// tslint:disable:no-unnecessary-type-assertion
import { ContractWrappers } from '@0xproject/contract-wrappers';
import { BlockchainLifecycle, callbackErrorReporter } from '@0xproject/dev-utils';
import { FillScenarios } from '@0xproject/fill-scenarios';
import { getOrderHashHex } from '@0xproject/order-utils';
import {
DoneCallback,
ExchangeContractErrs,
OrderState,
OrderStateInvalid,
OrderStateValid,
SignedOrder,
Token,
} from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as chai from 'chai';
import * as _ from 'lodash';
import 'mocha';
import { OrderWatcher } from '../src/order_watcher/order_watcher';
import { OrderWatcherError } from '../src/types';
import { chaiSetup } from './utils/chai_setup';
import { constants } from './utils/constants';
import { TokenUtils } from './utils/token_utils';
import { provider, web3Wrapper } from './utils/web3_wrapper';
const TIMEOUT_MS = 150;
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
describe('OrderWatcher', () => {
let contractWrappers: ContractWrappers;
let tokens: Token[];
let tokenUtils: TokenUtils;
let fillScenarios: FillScenarios;
let userAddresses: string[];
let zrxTokenAddress: string;
let exchangeContractAddress: string;
let makerToken: Token;
let takerToken: Token;
let maker: string;
let taker: string;
let signedOrder: SignedOrder;
let orderWatcher: OrderWatcher;
const config = {
networkId: constants.TESTRPC_NETWORK_ID,
};
const decimals = constants.ZRX_DECIMALS;
const fillableAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals);
before(async () => {
contractWrappers = new ContractWrappers(provider, config);
// tslint:disable-next-line:no-unused-variable
const networkId = await web3Wrapper.getNetworkIdAsync();
orderWatcher = new OrderWatcher(provider, constants.TESTRPC_NETWORK_ID);
exchangeContractAddress = contractWrappers.exchange.getContractAddress();
userAddresses = await web3Wrapper.getAvailableAddressesAsync();
[, maker, taker] = userAddresses;
tokens = await contractWrappers.tokenRegistry.getTokensAsync();
tokenUtils = new TokenUtils(tokens);
zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
fillScenarios = new FillScenarios(provider, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
await fillScenarios.initTokenBalancesAsync();
[makerToken, takerToken] = tokenUtils.getDummyTokens();
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('#removeOrder', async () => {
it('should successfully remove existing order', async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = getOrderHashHex(signedOrder);
orderWatcher.addOrder(signedOrder);
expect((orderWatcher as any)._orderByOrderHash).to.include({
[orderHash]: signedOrder,
});
let dependentOrderHashes = (orderWatcher as any)._dependentOrderHashes;
expect(dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress]).to.have.keys(orderHash);
orderWatcher.removeOrder(orderHash);
expect((orderWatcher as any)._orderByOrderHash).to.not.include({
[orderHash]: signedOrder,
});
dependentOrderHashes = (orderWatcher as any)._dependentOrderHashes;
expect(dependentOrderHashes[signedOrder.maker]).to.be.undefined();
});
it('should no-op when removing a non-existing order', async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = getOrderHashHex(signedOrder);
const nonExistentOrderHash = `0x${orderHash
.substr(2)
.split('')
.reverse()
.join('')}`;
orderWatcher.removeOrder(nonExistentOrderHash);
});
});
describe('#subscribe', async () => {
afterEach(async () => {
orderWatcher.unsubscribe();
});
it('should fail when trying to subscribe twice', async () => {
orderWatcher.subscribe(_.noop);
expect(() => orderWatcher.subscribe(_.noop)).to.throw(OrderWatcherError.SubscriptionAlreadyPresent);
});
});
describe('tests with cleanup', async () => {
afterEach(async () => {
orderWatcher.unsubscribe();
const orderHash = getOrderHashHex(signedOrder);
orderWatcher.removeOrder(orderHash);
});
it('should emit orderStateInvalid when maker allowance set to 0 for watched order', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = getOrderHashHex(signedOrder);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerAllowance);
});
orderWatcher.subscribe(callback);
await contractWrappers.token.setProxyAllowanceAsync(makerToken.address, maker, new BigNumber(0));
})().catch(done);
});
it('should not emit an orderState event when irrelevant Transfer event received', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((_orderState: OrderState) => {
throw new Error('OrderState callback fired for irrelevant order');
});
orderWatcher.subscribe(callback);
const notTheMaker = userAddresses[0];
const anyRecipient = taker;
const transferAmount = new BigNumber(2);
await contractWrappers.token.transferAsync(
makerToken.address,
notTheMaker,
anyRecipient,
transferAmount,
);
setTimeout(() => {
done();
}, TIMEOUT_MS);
})().catch(done);
});
it('should emit orderStateInvalid when maker moves balance backing watched order', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = getOrderHashHex(signedOrder);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerBalance);
});
orderWatcher.subscribe(callback);
const anyRecipient = taker;
const makerBalance = await contractWrappers.token.getBalanceAsync(makerToken.address, maker);
await contractWrappers.token.transferAsync(makerToken.address, maker, anyRecipient, makerBalance);
})().catch(done);
});
it('should emit orderStateInvalid when watched order fully filled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = getOrderHashHex(signedOrder);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero);
});
orderWatcher.subscribe(callback);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
await contractWrappers.exchange.fillOrderAsync(
signedOrder,
fillableAmount,
shouldThrowOnInsufficientBalanceOrAllowance,
taker,
);
})().catch(done);
});
it('should emit orderStateValid when watched order partially filled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const makerBalance = await contractWrappers.token.getBalanceAsync(makerToken.address, maker);
const fillAmountInBaseUnits = new BigNumber(2);
const orderHash = getOrderHashHex(signedOrder);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
expect(validOrderState.orderHash).to.be.equal(orderHash);
const orderRelevantState = validOrderState.orderRelevantState;
const remainingMakerBalance = makerBalance.sub(fillAmountInBaseUnits);
const remainingFillable = fillableAmount.minus(fillAmountInBaseUnits);
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingFillable,
);
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
remainingFillable,
);
expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance);
});
orderWatcher.subscribe(callback);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
await contractWrappers.exchange.fillOrderAsync(
signedOrder,
fillAmountInBaseUnits,
shouldThrowOnInsufficientBalanceOrAllowance,
taker,
);
})().catch(done);
});
it('should trigger the callback when orders backing ZRX allowance changes', (done: DoneCallback) => {
(async () => {
const makerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
const takerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(0), decimals);
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address,
takerToken.address,
makerFee,
takerFee,
maker,
taker,
fillableAmount,
taker,
);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)();
orderWatcher.addOrder(signedOrder);
orderWatcher.subscribe(callback);
await contractWrappers.token.setProxyAllowanceAsync(zrxTokenAddress, maker, new BigNumber(0));
})().catch(done);
});
describe('remainingFillable(M|T)akerTokenAmount', () => {
it('should calculate correct remaining fillable', (done: DoneCallback) => {
(async () => {
const takerFillableAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(10), decimals);
const makerFillableAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(20), decimals);
signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
makerFillableAmount,
takerFillableAmount,
);
const fillAmountInBaseUnits = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
const orderHash = getOrderHashHex(signedOrder);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
expect(validOrderState.orderHash).to.be.equal(orderHash);
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
Web3Wrapper.toBaseUnitAmount(new BigNumber(16), decimals),
);
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
Web3Wrapper.toBaseUnitAmount(new BigNumber(8), decimals),
);
});
orderWatcher.subscribe(callback);
const shouldThrowOnInsufficientBalanceOrAllowance = true;
await contractWrappers.exchange.fillOrderAsync(
signedOrder,
fillAmountInBaseUnits,
shouldThrowOnInsufficientBalanceOrAllowance,
taker,
);
})().catch(done);
});
it('should equal approved amount when approved amount is lowest', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const changedMakerApprovalAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
changedMakerApprovalAmount,
);
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
changedMakerApprovalAmount,
);
});
orderWatcher.subscribe(callback);
await contractWrappers.token.setProxyAllowanceAsync(
makerToken.address,
maker,
changedMakerApprovalAmount,
);
})().catch(done);
});
it('should equal balance amount when balance amount is lowest', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const makerBalance = await contractWrappers.token.getBalanceAsync(makerToken.address, maker);
const remainingAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
const transferAmount = makerBalance.sub(remainingAmount);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingAmount,
);
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
remainingAmount,
);
});
orderWatcher.subscribe(callback);
await contractWrappers.token.transferAsync(
makerToken.address,
maker,
constants.NULL_ADDRESS,
transferAmount,
);
})().catch(done);
});
it('should equal remaining amount when partially cancelled and order has fees', (done: DoneCallback) => {
(async () => {
const takerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(0), decimals);
const makerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals);
const feeRecipient = taker;
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address,
takerToken.address,
makerFee,
takerFee,
maker,
taker,
fillableAmount,
feeRecipient,
);
const remainingTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(4), decimals);
const transferTokenAmount = makerFee.sub(remainingTokenAmount);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingTokenAmount,
);
});
orderWatcher.subscribe(callback);
await contractWrappers.exchange.cancelOrderAsync(signedOrder, transferTokenAmount);
})().catch(done);
});
it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => {
(async () => {
const takerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(0), decimals);
const makerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals);
const feeRecipient = taker;
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address,
takerToken.address,
makerFee,
takerFee,
maker,
taker,
fillableAmount,
feeRecipient,
);
const remainingFeeAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals);
const remainingTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(4), decimals);
const transferTokenAmount = makerFee.sub(remainingTokenAmount);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingFeeAmount,
);
});
orderWatcher.subscribe(callback);
await contractWrappers.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingFeeAmount);
await contractWrappers.token.transferAsync(
makerToken.address,
maker,
constants.NULL_ADDRESS,
transferTokenAmount,
);
})().catch(done);
});
it('should calculate full amount when all available and non-divisible', (done: DoneCallback) => {
(async () => {
const takerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(0), decimals);
const makerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
const feeRecipient = taker;
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address,
takerToken.address,
makerFee,
takerFee,
maker,
taker,
fillableAmount,
feeRecipient,
);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
fillableAmount,
);
});
orderWatcher.subscribe(callback);
await contractWrappers.token.setProxyAllowanceAsync(
makerToken.address,
maker,
Web3Wrapper.toBaseUnitAmount(new BigNumber(100), decimals),
);
})().catch(done);
});
});
it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = getOrderHashHex(signedOrder);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero);
});
orderWatcher.subscribe(callback);
await contractWrappers.exchange.cancelOrderAsync(signedOrder, fillableAmount);
})().catch(done);
});
it('should emit orderStateInvalid when within rounding error range', (done: DoneCallback) => {
(async () => {
const remainingFillableAmountInBaseUnits = new BigNumber(100);
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const orderHash = getOrderHashHex(signedOrder);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderFillRoundingError);
});
orderWatcher.subscribe(callback);
await contractWrappers.exchange.cancelOrderAsync(
signedOrder,
fillableAmount.minus(remainingFillableAmountInBaseUnits),
);
})().catch(done);
});
it('should emit orderStateValid when watched order partially cancelled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerToken.address,
takerToken.address,
maker,
taker,
fillableAmount,
);
const cancelAmountInBaseUnits = new BigNumber(2);
const orderHash = getOrderHashHex(signedOrder);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();
const validOrderState = orderState as OrderStateValid;
expect(validOrderState.orderHash).to.be.equal(orderHash);
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.cancelledTakerTokenAmount).to.be.bignumber.equal(cancelAmountInBaseUnits);
});
orderWatcher.subscribe(callback);
await contractWrappers.exchange.cancelOrderAsync(signedOrder, cancelAmountInBaseUnits);
})().catch(done);
});
});
}); // tslint:disable:max-file-line-count