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authorFabio Berger <me@fabioberger.com>2017-06-02 18:40:22 +0800
committerFabio Berger <me@fabioberger.com>2017-06-02 18:40:22 +0800
commitab5b5a881bc8f8f8d176ae65440de8fcd25ad906 (patch)
tree79241b27828fd328668c5bab0713b6b1181d6e10
parent03bc3f08cd0d1c51dc9eb4441a3415e131b72c95 (diff)
parent2a0c6abbe7f9abeacc4fea05bc468413ec1f4732 (diff)
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Merge branch 'fillOrderAsync' into unavailableFilledCancelled
# Conflicts: # src/0x.js.ts # test/exchange_wrapper_test.ts
-rw-r--r--src/0x.js.ts6
-rw-r--r--src/contract_wrappers/exchange_wrapper.ts19
-rw-r--r--src/web3_wrapper.ts5
-rw-r--r--test/exchange_wrapper_test.ts118
-rw-r--r--test/utils/fill_scenarios.ts16
5 files changed, 128 insertions, 36 deletions
diff --git a/src/0x.js.ts b/src/0x.js.ts
index 0e9d71586..967c81ed8 100644
--- a/src/0x.js.ts
+++ b/src/0x.js.ts
@@ -130,9 +130,9 @@ export class ZeroEx {
/**
* Get the default account set for sending transactions.
*/
- public async getTransactionSenderAccountAsync(): Promise<string> {
- const senderAccount = await this.web3Wrapper.getSenderAddressOrThrowAsync();
- return senderAccount;
+ public async getTransactionSenderAccountIfExistsAsync(): Promise<string|undefined> {
+ const senderAccountIfExists = await this.web3Wrapper.getSenderAddressIfExistsAsync();
+ return senderAccountIfExists;
}
/**
* Computes the orderHash given the order parameters and returns it as a hex encoded string.
diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index 2894c5a9f..c1b310bf0 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -159,9 +159,9 @@ export class ExchangeWrapper extends ContractWrapper {
);
this.throwErrorLogsAsErrors(response.logs);
}
- private async validateFillOrderAsync(signedOrder: SignedOrder, fillAmount: BigNumber.BigNumber,
+ private async validateFillOrderAsync(signedOrder: SignedOrder, fillTakerAmountInBaseUnits: BigNumber.BigNumber,
senderAddress: string) {
- if (fillAmount.eq(0)) {
+ if (fillTakerAmountInBaseUnits.eq(0)) {
throw new Error(FillOrderValidationErrs.FILL_AMOUNT_IS_ZERO);
}
if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== senderAddress) {
@@ -177,9 +177,22 @@ export class ExchangeWrapper extends ContractWrapper {
signedOrder.maker);
const takerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.takerTokenAddress,
senderAddress);
- if (fillAmount.greaterThan(takerBalance)) {
+ // How many taker tokens would you get for 1 maker token;
+ const exchangeRate = signedOrder.takerTokenAmount.div(signedOrder.makerTokenAmount);
+ const fillMakerAmountInBaseUnits = fillTakerAmountInBaseUnits.div(exchangeRate);
+
+ if (fillTakerAmountInBaseUnits.greaterThan(takerBalance)) {
throw new Error(FillOrderValidationErrs.NOT_ENOUGH_TAKER_BALANCE);
}
+ if (fillTakerAmountInBaseUnits.greaterThan(takerAllowance)) {
+ throw new Error(FillOrderValidationErrs.NOT_ENOUGH_TAKER_ALLOWANCE);
+ }
+ if (fillMakerAmountInBaseUnits.greaterThan(makerBalance)) {
+ throw new Error(FillOrderValidationErrs.NOT_ENOUGH_MAKER_BALANCE);
+ }
+ if (fillMakerAmountInBaseUnits.greaterThan(makerAllowance)) {
+ throw new Error(FillOrderValidationErrs.NOT_ENOUGH_MAKER_ALLOWANCE);
+ }
}
private throwErrorLogsAsErrors(logs: ContractEvent[]): void {
const errEvent = _.find(logs, {event: 'LogError'});
diff --git a/src/web3_wrapper.ts b/src/web3_wrapper.ts
index c1263222a..49bd8b67d 100644
--- a/src/web3_wrapper.ts
+++ b/src/web3_wrapper.ts
@@ -17,6 +17,9 @@ export class Web3Wrapper {
public isAddress(address: string): boolean {
return this.web3.isAddress(address);
}
+ public getDefaultAccount(): string {
+ return this.web3.eth.defaultAccount;
+ }
public setDefaultAccount(address: string): void {
this.web3.eth.defaultAccount = address;
}
@@ -66,7 +69,7 @@ export class Web3Wrapper {
const {timestamp} = await promisify(this.web3.eth.getBlock)(blockHash);
return timestamp;
}
- private async getSenderAddressIfExistsAsync(): Promise<string|undefined> {
+ public async getSenderAddressIfExistsAsync(): Promise<string|undefined> {
const defaultAccount = this.web3.eth.defaultAccount;
if (!_.isUndefined(defaultAccount)) {
return defaultAccount;
diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts
index d50a5f031..dc7371b68 100644
--- a/test/exchange_wrapper_test.ts
+++ b/test/exchange_wrapper_test.ts
@@ -56,37 +56,37 @@ describe('ExchangeWrapper', () => {
r: signature.r,
s: signature.s,
};
- expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
+ return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
.to.be.rejected();
});
- it('r lacks 0x prefix', () => {
+ it('r lacks 0x prefix', async () => {
const malformedR = signature.r.replace('0x', '');
const malformedSignature = {
v: signature.v,
r: malformedR,
s: signature.s,
};
- expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
+ return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
.to.be.rejected();
});
- it('r is too short', () => {
+ 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'),
};
- expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
+ return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
.to.be.rejected();
});
- it('s is not hex', () => {
+ it('s is not hex', async () => {
const malformedS = signature.s.replace('0', 'z');
const malformedSignature = {
v: signature.v,
r: signature.r,
s: malformedS,
};
- expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
+ return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
.to.be.rejected();
});
});
@@ -112,11 +112,13 @@ describe('ExchangeWrapper', () => {
describe('#fillOrderAsync', () => {
let makerTokenAddress: string;
let takerTokenAddress: string;
+ let coinBase: string;
+ let makerAddress: string;
let takerAddress: string;
const fillTakerAmountInBaseUnits = new BigNumber(5);
const shouldCheckTransfer = false;
before('fetch tokens', async () => {
- takerAddress = userAddresses[1];
+ [coinBase, makerAddress, takerAddress] = userAddresses;
const [makerToken, takerToken] = tokens;
makerTokenAddress = makerToken.address;
takerTokenAddress = takerToken.address;
@@ -128,58 +130,126 @@ describe('ExchangeWrapper', () => {
it('should throw when the fill amount is zero', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
- makerTokenAddress, takerTokenAddress, takerAddress, fillableAmount,
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const zeroFillAmount = new BigNumber(0);
zeroEx.setTransactionSenderAccount(takerAddress);
- expect(zeroEx.exchange.fillOrderAsync(signedOrder, zeroFillAmount, shouldCheckTransfer))
- .to.be.rejectedWith(FillOrderValidationErrs.FILL_AMOUNT_IS_ZERO);
+ 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.createAFillableSignedOrderAsync(
- makerTokenAddress, takerTokenAddress, takerAddress, fillableAmount,
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
- expect(zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer))
- .to.be.rejectedWith(FillOrderValidationErrs.NOT_A_TAKER);
+ 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.createAFillableSignedOrderAsync(
- makerTokenAddress, takerTokenAddress, takerAddress, fillableAmount, expirationInPast,
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast,
);
zeroEx.setTransactionSenderAccount(takerAddress);
- expect(zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer))
- .to.be.rejectedWith(FillOrderValidationErrs.EXPIRED);
+ 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.createAFillableSignedOrderAsync(
- makerTokenAddress, takerTokenAddress, takerAddress, fillableAmount,
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
zeroEx.setTransactionSenderAccount(takerAddress);
const moreThanTheBalance = new BigNumber(6);
- expect(zeroEx.exchange.fillOrderAsync(signedOrder, moreThanTheBalance, shouldCheckTransfer))
- .to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_BALANCE);
+ 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.createAFillableSignedOrderAsync(
+ 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.createAFillableSignedOrderAsync(
+ 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.createAFillableSignedOrderAsync(
+ 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);
});
});
describe('successful fills', () => {
it('should fill the valid order', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
- makerTokenAddress, takerTokenAddress, takerAddress, fillableAmount,
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
- zeroEx.setTransactionSenderAccount(takerAddress);
+
+ 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(fillTakerAmountInBaseUnits);
+ .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(0);
+ .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmountInBaseUnits));
+ });
+ it('should partially fill the valid order', async () => {
+ const fillableAmount = new BigNumber(5);
+ const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
+ 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));
});
});
});
diff --git a/test/utils/fill_scenarios.ts b/test/utils/fill_scenarios.ts
index 36656b455..17c2dbeba 100644
--- a/test/utils/fill_scenarios.ts
+++ b/test/utils/fill_scenarios.ts
@@ -7,29 +7,35 @@ export class FillScenarios {
private zeroEx: ZeroEx;
private userAddresses: string[];
private tokens: Token[];
+ private coinBase: string;
constructor(zeroEx: ZeroEx, userAddresses: string[], tokens: Token[]) {
this.zeroEx = zeroEx;
this.userAddresses = userAddresses;
this.tokens = tokens;
+ this.coinBase = userAddresses[0];
}
public async createAFillableSignedOrderAsync(makerTokenAddress: string, takerTokenAddress: string,
- takerAddress: string, fillableAmount: BigNumber.BigNumber,
+ makerAddress: string, takerAddress: string,
+ fillableAmount: BigNumber.BigNumber,
expirationUnixTimestampSec?: BigNumber.BigNumber):
Promise<SignedOrder> {
- const [makerAddress] = this.userAddresses;
+ await this.zeroEx.token.transferAsync(makerTokenAddress, this.coinBase, makerAddress, fillableAmount);
await this.zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, fillableAmount);
- await this.zeroEx.token.transferAsync(takerTokenAddress, makerAddress, takerAddress, fillableAmount);
+ await this.zeroEx.token.transferAsync(takerTokenAddress, this.coinBase, takerAddress, fillableAmount);
await this.zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, fillableAmount);
+ const transactionSenderAccount = await this.zeroEx.getTransactionSenderAccountIfExistsAsync();
+ this.zeroEx.setTransactionSenderAccount(makerAddress);
const signedOrder = await orderFactory.createSignedOrderAsync(this.zeroEx, makerAddress,
takerAddress, fillableAmount, makerTokenAddress, fillableAmount, takerTokenAddress,
expirationUnixTimestampSec);
+ this.zeroEx.setTransactionSenderAccount(transactionSenderAccount as string);
return signedOrder;
}
public async createPartiallyFilledSignedOrderAsync(makerTokenAddress: string, takerTokenAddress: string,
takerAddress: string, fillableAmount: BigNumber.BigNumber,
partialFillAmount: BigNumber.BigNumber) {
- const prevSenderAccount = await this.zeroEx.getTransactionSenderAccountAsync();
+ const prevSenderAccount = await this.zeroEx.getTransactionSenderAccountIfExistsAsync();
const [makerAddress] = this.userAddresses;
await this.zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, fillableAmount);
await this.zeroEx.token.transferAsync(takerTokenAddress, makerAddress, takerAddress, fillableAmount);
@@ -43,7 +49,7 @@ export class FillScenarios {
await this.zeroEx.exchange.fillOrderAsync(signedOrder, partialFillAmount, shouldCheckTransfer);
// Re-set sender account so as to avoid introducing side-effects
- this.zeroEx.setTransactionSenderAccount(prevSenderAccount);
+ this.zeroEx.setTransactionSenderAccount(prevSenderAccount as string);
return signedOrder;
}
}