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authorLeonid <logvinov.leon@gmail.com>2017-10-05 14:47:55 +0800
committerGitHub <noreply@github.com>2017-10-05 14:47:55 +0800
commit0eb7b81636a9efa8decbf9068d78ffe670e20426 (patch)
tree4c4761c9df6fc42f8aa86a9cdee0c707710e54fb
parent5bc7d716e03f8786b93fbe506096abe0fb7d08a9 (diff)
parent0594667d36e1551f17ff8b409c47df196f9b1072 (diff)
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Merge pull request #181 from 0xProject/feature/order-validation-zrx
Fees validations when one of the tokens is ZRX
-rw-r--r--CHANGELOG.md1
-rw-r--r--src/utils/order_validation_utils.ts15
-rw-r--r--test/order_validation_test.ts156
3 files changed, 136 insertions, 36 deletions
diff --git a/CHANGELOG.md b/CHANGELOG.md
index b3ce29f82..7c6b9ae62 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -3,6 +3,7 @@
v0.20.0 - _October 3, 2017_
* Add `zeroEx.token.getLogsAsync` (#178)
* Add `zeroEx.exchange.getLogsAsync` (#178)
+ * Fixed fees validation when one of the tokens transferred is ZRX (#181)
v0.19.0 - _September 29, 2017_
* Made order validation optional (#172)
diff --git a/src/utils/order_validation_utils.ts b/src/utils/order_validation_utils.ts
index 6f7522c41..0450d26a6 100644
--- a/src/utils/order_validation_utils.ts
+++ b/src/utils/order_validation_utils.ts
@@ -121,7 +121,11 @@ export class OrderValidationUtils {
}
if (!isMakerTokenZRX) {
- const makerZRXBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, signedOrder.maker);
+ let makerZRXBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, signedOrder.maker);
+ const isTakerTokenZRX = signedOrder.takerTokenAddress === zrxTokenAddress;
+ if (isTakerTokenZRX) {
+ makerZRXBalance = makerZRXBalance.plus(fillTakerAmount);
+ }
const makerZRXAllowance = await this.tokenWrapper.getProxyAllowanceAsync(
zrxTokenAddress, signedOrder.maker);
@@ -141,6 +145,9 @@ export class OrderValidationUtils {
signedOrder.takerTokenAddress, senderAddress);
const isTakerTokenZRX = signedOrder.takerTokenAddress === zrxTokenAddress;
+ // exchangeRate is the price of one maker token denominated in taker tokens
+ const exchangeRate = signedOrder.takerTokenAmount.div(signedOrder.makerTokenAmount);
+ const fillMakerAmount = fillTakerAmount.div(exchangeRate);
const requiredTakerAmount = isTakerTokenZRX ? fillTakerAmount.plus(signedOrder.takerFee) : fillTakerAmount;
if (requiredTakerAmount.greaterThan(takerBalance)) {
@@ -151,7 +158,11 @@ export class OrderValidationUtils {
}
if (!isTakerTokenZRX) {
- const takerZRXBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, senderAddress);
+ const isMakerTokenZRX = signedOrder.makerTokenAddress === zrxTokenAddress;
+ let takerZRXBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, senderAddress);
+ if (isMakerTokenZRX) {
+ takerZRXBalance = takerZRXBalance.plus(fillMakerAmount);
+ }
const takerZRXAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress, senderAddress);
if (signedOrder.takerFee.greaterThan(takerZRXBalance)) {
diff --git a/test/order_validation_test.ts b/test/order_validation_test.ts
index f625433eb..c1a0a6c8c 100644
--- a/test/order_validation_test.ts
+++ b/test/order_validation_test.ts
@@ -207,7 +207,7 @@ describe('OrderValidation', () => {
.to.be.rejectedWith(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
});
});
- describe('#validateFillOrderTakerBalancesAllowancesThrowIfInvalidAsync', () => {
+ describe('#validateFillOrderMakerBalancesAllowancesThrowIfInvalidAsync', () => {
describe('should throw when not enough balance or allowance to fulfill the order', () => {
const balanceToSubtractFromMaker = new BigNumber(3);
const balanceToSubtractFromTaker = new BigNumber(3);
@@ -218,22 +218,6 @@ describe('OrderValidation', () => {
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,
@@ -278,23 +262,6 @@ describe('OrderValidation', () => {
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',
() => {
@@ -326,6 +293,95 @@ describe('OrderValidation', () => {
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientMakerAllowance);
});
});
+ describe('should correctly validate fees amounts if taker token is ZRX',
+ () => {
+ let signedOrder: SignedOrder;
+ let txHash: string;
+ it('should not throw if maker will have enough ZRX to pay fees after the transfer', async () => {
+ const makerFee = new BigNumber(2);
+ const takerFee = new BigNumber(2);
+ signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+ makerTokenAddress, zrxTokenAddress, makerFee, takerFee,
+ makerAddress, takerAddress, fillableAmount, feeRecipient,
+ );
+ txHash = await zeroEx.token.transferAsync(zrxTokenAddress, makerAddress, coinbase, makerFee);
+ await zeroEx.awaitTransactionMinedAsync(txHash);
+ await (orderValidationUtils as any).validateFillOrderMakerBalancesAllowancesThrowIfInvalidAsync(
+ signedOrder, fillTakerAmount, zrxTokenAddress,
+ );
+ });
+ it('should throw if maker will not have enough ZRX to pay fees even after the transfer', async () => {
+ const makerFee = fillableAmount.plus(1);
+ const takerFee = fillableAmount.plus(1);
+ signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+ makerTokenAddress, zrxTokenAddress, makerFee, takerFee,
+ makerAddress, takerAddress, fillableAmount, feeRecipient,
+ );
+ txHash = await zeroEx.token.transferAsync(zrxTokenAddress, makerAddress, coinbase, makerFee);
+ await zeroEx.awaitTransactionMinedAsync(txHash);
+ return expect(
+ (orderValidationUtils as any).validateFillOrderMakerBalancesAllowancesThrowIfInvalidAsync(
+ signedOrder, fillTakerAmount, zrxTokenAddress,
+ )).to.be.rejectedWith(ExchangeContractErrs.InsufficientMakerFeeBalance);
+ });
+ });
+ });
+ 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);
+ });
+ });
+ 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 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 takerToken is ZRX',
() => {
const makerFee = new BigNumber(2);
@@ -356,5 +412,37 @@ describe('OrderValidation', () => {
)).to.be.rejectedWith(ExchangeContractErrs.InsufficientTakerAllowance);
});
});
+ describe('should correctly validate fees amounts if maker token is ZRX',
+ () => {
+ let signedOrder: SignedOrder;
+ let txHash: string;
+ it('should not throw if taker will have enough ZRX to pay fees after the transfer', async () => {
+ const makerFee = new BigNumber(2);
+ const takerFee = new BigNumber(2);
+ signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+ zrxTokenAddress, takerTokenAddress, makerFee, takerFee,
+ makerAddress, takerAddress, fillableAmount, feeRecipient,
+ );
+ txHash = await zeroEx.token.transferAsync(zrxTokenAddress, takerAddress, coinbase, takerFee);
+ await zeroEx.awaitTransactionMinedAsync(txHash);
+ await (orderValidationUtils as any).validateFillOrderTakerBalancesAllowancesThrowIfInvalidAsync(
+ signedOrder, fillTakerAmount, takerAddress, zrxTokenAddress,
+ );
+ });
+ it('should throw if maker will not have enough ZRX to pay fees even after the transfer', async () => {
+ const makerFee = fillableAmount.plus(1);
+ const takerFee = fillableAmount.plus(1);
+ signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+ zrxTokenAddress, takerTokenAddress, makerFee, takerFee,
+ makerAddress, takerAddress, fillableAmount, feeRecipient,
+ );
+ txHash = await zeroEx.token.transferAsync(zrxTokenAddress, takerAddress, coinbase, takerFee);
+ await zeroEx.awaitTransactionMinedAsync(txHash);
+ return expect(
+ (orderValidationUtils as any).validateFillOrderTakerBalancesAllowancesThrowIfInvalidAsync(
+ signedOrder, fillTakerAmount, takerAddress, zrxTokenAddress,
+ )).to.be.rejectedWith(ExchangeContractErrs.InsufficientTakerFeeBalance);
+ });
+ });
});
});