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

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.INVALID_OPCODE);
        });

        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.INVALID_OPCODE);
        });
    });

    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[] = [];
                const makerToken = rep.address;
                const takerToken = dgd.address;
                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.INVALID_OPCODE);
            });
        });

        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.INVALID_OPCODE);
            });
        });

        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});

                const res = await exWrapper.batchFillOrdersAsync(
                        orders, taker, {fillTakerTokenAmounts: cancelTakerTokenAmounts});
                const newBalances = await dmyBalances.getAsync();
                expect(balances).to.be.deep.equal(newBalances);
            });
        });
    });
});