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authorAmir Bandeali <abandeali1@gmail.com>2018-08-25 10:00:53 +0800
committerGitHub <noreply@github.com>2018-08-25 10:00:53 +0800
commit0aa9ed3839b2b3b99967fc98ac92a48656b4ca5b (patch)
treedbae0bba04b7ca630b0e7d3011fc4facdc3eed3d
parentf938c989e3e07161de20dd865baf59eecdde872d (diff)
parent878db3b84993d7c9724c0ed8591493a4e2b6cc94 (diff)
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Merge pull request #1008 from 0xProject/fix/contracts/robustMatching
Robustness in Order Matching
Diffstat
-rw-r--r--packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol107
-rw-r--r--packages/contracts/test/exchange/match_orders.ts503
-rw-r--r--packages/contracts/test/utils/match_order_tester.ts500
-rw-r--r--packages/contracts/test/utils/types.ts15
4 files changed, 848 insertions, 277 deletions
diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol
index 25220a673..4b8360c23 100644
--- a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol
+++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol
@@ -109,7 +109,7 @@ contract MixinMatchOrders is
rightOrderInfo.orderTakerAssetFilledAmount,
matchedFillResults.right
);
-
+
// Settle matched orders. Succeeds or throws.
settleMatchedOrders(
leftOrder,
@@ -165,62 +165,85 @@ contract MixinMatchOrders is
pure
returns (LibFillResults.MatchedFillResults memory matchedFillResults)
{
- // We settle orders at the exchange rate of the right order.
- // The amount saved by the left maker goes to the taker.
- // Either the left or right order will be fully filled; possibly both.
- // The left order is fully filled iff the right order can sell more than left can buy.
- // That is: the amount required to fill the left order is less than or equal to
- // the amount we can spend from the right order:
- // <leftTakerAssetAmountRemaining> <= <rightTakerAssetAmountRemaining> * <rightMakerToTakerRatio>
- // <leftTakerAssetAmountRemaining> <= <rightTakerAssetAmountRemaining> * <rightOrder.makerAssetAmount> / <rightOrder.takerAssetAmount>
- // <leftTakerAssetAmountRemaining> * <rightOrder.takerAssetAmount> <= <rightTakerAssetAmountRemaining> * <rightOrder.makerAssetAmount>
+ // Derive maker asset amounts for left & right orders, given store taker assert amounts
uint256 leftTakerAssetAmountRemaining = safeSub(leftOrder.takerAssetAmount, leftOrderTakerAssetFilledAmount);
+ uint256 leftMakerAssetAmountRemaining = getPartialAmountFloor(
+ leftOrder.makerAssetAmount,
+ leftOrder.takerAssetAmount,
+ leftTakerAssetAmountRemaining
+ );
uint256 rightTakerAssetAmountRemaining = safeSub(rightOrder.takerAssetAmount, rightOrderTakerAssetFilledAmount);
- uint256 leftTakerAssetFilledAmount;
- uint256 rightTakerAssetFilledAmount;
- if (
- safeMul(leftTakerAssetAmountRemaining, rightOrder.takerAssetAmount) <=
- safeMul(rightTakerAssetAmountRemaining, rightOrder.makerAssetAmount)
- ) {
- // Left order will be fully filled: maximally fill left
- leftTakerAssetFilledAmount = leftTakerAssetAmountRemaining;
+ uint256 rightMakerAssetAmountRemaining = getPartialAmountFloor(
+ rightOrder.makerAssetAmount,
+ rightOrder.takerAssetAmount,
+ rightTakerAssetAmountRemaining
+ );
- // The right order receives an amount proportional to how much was spent.
- rightTakerAssetFilledAmount = getPartialAmountFloor(
- rightOrder.takerAssetAmount,
- rightOrder.makerAssetAmount,
- leftTakerAssetFilledAmount
+ // Calculate fill results for maker and taker assets: at least one order will be fully filled.
+ // The maximum amount the left maker can buy is `leftTakerAssetAmountRemaining`
+ // The maximum amount the right maker can sell is `rightMakerAssetAmountRemaining`
+ // We have two distinct cases for calculating the fill results:
+ // Case 1.
+ // If the left maker can buy more than the right maker can sell, then only the right order is fully filled.
+ // If the left maker can buy exactly what the right maker can sell, then both orders are fully filled.
+ // Case 2.
+ // If the left maker cannot buy more than the right maker can sell, then only the left order is fully filled.
+ if (leftTakerAssetAmountRemaining >= rightMakerAssetAmountRemaining) {
+ // Case 1: Right order is fully filled
+ matchedFillResults.right.makerAssetFilledAmount = rightMakerAssetAmountRemaining;
+ matchedFillResults.right.takerAssetFilledAmount = rightTakerAssetAmountRemaining;
+ matchedFillResults.left.takerAssetFilledAmount = matchedFillResults.right.makerAssetFilledAmount;
+ // Round down to ensure the maker's exchange rate does not exceed the price specified by the order.
+ // We favor the maker when the exchange rate must be rounded.
+ matchedFillResults.left.makerAssetFilledAmount = getPartialAmountFloor(
+ leftOrder.makerAssetAmount,
+ leftOrder.takerAssetAmount,
+ matchedFillResults.left.takerAssetFilledAmount
);
} else {
- // Right order will be fully filled: maximally fill right
- rightTakerAssetFilledAmount = rightTakerAssetAmountRemaining;
-
- // The left order receives an amount proportional to how much was spent.
- leftTakerAssetFilledAmount = getPartialAmountFloor(
- rightOrder.makerAssetAmount,
+ // Case 2: Left order is fully filled
+ matchedFillResults.left.makerAssetFilledAmount = leftMakerAssetAmountRemaining;
+ matchedFillResults.left.takerAssetFilledAmount = leftTakerAssetAmountRemaining;
+ matchedFillResults.right.makerAssetFilledAmount = matchedFillResults.left.takerAssetFilledAmount;
+ // Round up to ensure the maker's exchange rate does not exceed the price specified by the order.
+ // We favor the maker when the exchange rate must be rounded.
+ matchedFillResults.right.takerAssetFilledAmount = getPartialAmountCeil(
rightOrder.takerAssetAmount,
- rightTakerAssetFilledAmount
+ rightOrder.makerAssetAmount,
+ matchedFillResults.right.makerAssetFilledAmount
);
}
- // Calculate fill results for left order
- matchedFillResults.left = calculateFillResults(
- leftOrder,
- leftTakerAssetFilledAmount
- );
-
- // Calculate fill results for right order
- matchedFillResults.right = calculateFillResults(
- rightOrder,
- rightTakerAssetFilledAmount
- );
-
// Calculate amount given to taker
matchedFillResults.leftMakerAssetSpreadAmount = safeSub(
matchedFillResults.left.makerAssetFilledAmount,
matchedFillResults.right.takerAssetFilledAmount
);
+ // Compute fees for left order
+ matchedFillResults.left.makerFeePaid = getPartialAmountFloor(
+ matchedFillResults.left.makerAssetFilledAmount,
+ leftOrder.makerAssetAmount,
+ leftOrder.makerFee
+ );
+ matchedFillResults.left.takerFeePaid = getPartialAmountFloor(
+ matchedFillResults.left.takerAssetFilledAmount,
+ leftOrder.takerAssetAmount,
+ leftOrder.takerFee
+ );
+
+ // Compute fees for right order
+ matchedFillResults.right.makerFeePaid = getPartialAmountFloor(
+ matchedFillResults.right.makerAssetFilledAmount,
+ rightOrder.makerAssetAmount,
+ rightOrder.makerFee
+ );
+ matchedFillResults.right.takerFeePaid = getPartialAmountFloor(
+ matchedFillResults.right.takerAssetFilledAmount,
+ rightOrder.takerAssetAmount,
+ rightOrder.takerFee
+ );
+
// Return fill results
return matchedFillResults;
}
diff --git a/packages/contracts/test/exchange/match_orders.ts b/packages/contracts/test/exchange/match_orders.ts
index 8cd873a85..8732e20ba 100644
--- a/packages/contracts/test/exchange/match_orders.ts
+++ b/packages/contracts/test/exchange/match_orders.ts
@@ -3,7 +3,6 @@ import { assetDataUtils } from '@0xproject/order-utils';
import { RevertReason } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
-import * as chai from 'chai';
import * as _ from 'lodash';
import { DummyERC20TokenContract } from '../../generated_contract_wrappers/dummy_erc20_token';
@@ -14,18 +13,15 @@ import { ExchangeContract } from '../../generated_contract_wrappers/exchange';
import { ReentrantERC20TokenContract } from '../../generated_contract_wrappers/reentrant_erc20_token';
import { artifacts } from '../utils/artifacts';
import { expectTransactionFailedAsync } from '../utils/assertions';
-import { chaiSetup } from '../utils/chai_setup';
import { constants } from '../utils/constants';
import { ERC20Wrapper } from '../utils/erc20_wrapper';
import { ERC721Wrapper } from '../utils/erc721_wrapper';
import { ExchangeWrapper } from '../utils/exchange_wrapper';
import { MatchOrderTester } from '../utils/match_order_tester';
import { OrderFactory } from '../utils/order_factory';
-import { ERC20BalancesByOwner, ERC721TokenIdsByOwner, OrderInfo, OrderStatus } from '../utils/types';
+import { ERC20BalancesByOwner, ERC721TokenIdsByOwner } from '../utils/types';
import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper';
-chaiSetup.configure();
-const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
describe('matchOrders', () => {
@@ -177,6 +173,144 @@ describe('matchOrders', () => {
erc721TokenIdsByOwner = await erc721Wrapper.getBalancesAsync();
});
+ it('Should give right maker a better price when correct price is not integral', async () => {
+ // Create orders to match
+ const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({
+ makerAddress: makerAddressLeft,
+ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2000), 0),
+ takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1001), 0),
+ feeRecipientAddress: feeRecipientAddressLeft,
+ });
+ const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({
+ makerAddress: makerAddressRight,
+ makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress),
+ takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress),
+ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0),
+ takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(3000), 0),
+ feeRecipientAddress: feeRecipientAddressRight,
+ });
+ // Note:
+ // The maker/taker fee percentage paid on the right order differs because
+ // they received different sale prices. Similarly, the right maker pays a
+ // slightly higher lower than the right taker.
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2000), 0),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1001), 0),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1001), 0),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(301), 0),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10.01), 16), // 10.01%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1699), 0),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('10.0333333333333333'), 16), // 10.03%
+ };
+ // Match signedOrderLeft with signedOrderRight
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
+ signedOrderLeft,
+ signedOrderRight,
+ takerAddress,
+ erc20BalancesByOwner,
+ erc721TokenIdsByOwner,
+ expectedTransferAmounts,
+ );
+ });
+
+ it('Should give left maker a better price when correct price is not integral', async () => {
+ // Create orders to match
+ const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({
+ makerAddress: makerAddressLeft,
+ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(12), 0),
+ takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0),
+ feeRecipientAddress: feeRecipientAddressLeft,
+ });
+ const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({
+ makerAddress: makerAddressRight,
+ makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress),
+ takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress),
+ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0),
+ takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0),
+ feeRecipientAddress: feeRecipientAddressRight,
+ });
+ // Note:
+ // The maker/taker fee percentage paid on the left order differs because
+ // they received different sale prices.
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(11), 0),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.6666666666666666'), 16), // 91.6%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.7525773195876288'), 16), // 91.75%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
+ // Match signedOrderLeft with signedOrderRight
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
+ signedOrderLeft,
+ signedOrderRight,
+ takerAddress,
+ erc20BalancesByOwner,
+ erc721TokenIdsByOwner,
+ expectedTransferAmounts,
+ );
+ });
+
+ it('Should transfer correct amounts when right order fill amount deviates from amount derived by `Exchange.fillOrder`', async () => {
+ // Create orders to match
+ const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({
+ makerAddress: makerAddressLeft,
+ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0),
+ takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0),
+ feeRecipientAddress: feeRecipientAddressLeft,
+ });
+ const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({
+ makerAddress: makerAddressRight,
+ makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress),
+ takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress),
+ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 0),
+ takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 0),
+ feeRecipientAddress: feeRecipientAddressRight,
+ });
+ // TODO: These values will change after implementation of rounding up has been merged
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ // Note:
+ // For order [4,2] valid fill amounts through `Exchange.fillOrder` would be [2, 1] or [4, 2]
+ // In this case we have fill amounts of [3, 1] which is attainable through
+ // `Exchange.matchOrders` but not `Exchange.fillOrder`
+ // Note:
+ // The right maker fee differs from the right taker fee because their exchange rate differs.
+ // The right maker always receives the better exchange and fee price.
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 0),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 16), // 75%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 0),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
+ // Match signedOrderLeft with signedOrderRight
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
+ signedOrderLeft,
+ signedOrderRight,
+ takerAddress,
+ erc20BalancesByOwner,
+ erc721TokenIdsByOwner,
+ expectedTransferAmounts,
+ );
+ });
+
const reentrancyTest = (functionNames: string[]) => {
_.forEach(functionNames, async (functionName: string, functionId: number) => {
const description = `should not allow matchOrders to reenter the Exchange contract via ${functionName}`;
@@ -217,19 +351,28 @@ describe('matchOrders', () => {
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
});
// Match signedOrderLeft with signedOrderRight
- await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
- // Verify left order was fully filled
- const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft);
- expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
- // Verify right order was fully filled
- const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight);
- expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
});
it('should transfer the correct amounts when orders completely fill each other and taker doesnt take a profit', async () => {
@@ -242,32 +385,29 @@ describe('matchOrders', () => {
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18),
});
- // Store original taker balance
- const takerInitialBalances = _.cloneDeep(erc20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress]);
// Match signedOrderLeft with signedOrderRight
- let newERC20BalancesByOwner: ERC20BalancesByOwner;
- let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner;
- // prettier-ignore
- [
- newERC20BalancesByOwner,
- // tslint:disable-next-line:trailing-comma
- newERC721TokenIdsByOwner
- ] = await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
+ // Match signedOrderLeft with signedOrderRight
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
- );
- // Verify left order was fully filled
- const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft);
- expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
- // Verify right order was fully filled
- const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight);
- expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
- // Verify taker did not take a profit
- expect(takerInitialBalances).to.be.deep.equal(
- newERC20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress],
+ expectedTransferAmounts,
);
});
@@ -281,20 +421,30 @@ describe('matchOrders', () => {
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(20), 18),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18),
});
- // Match orders
- await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ // Match signedOrderLeft with signedOrderRight
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50%
+ };
+ // Match signedOrderLeft with signedOrderRight
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
- // Verify left order was fully filled
- const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft);
- expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
- // Verify right order was partially filled
- const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight);
- expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE);
});
it('should transfer the correct amounts when right order is completely filled and left order is partially filled', async () => {
@@ -307,20 +457,30 @@ describe('matchOrders', () => {
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
});
- // Match orders
- await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ // Match signedOrderLeft with signedOrderRight
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
+ // Match signedOrderLeft with signedOrderRight
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
- // Verify left order was partially filled
- const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft);
- expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE);
- // Verify right order was fully filled
- const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight);
- expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
});
it('should transfer the correct amounts when consecutive calls are used to completely fill the left order', async () => {
@@ -336,24 +496,33 @@ describe('matchOrders', () => {
// Match orders
let newERC20BalancesByOwner: ERC20BalancesByOwner;
let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner;
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
// prettier-ignore
[
newERC20BalancesByOwner,
// tslint:disable-next-line:trailing-comma
newERC721TokenIdsByOwner
- ] = await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
- // Verify left order was partially filled
- const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft);
- expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE);
- // Verify right order was fully filled
- const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight);
- expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
// Construct second right order
// Note: This order needs makerAssetAmount=90/takerAssetAmount=[anything <= 45] to fully fill the right order.
// However, we use 100/50 to ensure a partial fill as we want to go down the "left fill"
@@ -365,21 +534,30 @@ describe('matchOrders', () => {
// Match signedOrderLeft with signedOrderRight2
const leftTakerAssetFilledAmount = signedOrderRight.makerAssetAmount;
const rightTakerAssetFilledAmount = new BigNumber(0);
- await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ const expectedTransferAmounts2 = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(45), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% (10% paid earlier)
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(45), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% (10% paid earlier)
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90%
+ };
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight2,
takerAddress,
newERC20BalancesByOwner,
- erc721TokenIdsByOwner,
+ newERC721TokenIdsByOwner,
+ expectedTransferAmounts2,
leftTakerAssetFilledAmount,
rightTakerAssetFilledAmount,
);
- // Verify left order was fully filled
- const leftOrderInfo2: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft);
- expect(leftOrderInfo2.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
- // Verify second right order was partially filled
- const rightOrderInfo2: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight2);
- expect(rightOrderInfo2.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE);
});
it('should transfer the correct amounts when consecutive calls are used to completely fill the right order', async () => {
@@ -396,24 +574,34 @@ describe('matchOrders', () => {
// Match orders
let newERC20BalancesByOwner: ERC20BalancesByOwner;
let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner;
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 16), // 4%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 16), // 4%
+ };
// prettier-ignore
[
newERC20BalancesByOwner,
// tslint:disable-next-line:trailing-comma
newERC721TokenIdsByOwner
- ] = await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
- // Verify left order was partially filled
- const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft);
- expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
- // Verify right order was fully filled
- const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight);
- expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE);
+
// Create second left order
// Note: This order needs makerAssetAmount=96/takerAssetAmount=48 to fully fill the right order.
// However, we use 100/50 to ensure a partial fill as we want to go down the "right fill"
@@ -428,21 +616,30 @@ describe('matchOrders', () => {
erc20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress],
);
const rightTakerAssetFilledAmount = signedOrderLeft.makerAssetAmount.minus(takerAmountReceived);
- await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ const expectedTransferAmounts2 = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(48), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(48), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96%
+ };
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft2,
signedOrderRight,
takerAddress,
newERC20BalancesByOwner,
- erc721TokenIdsByOwner,
+ newERC721TokenIdsByOwner,
+ expectedTransferAmounts2,
leftTakerAssetFilledAmount,
rightTakerAssetFilledAmount,
);
- // Verify second left order was partially filled
- const leftOrderInfo2: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft2);
- expect(leftOrderInfo2.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE);
- // Verify right order was fully filled
- const rightOrderInfo2: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight);
- expect(rightOrderInfo2.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
});
it('should transfer the correct amounts if fee recipient is the same across both matched orders', async () => {
@@ -458,12 +655,27 @@ describe('matchOrders', () => {
feeRecipientAddress,
});
// Match orders
- await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
});
@@ -479,12 +691,27 @@ describe('matchOrders', () => {
});
// Match orders
takerAddress = signedOrderLeft.makerAddress;
- await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
});
@@ -500,12 +727,27 @@ describe('matchOrders', () => {
});
// Match orders
takerAddress = signedOrderRight.makerAddress;
- await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
});
@@ -521,12 +763,27 @@ describe('matchOrders', () => {
});
// Match orders
takerAddress = feeRecipientAddressLeft;
- await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
});
@@ -542,12 +799,27 @@ describe('matchOrders', () => {
});
// Match orders
takerAddress = feeRecipientAddressRight;
- await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
});
@@ -562,12 +834,27 @@ describe('matchOrders', () => {
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
});
// Match orders
- await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
});
@@ -680,19 +967,28 @@ describe('matchOrders', () => {
takerAssetAmount: new BigNumber(1),
});
// Match orders
- await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 50%
+ };
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
- // Verify left order was fully filled
- const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft);
- expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
- // Verify right order was fully filled
- const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight);
- expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
});
it('should transfer correct amounts when right order maker asset is an ERC721 token', async () => {
@@ -706,22 +1002,31 @@ describe('matchOrders', () => {
const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({
makerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer),
makerAssetAmount: new BigNumber(1),
- takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 18),
});
// Match orders
- await matchOrderTester.matchOrdersAndVerifyBalancesAsync(
+ const expectedTransferAmounts = {
+ // Left Maker
+ amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18),
+ amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0),
+ feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Right Maker
+ amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0),
+ amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 18),
+ feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ // Taker
+ amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18),
+ feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100%
+ };
+ await matchOrderTester.matchOrdersAndAssertEffectsAsync(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
+ expectedTransferAmounts,
);
- // Verify left order was fully filled
- const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft);
- expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
- // Verify right order was fully filled
- const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight);
- expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED);
});
});
}); // tslint:disable-line:max-file-line-count
diff --git a/packages/contracts/test/utils/match_order_tester.ts b/packages/contracts/test/utils/match_order_tester.ts
index fa2eabc12..e0c55b834 100644
--- a/packages/contracts/test/utils/match_order_tester.ts
+++ b/packages/contracts/test/utils/match_order_tester.ts
@@ -4,11 +4,20 @@ import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import * as _ from 'lodash';
+import { TransactionReceiptWithDecodedLogs } from '../../../../node_modules/ethereum-types';
+
import { chaiSetup } from './chai_setup';
import { ERC20Wrapper } from './erc20_wrapper';
import { ERC721Wrapper } from './erc721_wrapper';
import { ExchangeWrapper } from './exchange_wrapper';
-import { ERC20BalancesByOwner, ERC721TokenIdsByOwner, TransferAmountsByMatchOrders as TransferAmounts } from './types';
+import {
+ ERC20BalancesByOwner,
+ ERC721TokenIdsByOwner,
+ OrderInfo,
+ OrderStatus,
+ TransferAmountsByMatchOrders as TransferAmounts,
+ TransferAmountsLoggedByMatchOrders as LoggedTransferAmounts,
+} from './types';
chaiSetup.configure();
const expect = chai.expect;
@@ -18,43 +27,107 @@ export class MatchOrderTester {
private readonly _erc20Wrapper: ERC20Wrapper;
private readonly _erc721Wrapper: ERC721Wrapper;
private readonly _feeTokenAddress: string;
-
- /// @dev Compares a pair of ERC20 balances and a pair of ERC721 token owners.
- /// @param expectedNewERC20BalancesByOwner Expected ERC20 balances.
- /// @param realERC20BalancesByOwner Actual ERC20 balances.
- /// @param expectedNewERC721TokenIdsByOwner Expected ERC721 token owners.
- /// @param realERC721TokenIdsByOwner Actual ERC20 token owners.
- /// @return True only if ERC20 balances match and ERC721 token owners match.
- private static _compareExpectedAndRealBalances(
- expectedNewERC20BalancesByOwner: ERC20BalancesByOwner,
+ /// @dev Checks values from the logs produced by Exchange.matchOrders against the expected transfer amounts.
+ /// Values include the amounts transferred from the left/right makers and taker, along with
+ /// the fees paid on each matched order. These are also the return values of MatchOrders.
+ /// @param signedOrderLeft First matched order.
+ /// @param signedOrderRight Second matched order.
+ /// @param transactionReceipt Transaction receipt and logs produced by Exchange.matchOrders.
+ /// @param takerAddress Address of taker (account that called Exchange.matchOrders)
+ /// @param expectedTransferAmounts Expected amounts transferred as a result of order matching.
+ private static async _assertLogsAsync(
+ signedOrderLeft: SignedOrder,
+ signedOrderRight: SignedOrder,
+ transactionReceipt: TransactionReceiptWithDecodedLogs,
+ takerAddress: string,
+ expectedTransferAmounts: TransferAmounts,
+ ): Promise<void> {
+ // Should have two fill event logs -- one for each order.
+ const transactionFillLogs = _.filter(transactionReceipt.logs, ['event', 'Fill']);
+ expect(transactionFillLogs.length, 'Checking number of logs').to.be.equal(2);
+ // First log is for left fill
+ const leftLog = (transactionFillLogs[0] as any).args as LoggedTransferAmounts;
+ expect(leftLog.makerAddress, 'Checking logged maker address of left order').to.be.equal(
+ signedOrderLeft.makerAddress,
+ );
+ expect(leftLog.takerAddress, 'Checking logged taker address of right order').to.be.equal(takerAddress);
+ const amountBoughtByLeftMaker = new BigNumber(leftLog.takerAssetFilledAmount);
+ const amountSoldByLeftMaker = new BigNumber(leftLog.makerAssetFilledAmount);
+ const feePaidByLeftMaker = new BigNumber(leftLog.makerFeePaid);
+ const feePaidByTakerLeft = new BigNumber(leftLog.takerFeePaid);
+ // Second log is for right fill
+ const rightLog = (transactionFillLogs[1] as any).args as LoggedTransferAmounts;
+ expect(rightLog.makerAddress, 'Checking logged maker address of right order').to.be.equal(
+ signedOrderRight.makerAddress,
+ );
+ expect(rightLog.takerAddress, 'Checking loggerd taker address of right order').to.be.equal(takerAddress);
+ const amountBoughtByRightMaker = new BigNumber(rightLog.takerAssetFilledAmount);
+ const amountSoldByRightMaker = new BigNumber(rightLog.makerAssetFilledAmount);
+ const feePaidByRightMaker = new BigNumber(rightLog.makerFeePaid);
+ const feePaidByTakerRight = new BigNumber(rightLog.takerFeePaid);
+ // Derive amount received by taker
+ const amountReceivedByTaker = amountSoldByLeftMaker.sub(amountBoughtByRightMaker);
+ // Assert log values - left order
+ expect(amountBoughtByLeftMaker, 'Checking logged amount bought by left maker').to.be.bignumber.equal(
+ expectedTransferAmounts.amountBoughtByLeftMaker,
+ );
+ expect(amountSoldByLeftMaker, 'Checking logged amount sold by left maker').to.be.bignumber.equal(
+ expectedTransferAmounts.amountSoldByLeftMaker,
+ );
+ expect(feePaidByLeftMaker, 'Checking logged fee paid by left maker').to.be.bignumber.equal(
+ expectedTransferAmounts.feePaidByLeftMaker,
+ );
+ expect(feePaidByTakerLeft, 'Checking logged fee paid on left order by taker').to.be.bignumber.equal(
+ expectedTransferAmounts.feePaidByTakerLeft,
+ );
+ // Assert log values - right order
+ expect(amountBoughtByRightMaker, 'Checking logged amount bought by right maker').to.be.bignumber.equal(
+ expectedTransferAmounts.amountBoughtByRightMaker,
+ );
+ expect(amountSoldByRightMaker, 'Checking logged amount sold by right maker').to.be.bignumber.equal(
+ expectedTransferAmounts.amountSoldByRightMaker,
+ );
+ expect(feePaidByRightMaker, 'Checking logged fee paid by right maker').to.be.bignumber.equal(
+ expectedTransferAmounts.feePaidByRightMaker,
+ );
+ expect(feePaidByTakerRight, 'Checking logged fee paid on right order by taker').to.be.bignumber.equal(
+ expectedTransferAmounts.feePaidByTakerRight,
+ );
+ // Assert derived amount received by taker
+ expect(amountReceivedByTaker, 'Checking logged amount received by taker').to.be.bignumber.equal(
+ expectedTransferAmounts.amountReceivedByTaker,
+ );
+ }
+ /// @dev Asserts all expected ERC20 and ERC721 account holdings match the real holdings.
+ /// @param expectedERC20BalancesByOwner Expected ERC20 balances.
+ /// @param realERC20BalancesByOwner Real ERC20 balances.
+ /// @param expectedERC721TokenIdsByOwner Expected ERC721 token owners.
+ /// @param realERC721TokenIdsByOwner Real ERC20 token owners.
+ private static async _assertAllKnownBalancesAsync(
+ expectedERC20BalancesByOwner: ERC20BalancesByOwner,
realERC20BalancesByOwner: ERC20BalancesByOwner,
- expectedNewERC721TokenIdsByOwner: ERC721TokenIdsByOwner,
+ expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner,
realERC721TokenIdsByOwner: ERC721TokenIdsByOwner,
- ): boolean {
+ ): Promise<void> {
// ERC20 Balances
- const doesErc20BalancesMatch = _.isEqual(expectedNewERC20BalancesByOwner, realERC20BalancesByOwner);
- if (!doesErc20BalancesMatch) {
- return false;
- }
+ const areERC20BalancesEqual = _.isEqual(expectedERC20BalancesByOwner, realERC20BalancesByOwner);
+ expect(areERC20BalancesEqual, 'Checking all known ERC20 account balances').to.be.true();
// ERC721 Token Ids
- const sortedExpectedNewERC721TokenIdsByOwner = _.mapValues(
- expectedNewERC721TokenIdsByOwner,
- tokenIdsByOwner => {
- _.mapValues(tokenIdsByOwner, tokenIds => {
- _.sortBy(tokenIds);
- });
- },
- );
+ const sortedExpectedNewERC721TokenIdsByOwner = _.mapValues(expectedERC721TokenIdsByOwner, tokenIdsByOwner => {
+ _.mapValues(tokenIdsByOwner, tokenIds => {
+ _.sortBy(tokenIds);
+ });
+ });
const sortedNewERC721TokenIdsByOwner = _.mapValues(realERC721TokenIdsByOwner, tokenIdsByOwner => {
_.mapValues(tokenIdsByOwner, tokenIds => {
_.sortBy(tokenIds);
});
});
- const doesErc721TokenIdsMatch = _.isEqual(
+ const areERC721TokenIdsEqual = _.isEqual(
sortedExpectedNewERC721TokenIdsByOwner,
sortedNewERC721TokenIdsByOwner,
);
- return doesErc721TokenIdsMatch;
+ expect(areERC721TokenIdsEqual, 'Checking all known ERC721 account balances').to.be.true();
}
/// @dev Constructs new MatchOrderTester.
/// @param exchangeWrapper Used to call to the Exchange.
@@ -72,150 +145,199 @@ export class MatchOrderTester {
this._erc721Wrapper = erc721Wrapper;
this._feeTokenAddress = feeTokenAddress;
}
- /// @dev Matches two complementary orders and validates results.
- /// Validation either succeeds or throws.
+ /// @dev Matches two complementary orders and asserts results.
/// @param signedOrderLeft First matched order.
/// @param signedOrderRight Second matched order.
/// @param takerAddress Address of taker (the address who matched the two orders)
/// @param erc20BalancesByOwner Current ERC20 balances.
/// @param erc721TokenIdsByOwner Current ERC721 token owners.
- /// @param initialTakerAssetFilledAmountLeft Current amount the left order has been filled.
- /// @param initialTakerAssetFilledAmountRight Current amount the right order has been filled.
+ /// @param expectedTransferAmounts Expected amounts transferred as a result of order matching.
+ /// @param initialLeftOrderFilledAmount How much left order has been filled, prior to matching orders.
+ /// @param initialRightOrderFilledAmount How much the right order has been filled, prior to matching orders.
/// @return New ERC20 balances & ERC721 token owners.
- public async matchOrdersAndVerifyBalancesAsync(
+ public async matchOrdersAndAssertEffectsAsync(
signedOrderLeft: SignedOrder,
signedOrderRight: SignedOrder,
takerAddress: string,
erc20BalancesByOwner: ERC20BalancesByOwner,
erc721TokenIdsByOwner: ERC721TokenIdsByOwner,
- initialTakerAssetFilledAmountLeft?: BigNumber,
- initialTakerAssetFilledAmountRight?: BigNumber,
+ expectedTransferAmounts: TransferAmounts,
+ initialLeftOrderFilledAmount: BigNumber = new BigNumber(0),
+ initialRightOrderFilledAmount: BigNumber = new BigNumber(0),
): Promise<[ERC20BalancesByOwner, ERC721TokenIdsByOwner]> {
- // Verify Left order preconditions
- const orderTakerAssetFilledAmountLeft = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
- orderHashUtils.getOrderHashHex(signedOrderLeft),
- );
- const expectedOrderFilledAmountLeft = initialTakerAssetFilledAmountLeft
- ? initialTakerAssetFilledAmountLeft
- : new BigNumber(0);
- expect(expectedOrderFilledAmountLeft).to.be.bignumber.equal(orderTakerAssetFilledAmountLeft);
- // Verify Right order preconditions
- const orderTakerAssetFilledAmountRight = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
- orderHashUtils.getOrderHashHex(signedOrderRight),
+ // Assert initial order states
+ await this._assertInitialOrderStatesAsync(
+ signedOrderLeft,
+ signedOrderRight,
+ initialLeftOrderFilledAmount,
+ initialRightOrderFilledAmount,
);
- const expectedOrderFilledAmountRight = initialTakerAssetFilledAmountRight
- ? initialTakerAssetFilledAmountRight
- : new BigNumber(0);
- expect(expectedOrderFilledAmountRight).to.be.bignumber.equal(orderTakerAssetFilledAmountRight);
// Match left & right orders
- await this._exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress);
+ const transactionReceipt = await this._exchangeWrapper.matchOrdersAsync(
+ signedOrderLeft,
+ signedOrderRight,
+ takerAddress,
+ );
const newERC20BalancesByOwner = await this._erc20Wrapper.getBalancesAsync();
const newERC721TokenIdsByOwner = await this._erc721Wrapper.getBalancesAsync();
- // Calculate expected balance changes
- const expectedTransferAmounts = await this._calculateExpectedTransferAmountsAsync(
+ // Assert logs
+ await MatchOrderTester._assertLogsAsync(
signedOrderLeft,
signedOrderRight,
- orderTakerAssetFilledAmountLeft,
- orderTakerAssetFilledAmountRight,
+ transactionReceipt,
+ takerAddress,
+ expectedTransferAmounts,
);
- let expectedERC20BalancesByOwner: ERC20BalancesByOwner;
- let expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner;
- [expectedERC20BalancesByOwner, expectedERC721TokenIdsByOwner] = this._calculateExpectedBalances(
+ // Assert exchange state
+ await this._assertExchangeStateAsync(
signedOrderLeft,
signedOrderRight,
- takerAddress,
- erc20BalancesByOwner,
- erc721TokenIdsByOwner,
+ initialLeftOrderFilledAmount,
+ initialRightOrderFilledAmount,
expectedTransferAmounts,
);
- // Assert our expected balances are equal to the actual balances
- const didExpectedBalancesMatchRealBalances = MatchOrderTester._compareExpectedAndRealBalances(
- expectedERC20BalancesByOwner,
+ // Assert balances of makers, taker, and fee recipients
+ await this._assertBalancesAsync(
+ signedOrderLeft,
+ signedOrderRight,
+ erc20BalancesByOwner,
+ erc721TokenIdsByOwner,
newERC20BalancesByOwner,
- expectedERC721TokenIdsByOwner,
newERC721TokenIdsByOwner,
+ expectedTransferAmounts,
+ takerAddress,
);
- expect(didExpectedBalancesMatchRealBalances).to.be.true();
return [newERC20BalancesByOwner, newERC721TokenIdsByOwner];
}
- /// @dev Calculates expected transfer amounts between order makers, fee recipients, and
- /// the taker when two orders are matched.
+ /// @dev Asserts initial exchange state for the left and right orders.
+ /// @param signedOrderLeft First matched order.
+ /// @param signedOrderRight Second matched order.
+ /// @param expectedOrderFilledAmountLeft How much left order has been filled, prior to matching orders.
+ /// @param expectedOrderFilledAmountRight How much the right order has been filled, prior to matching orders.
+ private async _assertInitialOrderStatesAsync(
+ signedOrderLeft: SignedOrder,
+ signedOrderRight: SignedOrder,
+ expectedOrderFilledAmountLeft: BigNumber,
+ expectedOrderFilledAmountRight: BigNumber,
+ ): Promise<void> {
+ // Assert left order initial state
+ const orderTakerAssetFilledAmountLeft = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
+ orderHashUtils.getOrderHashHex(signedOrderLeft),
+ );
+ expect(orderTakerAssetFilledAmountLeft, 'Checking inital state of left order').to.be.bignumber.equal(
+ expectedOrderFilledAmountLeft,
+ );
+ // Assert right order initial state
+ const orderTakerAssetFilledAmountRight = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
+ orderHashUtils.getOrderHashHex(signedOrderRight),
+ );
+ expect(orderTakerAssetFilledAmountRight, 'Checking inital state of right order').to.be.bignumber.equal(
+ expectedOrderFilledAmountRight,
+ );
+ }
+ /// @dev Asserts the exchange state against the expected amounts transferred by from matching orders.
/// @param signedOrderLeft First matched order.
/// @param signedOrderRight Second matched order.
- /// @param orderTakerAssetFilledAmountLeft How much left order has been filled, prior to matching orders.
- /// @param orderTakerAssetFilledAmountRight How much the right order has been filled, prior to matching orders.
+ /// @param initialLeftOrderFilledAmount How much left order has been filled, prior to matching orders.
+ /// @param initialRightOrderFilledAmount How much the right order has been filled, prior to matching orders.
/// @return TransferAmounts A struct containing the expected transfer amounts.
- private async _calculateExpectedTransferAmountsAsync(
+ private async _assertExchangeStateAsync(
signedOrderLeft: SignedOrder,
signedOrderRight: SignedOrder,
- orderTakerAssetFilledAmountLeft: BigNumber,
- orderTakerAssetFilledAmountRight: BigNumber,
- ): Promise<TransferAmounts> {
+ initialLeftOrderFilledAmount: BigNumber,
+ initialRightOrderFilledAmount: BigNumber,
+ expectedTransferAmounts: TransferAmounts,
+ ): Promise<void> {
+ // Assert state for left order: amount bought by left maker
let amountBoughtByLeftMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
orderHashUtils.getOrderHashHex(signedOrderLeft),
);
- amountBoughtByLeftMaker = amountBoughtByLeftMaker.minus(orderTakerAssetFilledAmountLeft);
- const amountSoldByLeftMaker = amountBoughtByLeftMaker
- .times(signedOrderLeft.makerAssetAmount)
- .dividedToIntegerBy(signedOrderLeft.takerAssetAmount);
- const amountReceivedByRightMaker = amountBoughtByLeftMaker
- .times(signedOrderRight.takerAssetAmount)
- .dividedToIntegerBy(signedOrderRight.makerAssetAmount);
- const amountReceivedByTaker = amountSoldByLeftMaker.minus(amountReceivedByRightMaker);
+ amountBoughtByLeftMaker = amountBoughtByLeftMaker.minus(initialLeftOrderFilledAmount);
+ expect(amountBoughtByLeftMaker, 'Checking exchange state for left order').to.be.bignumber.equal(
+ expectedTransferAmounts.amountBoughtByLeftMaker,
+ );
+ // Assert state for right order: amount bought by right maker
let amountBoughtByRightMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
orderHashUtils.getOrderHashHex(signedOrderRight),
);
- amountBoughtByRightMaker = amountBoughtByRightMaker.minus(orderTakerAssetFilledAmountRight);
- const amountSoldByRightMaker = amountBoughtByRightMaker
- .times(signedOrderRight.makerAssetAmount)
- .dividedToIntegerBy(signedOrderRight.takerAssetAmount);
- const amountReceivedByLeftMaker = amountSoldByRightMaker;
- const feePaidByLeftMaker = signedOrderLeft.makerFee
- .times(amountSoldByLeftMaker)
- .dividedToIntegerBy(signedOrderLeft.makerAssetAmount);
- const feePaidByRightMaker = signedOrderRight.makerFee
- .times(amountSoldByRightMaker)
- .dividedToIntegerBy(signedOrderRight.makerAssetAmount);
- const feePaidByTakerLeft = signedOrderLeft.takerFee
- .times(amountSoldByLeftMaker)
- .dividedToIntegerBy(signedOrderLeft.makerAssetAmount);
- const feePaidByTakerRight = signedOrderRight.takerFee
- .times(amountSoldByRightMaker)
- .dividedToIntegerBy(signedOrderRight.makerAssetAmount);
- const totalFeePaidByTaker = feePaidByTakerLeft.add(feePaidByTakerRight);
- const feeReceivedLeft = feePaidByLeftMaker.add(feePaidByTakerLeft);
- const feeReceivedRight = feePaidByRightMaker.add(feePaidByTakerRight);
- // Return values
- const expectedTransferAmounts = {
- // Left Maker
- amountBoughtByLeftMaker,
- amountSoldByLeftMaker,
- amountReceivedByLeftMaker,
- feePaidByLeftMaker,
- // Right Maker
- amountBoughtByRightMaker,
- amountSoldByRightMaker,
- amountReceivedByRightMaker,
- feePaidByRightMaker,
- // Taker
- amountReceivedByTaker,
- feePaidByTakerLeft,
- feePaidByTakerRight,
- totalFeePaidByTaker,
- // Fee Recipients
- feeReceivedLeft,
- feeReceivedRight,
- };
- return expectedTransferAmounts;
+ amountBoughtByRightMaker = amountBoughtByRightMaker.minus(initialRightOrderFilledAmount);
+ expect(amountBoughtByRightMaker, 'Checking exchange state for right order').to.be.bignumber.equal(
+ expectedTransferAmounts.amountBoughtByRightMaker,
+ );
+ // Assert left order status
+ const maxAmountBoughtByLeftMaker = signedOrderLeft.takerAssetAmount.minus(initialLeftOrderFilledAmount);
+ const leftOrderInfo: OrderInfo = await this._exchangeWrapper.getOrderInfoAsync(signedOrderLeft);
+ const leftExpectedStatus = expectedTransferAmounts.amountBoughtByLeftMaker.equals(maxAmountBoughtByLeftMaker)
+ ? OrderStatus.FULLY_FILLED
+ : OrderStatus.FILLABLE;
+ expect(leftOrderInfo.orderStatus as OrderStatus, 'Checking exchange status for left order').to.be.equal(
+ leftExpectedStatus,
+ );
+ // Assert right order status
+ const maxAmountBoughtByRightMaker = signedOrderRight.takerAssetAmount.minus(initialRightOrderFilledAmount);
+ const rightOrderInfo: OrderInfo = await this._exchangeWrapper.getOrderInfoAsync(signedOrderRight);
+ const rightExpectedStatus = expectedTransferAmounts.amountBoughtByRightMaker.equals(maxAmountBoughtByRightMaker)
+ ? OrderStatus.FULLY_FILLED
+ : OrderStatus.FILLABLE;
+ expect(rightOrderInfo.orderStatus as OrderStatus, 'Checking exchange status for right order').to.be.equal(
+ rightExpectedStatus,
+ );
+ }
+ /// @dev Asserts account balances after matching orders.
+ /// @param signedOrderLeft First matched order.
+ /// @param signedOrderRight Second matched order.
+ /// @param initialERC20BalancesByOwner ERC20 balances prior to order matching.
+ /// @param initialERC721TokenIdsByOwner ERC721 token owners prior to order matching.
+ /// @param finalERC20BalancesByOwner ERC20 balances after order matching.
+ /// @param finalERC721TokenIdsByOwner ERC721 token owners after order matching.
+ /// @param expectedTransferAmounts Expected amounts transferred as a result of order matching.
+ /// @param takerAddress Address of taker (account that called Exchange.matchOrders).
+ private async _assertBalancesAsync(
+ signedOrderLeft: SignedOrder,
+ signedOrderRight: SignedOrder,
+ initialERC20BalancesByOwner: ERC20BalancesByOwner,
+ initialERC721TokenIdsByOwner: ERC721TokenIdsByOwner,
+ finalERC20BalancesByOwner: ERC20BalancesByOwner,
+ finalERC721TokenIdsByOwner: ERC721TokenIdsByOwner,
+ expectedTransferAmounts: TransferAmounts,
+ takerAddress: string,
+ ): Promise<void> {
+ let expectedERC20BalancesByOwner: ERC20BalancesByOwner;
+ let expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner;
+ [expectedERC20BalancesByOwner, expectedERC721TokenIdsByOwner] = this._calculateExpectedBalances(
+ signedOrderLeft,
+ signedOrderRight,
+ takerAddress,
+ initialERC20BalancesByOwner,
+ initialERC721TokenIdsByOwner,
+ expectedTransferAmounts,
+ );
+ // Assert balances of makers, taker, and fee recipients
+ await this._assertMakerTakerAndFeeRecipientBalancesAsync(
+ signedOrderLeft,
+ signedOrderRight,
+ expectedERC20BalancesByOwner,
+ finalERC20BalancesByOwner,
+ expectedERC721TokenIdsByOwner,
+ finalERC721TokenIdsByOwner,
+ takerAddress,
+ );
+ // Assert balances for all known accounts
+ await MatchOrderTester._assertAllKnownBalancesAsync(
+ expectedERC20BalancesByOwner,
+ finalERC20BalancesByOwner,
+ expectedERC721TokenIdsByOwner,
+ finalERC721TokenIdsByOwner,
+ );
}
/// @dev Calculates the expected balances of order makers, fee recipients, and the taker,
/// as a result of matching two orders.
- /// @param signedOrderLeft First matched order.
+ /// @param signedOrderRight First matched order.
/// @param signedOrderRight Second matched order.
/// @param takerAddress Address of taker (the address who matched the two orders)
/// @param erc20BalancesByOwner Current ERC20 balances.
/// @param erc721TokenIdsByOwner Current ERC721 token owners.
- /// @param expectedTransferAmounts A struct containing the expected transfer amounts.
+ /// @param expectedTransferAmounts Expected amounts transferred as a result of order matching.
/// @return Expected ERC20 balances & ERC721 token owners after orders have been matched.
private _calculateExpectedBalances(
signedOrderLeft: SignedOrder,
@@ -247,7 +369,7 @@ export class MatchOrderTester {
expectedNewERC20BalancesByOwner[makerAddressRight][
takerAssetAddressRight
] = expectedNewERC20BalancesByOwner[makerAddressRight][takerAssetAddressRight].add(
- expectedTransferAmounts.amountReceivedByRightMaker,
+ expectedTransferAmounts.amountBoughtByRightMaker,
);
// Taker
expectedNewERC20BalancesByOwner[takerAddress][makerAssetAddressLeft] = expectedNewERC20BalancesByOwner[
@@ -277,7 +399,7 @@ export class MatchOrderTester {
// Left Maker
expectedNewERC20BalancesByOwner[makerAddressLeft][takerAssetAddressLeft] = expectedNewERC20BalancesByOwner[
makerAddressLeft
- ][takerAssetAddressLeft].add(expectedTransferAmounts.amountReceivedByLeftMaker);
+ ][takerAssetAddressLeft].add(expectedTransferAmounts.amountBoughtByLeftMaker);
// Right Maker
expectedNewERC20BalancesByOwner[makerAddressRight][
makerAssetAddressRight
@@ -307,20 +429,138 @@ export class MatchOrderTester {
// Taker Fees
expectedNewERC20BalancesByOwner[takerAddress][this._feeTokenAddress] = expectedNewERC20BalancesByOwner[
takerAddress
- ][this._feeTokenAddress].minus(expectedTransferAmounts.totalFeePaidByTaker);
+ ][this._feeTokenAddress].minus(
+ expectedTransferAmounts.feePaidByTakerLeft.add(expectedTransferAmounts.feePaidByTakerRight),
+ );
// Left Fee Recipient Fees
expectedNewERC20BalancesByOwner[feeRecipientAddressLeft][
this._feeTokenAddress
] = expectedNewERC20BalancesByOwner[feeRecipientAddressLeft][this._feeTokenAddress].add(
- expectedTransferAmounts.feeReceivedLeft,
+ expectedTransferAmounts.feePaidByLeftMaker.add(expectedTransferAmounts.feePaidByTakerLeft),
);
// Right Fee Recipient Fees
expectedNewERC20BalancesByOwner[feeRecipientAddressRight][
this._feeTokenAddress
] = expectedNewERC20BalancesByOwner[feeRecipientAddressRight][this._feeTokenAddress].add(
- expectedTransferAmounts.feeReceivedRight,
+ expectedTransferAmounts.feePaidByRightMaker.add(expectedTransferAmounts.feePaidByTakerRight),
);
return [expectedNewERC20BalancesByOwner, expectedNewERC721TokenIdsByOwner];
}
-}
+ /// @dev Asserts ERC20 account balances and ERC721 token holdings that result from order matching.
+ /// Specifically checks balances of makers, taker and fee recipients.
+ /// @param signedOrderLeft First matched order.
+ /// @param signedOrderRight Second matched order.
+ /// @param expectedERC20BalancesByOwner Expected ERC20 balances.
+ /// @param realERC20BalancesByOwner Real ERC20 balances.
+ /// @param expectedERC721TokenIdsByOwner Expected ERC721 token owners.
+ /// @param realERC721TokenIdsByOwner Real ERC20 token owners.
+ /// @param takerAddress Address of taker (account that called Exchange.matchOrders).
+ private async _assertMakerTakerAndFeeRecipientBalancesAsync(
+ signedOrderLeft: SignedOrder,
+ signedOrderRight: SignedOrder,
+ expectedERC20BalancesByOwner: ERC20BalancesByOwner,
+ realERC20BalancesByOwner: ERC20BalancesByOwner,
+ expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner,
+ realERC721TokenIdsByOwner: ERC721TokenIdsByOwner,
+ takerAddress: string,
+ ): Promise<void> {
+ // Individual balance comparisons
+ const makerAssetProxyIdLeft = assetDataUtils.decodeAssetProxyId(signedOrderLeft.makerAssetData);
+ const makerERC20AssetDataLeft =
+ makerAssetProxyIdLeft === AssetProxyId.ERC20
+ ? assetDataUtils.decodeERC20AssetData(signedOrderLeft.makerAssetData)
+ : assetDataUtils.decodeERC721AssetData(signedOrderLeft.makerAssetData);
+ const makerAssetAddressLeft = makerERC20AssetDataLeft.tokenAddress;
+ const makerAssetProxyIdRight = assetDataUtils.decodeAssetProxyId(signedOrderRight.makerAssetData);
+ const makerERC20AssetDataRight =
+ makerAssetProxyIdRight === AssetProxyId.ERC20
+ ? assetDataUtils.decodeERC20AssetData(signedOrderRight.makerAssetData)
+ : assetDataUtils.decodeERC721AssetData(signedOrderRight.makerAssetData);
+ const makerAssetAddressRight = makerERC20AssetDataRight.tokenAddress;
+ if (makerAssetProxyIdLeft === AssetProxyId.ERC20) {
+ expect(
+ realERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft],
+ 'Checking left maker egress ERC20 account balance',
+ ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft]);
+ expect(
+ realERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft],
+ 'Checking right maker ingress ERC20 account balance',
+ ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft]);
+ expect(
+ realERC20BalancesByOwner[takerAddress][makerAssetAddressLeft],
+ 'Checking taker ingress ERC20 account balance',
+ ).to.be.bignumber.equal(expectedERC20BalancesByOwner[takerAddress][makerAssetAddressLeft]);
+ } else if (makerAssetProxyIdLeft === AssetProxyId.ERC721) {
+ expect(
+ realERC721TokenIdsByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft].sort(),
+ 'Checking left maker egress ERC721 account holdings',
+ ).to.be.deep.equal(
+ expectedERC721TokenIdsByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft].sort(),
+ );
+ expect(
+ realERC721TokenIdsByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft].sort(),
+ 'Checking right maker ERC721 account holdings',
+ ).to.be.deep.equal(
+ expectedERC721TokenIdsByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft].sort(),
+ );
+ expect(
+ realERC721TokenIdsByOwner[takerAddress][makerAssetAddressLeft].sort(),
+ 'Checking taker ingress ERC721 account holdings',
+ ).to.be.deep.equal(expectedERC721TokenIdsByOwner[takerAddress][makerAssetAddressLeft].sort());
+ } else {
+ throw new Error(`Unhandled Asset Proxy ID: ${makerAssetProxyIdLeft}`);
+ }
+ if (makerAssetProxyIdRight === AssetProxyId.ERC20) {
+ expect(
+ realERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight],
+ 'Checking left maker ingress ERC20 account balance',
+ ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight]);
+ expect(
+ realERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressRight],
+ 'Checking right maker egress ERC20 account balance',
+ ).to.be.bignumber.equal(
+ expectedERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressRight],
+ );
+ } else if (makerAssetProxyIdRight === AssetProxyId.ERC721) {
+ expect(
+ realERC721TokenIdsByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight].sort(),
+ 'Checking left maker ingress ERC721 account holdings',
+ ).to.be.deep.equal(
+ expectedERC721TokenIdsByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight].sort(),
+ );
+ expect(
+ realERC721TokenIdsByOwner[signedOrderRight.makerAddress][makerAssetAddressRight],
+ 'Checking right maker agress ERC721 account holdings',
+ ).to.be.deep.equal(expectedERC721TokenIdsByOwner[signedOrderRight.makerAddress][makerAssetAddressRight]);
+ } else {
+ throw new Error(`Unhandled Asset Proxy ID: ${makerAssetProxyIdRight}`);
+ }
+ // Paid fees
+ expect(
+ realERC20BalancesByOwner[signedOrderLeft.makerAddress][this._feeTokenAddress],
+ 'Checking left maker egress ERC20 account fees',
+ ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderLeft.makerAddress][this._feeTokenAddress]);
+ expect(
+ realERC20BalancesByOwner[signedOrderRight.makerAddress][this._feeTokenAddress],
+ 'Checking right maker egress ERC20 account fees',
+ ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderRight.makerAddress][this._feeTokenAddress]);
+ expect(
+ realERC20BalancesByOwner[takerAddress][this._feeTokenAddress],
+ 'Checking taker egress ERC20 account fees',
+ ).to.be.bignumber.equal(expectedERC20BalancesByOwner[takerAddress][this._feeTokenAddress]);
+ // Received fees
+ expect(
+ realERC20BalancesByOwner[signedOrderLeft.feeRecipientAddress][this._feeTokenAddress],
+ 'Checking left fee recipient ingress ERC20 account fees',
+ ).to.be.bignumber.equal(
+ expectedERC20BalancesByOwner[signedOrderLeft.feeRecipientAddress][this._feeTokenAddress],
+ );
+ expect(
+ realERC20BalancesByOwner[signedOrderRight.feeRecipientAddress][this._feeTokenAddress],
+ 'Checking right fee receipient ingress ERC20 account fees',
+ ).to.be.bignumber.equal(
+ expectedERC20BalancesByOwner[signedOrderRight.feeRecipientAddress][this._feeTokenAddress],
+ );
+ }
+} // tslint:disable-line:max-file-line-count
diff --git a/packages/contracts/test/utils/types.ts b/packages/contracts/test/utils/types.ts
index 481ee87d6..598fb5393 100644
--- a/packages/contracts/test/utils/types.ts
+++ b/packages/contracts/test/utils/types.ts
@@ -117,21 +117,24 @@ export interface TransferAmountsByMatchOrders {
// Left Maker
amountBoughtByLeftMaker: BigNumber;
amountSoldByLeftMaker: BigNumber;
- amountReceivedByLeftMaker: BigNumber;
feePaidByLeftMaker: BigNumber;
// Right Maker
amountBoughtByRightMaker: BigNumber;
amountSoldByRightMaker: BigNumber;
- amountReceivedByRightMaker: BigNumber;
feePaidByRightMaker: BigNumber;
// Taker
amountReceivedByTaker: BigNumber;
feePaidByTakerLeft: BigNumber;
feePaidByTakerRight: BigNumber;
- totalFeePaidByTaker: BigNumber;
- // Fee Recipients
- feeReceivedLeft: BigNumber;
- feeReceivedRight: BigNumber;
+}
+
+export interface TransferAmountsLoggedByMatchOrders {
+ makerAddress: string;
+ takerAddress: string;
+ makerAssetFilledAmount: string;
+ takerAssetFilledAmount: string;
+ makerFeePaid: string;
+ takerFeePaid: string;
}
export interface OrderInfo {
generated by cgit v1.2.3 (git 2.25.1) at 2024-11-09 13:37:15 +0800