path: root/packages/contracts/test/exchange/wrapper.ts

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 { 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 '../../src/utils/balances';
import { constants } from '../../src/utils/constants';
import { ExchangeWrapper } from '../../src/utils/exchange_wrapper';
import { OrderFactory } from '../../src/utils/order_factory';
import { 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 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];
        [makerAddress, takerAddress, feeRecipientAddress] = 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(repInstance.abi, repInstance.address, provider);
        dgd = new DummyTokenContract(dgdInstance.abi, dgdInstance.address, provider);
        zrx = new DummyTokenContract(zrxInstance.abi, zrxInstance.address, provider);
        const tokenRegistryInstance = await deployer.deployAsync(ContractName.TokenRegistry);
        tokenRegistry = new TokenRegistryContract(tokenRegistryInstance.abi, tokenRegistryInstance.address, provider);
        const tokenTransferProxyInstance = await deployer.deployAsync(ContractName.TokenTransferProxy);
        tokenTransferProxy = new TokenTransferProxyContract(
            tokenTransferProxyInstance.abi,
            tokenTransferProxyInstance.address,
            provider,
        );
        const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [
            zrx.address,
            tokenTransferProxy.address,
        ]);
        exchange = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider);
        await tokenTransferProxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: accounts[0] });
        const zeroEx = new ZeroEx(provider, { networkId: constants.TESTRPC_NETWORK_ID });
        exWrapper = new ExchangeWrapper(exchange, zeroEx);

        const defaultOrderParams = {
            exchangeAddress: exchange.address,
            makerAddress,
            feeRecipientAddress,
            makerTokenAddress: rep.address,
            takerTokenAddress: dgd.address,
            makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
            takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
            makerFeeAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
            takerFeeAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
        };

        const secretKey = constants.TESTRPC_ACCOUNTS[0].secretKey;
        orderFactory = new OrderFactory(secretKey, defaultOrderParams);
        dmyBalances = new Balances([rep, dgd, zrx], [makerAddress, takerAddress, feeRecipientAddress]);
        await Promise.all([
            rep.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: makerAddress }),
            rep.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: takerAddress }),
            rep.setBalance.sendTransactionAsync(makerAddress, INIT_BAL, { from: tokenOwner }),
            rep.setBalance.sendTransactionAsync(takerAddress, INIT_BAL, { from: tokenOwner }),
            dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: makerAddress }),
            dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: takerAddress }),
            dgd.setBalance.sendTransactionAsync(makerAddress, INIT_BAL, { from: tokenOwner }),
            dgd.setBalance.sendTransactionAsync(takerAddress, INIT_BAL, { from: tokenOwner }),
            zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: makerAddress }),
            zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: takerAddress }),
            zrx.setBalance.sendTransactionAsync(makerAddress, INIT_BAL, { from: tokenOwner }),
            zrx.setBalance.sendTransactionAsync(takerAddress, INIT_BAL, { 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 makerTokenFillAmount = takerTokenFillAmount
                .times(signedOrder.makerTokenAmount)
                .dividedToIntegerBy(signedOrder.takerTokenAmount);
            const makerFeeAmount = signedOrder.makerFeeAmount
                .times(makerTokenFillAmount)
                .dividedToIntegerBy(signedOrder.makerTokenAmount);
            const takerFeeAmount = signedOrder.takerFeeAmount
                .times(makerTokenFillAmount)
                .dividedToIntegerBy(signedOrder.makerTokenAmount);
            expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
                balances[makerAddress][signedOrder.makerTokenAddress].minus(makerTokenFillAmount),
            );
            expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
                balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenFillAmount),
            );
            expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
                balances[makerAddress][zrx.address].minus(makerFeeAmount),
            );
            expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
                balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenFillAmount),
            );
            expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
                balances[takerAddress][signedOrder.makerTokenAddress].add(makerTokenFillAmount),
            );
            expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
                balances[takerAddress][zrx.address].minus(takerFeeAmount),
            );
            expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
                balances[feeRecipientAddress][zrx.address].add(makerFeeAmount.add(takerFeeAmount)),
            );
        });

        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 makerTokenFillAmount = takerTokenFillAmount
                .times(signedOrder.makerTokenAmount)
                .dividedToIntegerBy(signedOrder.takerTokenAmount);
            const makerFeeAmount = signedOrder.makerFeeAmount
                .times(makerTokenFillAmount)
                .dividedToIntegerBy(signedOrder.makerTokenAmount);
            const takerFeeAmount = signedOrder.takerFeeAmount
                .times(makerTokenFillAmount)
                .dividedToIntegerBy(signedOrder.makerTokenAmount);
            expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
                balances[makerAddress][signedOrder.makerTokenAddress].minus(makerTokenFillAmount),
            );
            expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
                balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenFillAmount),
            );
            expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
                balances[makerAddress][zrx.address].minus(makerFeeAmount),
            );
            expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
                balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenFillAmount),
            );
            expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
                balances[takerAddress][signedOrder.makerTokenAddress].add(makerTokenFillAmount),
            );
            expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
                balances[takerAddress][zrx.address].minus(takerFeeAmount),
            );
            expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
                balances[feeRecipientAddress][zrx.address].add(makerFeeAmount.add(takerFeeAmount)),
            );
        });
    });

    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;
                signedOrders.forEach(signedOrder => {
                    const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
                    const makerTokenFillAmount = takerTokenFillAmount
                        .times(signedOrder.makerTokenAmount)
                        .dividedToIntegerBy(signedOrder.takerTokenAmount);
                    const makerFeeAmount = signedOrder.makerFeeAmount
                        .times(makerTokenFillAmount)
                        .dividedToIntegerBy(signedOrder.makerTokenAmount);
                    const takerFeeAmount = signedOrder.takerFeeAmount
                        .times(makerTokenFillAmount)
                        .dividedToIntegerBy(signedOrder.makerTokenAmount);
                    takerTokenFillAmounts.push(takerTokenFillAmount);
                    balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
                        makerTokenFillAmount,
                    );
                    balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
                        takerTokenFillAmount,
                    );
                    balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFeeAmount);
                    balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
                        makerTokenFillAmount,
                    );
                    balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
                        takerTokenFillAmount,
                    );
                    balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFeeAmount);
                    balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
                        makerFeeAmount.add(takerFeeAmount),
                    );
                });

                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;
                signedOrders.forEach(signedOrder => {
                    const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
                    const makerTokenFillAmount = takerTokenFillAmount
                        .times(signedOrder.makerTokenAmount)
                        .dividedToIntegerBy(signedOrder.takerTokenAmount);
                    const makerFee = signedOrder.makerFeeAmount
                        .times(makerTokenFillAmount)
                        .dividedToIntegerBy(signedOrder.makerTokenAmount);
                    const takerFee = signedOrder.takerFeeAmount
                        .times(makerTokenFillAmount)
                        .dividedToIntegerBy(signedOrder.makerTokenAmount);
                    takerTokenFillAmounts.push(takerTokenFillAmount);
                    balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
                        makerTokenFillAmount,
                    );
                    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(
                        makerTokenFillAmount,
                    );
                    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[] = [];
                signedOrders.forEach(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('marketFillOrders', () => {
            it('should stop when the entire takerTokenFillAmount is filled', async () => {
                const takerTokenFillAmount = signedOrders[0].takerTokenAmount.plus(
                    signedOrders[1].takerTokenAmount.div(2),
                );
                await exWrapper.marketFillOrdersAsync(signedOrders, takerAddress, {
                    takerTokenFillAmount,
                });

                const newBalances = await dmyBalances.getAsync();

                const makerTokenFillAmount = signedOrders[0].makerTokenAmount.add(
                    signedOrders[1].makerTokenAmount.dividedToIntegerBy(2),
                );
                const makerFee = signedOrders[0].makerFeeAmount.add(
                    signedOrders[1].makerFeeAmount.dividedToIntegerBy(2),
                );
                const takerFee = signedOrders[0].takerFeeAmount.add(
                    signedOrders[1].takerFeeAmount.dividedToIntegerBy(2),
                );
                expect(newBalances[makerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
                    balances[makerAddress][signedOrders[0].makerTokenAddress].minus(makerTokenFillAmount),
                );
                expect(newBalances[makerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
                    balances[makerAddress][signedOrders[0].takerTokenAddress].add(takerTokenFillAmount),
                );
                expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
                    balances[makerAddress][zrx.address].minus(makerFee),
                );
                expect(newBalances[takerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
                    balances[takerAddress][signedOrders[0].takerTokenAddress].minus(takerTokenFillAmount),
                );
                expect(newBalances[takerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
                    balances[takerAddress][signedOrders[0].makerTokenAddress].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);
                signedOrders.forEach(signedOrder => {
                    balances[makerAddress][signedOrder.makerTokenAddress] = balances[makerAddress][
                        signedOrder.makerTokenAddress
                    ].minus(signedOrder.makerTokenAmount);
                    balances[makerAddress][signedOrder.takerTokenAddress] = balances[makerAddress][
                        signedOrder.takerTokenAddress
                    ].add(signedOrder.takerTokenAmount);
                    balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(
                        signedOrder.makerFeeAmount,
                    );
                    balances[takerAddress][signedOrder.makerTokenAddress] = balances[takerAddress][
                        signedOrder.makerTokenAddress
                    ].add(signedOrder.makerTokenAmount);
                    balances[takerAddress][signedOrder.takerTokenAddress] = balances[takerAddress][
                        signedOrder.takerTokenAddress
                    ].minus(signedOrder.takerTokenAmount);
                    balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(
                        signedOrder.takerFeeAmount,
                    );
                    balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
                        signedOrder.makerFeeAmount.add(signedOrder.takerFeeAmount),
                    );
                });
                await exWrapper.marketFillOrdersAsync(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({ takerTokenAddress: zrx.address }),
                    orderFactory.newSignedOrder(),
                ];

                return expect(
                    exWrapper.marketFillOrdersAsync(signedOrders, takerAddress, {
                        takerTokenFillAmount: 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, {
                    takerTokenCancelAmounts,
                });

                await exWrapper.batchFillOrdersAsync(signedOrders, takerAddress, {
                    takerTokenFillAmounts: takerTokenCancelAmounts,
                });
                const newBalances = await dmyBalances.getAsync();
                expect(balances).to.be.deep.equal(newBalances);
            });
        });
    });
});