import 'mocha';
import * as _ from 'lodash';
import * as chai from 'chai';
import * as Web3 from 'web3';
import * as BigNumber from 'bignumber.js';
import * as dirtyChai from 'dirty-chai';
import ChaiBigNumber = require('chai-bignumber');
import promisify = require('es6-promisify');
import {web3Factory} from './utils/web3_factory';
import {ZeroEx} from '../src/0x.js';
import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
import {FillOrderValidationErrs, SignedOrder, Token} from '../src/types';
import {FillScenarios} from './utils/fill_scenarios';
import {TokenUtils} from './utils/token_utils';
chai.use(dirtyChai);
chai.use(ChaiBigNumber());
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle();
describe('ExchangeWrapper', () => {
let zeroEx: ZeroEx;
let userAddresses: string[];
let web3: Web3;
before(async () => {
web3 = web3Factory.create();
zeroEx = new ZeroEx(web3);
userAddresses = await promisify(web3.eth.getAccounts)();
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('#isValidSignatureAsync', () => {
// The Exchange smart contract `isValidSignature` method only validates orderHashes and assumes
// the length of the data is exactly 32 bytes. Thus for these tests, we use data of this size.
const dataHex = '0x6927e990021d23b1eb7b8789f6a6feaf98fe104bb0cf8259421b79f9a34222b0';
const signature = {
v: 27,
r: '0x61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc33',
s: '0x40349190569279751135161d22529dc25add4f6069af05be04cacbda2ace2254',
};
const address = '0x5409ed021d9299bf6814279a6a1411a7e866a631';
describe('should throw if passed a malformed signature', () => {
it('malformed v', async () => {
const malformedSignature = {
v: 34,
r: signature.r,
s: signature.s,
};
return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
.to.be.rejected();
});
it('r lacks 0x prefix', async () => {
const malformedR = signature.r.replace('0x', '');
const malformedSignature = {
v: signature.v,
r: malformedR,
s: signature.s,
};
return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
.to.be.rejected();
});
it('r is too short', async () => {
const malformedR = signature.r.substr(10);
const malformedSignature = {
v: signature.v,
r: malformedR,
s: signature.s.replace('0', 'z'),
};
return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
.to.be.rejected();
});
it('s is not hex', async () => {
const malformedS = signature.s.replace('0', 'z');
const malformedSignature = {
v: signature.v,
r: signature.r,
s: malformedS,
};
return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
.to.be.rejected();
});
});
it('should return false if the data doesn\'t pertain to the signature & address', async () => {
const isValid = await zeroEx.exchange.isValidSignatureAsync('0x0', signature, address);
expect(isValid).to.be.false();
});
it('should return false if the address doesn\'t pertain to the signature & dataHex', async () => {
const validUnrelatedAddress = '0x8b0292B11a196601eD2ce54B665CaFEca0347D42';
const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, signature, validUnrelatedAddress);
expect(isValid).to.be.false();
});
it('should return false if the signature doesn\'t pertain to the dataHex & address', async () => {
const wrongSignature = {...signature, v: 28};
const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, wrongSignature, address);
expect(isValid).to.be.false();
});
it('should return true if the signature does pertain to the dataHex & address', async () => {
const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, signature, address);
expect(isValid).to.be.true();
});
});
describe('#fillOrderAsync', () => {
let tokens: Token[];
let makerTokenAddress: string;
let takerTokenAddress: string;
let fillScenarios: FillScenarios;
let coinBase: string;
let makerAddress: string;
let takerAddress: string;
let feeRecipient: string;
let zrxTokenAddress: string;
const fillTakerAmountInBaseUnits = new BigNumber(5);
const shouldCheckTransfer = false;
before('fetch tokens', async () => {
[coinBase, makerAddress, takerAddress, feeRecipient] = userAddresses;
tokens = await zeroEx.tokenRegistry.getTokensAsync();
const tokenUtils = new TokenUtils(tokens);
const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens();
makerTokenAddress = makerToken.address;
takerTokenAddress = takerToken.address;
zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress);
});
afterEach('reset default account', () => {
zeroEx.setTransactionSenderAccount(userAddresses[0]);
});
describe('failed fills', () => {
it('should throw when the fill amount is zero', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const zeroFillAmount = new BigNumber(0);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, zeroFillAmount, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.FILL_AMOUNT_IS_ZERO);
});
it('should throw when sender is not a taker', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_A_TAKER);
});
it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(42);
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast,
);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.EXPIRED);
});
it('should throw when taker balance is less than fill amount', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
zeroEx.setTransactionSenderAccount(takerAddress);
const moreThanTheBalance = new BigNumber(6);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, moreThanTheBalance, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_BALANCE);
});
it('should throw when taker allowance is less than fill amount', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmountInBaseUnits.minus(1);
await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress,
newAllowanceWhichIsLessThanFillAmount);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_ALLOWANCE);
});
it('should throw when maker balance is less than maker fill amount', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const lackingMakerBalance = new BigNumber(3);
await zeroEx.token.transferAsync(makerTokenAddress, makerAddress, coinBase, lackingMakerBalance);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_BALANCE);
});
it('should throw when maker allowance is less than maker fill amount', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmountInBaseUnits.minus(1);
await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress,
newAllowanceWhichIsLessThanFillAmount);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_ALLOWANCE);
});
it('should throw when there would be a rounding error', async () => {
const makerFillableAmount = new BigNumber(3);
const takerFillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAsymetricFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
makerFillableAmount, takerFillableAmount,
);
const fillTakerAmountInBaseUnitsThatCausesRoundingError = new BigNumber(3);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnitsThatCausesRoundingError, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.ROUNDING_ERROR);
});
describe('should raise when not enough balance or allowance to pay fees', () => {
const fillableAmount = new BigNumber(5);
const makerFee = new BigNumber(2);
const takerFee = new BigNumber(2);
let signedOrder: SignedOrder;
beforeEach('setup', async () => {
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerTokenAddress, takerTokenAddress, makerFee, takerFee,
makerAddress, takerAddress, fillableAmount, feeRecipient,
);
zeroEx.setTransactionSenderAccount(takerAddress);
});
it('should throw when maker doesn\'t have enough balance to pay fees', async () => {
const lackingBalance = new BigNumber(1);
await zeroEx.token.transferAsync(zrxTokenAddress, makerAddress, coinBase, lackingBalance);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_FEE_BALANCE);
});
it('should throw when maker doesn\'t have enough allowance to pay fees', async () => {
const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, makerAddress,
newAllowanceWhichIsLessThanFees);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_FEE_ALLOWANCE);
});
it('should throw when taker doesn\'t have enough balance to pay fees', async () => {
const lackingBalance = new BigNumber(1);
await zeroEx.token.transferAsync(zrxTokenAddress, takerAddress, coinBase, lackingBalance);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_FEE_BALANCE);
});
it('should throw when taker doesn\'t have enough allowance to pay fees', async () => {
const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, takerAddress,
newAllowanceWhichIsLessThanFees);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_FEE_ALLOWANCE);
});
});
});
describe('successful fills', () => {
it('should fill the valid order', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
.to.be.bignumber.equal(fillableAmount);
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
.to.be.bignumber.equal(0);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
.to.be.bignumber.equal(0);
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
.to.be.bignumber.equal(fillableAmount);
zeroEx.setTransactionSenderAccount(takerAddress);
await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
.to.be.bignumber.equal(fillableAmount.minus(fillTakerAmountInBaseUnits));
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
.to.be.bignumber.equal(fillTakerAmountInBaseUnits);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
.to.be.bignumber.equal(fillTakerAmountInBaseUnits);
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
.to.be.bignumber.equal(fillableAmount.minus(fillTakerAmountInBaseUnits));
});
it('should partially fill the valid order', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const partialFillAmount = new BigNumber(3);
zeroEx.setTransactionSenderAccount(takerAddress);
await zeroEx.exchange.fillOrderAsync(signedOrder, partialFillAmount, shouldCheckTransfer);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
.to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
.to.be.bignumber.equal(partialFillAmount);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
.to.be.bignumber.equal(partialFillAmount);
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
.to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
});
it('should fill the valid orders with fees', async () => {
const fillableAmount = new BigNumber(5);
const makerFee = new BigNumber(1);
const takerFee = new BigNumber(2);
const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerTokenAddress, takerTokenAddress, makerFee, takerFee,
makerAddress, takerAddress, fillableAmount, feeRecipient,
);
zeroEx.setTransactionSenderAccount(takerAddress);
await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer);
expect(await zeroEx.token.getBalanceAsync(zrxTokenAddress, feeRecipient))
.to.be.bignumber.equal(makerFee.plus(takerFee));
});
});
});
});
