import * as chai from 'chai';
import * as Web3 from 'web3';
import * as BigNumber from 'bignumber.js';
import promisify = require('es6-promisify');
import {chaiSetup} from './utils/chai_setup';
import {web3Factory} from './utils/web3_factory';
import {ZeroEx, SignedOrder, Token, ExchangeContractErrs, ZeroExError} from '../src';
import {TokenUtils} from './utils/token_utils';
import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
import {FillScenarios} from './utils/fill_scenarios';
import {OrderValidationUtils} from '../src/utils/order_validation_utils';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle();
describe('OrderValidation', () => {
let web3: Web3;
let zeroEx: ZeroEx;
let userAddresses: string[];
let tokens: Token[];
let tokenUtils: TokenUtils;
let exchangeContractAddress: string;
let zrxTokenAddress: string;
let fillScenarios: FillScenarios;
let makerTokenAddress: string;
let takerTokenAddress: string;
let coinbase: string;
let makerAddress: string;
let takerAddress: string;
let feeRecipient: string;
let orderValidationUtils: OrderValidationUtils;
const fillableAmount = new BigNumber(5);
const fillTakerAmount = new BigNumber(5);
const shouldThrowOnInsufficientBalanceOrAllowance = false;
before(async () => {
web3 = web3Factory.create();
zeroEx = new ZeroEx(web3.currentProvider);
exchangeContractAddress = await zeroEx.exchange.getContractAddressAsync();
userAddresses = await zeroEx.getAvailableAddressesAsync();
[coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
tokens = await zeroEx.tokenRegistry.getTokensAsync();
tokenUtils = new TokenUtils(tokens);
zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens();
makerTokenAddress = makerToken.address;
takerTokenAddress = takerToken.address;
orderValidationUtils = new OrderValidationUtils(zeroEx.token, zeroEx.exchange);
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('validateOrderFillableOrThrowAsync', () => {
it('should succeed if the order is fillable', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
await zeroEx.exchange.validateOrderFillableOrThrowAsync(
signedOrder,
);
});
it('should succeed if the order is asymmetric and fillable', async () => {
const makerFillableAmount = fillableAmount;
const takerFillableAmount = fillableAmount.minus(4);
const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
makerFillableAmount, takerFillableAmount,
);
await zeroEx.exchange.validateOrderFillableOrThrowAsync(
signedOrder,
);
});
it('should throw when the order is fully filled or cancelled', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(
signedOrder,
)).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero);
});
it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
fillableAmount, expirationInPast,
);
return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(
signedOrder,
)).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired);
});
});
describe('validateFillOrderAndThrowIfInvalidAsync', () => {
it('should throw when the fill amount is zero', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const zeroFillAmount = new BigNumber(0);
return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
signedOrder, zeroFillAmount, takerAddress,
)).to.be.rejectedWith(ExchangeContractErrs.OrderFillAmountZero);
});
it('should throw when the signature is invalid', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
// 27 <--> 28
signedOrder.ecSignature.v = 27 + (28 - signedOrder.ecSignature.v);
return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
signedOrder, fillableAmount, takerAddress,
)).to.be.rejectedWith(ZeroExError.InvalidSignature);
});
it('should throw when the order is fully filled or cancelled', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
signedOrder, fillableAmount, takerAddress,
)).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero);
});
it('should throw when sender is not a taker', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const nonTakerAddress = userAddresses[6];
return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
signedOrder, fillTakerAmount, nonTakerAddress,
)).to.be.rejectedWith(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
});
it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
fillableAmount, expirationInPast,
);
return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
signedOrder, fillTakerAmount, takerAddress,
)).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired);
});
it('should throw when there a rounding error would have occurred', async () => {
const makerAmount = new BigNumber(3);
const takerAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
makerAmount, takerAmount,
);
const fillTakerAmountThatCausesRoundingError = new BigNumber(3);
return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
signedOrder, fillTakerAmountThatCausesRoundingError, takerAddress,
)).to.be.rejectedWith(ExchangeContractErrs.OrderFillRoundingError);
});
});
describe('#validateFillOrKillOrderAndThrowIfInvalidAsync', () => {
it('should throw if remaining fillAmount is less then the desired fillAmount', async () => {
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const tooLargeFillAmount = new BigNumber(7);
const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount);
await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference);
await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount);
await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference);
await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount);
return expect(zeroEx.exchange.validateFillOrKillOrderThrowIfInvalidAsync(
signedOrder, tooLargeFillAmount, takerAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientRemainingFillAmount);
});
});
describe('validateCancelOrderAndThrowIfInvalidAsync', () => {
let signedOrder: SignedOrder;
let orderHashHex: string;
const cancelAmount = new BigNumber(3);
beforeEach(async () => {
[coinbase, makerAddress, takerAddress] = userAddresses;
const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens();
makerTokenAddress = makerToken.address;
takerTokenAddress = takerToken.address;
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
orderHashHex = ZeroEx.getOrderHashHex(signedOrder);
});
it('should throw when cancel amount is zero', async () => {
const zeroCancelAmount = new BigNumber(0);
return expect(zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, zeroCancelAmount))
.to.be.rejectedWith(ExchangeContractErrs.OrderCancelAmountZero);
});
it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
const expiredSignedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
fillableAmount, expirationInPast,
);
orderHashHex = ZeroEx.getOrderHashHex(expiredSignedOrder);
return expect(zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(expiredSignedOrder, cancelAmount))
.to.be.rejectedWith(ExchangeContractErrs.OrderCancelExpired);
});
it('should throw when order is already cancelled or filled', async () => {
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
return expect(zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, fillableAmount))
.to.be.rejectedWith(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
});
});
describe('#validateFillOrderTakerBalancesAllowancesThrowIfInvalidAsync', () => {
describe('should throw when not enough balance or allowance to fulfill the order', () => {
const balanceToSubtractFromMaker = new BigNumber(3);
const balanceToSubtractFromTaker = new BigNumber(3);
const lackingAllowance = new BigNumber(3);
let signedOrder: SignedOrder;
beforeEach('create fillable signed order', async () => {
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
});
it('should throw when taker balance is less than fill amount', async () => {
await zeroEx.token.transferAsync(
takerTokenAddress, takerAddress, coinbase, balanceToSubtractFromTaker,
);
return expect((orderValidationUtils as any).validateFillOrderTakerBalancesAllowancesThrowIfInvalidAsync(
signedOrder, fillTakerAmount, takerAddress, zrxTokenAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientTakerBalance);
});
it('should throw when taker allowance is less than fill amount', async () => {
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress,
newAllowanceWhichIsLessThanFillAmount);
return expect((orderValidationUtils as any).validateFillOrderTakerBalancesAllowancesThrowIfInvalidAsync(
signedOrder, fillTakerAmount, takerAddress, zrxTokenAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientTakerAllowance);
});
it('should throw when maker balance is less than maker fill amount', async () => {
await zeroEx.token.transferAsync(
makerTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker,
);
return expect((orderValidationUtils as any).validateFillOrderMakerBalancesAllowancesThrowIfInvalidAsync(
signedOrder, fillTakerAmount, takerAddress, zrxTokenAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientMakerBalance);
});
it('should throw when maker allowance is less than maker fill amount', async () => {
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress,
newAllowanceWhichIsLessThanFillAmount);
return expect((orderValidationUtils as any).validateFillOrderMakerBalancesAllowancesThrowIfInvalidAsync(
signedOrder, fillTakerAmount, takerAddress, zrxTokenAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientMakerAllowance);
});
});
describe('should throw when not enough balance or allowance to pay fees', () => {
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,
);
});
it('should throw when maker doesn\'t have enough balance to pay fees', async () => {
const balanceToSubtractFromMaker = new BigNumber(1);
await zeroEx.token.transferAsync(
zrxTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker,
);
return expect((orderValidationUtils as any).validateFillOrderMakerBalancesAllowancesThrowIfInvalidAsync(
signedOrder, fillTakerAmount, zrxTokenAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientMakerFeeBalance);
});
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((orderValidationUtils as any).validateFillOrderMakerBalancesAllowancesThrowIfInvalidAsync(
signedOrder, fillTakerAmount, zrxTokenAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientMakerFeeAllowance);
});
it('should throw when taker doesn\'t have enough balance to pay fees', async () => {
const balanceToSubtractFromTaker = new BigNumber(1);
await zeroEx.token.transferAsync(
zrxTokenAddress, takerAddress, coinbase, balanceToSubtractFromTaker,
);
return expect((orderValidationUtils as any).validateFillOrderTakerBalancesAllowancesThrowIfInvalidAsync(
signedOrder, fillTakerAmount, takerAddress, zrxTokenAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientTakerFeeBalance);
});
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((orderValidationUtils as any).validateFillOrderTakerBalancesAllowancesThrowIfInvalidAsync(
signedOrder, fillTakerAmount, takerAddress, zrxTokenAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientTakerFeeAllowance);
});
});
describe('should throw on insufficient balance or allowance when makerToken is ZRX',
() => {
const makerFee = new BigNumber(2);
const takerFee = new BigNumber(2);
let signedOrder: SignedOrder;
beforeEach(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
zrxTokenAddress, takerTokenAddress, makerFee, takerFee,
makerAddress, takerAddress, fillableAmount, feeRecipient,
);
});
it('should throw on insufficient balance when makerToken is ZRX', async () => {
const balanceToSubtractFromMaker = new BigNumber(1);
await zeroEx.token.transferAsync(
zrxTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker,
);
return expect((orderValidationUtils as any).validateFillOrderMakerBalancesAllowancesThrowIfInvalidAsync(
signedOrder, fillTakerAmount, zrxTokenAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientMakerBalance);
});
it('should throw on insufficient allowance when makerToken is ZRX', async () => {
const oldAllowance = await zeroEx.token.getProxyAllowanceAsync(zrxTokenAddress, makerAddress);
const newAllowanceWhichIsInsufficient = oldAllowance.minus(1);
await zeroEx.token.setProxyAllowanceAsync(
zrxTokenAddress, makerAddress, newAllowanceWhichIsInsufficient);
return expect((orderValidationUtils as any).validateFillOrderMakerBalancesAllowancesThrowIfInvalidAsync(
signedOrder, fillTakerAmount, zrxTokenAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientMakerAllowance);
});
});
describe('should throw on insufficient balance or allowance when takerToken is ZRX',
() => {
const makerFee = new BigNumber(2);
const takerFee = new BigNumber(2);
let signedOrder: SignedOrder;
beforeEach(async () => {
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerTokenAddress, zrxTokenAddress, makerFee, takerFee,
makerAddress, takerAddress, fillableAmount, feeRecipient,
);
});
it('should throw on insufficient balance when takerToken is ZRX', async () => {
const balanceToSubtractFromTaker = new BigNumber(1);
await zeroEx.token.transferAsync(
zrxTokenAddress, takerAddress, coinbase, balanceToSubtractFromTaker,
);
return expect((orderValidationUtils as any).validateFillOrderTakerBalancesAllowancesThrowIfInvalidAsync(
signedOrder, fillTakerAmount, takerAddress, zrxTokenAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientTakerBalance);
});
it('should throw on insufficient allowance when takerToken is ZRX', async () => {
const oldAllowance = await zeroEx.token.getProxyAllowanceAsync(zrxTokenAddress, takerAddress);
const newAllowanceWhichIsInsufficient = oldAllowance.minus(1);
await zeroEx.token.setProxyAllowanceAsync(
zrxTokenAddress, takerAddress, newAllowanceWhichIsInsufficient);
return expect((orderValidationUtils as any).validateFillOrderTakerBalancesAllowancesThrowIfInvalidAsync(
signedOrder, fillTakerAmount, takerAddress, zrxTokenAddress,
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientTakerAllowance);
});
});
});
});
