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';
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: 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);
});
});
});
});