// tslint:disable:no-unnecessary-type-assertion
import { BlockParamLiteral, ContractWrappers } from '@0xproject/contract-wrappers';
import { tokenUtils } from '@0xproject/contract-wrappers/lib/test/utils/token_utils';
import { BlockchainLifecycle, callbackErrorReporter } from '@0xproject/dev-utils';
import { FillScenarios } from '@0xproject/fill-scenarios';
import { assetProxyUtils, orderHashUtils } from '@0xproject/order-utils';
import {
DoneCallback,
ExchangeContractErrs,
OrderState,
OrderStateInvalid,
OrderStateValid,
SignedOrder,
} 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 {
DependentOrderHashesTracker,
OrderHashesByERC20ByMakerAddress,
} from '../src/order_watcher/dependent_order_hashes_tracker';
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 { provider, web3Wrapper } from './utils/web3_wrapper';
const TIMEOUT_MS = 150;
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
describe('OrderWatcher', () => {
const networkId = constants.TESTRPC_NETWORK_ID;
const config = { networkId };
const contractWrappers = new ContractWrappers(provider, config);
let fillScenarios: FillScenarios;
let userAddresses: string[];
let zrxTokenAddress: string;
let exchangeContractAddress: string;
let makerAssetData: string;
let takerAssetData: string;
let makerTokenAddress: string;
let takerTokenAddress: string;
let makerAddress: string;
let takerAddress: string;
let coinbase: string;
let feeRecipient: string;
let signedOrder: SignedOrder;
let orderWatcher: OrderWatcher;
const decimals = constants.ZRX_DECIMALS;
const fillableAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals);
before(async () => {
await blockchainLifecycle.startAsync();
const erc20ProxyAddress = contractWrappers.erc20Proxy.getContractAddress();
userAddresses = await web3Wrapper.getAvailableAddressesAsync();
zrxTokenAddress = tokenUtils.getProtocolTokenAddress();
exchangeContractAddress = contractWrappers.exchange.getContractAddress();
fillScenarios = new FillScenarios(
provider,
userAddresses,
zrxTokenAddress,
exchangeContractAddress,
erc20ProxyAddress,
);
[coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
[makerTokenAddress, takerTokenAddress] = tokenUtils.getDummyERC20TokenAddresses();
[makerAssetData, takerAssetData] = [
assetProxyUtils.encodeERC20AssetData(makerTokenAddress),
assetProxyUtils.encodeERC20AssetData(takerTokenAddress),
];
const orderWatcherConfig = { stateLayer: BlockParamLiteral.Latest };
orderWatcher = new OrderWatcher(provider, networkId, orderWatcherConfig);
});
after(async () => {
await blockchainLifecycle.revertAsync();
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('#removeOrder', async () => {
it('should successfully remove existing order', async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerAssetData,
takerAssetData,
makerAddress,
takerAddress,
fillableAmount,
);
const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
orderWatcher.addOrder(signedOrder);
expect((orderWatcher as any)._orderByOrderHash).to.include({
[orderHash]: signedOrder,
});
const dependentOrderHashesTracker = (orderWatcher as any)
._dependentOrderHashesTracker as DependentOrderHashesTracker;
let orderHashesByERC20ByMakerAddress: OrderHashesByERC20ByMakerAddress = (dependentOrderHashesTracker as any)
._orderHashesByERC20ByMakerAddress;
expect(orderHashesByERC20ByMakerAddress[signedOrder.makerAddress][makerTokenAddress]).to.have.keys(
orderHash,
);
orderWatcher.removeOrder(orderHash);
expect((orderWatcher as any)._orderByOrderHash).to.not.include({
[orderHash]: signedOrder,
});
orderHashesByERC20ByMakerAddress = (dependentOrderHashesTracker as any)._orderHashesByERC20ByMakerAddress;
expect(orderHashesByERC20ByMakerAddress[signedOrder.makerAddress]).to.be.undefined();
});
it('should no-op when removing a non-existing order', async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerAssetData,
takerAssetData,
makerAddress,
takerAddress,
fillableAmount,
);
const orderHash = orderHashUtils.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 = orderHashUtils.getOrderHashHex(signedOrder);
orderWatcher.removeOrder(orderHash);
});
it('should emit orderStateInvalid when makerAddress allowance set to 0 for watched order', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerAssetData,
takerAssetData,
makerAddress,
takerAddress,
fillableAmount,
);
const orderHash = orderHashUtils.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.erc20Token.setProxyAllowanceAsync(
makerTokenAddress,
makerAddress,
new BigNumber(0),
);
})().catch(done);
});
it('should not emit an orderState event when irrelevant Transfer event received', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerAssetData,
takerAssetData,
makerAddress,
takerAddress,
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 = takerAddress;
const transferAmount = new BigNumber(2);
await contractWrappers.erc20Token.transferAsync(
makerTokenAddress,
notTheMaker,
anyRecipient,
transferAmount,
);
setTimeout(() => {
done();
}, TIMEOUT_MS);
})().catch(done);
});
it('should emit orderStateInvalid when makerAddress moves balance backing watched order', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerAssetData,
takerAssetData,
makerAddress,
takerAddress,
fillableAmount,
);
const orderHash = orderHashUtils.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 = takerAddress;
const makerBalance = await contractWrappers.erc20Token.getBalanceAsync(makerTokenAddress, makerAddress);
await contractWrappers.erc20Token.transferAsync(
makerTokenAddress,
makerAddress,
anyRecipient,
makerBalance,
);
})().catch(done);
});
it('should emit orderStateInvalid when watched order fully filled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerAssetData,
takerAssetData,
makerAddress,
takerAddress,
fillableAmount,
);
const orderHash = orderHashUtils.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.fillOrderAsync(signedOrder, fillableAmount, takerAddress);
})().catch(done);
});
it('should emit orderStateValid when watched order partially filled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerAssetData,
takerAssetData,
makerAddress,
takerAddress,
fillableAmount,
);
const makerBalance = await contractWrappers.erc20Token.getBalanceAsync(makerTokenAddress, makerAddress);
const fillAmountInBaseUnits = new BigNumber(2);
const orderHash = orderHashUtils.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.remainingFillableMakerAssetAmount).to.be.bignumber.equal(
remainingFillable,
);
expect(orderRelevantState.remainingFillableTakerAssetAmount).to.be.bignumber.equal(
remainingFillable,
);
expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance);
});
orderWatcher.subscribe(callback);
await contractWrappers.exchange.fillOrderAsync(signedOrder, fillAmountInBaseUnits, takerAddress);
})().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(
makerAssetData,
takerAssetData,
makerFee,
takerFee,
makerAddress,
takerAddress,
fillableAmount,
takerAddress,
);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)();
orderWatcher.addOrder(signedOrder);
orderWatcher.subscribe(callback);
await contractWrappers.erc20Token.setProxyAllowanceAsync(
zrxTokenAddress,
makerAddress,
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(
makerAssetData,
takerAssetData,
makerAddress,
takerAddress,
makerFillableAmount,
takerFillableAmount,
);
const fillAmountInBaseUnits = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
const orderHash = orderHashUtils.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.remainingFillableMakerAssetAmount).to.be.bignumber.equal(
Web3Wrapper.toBaseUnitAmount(new BigNumber(16), decimals),
);
expect(orderRelevantState.remainingFillableTakerAssetAmount).to.be.bignumber.equal(
Web3Wrapper.toBaseUnitAmount(new BigNumber(8), decimals),
);
});
orderWatcher.subscribe(callback);
await contractWrappers.exchange.fillOrderAsync(signedOrder, fillAmountInBaseUnits, takerAddress);
})().catch(done);
});
it('should equal approved amount when approved amount is lowest', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerAssetData,
takerAssetData,
makerAddress,
takerAddress,
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.remainingFillableMakerAssetAmount).to.be.bignumber.equal(
changedMakerApprovalAmount,
);
expect(orderRelevantState.remainingFillableTakerAssetAmount).to.be.bignumber.equal(
changedMakerApprovalAmount,
);
});
orderWatcher.subscribe(callback);
await contractWrappers.erc20Token.setProxyAllowanceAsync(
makerTokenAddress,
makerAddress,
changedMakerApprovalAmount,
);
})().catch(done);
});
it('should equal balance amount when balance amount is lowest', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerAssetData,
takerAssetData,
makerAddress,
takerAddress,
fillableAmount,
);
const makerBalance = await contractWrappers.erc20Token.getBalanceAsync(
makerTokenAddress,
makerAddress,
);
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.remainingFillableMakerAssetAmount).to.be.bignumber.equal(
remainingAmount,
);
expect(orderRelevantState.remainingFillableTakerAssetAmount).to.be.bignumber.equal(
remainingAmount,
);
});
orderWatcher.subscribe(callback);
await contractWrappers.erc20Token.transferAsync(
makerTokenAddress,
makerAddress,
constants.NULL_ADDRESS,
transferAmount,
);
})().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);
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerAssetData,
takerAssetData,
makerFee,
takerFee,
makerAddress,
takerAddress,
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.remainingFillableMakerAssetAmount).to.be.bignumber.equal(
remainingFeeAmount,
);
});
orderWatcher.subscribe(callback);
await contractWrappers.erc20Token.setProxyAllowanceAsync(
zrxTokenAddress,
makerAddress,
remainingFeeAmount,
);
await contractWrappers.erc20Token.transferAsync(
makerTokenAddress,
makerAddress,
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);
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerAssetData,
takerAssetData,
makerFee,
takerFee,
makerAddress,
takerAddress,
fillableAmount,
feeRecipient,
);
orderWatcher.addOrder(signedOrder);
const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerAssetAmount).to.be.bignumber.equal(
fillableAmount,
);
});
orderWatcher.subscribe(callback);
await contractWrappers.erc20Token.setProxyAllowanceAsync(
makerTokenAddress,
makerAddress,
Web3Wrapper.toBaseUnitAmount(new BigNumber(100), decimals),
);
})().catch(done);
});
});
it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => {
(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerAssetData,
takerAssetData,
makerAddress,
takerAddress,
fillableAmount,
);
const orderHash = orderHashUtils.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);
})().catch(done);
});
it('should emit orderStateInvalid when within rounding error range', (done: DoneCallback) => {
(async () => {
const remainingFillableAmountInBaseUnits = new BigNumber(100);
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerAssetData,
takerAssetData,
makerAddress,
takerAddress,
fillableAmount,
);
const orderHash = orderHashUtils.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.fillOrderAsync(
signedOrder,
fillableAmount.minus(remainingFillableAmountInBaseUnits),
takerAddress,
);
})().catch(done);
});
});
}); // tslint:disable:max-file-line-count