import { ZeroEx } from '0x.js';
import { BigNumber } from 'bignumber.js';
import * as chai from 'chai';
import * as _ from 'lodash';
import { Artifacts } from '../../../util/artifacts';
import { Balances } from '../../../util/balances';
import { constants } from '../../../util/constants';
import { ExchangeWrapper } from '../../../util/exchange_wrapper';
import { Order } from '../../../util/order';
import { OrderFactory } from '../../../util/order_factory';
import { BalancesByOwner, ContractInstance } from '../../../util/types';
import { chaiSetup } from '../utils/chai_setup';
chaiSetup.configure();
const expect = chai.expect;
const { Exchange, TokenTransferProxy, DummyToken, TokenRegistry } = new Artifacts(artifacts);
contract('Exchange', (accounts: string[]) => {
const maker = accounts[0];
const tokenOwner = accounts[0];
const taker = accounts[1] || accounts[accounts.length - 1];
const feeRecipient = accounts[2] || accounts[accounts.length - 1];
const INIT_BAL = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
const INIT_ALLOW = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
let rep: ContractInstance;
let dgd: ContractInstance;
let zrx: ContractInstance;
let exchange: ContractInstance;
let tokenRegistry: ContractInstance;
let balances: BalancesByOwner;
let exWrapper: ExchangeWrapper;
let dmyBalances: Balances;
let orderFactory: OrderFactory;
before(async () => {
[tokenRegistry, exchange] = await Promise.all([TokenRegistry.deployed(), Exchange.deployed()]);
exWrapper = new ExchangeWrapper(exchange);
const [repAddress, dgdAddress, zrxAddress] = await Promise.all([
tokenRegistry.getTokenAddressBySymbol('REP'),
tokenRegistry.getTokenAddressBySymbol('DGD'),
tokenRegistry.getTokenAddressBySymbol('ZRX'),
]);
const defaultOrderParams = {
exchangeContractAddress: Exchange.address,
maker,
feeRecipient,
makerToken: repAddress,
takerToken: dgdAddress,
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(defaultOrderParams);
[rep, dgd, zrx] = await Promise.all([
DummyToken.at(repAddress),
DummyToken.at(dgdAddress),
DummyToken.at(zrxAddress),
]);
dmyBalances = new Balances([rep, dgd, zrx], [maker, taker, feeRecipient]);
await Promise.all([
rep.approve(TokenTransferProxy.address, INIT_ALLOW, { from: maker }),
rep.approve(TokenTransferProxy.address, INIT_ALLOW, { from: taker }),
rep.setBalance(maker, INIT_BAL, { from: tokenOwner }),
rep.setBalance(taker, INIT_BAL, { from: tokenOwner }),
dgd.approve(TokenTransferProxy.address, INIT_ALLOW, { from: maker }),
dgd.approve(TokenTransferProxy.address, INIT_ALLOW, { from: taker }),
dgd.setBalance(maker, INIT_BAL, { from: tokenOwner }),
dgd.setBalance(taker, INIT_BAL, { from: tokenOwner }),
zrx.approve(TokenTransferProxy.address, INIT_ALLOW, { from: maker }),
zrx.approve(TokenTransferProxy.address, INIT_ALLOW, { from: taker }),
zrx.setBalance(maker, INIT_BAL, { from: tokenOwner }),
zrx.setBalance(taker, INIT_BAL, { from: tokenOwner }),
]);
});
describe('fillOrKillOrder', () => {
beforeEach(async () => {
balances = await dmyBalances.getAsync();
});
it('should transfer the correct amounts', async () => {
const order = await orderFactory.newSignedOrderAsync({
makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
});
const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
await exWrapper.fillOrKillOrderAsync(order, taker, {
fillTakerTokenAmount,
});
const newBalances = await dmyBalances.getAsync();
const fillMakerTokenAmount = fillTakerTokenAmount
.times(order.params.makerTokenAmount)
.dividedToIntegerBy(order.params.takerTokenAmount);
const makerFee = order.params.makerFee
.times(fillMakerTokenAmount)
.dividedToIntegerBy(order.params.makerTokenAmount);
const takerFee = order.params.takerFee
.times(fillMakerTokenAmount)
.dividedToIntegerBy(order.params.makerTokenAmount);
expect(newBalances[maker][order.params.makerToken]).to.be.bignumber.equal(
balances[maker][order.params.makerToken].minus(fillMakerTokenAmount),
);
expect(newBalances[maker][order.params.takerToken]).to.be.bignumber.equal(
balances[maker][order.params.takerToken].add(fillTakerTokenAmount),
);
expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(makerFee));
expect(newBalances[taker][order.params.takerToken]).to.be.bignumber.equal(
balances[taker][order.params.takerToken].minus(fillTakerTokenAmount),
);
expect(newBalances[taker][order.params.makerToken]).to.be.bignumber.equal(
balances[taker][order.params.makerToken].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 order is expired', async () => {
const order = await orderFactory.newSignedOrderAsync({
expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
});
return expect(exWrapper.fillOrKillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT);
});
it('should throw if entire fillTakerTokenAmount not filled', async () => {
const order = await orderFactory.newSignedOrderAsync();
const from = taker;
await exWrapper.fillOrderAsync(order, from, {
fillTakerTokenAmount: order.params.takerTokenAmount.div(2),
});
return expect(exWrapper.fillOrKillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT);
});
});
describe('batch functions', () => {
let orders: Order[];
beforeEach(async () => {
orders = 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 makerToken = rep.address;
const takerToken = dgd.address;
orders.forEach(order => {
const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
const fillMakerTokenAmount = fillTakerTokenAmount
.times(order.params.makerTokenAmount)
.dividedToIntegerBy(order.params.takerTokenAmount);
const makerFee = order.params.makerFee
.times(fillMakerTokenAmount)
.dividedToIntegerBy(order.params.makerTokenAmount);
const takerFee = order.params.takerFee
.times(fillMakerTokenAmount)
.dividedToIntegerBy(order.params.makerTokenAmount);
fillTakerTokenAmounts.push(fillTakerTokenAmount);
balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount);
balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount);
balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee);
balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount);
balances[taker][takerToken] = balances[taker][takerToken].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(orders, 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 makerToken = rep.address;
const takerToken = dgd.address;
orders.forEach(order => {
const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
const fillMakerTokenAmount = fillTakerTokenAmount
.times(order.params.makerTokenAmount)
.dividedToIntegerBy(order.params.takerTokenAmount);
const makerFee = order.params.makerFee
.times(fillMakerTokenAmount)
.dividedToIntegerBy(order.params.makerTokenAmount);
const takerFee = order.params.takerFee
.times(fillMakerTokenAmount)
.dividedToIntegerBy(order.params.makerTokenAmount);
fillTakerTokenAmounts.push(fillTakerTokenAmount);
balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount);
balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount);
balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee);
balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount);
balances[taker][takerToken] = balances[taker][takerToken].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(orders, taker, {
fillTakerTokenAmounts,
});
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should throw if a single order does not fill the expected amount', async () => {
const fillTakerTokenAmounts: BigNumber[] = [];
orders.forEach(order => {
const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
fillTakerTokenAmounts.push(fillTakerTokenAmount);
});
await exWrapper.fillOrKillOrderAsync(orders[0], taker);
return expect(
exWrapper.batchFillOrKillOrdersAsync(orders, taker, {
fillTakerTokenAmounts,
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('fillOrdersUpTo', () => {
it('should stop when the entire fillTakerTokenAmount is filled', async () => {
const fillTakerTokenAmount = orders[0].params.takerTokenAmount.plus(
orders[1].params.takerTokenAmount.div(2),
);
await exWrapper.fillOrdersUpToAsync(orders, taker, {
fillTakerTokenAmount,
});
const newBalances = await dmyBalances.getAsync();
const fillMakerTokenAmount = orders[0].params.makerTokenAmount.add(
orders[1].params.makerTokenAmount.dividedToIntegerBy(2),
);
const makerFee = orders[0].params.makerFee.add(orders[1].params.makerFee.dividedToIntegerBy(2));
const takerFee = orders[0].params.takerFee.add(orders[1].params.takerFee.dividedToIntegerBy(2));
expect(newBalances[maker][orders[0].params.makerToken]).to.be.bignumber.equal(
balances[maker][orders[0].params.makerToken].minus(fillMakerTokenAmount),
);
expect(newBalances[maker][orders[0].params.takerToken]).to.be.bignumber.equal(
balances[maker][orders[0].params.takerToken].add(fillTakerTokenAmount),
);
expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(
balances[maker][zrx.address].minus(makerFee),
);
expect(newBalances[taker][orders[0].params.takerToken]).to.be.bignumber.equal(
balances[taker][orders[0].params.takerToken].minus(fillTakerTokenAmount),
);
expect(newBalances[taker][orders[0].params.makerToken]).to.be.bignumber.equal(
balances[taker][orders[0].params.makerToken].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 orders if cannot fill entire fillTakerTokenAmount', async () => {
const fillTakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
orders.forEach(order => {
balances[maker][order.params.makerToken] = balances[maker][order.params.makerToken].minus(
order.params.makerTokenAmount,
);
balances[maker][order.params.takerToken] = balances[maker][order.params.takerToken].add(
order.params.takerTokenAmount,
);
balances[maker][zrx.address] = balances[maker][zrx.address].minus(order.params.makerFee);
balances[taker][order.params.makerToken] = balances[taker][order.params.makerToken].add(
order.params.makerTokenAmount,
);
balances[taker][order.params.takerToken] = balances[taker][order.params.takerToken].minus(
order.params.takerTokenAmount,
);
balances[taker][zrx.address] = balances[taker][zrx.address].minus(order.params.takerFee);
balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add(
order.params.makerFee.add(order.params.takerFee),
);
});
await exWrapper.fillOrdersUpToAsync(orders, taker, {
fillTakerTokenAmount,
});
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should throw when an order does not use the same takerToken', async () => {
orders = await Promise.all([
orderFactory.newSignedOrderAsync(),
orderFactory.newSignedOrderAsync({ takerToken: zrx.address }),
orderFactory.newSignedOrderAsync(),
]);
return expect(
exWrapper.fillOrdersUpToAsync(orders, taker, {
fillTakerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('batchCancelOrders', () => {
it('should be able to cancel multiple orders', async () => {
const cancelTakerTokenAmounts = _.map(orders, order => order.params.takerTokenAmount);
await exWrapper.batchCancelOrdersAsync(orders, maker, {
cancelTakerTokenAmounts,
});
await exWrapper.batchFillOrdersAsync(orders, taker, {
fillTakerTokenAmounts: cancelTakerTokenAmounts,
});
const newBalances = await dmyBalances.getAsync();
expect(balances).to.be.deep.equal(newBalances);
});
});
});
});
