import { LogWithDecodedArgs, ZeroEx } from '0x.js';
import { BlockchainLifecycle } from '@0xproject/dev-utils';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import ethUtil = require('ethereumjs-util');
import * as _ from 'lodash';
import { DummyERC20TokenContract } from '../../src/contract_wrappers/generated/dummy_e_r_c20_token';
import { DummyERC721TokenContract } from '../../src/contract_wrappers/generated/dummy_e_r_c721_token';
import { ERC20ProxyContract } from '../../src/contract_wrappers/generated/e_r_c20_proxy';
import { ERC721ProxyContract } from '../../src/contract_wrappers/generated/e_r_c721_proxy';
import {
CancelContractEventArgs,
ExchangeContract,
FillContractEventArgs,
} from '../../src/contract_wrappers/generated/exchange';
import { assetProxyUtils } from '../../src/utils/asset_proxy_utils';
import { constants } from '../../src/utils/constants';
import { crypto } from '../../src/utils/crypto';
import { ERC20Wrapper } from '../../src/utils/erc20_wrapper';
import { ERC721Wrapper } from '../../src/utils/erc721_wrapper';
import { ExchangeWrapper } from '../../src/utils/exchange_wrapper';
import { OrderFactory } from '../../src/utils/order_factory';
import { orderUtils } from '../../src/utils/order_utils';
import {
AssetProxyId,
ContractName,
ERC20BalancesByOwner,
ERC721TokenIdsByOwner,
ExchangeStatus,
SignedOrder,
TransferAmountsByMatchOrders as TransferAmounts,
} from '../../src/utils/types';
import { chaiSetup } from '../utils/chai_setup';
import { provider, web3Wrapper } from '../utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
export class MatchOrderTester {
private _exchangeWrapper: ExchangeWrapper;
private _erc20Wrapper: ERC20Wrapper;
private _erc721Wrapper: ERC721Wrapper;
/// @dev Calculates the expected balances of order makers, fee recipients, and the taker,
/// as a result of matching two orders.
/// @param signedOrderLeft First matched order.
/// @param signedOrderRight Second matched order.
/// @param feeTokenAddress Address of ERC20 fee token.
/// @param takerAddress Address of taker (the address who matched the two orders)
/// @param erc20BalancesByOwner Current ERC20 balances.
/// @param erc721TokenIdsByOwner Current ERC721 token owners.
/// @param expectedTransferAmounts A struct containing the expected transfer amounts.
/// @return Expected ERC20 balances & ERC721 token owners after orders have been matched.
private static _calculateExpectedBalances(
signedOrderLeft: SignedOrder,
signedOrderRight: SignedOrder,
feeTokenAddress: string,
takerAddress: string,
erc20BalancesByOwner: ERC20BalancesByOwner,
erc721TokenIdsByOwner: ERC721TokenIdsByOwner,
expectedTransferAmounts: TransferAmounts,
): [ERC20BalancesByOwner, ERC721TokenIdsByOwner] {
const makerAddressLeft = signedOrderLeft.makerAddress;
const makerAddressRight = signedOrderRight.makerAddress;
const feeRecipientAddressLeft = signedOrderLeft.feeRecipientAddress;
const feeRecipientAddressRight = signedOrderRight.feeRecipientAddress;
// Operations are performed on copies of the balances
const expectedNewERC20BalancesByOwner = _.cloneDeep(erc20BalancesByOwner);
const expectedNewERC721TokenIdsByOwner = _.cloneDeep(erc721TokenIdsByOwner);
// Left Maker Asset (Right Taker Asset)
const makerAssetProxyIdLeft = assetProxyUtils.decodeProxyDataId(signedOrderLeft.makerAssetData);
if (makerAssetProxyIdLeft === AssetProxyId.ERC20) {
// Decode asset data
const erc20ProxyData = assetProxyUtils.decodeERC20ProxyData(signedOrderLeft.makerAssetData);
const makerAssetAddressLeft = erc20ProxyData.tokenAddress;
const takerAssetAddressRight = makerAssetAddressLeft;
// Left Maker
expectedNewERC20BalancesByOwner[makerAddressLeft][makerAssetAddressLeft] = expectedNewERC20BalancesByOwner[
makerAddressLeft
][makerAssetAddressLeft].minus(expectedTransferAmounts.amountSoldByLeftMaker);
// Right Maker
expectedNewERC20BalancesByOwner[makerAddressRight][
takerAssetAddressRight
] = expectedNewERC20BalancesByOwner[makerAddressRight][takerAssetAddressRight].add(
expectedTransferAmounts.amountReceivedByRightMaker,
);
// Taker
expectedNewERC20BalancesByOwner[takerAddress][makerAssetAddressLeft] = expectedNewERC20BalancesByOwner[
takerAddress
][makerAssetAddressLeft].add(expectedTransferAmounts.amountReceivedByTaker);
} else if (makerAssetProxyIdLeft === AssetProxyId.ERC721) {
// Decode asset data
const erc721ProxyData = assetProxyUtils.decodeERC721ProxyData(signedOrderLeft.makerAssetData);
const makerAssetAddressLeft = erc721ProxyData.tokenAddress;
const makerAssetIdLeft = erc721ProxyData.tokenId;
const takerAssetAddressRight = makerAssetAddressLeft;
const takerAssetIdRight = makerAssetIdLeft;
// Left Maker
_.remove(expectedNewERC721TokenIdsByOwner[makerAddressLeft][makerAssetAddressLeft], makerAssetIdLeft);
// Right Maker
expectedNewERC721TokenIdsByOwner[makerAddressRight][takerAssetAddressRight].push(takerAssetIdRight);
// Taker: Since there is only 1 asset transferred, the taker does not receive any of the left maker asset.
}
// Left Taker Asset (Right Maker Asset)
// Note: This exchange is only between the order makers: the Taker does not receive any of the left taker asset.
const takerAssetProxyIdLeft = assetProxyUtils.decodeProxyDataId(signedOrderLeft.takerAssetData);
if (takerAssetProxyIdLeft === AssetProxyId.ERC20) {
// Decode asset data
const erc20ProxyData = assetProxyUtils.decodeERC20ProxyData(signedOrderLeft.takerAssetData);
const takerAssetAddressLeft = erc20ProxyData.tokenAddress;
const makerAssetAddressRight = takerAssetAddressLeft;
// Left Maker
expectedNewERC20BalancesByOwner[makerAddressLeft][takerAssetAddressLeft] = expectedNewERC20BalancesByOwner[
makerAddressLeft
][takerAssetAddressLeft].add(expectedTransferAmounts.amountReceivedByLeftMaker);
// Right Maker
expectedNewERC20BalancesByOwner[makerAddressRight][
makerAssetAddressRight
] = expectedNewERC20BalancesByOwner[makerAddressRight][makerAssetAddressRight].minus(
expectedTransferAmounts.amountSoldByRightMaker,
);
} else if (takerAssetProxyIdLeft === AssetProxyId.ERC721) {
// Decode asset data
const erc721ProxyData = assetProxyUtils.decodeERC721ProxyData(signedOrderRight.makerAssetData);
const makerAssetAddressRight = erc721ProxyData.tokenAddress;
const makerAssetIdRight = erc721ProxyData.tokenId;
const takerAssetAddressLeft = makerAssetAddressRight;
const takerAssetIdLeft = makerAssetIdRight;
// Right Maker
_.remove(expectedNewERC721TokenIdsByOwner[makerAddressRight][makerAssetAddressRight], makerAssetIdRight);
// Left Maker
expectedNewERC721TokenIdsByOwner[makerAddressLeft][takerAssetAddressLeft].push(takerAssetIdLeft);
}
// Left Maker Fees
expectedNewERC20BalancesByOwner[makerAddressLeft][feeTokenAddress] = expectedNewERC20BalancesByOwner[
makerAddressLeft
][feeTokenAddress].minus(expectedTransferAmounts.feePaidByLeftMaker);
// Right Maker Fees
expectedNewERC20BalancesByOwner[makerAddressRight][feeTokenAddress] = expectedNewERC20BalancesByOwner[
makerAddressRight
][feeTokenAddress].minus(expectedTransferAmounts.feePaidByRightMaker);
// Taker Fees
expectedNewERC20BalancesByOwner[takerAddress][feeTokenAddress] = expectedNewERC20BalancesByOwner[takerAddress][
feeTokenAddress
].minus(expectedTransferAmounts.totalFeePaidByTaker);
// Left Fee Recipient Fees
expectedNewERC20BalancesByOwner[feeRecipientAddressLeft][feeTokenAddress] = expectedNewERC20BalancesByOwner[
feeRecipientAddressLeft
][feeTokenAddress].add(expectedTransferAmounts.feeReceivedLeft);
// Right Fee Recipient Fees
expectedNewERC20BalancesByOwner[feeRecipientAddressRight][feeTokenAddress] = expectedNewERC20BalancesByOwner[
feeRecipientAddressRight
][feeTokenAddress].add(expectedTransferAmounts.feeReceivedRight);
return [expectedNewERC20BalancesByOwner, expectedNewERC721TokenIdsByOwner];
}
/// @dev Compares a pair of ERC20 balances and a pair of ERC721 token owners.
/// @param expectedNewERC20BalancesByOwner Expected ERC20 balances.
/// @param realERC20BalancesByOwner Actual ERC20 balances.
/// @param expectedNewERC721TokenIdsByOwner Expected ERC721 token owners.
/// @param realERC721TokenIdsByOwner Actual ERC20 token owners.
/// @return True only if ERC20 balances match and ERC721 token owners match.
private static _compareExpectedAndRealBalances(
expectedNewERC20BalancesByOwner: ERC20BalancesByOwner,
realERC20BalancesByOwner: ERC20BalancesByOwner,
expectedNewERC721TokenIdsByOwner: ERC721TokenIdsByOwner,
realERC721TokenIdsByOwner: ERC721TokenIdsByOwner,
) {
// ERC20 Balances
const erc20BalancesMatch = _.isEqual(expectedNewERC20BalancesByOwner, realERC20BalancesByOwner);
if (!erc20BalancesMatch) {
return false;
}
// ERC721 Token Ids
const sortedExpectedNewERC721TokenIdsByOwner = _.mapValues(
expectedNewERC721TokenIdsByOwner,
tokenIdsByOwner => {
_.mapValues(tokenIdsByOwner, tokenIds => {
_.sortBy(tokenIds);
});
},
);
const sortedNewERC721TokenIdsByOwner = _.mapValues(realERC721TokenIdsByOwner, tokenIdsByOwner => {
_.mapValues(tokenIdsByOwner, tokenIds => {
_.sortBy(tokenIds);
});
});
const erc721TokenIdsMatch = _.isEqual(sortedExpectedNewERC721TokenIdsByOwner, sortedNewERC721TokenIdsByOwner);
return erc721TokenIdsMatch;
}
/// @dev Constructs new MatchOrderTester.
/// @param exchangeWrapper Used to call to the Exchange.
/// @param erc20Wrapper Used to fetch ERC20 balances.
/// @param erc721Wrapper Used to fetch ERC721 token owners.
constructor(exchangeWrapper: ExchangeWrapper, erc20Wrapper: ERC20Wrapper, erc721Wrapper: ERC721Wrapper) {
this._exchangeWrapper = exchangeWrapper;
this._erc20Wrapper = erc20Wrapper;
this._erc721Wrapper = erc721Wrapper;
}
/// @dev Matches two complementary orders and validates results.
/// Validation either succeeds or throws.
/// @param signedOrderLeft First matched order.
/// @param signedOrderRight Second matched order.
/// @param feeTokenAddress Address of ERC20 fee token.
/// @param takerAddress Address of taker (the address who matched the two orders)
/// @param erc20BalancesByOwner Current ERC20 balances.
/// @param erc721TokenIdsByOwner Current ERC721 token owners.
/// @param initialTakerAssetFilledAmountLeft Current amount the left order has been filled.
/// @param initialTakerAssetFilledAmountRight Current amount the right order has been filled.
/// @return New ERC20 balances & ERC721 token owners.
public async matchOrdersAndVerifyBalancesAsync(
signedOrderLeft: SignedOrder,
signedOrderRight: SignedOrder,
feeTokenAddress: string,
takerAddress: string,
erc20BalancesByOwner: ERC20BalancesByOwner,
erc721TokenIdsByOwner: ERC721TokenIdsByOwner,
initialTakerAssetFilledAmountLeft?: BigNumber,
initialTakerAssetFilledAmountRight?: BigNumber,
): Promise<[ERC20BalancesByOwner, ERC721TokenIdsByOwner]> {
// Test setup & verify preconditions
const makerAddressLeft = signedOrderLeft.makerAddress;
const makerAddressRight = signedOrderRight.makerAddress;
const feeRecipientAddressLeft = signedOrderLeft.feeRecipientAddress;
const feeRecipientAddressRight = signedOrderRight.feeRecipientAddress;
// Verify Left order preconditions
const orderFilledAmountLeft = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
orderUtils.getOrderHashHex(signedOrderLeft),
);
const expectedOrderFilledAmountLeft = initialTakerAssetFilledAmountLeft
? initialTakerAssetFilledAmountLeft
: new BigNumber(0);
expect(expectedOrderFilledAmountLeft).to.be.bignumber.equal(orderFilledAmountLeft);
// Verify Right order preconditions
const orderFilledAmountRight = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
orderUtils.getOrderHashHex(signedOrderRight),
);
const expectedOrderFilledAmountRight = initialTakerAssetFilledAmountRight
? initialTakerAssetFilledAmountRight
: new BigNumber(0);
expect(expectedOrderFilledAmountRight).to.be.bignumber.equal(orderFilledAmountRight);
// Match left & right orders
await this._exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress);
const newERC20BalancesByOwner = await this._erc20Wrapper.getBalancesAsync();
const newERC721TokenIdsByOwner = await this._erc721Wrapper.getBalancesAsync();
// Calculate expected balance changes
const expectedTransferAmounts = await this._calculateExpectedTransferAmountsAsync(
signedOrderLeft,
signedOrderRight,
orderFilledAmountLeft,
orderFilledAmountRight,
);
let expectedERC20BalancesByOwner: ERC20BalancesByOwner;
let expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner;
[expectedERC20BalancesByOwner, expectedERC721TokenIdsByOwner] = MatchOrderTester._calculateExpectedBalances(
signedOrderLeft,
signedOrderRight,
feeTokenAddress,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
expectedTransferAmounts,
);
// Assert our expected balances are equal to the actual balances
const expectedBalancesMatchRealBalances = MatchOrderTester._compareExpectedAndRealBalances(
expectedERC20BalancesByOwner,
newERC20BalancesByOwner,
expectedERC721TokenIdsByOwner,
newERC721TokenIdsByOwner,
);
expect(expectedBalancesMatchRealBalances).to.be.true();
return [newERC20BalancesByOwner, newERC721TokenIdsByOwner];
}
/// @dev Calculates expected transfer amounts between order makers, fee recipients, and
/// the taker when two orders are matched.
/// @param signedOrderLeft First matched order.
/// @param signedOrderRight Second matched order.
/// @param orderFilledAmountLeft How much left order has been filled, prior to matching orders.
/// @param orderFilledAmountRight How much the right order has been filled, prior to matching orders.
/// @return TransferAmounts A struct containing the expected transfer amounts.
private async _calculateExpectedTransferAmountsAsync(
signedOrderLeft: SignedOrder,
signedOrderRight: SignedOrder,
orderFilledAmountLeft: BigNumber,
orderFilledAmountRight: BigNumber,
): Promise<TransferAmounts> {
let amountBoughtByLeftMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
orderUtils.getOrderHashHex(signedOrderLeft),
);
amountBoughtByLeftMaker = amountBoughtByLeftMaker.minus(orderFilledAmountLeft);
const amountSoldByLeftMaker = amountBoughtByLeftMaker
.times(signedOrderLeft.makerAssetAmount)
.dividedToIntegerBy(signedOrderLeft.takerAssetAmount);
const amountReceivedByRightMaker = amountBoughtByLeftMaker
.times(signedOrderRight.takerAssetAmount)
.dividedToIntegerBy(signedOrderRight.makerAssetAmount);
const amountReceivedByTaker = amountSoldByLeftMaker.minus(amountReceivedByRightMaker);
let amountBoughtByRightMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
orderUtils.getOrderHashHex(signedOrderRight),
);
amountBoughtByRightMaker = amountBoughtByRightMaker.minus(orderFilledAmountRight);
const amountSoldByRightMaker = amountBoughtByRightMaker
.times(signedOrderRight.makerAssetAmount)
.dividedToIntegerBy(signedOrderRight.takerAssetAmount);
const amountReceivedByLeftMaker = amountSoldByRightMaker;
const feePaidByLeftMaker = signedOrderLeft.makerFee
.times(amountSoldByLeftMaker)
.dividedToIntegerBy(signedOrderLeft.makerAssetAmount);
const feePaidByRightMaker = signedOrderRight.makerFee
.times(amountSoldByRightMaker)
.dividedToIntegerBy(signedOrderRight.makerAssetAmount);
const feePaidByTakerLeft = signedOrderLeft.takerFee
.times(amountSoldByLeftMaker)
.dividedToIntegerBy(signedOrderLeft.makerAssetAmount);
const feePaidByTakerRight = signedOrderRight.takerFee
.times(amountSoldByRightMaker)
.dividedToIntegerBy(signedOrderRight.makerAssetAmount);
const totalFeePaidByTaker = feePaidByTakerLeft.add(feePaidByTakerRight);
const feeReceivedLeft = feePaidByLeftMaker.add(feePaidByTakerLeft);
const feeReceivedRight = feePaidByRightMaker.add(feePaidByTakerRight);
// Return values
const expectedTransferAmounts = {
// Left Maker
amountBoughtByLeftMaker,
amountSoldByLeftMaker,
amountReceivedByLeftMaker,
feePaidByLeftMaker,
// Right Maker
amountBoughtByRightMaker,
amountSoldByRightMaker,
amountReceivedByRightMaker,
feePaidByRightMaker,
// Taker
amountReceivedByTaker,
feePaidByTakerLeft,
feePaidByTakerRight,
totalFeePaidByTaker,
// Fee Recipients
feeReceivedLeft,
feeReceivedRight,
};
return expectedTransferAmounts;
}
}