).to.be.rejectedWith(ExchangeContractErrs.OrderFillRoundingError);
});
});
describe('#validateFillOrKillOrderAndThrowIfInvalidAsync', () => {
it('should throw if remaining fillAmount is less then the desired fillAmount', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const tooLargeFillAmount = new BigNumber(7);
const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount);
await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference);
await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount);
await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference);
await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount);
return expect(zeroEx.exchange.validateFillOrKillOrderThrowIfInvalidAsync(
signedOrder, tooLargeFillAmount, takerAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientRemainingFillAmount);
});
});
describe('validateCancelOrderAndThrowIfInvalidAsync', () => {
let signedOrder: SignedOrder;
const cancelAmount = new BigNumber(3);
beforeEach(async () => {
[coinbase, makerAddress, takerAddress] = userAddresses;
const [makerToken, takerToken] = tokenUtils.getDummyTokens();
makerTokenAddress = makerToken.address;
takerTokenAddress = takerToken.address;
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
});
it('should throw when cancel amount is zero', async () => {
const zeroCancelAmount = new BigNumber(0);
return expect(zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, zeroCancelAmount))
.to.be.rejectedWith(ExchangeContractErrs.OrderCancelAmountZero);
});
it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
const expiredSignedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
fillableAmount, expirationInPast,
);
return expect(zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(expiredSignedOrder, cancelAmount))
.to.be.rejectedWith(ExchangeContractErrs.OrderCancelExpired);
});
it('should throw when order is already cancelled or filled', async () => {
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
return expect(zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, fillableAmount))
.to.be.rejectedWith(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
});
});
describe('#validateFillOrderBalancesAllowancesThrowIfInvalidAsync', () => {
let exchangeTransferSimulator: ExchangeTransferSimulator;
let transferFromAsync: Sinon.SinonSpy;
const bigNumberMatch = (expected: BigNumber) => {
return Sinon.match((value: BigNumber) => value.eq(expected));
};
beforeEach('create exchangeTransferSimulator', async () => {
exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest);
transferFromAsync = Sinon.spy();
exchangeTransferSimulator.transferFromAsync = transferFromAsync as any;
});
it('should call exchangeTransferSimulator.transferFrom in a correct order', async () => {
const makerFee = new BigNumber(2);
const takerFee = new BigNumber(2);
const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerTokenAddress, takerTokenAddress, makerFee, takerFee,
makerAddress, takerAddress, fillableAmount, feeRecipient,
);
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTransferSimulator, signedOrder, fillableAmount, takerAddress, zrxTokenAddress,
);
expect(transferFromAsync.callCount).to.be.equal(4);
expect(
transferFromAsync.getCall(0).calledWith(
makerTokenAddress, makerAddress, takerAddress, bigNumberMatch(fillableAmount),
TradeSide.Maker, TransferType.Trade,
),
).to.be.true();
expect(
transferFromAsync.getCall(1).calledWith(
takerTokenAddress, takerAddress, makerAddress, bigNumberMatch(fillableAmount),
TradeSide.Taker, TransferType.Trade,
),
).to.be.true();
expect(
transferFromAsync.getCall(2).calledWith(
zrxTokenAddress, makerAddress, feeRecipient, bigNumberMatch(makerFee),
TradeSide.Maker, TransferType.Fee,
),
).to.be.true();
expect(
transferFromAsync.getCall(3).calledWith(
zrxTokenAddress, takerAddress, feeRecipient, bigNumberMatch(takerFee),
TradeSide.Taker, TransferType.Fee,
),
).to.be.true();
});
it('should call exchangeTransferSimulator.transferFrom with correct values for an open order', async () => {
const makerFee = new BigNumber(2);
const takerFee = new BigNumber(2);
const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerTokenAddress, takerTokenAddress, makerFee, takerFee,
makerAddress, ZeroEx.NULL_ADDRESS, fillableAmount, feeRecipient,
);
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTransferSimulator, signedOrder, fillableAmount, takerAddress, zrxTokenAddress,
);
expect(transferFromAsync.callCount).to.be.equal(4);
expect(
transferFromAsync.getCall(0).calledWith(
makerTokenAddress, makerAddress, takerAddress, bigNumberMatch(fillableAmount),
TradeSide.Maker, TransferType.Trade,
),
).to.be.true();
expect(
transferFromAsync.getCall(1).calledWith(
takerTokenAddress, takerAddress, makerAddress, bigNumberMatch(fillableAmount),
TradeSide.Taker, TransferType.Trade,
),
).to.be.true();
expect(
transferFromAsync.getCall(2).calledWith(
zrxTokenAddress, makerAddress, feeRecipient, bigNumberMatch(makerFee),
TradeSide.Maker, TransferType.Fee,
),
).to.be.true();
expect(
transferFromAsync.getCall(3).calledWith(
zrxTokenAddress, takerAddress, feeRecipient, bigNumberMatch(takerFee),
TradeSide.Taker, TransferType.Fee,
),
).to.be.true();
});
it('should correctly round the fillMakerTokenAmount', async () => {
const makerTokenAmount = new BigNumber(3);
const takerTokenAmount = new BigNumber(1);
const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, makerTokenAmount, takerTokenAmount,
);
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTransferSimulator, signedOrder, takerTokenAmount, takerAddress, zrxTokenAddress,
);
expect(transferFromAsync.callCount).to.be.equal(4);
const makerFillAmount = transferFromAsync.getCall(0).args[3];
expect(makerFillAmount).to.be.bignumber.equal(makerTokenAmount);
});
it('should correctly round the makerFeeAmount', async () => {
const makerFee = new BigNumber(2);
const takerFee = new BigNumber(4);
const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerTokenAddress, takerTokenAddress, makerFee, takerFee, makerAddress, takerAddress,
fillableAmount, ZeroEx.NULL_ADDRESS,
);
const fillTakerTokenAmount = fillableAmount.div(2).round(0);
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
exchangeTransferSimulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress,
);
const makerPartialFee = makerFee.div(2);
const takerPartialFee = takerFee.div(2);
expect(transferFromAsync.callCount).to.be.equal(4);
const partialMakerFee = transferFromAsync.getCall(2).args[3];
expect(partialMakerFee).to.be.bignumber.equal(makerPartialFee);
const partialTakerFee = transferFromAsync.getCall(3).args[3];
expect(partialTakerFee).to.be.bignumber.equal(takerPartialFee);
});
});
});
