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 { AssetProxyDispatcherContract } from '../../src/contract_wrappers/generated/asset_proxy_dispatcher';
import { DummyERC721TokenContract } from '../../src/contract_wrappers/generated/dummy_e_r_c721_token';
import { DummyTokenContract } from '../../src/contract_wrappers/generated/dummy_token';
import { ERC20ProxyContract } from '../../src/contract_wrappers/generated/e_r_c20_proxy';
import { ERC721ProxyContract } from '../../src/contract_wrappers/generated/e_r_c721_proxy';
import { ExchangeContract } from '../../src/contract_wrappers/generated/exchange';
import { TokenRegistryContract } from '../../src/contract_wrappers/generated/token_registry';
import { encodeERC20ProxyData, encodeERC721ProxyData } from '../../src/utils/asset_proxy_utils';
import { Balances } from '../../src/utils/balances';
import { constants } from '../../src/utils/constants';
import { ExchangeWrapper } from '../../src/utils/exchange_wrapper';
import { OrderFactory } from '../../src/utils/order_factory';
import { AssetProxyId, BalancesByOwner, ContractName, SignedOrder } from '../../src/utils/types';
import { chaiSetup } from '../utils/chai_setup';
import { deployer } from '../utils/deployer';
import { provider, web3Wrapper } from '../utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
describe('Exchange', () => {
let makerAddress: string;
let tokenOwner: string;
let takerAddress: string;
let feeRecipientAddress: string;
const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
let rep: DummyTokenContract;
let dgd: DummyTokenContract;
let zrx: DummyTokenContract;
let erc721Token: DummyERC721TokenContract;
let exchange: ExchangeContract;
let tokenRegistry: TokenRegistryContract;
let assetProxyDispatcher: AssetProxyDispatcherContract;
let erc20Proxy: ERC20ProxyContract;
let erc721Proxy: ERC721ProxyContract;
let balances: BalancesByOwner;
let exWrapper: ExchangeWrapper;
let dmyBalances: Balances;
let orderFactory: OrderFactory;
const erc721MakerTokenId = new BigNumber('0x1010101010101010101010101010101010101010101010101010101010101010');
const erc721TakerTokenId = new BigNumber('0x3030303030303030303030303030303030303030303030303030303030303030');
let defaultMakerTokenAddress: string;
let defaultTakerTokenAddress: string;
before(async () => {
const accounts = await web3Wrapper.getAvailableAddressesAsync();
tokenOwner = accounts[0];
[makerAddress, takerAddress, feeRecipientAddress] = accounts;
const owner = tokenOwner;
const [repInstance, dgdInstance, zrxInstance, erc721TokenInstance] = 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),
deployer.deployAsync(ContractName.DummyERC721Token, constants.DUMMY_ERC721TOKEN_ARGS),
]);
rep = new DummyTokenContract(repInstance.abi, repInstance.address, provider);
dgd = new DummyTokenContract(dgdInstance.abi, dgdInstance.address, provider);
zrx = new DummyTokenContract(zrxInstance.abi, zrxInstance.address, provider);
erc721Token = new DummyERC721TokenContract(erc721TokenInstance.abi, erc721TokenInstance.address, provider);
const tokenRegistryInstance = await deployer.deployAsync(ContractName.TokenRegistry);
tokenRegistry = new TokenRegistryContract(tokenRegistryInstance.abi, tokenRegistryInstance.address, provider);
// Deploy Asset Proxy Dispatcher
const assetProxyDispatcherInstance = await deployer.deployAsync(ContractName.AssetProxyDispatcher);
assetProxyDispatcher = new AssetProxyDispatcherContract(
assetProxyDispatcherInstance.abi,
assetProxyDispatcherInstance.address,
provider,
);
// Deploy ERC20 Proxy
const erc20ProxyInstance = await deployer.deployAsync(ContractName.ERC20Proxy);
erc20Proxy = new ERC20ProxyContract(erc20ProxyInstance.abi, erc20ProxyInstance.address, provider);
await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(assetProxyDispatcher.address, {
from: owner,
});
const prevERC20ProxyAddress = ZeroEx.NULL_ADDRESS;
await assetProxyDispatcher.addAssetProxy.sendTransactionAsync(
AssetProxyId.ERC20,
erc20Proxy.address,
prevERC20ProxyAddress,
{ from: owner },
);
// Deploy ERC721 Proxy
const erc721ProxyInstance = await deployer.deployAsync(ContractName.ERC721Proxy);
erc721Proxy = new ERC721ProxyContract(erc721ProxyInstance.abi, erc721ProxyInstance.address, provider);
await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(assetProxyDispatcher.address, {
from: owner,
});
const prevERC721ProxyAddress = ZeroEx.NULL_ADDRESS;
await assetProxyDispatcher.addAssetProxy.sendTransactionAsync(
AssetProxyId.ERC721,
erc721Proxy.address,
prevERC721ProxyAddress,
{ from: owner },
);
// Deploy and configure Exchange
const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [
zrx.address,
encodeERC20ProxyData(zrx.address),
assetProxyDispatcher.address,
]);
exchange = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider);
await assetProxyDispatcher.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: owner });
const zeroEx = new ZeroEx(provider, { networkId: constants.TESTRPC_NETWORK_ID });
exWrapper = new ExchangeWrapper(exchange, zeroEx);
defaultMakerTokenAddress = rep.address;
defaultTakerTokenAddress = dgd.address;
const defaultOrderParams = {
exchangeAddress: exchange.address,
makerAddress,
feeRecipientAddress,
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),
makerAssetData: encodeERC20ProxyData(defaultMakerTokenAddress),
takerAssetData: encodeERC20ProxyData(defaultTakerTokenAddress),
};
const privateKey = constants.TESTRPC_PRIVATE_KEYS[0];
orderFactory = new OrderFactory(privateKey, defaultOrderParams);
dmyBalances = new Balances([rep, dgd, zrx], [makerAddress, takerAddress, feeRecipientAddress]);
await Promise.all([
rep.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: makerAddress }),
rep.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: takerAddress }),
rep.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }),
rep.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }),
dgd.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: makerAddress }),
dgd.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: takerAddress }),
dgd.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }),
dgd.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }),
zrx.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: makerAddress }),
zrx.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: takerAddress }),
zrx.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }),
zrx.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }),
erc721Token.setApprovalForAll.sendTransactionAsync(erc721Proxy.address, true, {
from: makerAddress,
}),
erc721Token.setApprovalForAll.sendTransactionAsync(erc721Proxy.address, true, {
from: takerAddress,
}),
erc721Token.mint.sendTransactionAsync(makerAddress, erc721MakerTokenId, { from: tokenOwner }),
erc721Token.mint.sendTransactionAsync(takerAddress, erc721TakerTokenId, { from: tokenOwner }),
]);
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
balances = await dmyBalances.getAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('fillOrKillOrder', () => {
it('should transfer the correct amounts', async () => {
const signedOrder = orderFactory.newSignedOrder({
makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
});
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
await exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress, {
takerTokenFillAmount,
});
const newBalances = await dmyBalances.getAsync();
const makerTokenFilledAmount = takerTokenFillAmount
.times(signedOrder.makerTokenAmount)
.dividedToIntegerBy(signedOrder.takerTokenAmount);
const makerFee = signedOrder.makerFee
.times(makerTokenFilledAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
const takerFee = signedOrder.takerFee
.times(makerTokenFilledAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
expect(newBalances[makerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][defaultMakerTokenAddress].minus(makerTokenFilledAmount),
);
expect(newBalances[makerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][defaultTakerTokenAddress].add(takerTokenFillAmount),
);
expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
balances[makerAddress][zrx.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][defaultTakerTokenAddress].minus(takerTokenFillAmount),
);
expect(newBalances[takerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][defaultMakerTokenAddress].add(makerTokenFilledAmount),
);
expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
balances[takerAddress][zrx.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
);
});
it('should throw if an signedOrder is expired', async () => {
const signedOrder = orderFactory.newSignedOrder({
expirationTimeSeconds: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
});
return expect(exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(
constants.REVERT,
);
});
it('should throw if entire takerTokenFillAmount not filled', async () => {
const signedOrder = orderFactory.newSignedOrder();
await exWrapper.fillOrderAsync(signedOrder, takerAddress, {
takerTokenFillAmount: signedOrder.takerTokenAmount.div(2),
});
return expect(exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(
constants.REVERT,
);
});
});
describe('fillOrderNoThrow', () => {
it('should transfer the correct amounts', async () => {
const signedOrder = orderFactory.newSignedOrder({
makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
});
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, {
takerTokenFillAmount,
});
const newBalances = await dmyBalances.getAsync();
const makerTokenFilledAmount = takerTokenFillAmount
.times(signedOrder.makerTokenAmount)
.dividedToIntegerBy(signedOrder.takerTokenAmount);
const makerFee = signedOrder.makerFee
.times(makerTokenFilledAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
const takerFee = signedOrder.takerFee
.times(makerTokenFilledAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
expect(newBalances[makerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][defaultMakerTokenAddress].minus(makerTokenFilledAmount),
);
expect(newBalances[makerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][defaultTakerTokenAddress].add(takerTokenFillAmount),
);
expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
balances[makerAddress][zrx.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][defaultTakerTokenAddress].minus(takerTokenFillAmount),
);
expect(newBalances[takerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][defaultMakerTokenAddress].add(makerTokenFilledAmount),
);
expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
balances[takerAddress][zrx.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
);
});
it('should not change balances if maker balances are too low to fill order', async () => {
const signedOrder = orderFactory.newSignedOrder({
makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
});
await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should not change balances if taker balances are too low to fill order', async () => {
const signedOrder = orderFactory.newSignedOrder({
takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
});
await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should not change balances if maker allowances are too low to fill order', async () => {
const signedOrder = orderFactory.newSignedOrder();
await rep.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), {
from: makerAddress,
});
await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
await rep.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, {
from: makerAddress,
});
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should not change balances if taker allowances are too low to fill order', async () => {
const signedOrder = orderFactory.newSignedOrder();
await dgd.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), {
from: takerAddress,
});
await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
await dgd.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, {
from: takerAddress,
});
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should not change balances if makerTokenAddress is ZRX, makerTokenAmount + makerFee > maker balance', async () => {
const makerZRXBalance = new BigNumber(balances[makerAddress][zrx.address]);
const signedOrder = orderFactory.newSignedOrder({
makerTokenAmount: makerZRXBalance,
makerFee: new BigNumber(1),
makerAssetData: encodeERC20ProxyData(zrx.address),
});
await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should not change balances if makerTokenAddress is ZRX, makerTokenAmount + makerFee > maker allowance', async () => {
const makerZRXAllowance = await zrx.allowance.callAsync(makerAddress, erc20Proxy.address);
const signedOrder = orderFactory.newSignedOrder({
makerTokenAmount: new BigNumber(makerZRXAllowance),
makerFee: new BigNumber(1),
makerAssetData: encodeERC20ProxyData(zrx.address),
});
await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should not change balances if takerTokenAddress is ZRX, takerTokenAmount + takerFee > taker balance', async () => {
const takerZRXBalance = new BigNumber(balances[takerAddress][zrx.address]);
const signedOrder = orderFactory.newSignedOrder({
takerTokenAmount: takerZRXBalance,
takerFee: new BigNumber(1),
takerAssetData: encodeERC20ProxyData(zrx.address),
});
await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should not change balances if takerTokenAddress is ZRX, takerTokenAmount + takerFee > taker allowance', async () => {
const takerZRXAllowance = await zrx.allowance.callAsync(takerAddress, erc20Proxy.address);
const signedOrder = orderFactory.newSignedOrder({
takerTokenAmount: new BigNumber(takerZRXAllowance),
takerFee: new BigNumber(1),
takerAssetData: encodeERC20ProxyData(zrx.address),
});
await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should successfully exchange ERC721 tokens', async () => {
// Construct Exchange parameters
const makerTokenId = erc721MakerTokenId;
const takerTokenId = erc721TakerTokenId;
const signedOrder = orderFactory.newSignedOrder({
makerTokenAmount: new BigNumber(1),
takerTokenAmount: new BigNumber(1),
makerAssetData: encodeERC721ProxyData(erc721Token.address, makerTokenId),
takerAssetData: encodeERC721ProxyData(erc721Token.address, takerTokenId),
});
// Verify pre-conditions
const initialOwnerMakerToken = await erc721Token.ownerOf.callAsync(makerTokenId);
expect(initialOwnerMakerToken).to.be.bignumber.equal(makerAddress);
const initialOwnerTakerToken = await erc721Token.ownerOf.callAsync(takerTokenId);
expect(initialOwnerTakerToken).to.be.bignumber.equal(takerAddress);
// Call Exchange
const takerTokenFillAmount = signedOrder.takerTokenAmount;
await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, { takerTokenFillAmount });
// Verify post-conditions
const newOwnerMakerToken = await erc721Token.ownerOf.callAsync(makerTokenId);
expect(newOwnerMakerToken).to.be.bignumber.equal(takerAddress);
const newOwnerTakerToken = await erc721Token.ownerOf.callAsync(takerTokenId);
expect(newOwnerTakerToken).to.be.bignumber.equal(makerAddress);
});
});
describe('batch functions', () => {
let signedOrders: SignedOrder[];
beforeEach(async () => {
signedOrders = [
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder(),
];
});
describe('batchFillOrders', () => {
it('should transfer the correct amounts', async () => {
const takerTokenFillAmounts: BigNumber[] = [];
const makerTokenAddress = rep.address;
const takerTokenAddress = dgd.address;
_.forEach(signedOrders, signedOrder => {
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
const makerTokenFilledAmount = takerTokenFillAmount
.times(signedOrder.makerTokenAmount)
.dividedToIntegerBy(signedOrder.takerTokenAmount);
const makerFee = signedOrder.makerFee
.times(makerTokenFilledAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
const takerFee = signedOrder.takerFee
.times(makerTokenFilledAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
takerTokenFillAmounts.push(takerTokenFillAmount);
balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
makerTokenFilledAmount,
);
balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
takerTokenFillAmount,
);
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee);
balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
makerTokenFilledAmount,
);
balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
takerTokenFillAmount,
);
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee);
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
makerFee.add(takerFee),
);
});
await exWrapper.batchFillOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmounts,
});
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
});
describe('batchFillOrKillOrders', () => {
it('should transfer the correct amounts', async () => {
const takerTokenFillAmounts: BigNumber[] = [];
const makerTokenAddress = rep.address;
const takerTokenAddress = dgd.address;
_.forEach(signedOrders, signedOrder => {
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
const makerTokenFilledAmount = takerTokenFillAmount
.times(signedOrder.makerTokenAmount)
.dividedToIntegerBy(signedOrder.takerTokenAmount);
const makerFee = signedOrder.makerFee
.times(makerTokenFilledAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
const takerFee = signedOrder.takerFee
.times(makerTokenFilledAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
takerTokenFillAmounts.push(takerTokenFillAmount);
balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
makerTokenFilledAmount,
);
balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
takerTokenFillAmount,
);
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee);
balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
makerTokenFilledAmount,
);
balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
takerTokenFillAmount,
);
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee);
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
makerFee.add(takerFee),
);
});
await exWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmounts,
});
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 takerTokenFillAmounts: BigNumber[] = [];
_.forEach(signedOrders, signedOrder => {
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
takerTokenFillAmounts.push(takerTokenFillAmount);
});
await exWrapper.fillOrKillOrderAsync(signedOrders[0], takerAddress);
return expect(
exWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmounts,
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('batchFillOrdersNoThrow', async () => {
it('should transfer the correct amounts', async () => {
const takerTokenFillAmounts: BigNumber[] = [];
const makerTokenAddress = rep.address;
const takerTokenAddress = dgd.address;
_.forEach(signedOrders, signedOrder => {
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
const makerTokenFilledAmount = takerTokenFillAmount
.times(signedOrder.makerTokenAmount)
.dividedToIntegerBy(signedOrder.takerTokenAmount);
const makerFee = signedOrder.makerFee
.times(makerTokenFilledAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
const takerFee = signedOrder.takerFee
.times(makerTokenFilledAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
takerTokenFillAmounts.push(takerTokenFillAmount);
balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
makerTokenFilledAmount,
);
balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
takerTokenFillAmount,
);
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee);
balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
makerTokenFilledAmount,
);
balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
takerTokenFillAmount,
);
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee);
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
makerFee.add(takerFee),
);
});
await exWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, {
takerTokenFillAmounts,
});
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should not throw if an order is invalid and fill the remaining orders', async () => {
const takerTokenFillAmounts: BigNumber[] = [];
const makerTokenAddress = rep.address;
const takerTokenAddress = dgd.address;
const invalidOrder = {
...signedOrders[0],
signature: '0x00',
};
const validOrders = signedOrders.slice(1);
takerTokenFillAmounts.push(invalidOrder.takerTokenAmount.div(2));
_.forEach(validOrders, signedOrder => {
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
const makerTokenFilledAmount = takerTokenFillAmount
.times(signedOrder.makerTokenAmount)
.dividedToIntegerBy(signedOrder.takerTokenAmount);
const makerFee = signedOrder.makerFee
.times(makerTokenFilledAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
const takerFee = signedOrder.takerFee
.times(makerTokenFilledAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
takerTokenFillAmounts.push(takerTokenFillAmount);
balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
makerTokenFilledAmount,
);
balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
takerTokenFillAmount,
);
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee);
balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
makerTokenFilledAmount,
);
balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
takerTokenFillAmount,
);
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee);
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
makerFee.add(takerFee),
);
});
const newOrders = [invalidOrder, ...validOrders];
await exWrapper.batchFillOrdersNoThrowAsync(newOrders, takerAddress, {
takerTokenFillAmounts,
});
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
});
describe('marketSellOrders', () => {
it('should stop when the entire takerTokenFillAmount is filled', async () => {
const takerTokenFillAmount = signedOrders[0].takerTokenAmount.plus(
signedOrders[1].takerTokenAmount.div(2),
);
await exWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmount,
});
const newBalances = await dmyBalances.getAsync();
const makerTokenFilledAmount = 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[makerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][defaultMakerTokenAddress].minus(makerTokenFilledAmount),
);
expect(newBalances[makerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][defaultTakerTokenAddress].add(takerTokenFillAmount),
);
expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
balances[makerAddress][zrx.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][defaultTakerTokenAddress].minus(takerTokenFillAmount),
);
expect(newBalances[takerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][defaultMakerTokenAddress].add(makerTokenFilledAmount),
);
expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
balances[takerAddress][zrx.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
);
});
it('should fill all signedOrders if cannot fill entire takerTokenFillAmount', async () => {
const takerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
_.forEach(signedOrders, signedOrder => {
balances[makerAddress][defaultMakerTokenAddress] = balances[makerAddress][
defaultMakerTokenAddress
].minus(signedOrder.makerTokenAmount);
balances[makerAddress][defaultTakerTokenAddress] = balances[makerAddress][
defaultTakerTokenAddress
].add(signedOrder.takerTokenAmount);
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(
signedOrder.makerFee,
);
balances[takerAddress][defaultMakerTokenAddress] = balances[takerAddress][
defaultMakerTokenAddress
].add(signedOrder.makerTokenAmount);
balances[takerAddress][defaultTakerTokenAddress] = balances[takerAddress][
defaultTakerTokenAddress
].minus(signedOrder.takerTokenAmount);
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(
signedOrder.takerFee,
);
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
signedOrder.makerFee.add(signedOrder.takerFee),
);
});
await exWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmount,
});
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 = [
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder({ takerAssetData: encodeERC20ProxyData(zrx.address) }),
orderFactory.newSignedOrder(),
];
return expect(
exWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('marketSellOrdersNoThrow', () => {
it('should stop when the entire takerTokenFillAmount is filled', async () => {
const takerTokenFillAmount = signedOrders[0].takerTokenAmount.plus(
signedOrders[1].takerTokenAmount.div(2),
);
await exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
takerTokenFillAmount,
});
const newBalances = await dmyBalances.getAsync();
const makerTokenFilledAmount = 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[makerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][defaultMakerTokenAddress].minus(makerTokenFilledAmount),
);
expect(newBalances[makerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][defaultTakerTokenAddress].add(takerTokenFillAmount),
);
expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
balances[makerAddress][zrx.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][defaultTakerTokenAddress].minus(takerTokenFillAmount),
);
expect(newBalances[takerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][defaultMakerTokenAddress].add(makerTokenFilledAmount),
);
expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
balances[takerAddress][zrx.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
);
});
it('should fill all signedOrders if cannot fill entire takerTokenFillAmount', async () => {
const takerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
_.forEach(signedOrders, signedOrder => {
balances[makerAddress][defaultMakerTokenAddress] = balances[makerAddress][
defaultMakerTokenAddress
].minus(signedOrder.makerTokenAmount);
balances[makerAddress][defaultTakerTokenAddress] = balances[makerAddress][
defaultTakerTokenAddress
].add(signedOrder.takerTokenAmount);
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(
signedOrder.makerFee,
);
balances[takerAddress][defaultMakerTokenAddress] = balances[takerAddress][
defaultMakerTokenAddress
].add(signedOrder.makerTokenAmount);
balances[takerAddress][defaultTakerTokenAddress] = balances[takerAddress][
defaultTakerTokenAddress
].minus(signedOrder.takerTokenAmount);
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(
signedOrder.takerFee,
);
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
signedOrder.makerFee.add(signedOrder.takerFee),
);
});
await exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
takerTokenFillAmount,
});
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should throw when a signedOrder does not use the same takerTokenAddress', async () => {
signedOrders = [
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder({ takerAssetData: encodeERC20ProxyData(zrx.address) }),
orderFactory.newSignedOrder(),
];
return expect(
exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
takerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('marketBuyOrders', () => {
it('should stop when the entire makerTokenFillAmount is filled', async () => {
const makerTokenFillAmount = signedOrders[0].makerTokenAmount.plus(
signedOrders[1].makerTokenAmount.div(2),
);
await exWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, {
makerTokenFillAmount,
});
const newBalances = await dmyBalances.getAsync();
const makerAmountBought = signedOrders[0].takerTokenAmount.add(
signedOrders[1].takerTokenAmount.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[makerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][defaultMakerTokenAddress].minus(makerTokenFillAmount),
);
expect(newBalances[makerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][defaultTakerTokenAddress].add(makerAmountBought),
);
expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
balances[makerAddress][zrx.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][defaultTakerTokenAddress].minus(makerAmountBought),
);
expect(newBalances[takerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][defaultMakerTokenAddress].add(makerTokenFillAmount),
);
expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
balances[takerAddress][zrx.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
);
});
it('should fill all signedOrders if cannot fill entire makerTokenFillAmount', async () => {
const makerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
_.forEach(signedOrders, signedOrder => {
balances[makerAddress][defaultMakerTokenAddress] = balances[makerAddress][
defaultMakerTokenAddress
].minus(signedOrder.makerTokenAmount);
balances[makerAddress][defaultTakerTokenAddress] = balances[makerAddress][
defaultTakerTokenAddress
].add(signedOrder.takerTokenAmount);
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(
signedOrder.makerFee,
);
balances[takerAddress][defaultMakerTokenAddress] = balances[takerAddress][
defaultMakerTokenAddress
].add(signedOrder.makerTokenAmount);
balances[takerAddress][defaultTakerTokenAddress] = balances[takerAddress][
defaultTakerTokenAddress
].minus(signedOrder.takerTokenAmount);
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(
signedOrder.takerFee,
);
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
signedOrder.makerFee.add(signedOrder.takerFee),
);
});
await exWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, {
makerTokenFillAmount,
});
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should throw when an signedOrder does not use the same makerTokenAddress', async () => {
signedOrders = [
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder({ makerAssetData: encodeERC20ProxyData(zrx.address) }),
orderFactory.newSignedOrder(),
];
return expect(
exWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, {
makerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('marketBuyOrdersNoThrow', () => {
it('should stop when the entire makerTokenFillAmount is filled', async () => {
const makerTokenFillAmount = signedOrders[0].makerTokenAmount.plus(
signedOrders[1].makerTokenAmount.div(2),
);
await exWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, {
makerTokenFillAmount,
});
const newBalances = await dmyBalances.getAsync();
const makerAmountBought = signedOrders[0].takerTokenAmount.add(
signedOrders[1].takerTokenAmount.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[makerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][defaultMakerTokenAddress].minus(makerTokenFillAmount),
);
expect(newBalances[makerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][defaultTakerTokenAddress].add(makerAmountBought),
);
expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
balances[makerAddress][zrx.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][defaultTakerTokenAddress].minus(makerAmountBought),
);
expect(newBalances[takerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][defaultMakerTokenAddress].add(makerTokenFillAmount),
);
expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
balances[takerAddress][zrx.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
);
});
it('should fill all signedOrders if cannot fill entire takerTokenFillAmount', async () => {
const takerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
_.forEach(signedOrders, signedOrder => {
balances[makerAddress][defaultMakerTokenAddress] = balances[makerAddress][
defaultMakerTokenAddress
].minus(signedOrder.makerTokenAmount);
balances[makerAddress][defaultTakerTokenAddress] = balances[makerAddress][
defaultTakerTokenAddress
].add(signedOrder.takerTokenAmount);
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(
signedOrder.makerFee,
);
balances[takerAddress][defaultMakerTokenAddress] = balances[takerAddress][
defaultMakerTokenAddress
].add(signedOrder.makerTokenAmount);
balances[takerAddress][defaultTakerTokenAddress] = balances[takerAddress][
defaultTakerTokenAddress
].minus(signedOrder.takerTokenAmount);
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(
signedOrder.takerFee,
);
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
signedOrder.makerFee.add(signedOrder.takerFee),
);
});
await exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
takerTokenFillAmount,
});
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should throw when a signedOrder does not use the same makerTokenAddress', async () => {
signedOrders = [
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder({ makerAssetData: encodeERC20ProxyData(zrx.address) }),
orderFactory.newSignedOrder(),
];
return expect(
exWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, {
makerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('batchCancelOrders', () => {
it('should be able to cancel multiple signedOrders', async () => {
const takerTokenCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerTokenAmount);
await exWrapper.batchCancelOrdersAsync(signedOrders, makerAddress);
await exWrapper.batchFillOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmounts: takerTokenCancelAmounts,
});
const newBalances = await dmyBalances.getAsync();
expect(balances).to.be.deep.equal(newBalances);
});
});
});
}); // tslint:disable-line:max-file-line-count