Merge pull request #1413 from 0xProject/feature/contracts-monorepo-7

Contracts monorepo 7

1 files changed, 472 insertions, 0 deletions

diff --git a/contracts/protocol/test/exchange/internal.ts b/contracts/protocol/test/exchange/internal.ts
new file mode 100644
index 000000000..972f5efb6
--- /dev/null
+++ b/contracts/protocol/test/exchange/internal.ts
@@ -0,0 +1,472 @@
+import {
+    bytes32Values,
+    chaiSetup,
+    constants,
+    FillResults,
+    getRevertReasonOrErrorMessageForSendTransactionAsync,
+    provider,
+    testCombinatoriallyWithReferenceFuncAsync,
+    txDefaults,
+    uint256Values,
+    web3Wrapper,
+} from '@0x/contracts-test-utils';
+import { BlockchainLifecycle } from '@0x/dev-utils';
+import { Order, RevertReason, SignedOrder } from '@0x/types';
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import * as _ from 'lodash';
+
+import { TestExchangeInternalsContract } from '../../generated-wrappers/test_exchange_internals';
+import { artifacts } from '../../src/artifacts';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
+
+const MAX_UINT256 = new BigNumber(2).pow(256).minus(1);
+
+const emptyOrder: Order = {
+    senderAddress: constants.NULL_ADDRESS,
+    makerAddress: constants.NULL_ADDRESS,
+    takerAddress: constants.NULL_ADDRESS,
+    makerFee: new BigNumber(0),
+    takerFee: new BigNumber(0),
+    makerAssetAmount: new BigNumber(0),
+    takerAssetAmount: new BigNumber(0),
+    makerAssetData: '0x',
+    takerAssetData: '0x',
+    salt: new BigNumber(0),
+    exchangeAddress: constants.NULL_ADDRESS,
+    feeRecipientAddress: constants.NULL_ADDRESS,
+    expirationTimeSeconds: new BigNumber(0),
+};
+
+const emptySignedOrder: SignedOrder = {
+    ...emptyOrder,
+    signature: '',
+};
+
+const overflowErrorForCall = new Error(RevertReason.Uint256Overflow);
+
+describe('Exchange core internal functions', () => {
+    let testExchange: TestExchangeInternalsContract;
+    let overflowErrorForSendTransaction: Error | undefined;
+    let divisionByZeroErrorForCall: Error | undefined;
+    let roundingErrorForCall: Error | undefined;
+
+    before(async () => {
+        await blockchainLifecycle.startAsync();
+    });
+    after(async () => {
+        await blockchainLifecycle.revertAsync();
+    });
+    before(async () => {
+        testExchange = await TestExchangeInternalsContract.deployFrom0xArtifactAsync(
+            artifacts.TestExchangeInternals,
+            provider,
+            txDefaults,
+        );
+        overflowErrorForSendTransaction = new Error(
+            await getRevertReasonOrErrorMessageForSendTransactionAsync(RevertReason.Uint256Overflow),
+        );
+        divisionByZeroErrorForCall = new Error(RevertReason.DivisionByZero);
+        roundingErrorForCall = new Error(RevertReason.RoundingError);
+    });
+    // Note(albrow): Don't forget to add beforeEach and afterEach calls to reset
+    // the blockchain state for any tests which modify it!
+
+    async function referenceIsRoundingErrorFloorAsync(
+        numerator: BigNumber,
+        denominator: BigNumber,
+        target: BigNumber,
+    ): Promise<boolean> {
+        if (denominator.eq(0)) {
+            throw divisionByZeroErrorForCall;
+        }
+        if (numerator.eq(0)) {
+            return false;
+        }
+        if (target.eq(0)) {
+            return false;
+        }
+        const product = numerator.mul(target);
+        const remainder = product.mod(denominator);
+        const remainderTimes1000 = remainder.mul('1000');
+        const isError = remainderTimes1000.gte(product);
+        if (product.greaterThan(MAX_UINT256)) {
+            throw overflowErrorForCall;
+        }
+        if (remainderTimes1000.greaterThan(MAX_UINT256)) {
+            throw overflowErrorForCall;
+        }
+        return isError;
+    }
+
+    async function referenceIsRoundingErrorCeilAsync(
+        numerator: BigNumber,
+        denominator: BigNumber,
+        target: BigNumber,
+    ): Promise<boolean> {
+        if (denominator.eq(0)) {
+            throw divisionByZeroErrorForCall;
+        }
+        if (numerator.eq(0)) {
+            return false;
+        }
+        if (target.eq(0)) {
+            return false;
+        }
+        const product = numerator.mul(target);
+        const remainder = product.mod(denominator);
+        const error = denominator.sub(remainder).mod(denominator);
+        const errorTimes1000 = error.mul('1000');
+        const isError = errorTimes1000.gte(product);
+        if (product.greaterThan(MAX_UINT256)) {
+            throw overflowErrorForCall;
+        }
+        if (errorTimes1000.greaterThan(MAX_UINT256)) {
+            throw overflowErrorForCall;
+        }
+        return isError;
+    }
+
+    async function referenceSafeGetPartialAmountFloorAsync(
+        numerator: BigNumber,
+        denominator: BigNumber,
+        target: BigNumber,
+    ): Promise<BigNumber> {
+        if (denominator.eq(0)) {
+            throw divisionByZeroErrorForCall;
+        }
+        const isRoundingError = await referenceIsRoundingErrorFloorAsync(numerator, denominator, target);
+        if (isRoundingError) {
+            throw roundingErrorForCall;
+        }
+        const product = numerator.mul(target);
+        if (product.greaterThan(MAX_UINT256)) {
+            throw overflowErrorForCall;
+        }
+        return product.dividedToIntegerBy(denominator);
+    }
+
+    describe('addFillResults', async () => {
+        function makeFillResults(value: BigNumber): FillResults {
+            return {
+                makerAssetFilledAmount: value,
+                takerAssetFilledAmount: value,
+                makerFeePaid: value,
+                takerFeePaid: value,
+            };
+        }
+        async function referenceAddFillResultsAsync(
+            totalValue: BigNumber,
+            singleValue: BigNumber,
+        ): Promise<FillResults> {
+            // Note(albrow): Here, each of totalFillResults and
+            // singleFillResults will consist of fields with the same values.
+            // This should be safe because none of the fields in a given
+            // FillResults are ever used together in a mathemetical operation.
+            // They are only used with the corresponding field from *the other*
+            // FillResults, which are different.
+            const totalFillResults = makeFillResults(totalValue);
+            const singleFillResults = makeFillResults(singleValue);
+            // HACK(albrow): _.mergeWith mutates the first argument! To
+            // workaround this we use _.cloneDeep.
+            return _.mergeWith(
+                _.cloneDeep(totalFillResults),
+                singleFillResults,
+                (totalVal: BigNumber, singleVal: BigNumber) => {
+                    const newTotal = totalVal.add(singleVal);
+                    if (newTotal.greaterThan(MAX_UINT256)) {
+                        throw overflowErrorForCall;
+                    }
+                    return newTotal;
+                },
+            );
+        }
+        async function testAddFillResultsAsync(totalValue: BigNumber, singleValue: BigNumber): Promise<FillResults> {
+            const totalFillResults = makeFillResults(totalValue);
+            const singleFillResults = makeFillResults(singleValue);
+            return testExchange.publicAddFillResults.callAsync(totalFillResults, singleFillResults);
+        }
+        await testCombinatoriallyWithReferenceFuncAsync(
+            'addFillResults',
+            referenceAddFillResultsAsync,
+            testAddFillResultsAsync,
+            [uint256Values, uint256Values],
+        );
+    });
+
+    describe('calculateFillResults', async () => {
+        function makeOrder(
+            makerAssetAmount: BigNumber,
+            takerAssetAmount: BigNumber,
+            makerFee: BigNumber,
+            takerFee: BigNumber,
+        ): Order {
+            return {
+                ...emptyOrder,
+                makerAssetAmount,
+                takerAssetAmount,
+                makerFee,
+                takerFee,
+            };
+        }
+        async function referenceCalculateFillResultsAsync(
+            orderTakerAssetAmount: BigNumber,
+            takerAssetFilledAmount: BigNumber,
+            otherAmount: BigNumber,
+        ): Promise<FillResults> {
+            // Note(albrow): Here we are re-using the same value (otherAmount)
+            // for order.makerAssetAmount, order.makerFee, and order.takerFee.
+            // This should be safe because they are never used with each other
+            // in any mathematical operation in either the reference TypeScript
+            // implementation or the Solidity implementation of
+            // calculateFillResults.
+            const makerAssetFilledAmount = await referenceSafeGetPartialAmountFloorAsync(
+                takerAssetFilledAmount,
+                orderTakerAssetAmount,
+                otherAmount,
+            );
+            const order = makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount);
+            const orderMakerAssetAmount = order.makerAssetAmount;
+            return {
+                makerAssetFilledAmount,
+                takerAssetFilledAmount,
+                makerFeePaid: await referenceSafeGetPartialAmountFloorAsync(
+                    makerAssetFilledAmount,
+                    orderMakerAssetAmount,
+                    otherAmount,
+                ),
+                takerFeePaid: await referenceSafeGetPartialAmountFloorAsync(
+                    takerAssetFilledAmount,
+                    orderTakerAssetAmount,
+                    otherAmount,
+                ),
+            };
+        }
+        async function testCalculateFillResultsAsync(
+            orderTakerAssetAmount: BigNumber,
+            takerAssetFilledAmount: BigNumber,
+            otherAmount: BigNumber,
+        ): Promise<FillResults> {
+            const order = makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount);
+            return testExchange.publicCalculateFillResults.callAsync(order, takerAssetFilledAmount);
+        }
+        await testCombinatoriallyWithReferenceFuncAsync(
+            'calculateFillResults',
+            referenceCalculateFillResultsAsync,
+            testCalculateFillResultsAsync,
+            [uint256Values, uint256Values, uint256Values],
+        );
+    });
+
+    describe('getPartialAmountFloor', async () => {
+        async function referenceGetPartialAmountFloorAsync(
+            numerator: BigNumber,
+            denominator: BigNumber,
+            target: BigNumber,
+        ): Promise<BigNumber> {
+            if (denominator.eq(0)) {
+                throw divisionByZeroErrorForCall;
+            }
+            const product = numerator.mul(target);
+            if (product.greaterThan(MAX_UINT256)) {
+                throw overflowErrorForCall;
+            }
+            return product.dividedToIntegerBy(denominator);
+        }
+        async function testGetPartialAmountFloorAsync(
+            numerator: BigNumber,
+            denominator: BigNumber,
+            target: BigNumber,
+        ): Promise<BigNumber> {
+            return testExchange.publicGetPartialAmountFloor.callAsync(numerator, denominator, target);
+        }
+        await testCombinatoriallyWithReferenceFuncAsync(
+            'getPartialAmountFloor',
+            referenceGetPartialAmountFloorAsync,
+            testGetPartialAmountFloorAsync,
+            [uint256Values, uint256Values, uint256Values],
+        );
+    });
+
+    describe('getPartialAmountCeil', async () => {
+        async function referenceGetPartialAmountCeilAsync(
+            numerator: BigNumber,
+            denominator: BigNumber,
+            target: BigNumber,
+        ): Promise<BigNumber> {
+            if (denominator.eq(0)) {
+                throw divisionByZeroErrorForCall;
+            }
+            const product = numerator.mul(target);
+            const offset = product.add(denominator.sub(1));
+            if (offset.greaterThan(MAX_UINT256)) {
+                throw overflowErrorForCall;
+            }
+            const result = offset.dividedToIntegerBy(denominator);
+            if (product.mod(denominator).eq(0)) {
+                expect(result.mul(denominator)).to.be.bignumber.eq(product);
+            } else {
+                expect(result.mul(denominator)).to.be.bignumber.gt(product);
+            }
+            return result;
+        }
+        async function testGetPartialAmountCeilAsync(
+            numerator: BigNumber,
+            denominator: BigNumber,
+            target: BigNumber,
+        ): Promise<BigNumber> {
+            return testExchange.publicGetPartialAmountCeil.callAsync(numerator, denominator, target);
+        }
+        await testCombinatoriallyWithReferenceFuncAsync(
+            'getPartialAmountCeil',
+            referenceGetPartialAmountCeilAsync,
+            testGetPartialAmountCeilAsync,
+            [uint256Values, uint256Values, uint256Values],
+        );
+    });
+
+    describe('safeGetPartialAmountFloor', async () => {
+        async function testSafeGetPartialAmountFloorAsync(
+            numerator: BigNumber,
+            denominator: BigNumber,
+            target: BigNumber,
+        ): Promise<BigNumber> {
+            return testExchange.publicSafeGetPartialAmountFloor.callAsync(numerator, denominator, target);
+        }
+        await testCombinatoriallyWithReferenceFuncAsync(
+            'safeGetPartialAmountFloor',
+            referenceSafeGetPartialAmountFloorAsync,
+            testSafeGetPartialAmountFloorAsync,
+            [uint256Values, uint256Values, uint256Values],
+        );
+    });
+
+    describe('safeGetPartialAmountCeil', async () => {
+        async function referenceSafeGetPartialAmountCeilAsync(
+            numerator: BigNumber,
+            denominator: BigNumber,
+            target: BigNumber,
+        ): Promise<BigNumber> {
+            if (denominator.eq(0)) {
+                throw divisionByZeroErrorForCall;
+            }
+            const isRoundingError = await referenceIsRoundingErrorCeilAsync(numerator, denominator, target);
+            if (isRoundingError) {
+                throw roundingErrorForCall;
+            }
+            const product = numerator.mul(target);
+            const offset = product.add(denominator.sub(1));
+            if (offset.greaterThan(MAX_UINT256)) {
+                throw overflowErrorForCall;
+            }
+            const result = offset.dividedToIntegerBy(denominator);
+            if (product.mod(denominator).eq(0)) {
+                expect(result.mul(denominator)).to.be.bignumber.eq(product);
+            } else {
+                expect(result.mul(denominator)).to.be.bignumber.gt(product);
+            }
+            return result;
+        }
+        async function testSafeGetPartialAmountCeilAsync(
+            numerator: BigNumber,
+            denominator: BigNumber,
+            target: BigNumber,
+        ): Promise<BigNumber> {
+            return testExchange.publicSafeGetPartialAmountCeil.callAsync(numerator, denominator, target);
+        }
+        await testCombinatoriallyWithReferenceFuncAsync(
+            'safeGetPartialAmountCeil',
+            referenceSafeGetPartialAmountCeilAsync,
+            testSafeGetPartialAmountCeilAsync,
+            [uint256Values, uint256Values, uint256Values],
+        );
+    });
+
+    describe('isRoundingErrorFloor', async () => {
+        async function testIsRoundingErrorFloorAsync(
+            numerator: BigNumber,
+            denominator: BigNumber,
+            target: BigNumber,
+        ): Promise<boolean> {
+            return testExchange.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target);
+        }
+        await testCombinatoriallyWithReferenceFuncAsync(
+            'isRoundingErrorFloor',
+            referenceIsRoundingErrorFloorAsync,
+            testIsRoundingErrorFloorAsync,
+            [uint256Values, uint256Values, uint256Values],
+        );
+    });
+
+    describe('isRoundingErrorCeil', async () => {
+        async function testIsRoundingErrorCeilAsync(
+            numerator: BigNumber,
+            denominator: BigNumber,
+            target: BigNumber,
+        ): Promise<boolean> {
+            return testExchange.publicIsRoundingErrorCeil.callAsync(numerator, denominator, target);
+        }
+        await testCombinatoriallyWithReferenceFuncAsync(
+            'isRoundingErrorCeil',
+            referenceIsRoundingErrorCeilAsync,
+            testIsRoundingErrorCeilAsync,
+            [uint256Values, uint256Values, uint256Values],
+        );
+    });
+
+    describe('updateFilledState', async () => {
+        // Note(albrow): Since updateFilledState modifies the state by calling
+        // sendTransaction, we must reset the state after each test.
+        beforeEach(async () => {
+            await blockchainLifecycle.startAsync();
+        });
+        afterEach(async () => {
+            await blockchainLifecycle.revertAsync();
+        });
+        async function referenceUpdateFilledStateAsync(
+            takerAssetFilledAmount: BigNumber,
+            orderTakerAssetFilledAmount: BigNumber,
+            // tslint:disable-next-line:no-unused-variable
+            orderHash: string,
+        ): Promise<BigNumber> {
+            const totalFilledAmount = takerAssetFilledAmount.add(orderTakerAssetFilledAmount);
+            if (totalFilledAmount.greaterThan(MAX_UINT256)) {
+                throw overflowErrorForSendTransaction;
+            }
+            return totalFilledAmount;
+        }
+        async function testUpdateFilledStateAsync(
+            takerAssetFilledAmount: BigNumber,
+            orderTakerAssetFilledAmount: BigNumber,
+            orderHash: string,
+        ): Promise<BigNumber> {
+            const fillResults = {
+                makerAssetFilledAmount: new BigNumber(0),
+                takerAssetFilledAmount,
+                makerFeePaid: new BigNumber(0),
+                takerFeePaid: new BigNumber(0),
+            };
+            await web3Wrapper.awaitTransactionSuccessAsync(
+                await testExchange.publicUpdateFilledState.sendTransactionAsync(
+                    emptySignedOrder,
+                    constants.NULL_ADDRESS,
+                    orderHash,
+                    orderTakerAssetFilledAmount,
+                    fillResults,
+                ),
+                constants.AWAIT_TRANSACTION_MINED_MS,
+            );
+            return testExchange.filled.callAsync(orderHash);
+        }
+        await testCombinatoriallyWithReferenceFuncAsync(
+            'updateFilledState',
+            referenceUpdateFilledStateAsync,
+            testUpdateFilledStateAsync,
+            [uint256Values, uint256Values, bytes32Values],
+        );
+    });
+});