Merge branch 'development' into fix/ether_token_address

1 files changed, 183 insertions, 0 deletions

diff --git a/packages/contracts/test/exchange/helpers.ts b/packages/contracts/test/exchange/helpers.ts
new file mode 100644
index 000000000..5efce41a4
--- /dev/null
+++ b/packages/contracts/test/exchange/helpers.ts
@@ -0,0 +1,183 @@
+import { ZeroEx } from '0x.js';
+import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as chai from 'chai';
+import ethUtil = require('ethereumjs-util');
+
+import { constants } from '../../util/constants';
+import { ExchangeWrapper } from '../../util/exchange_wrapper';
+import { Order } from '../../util/order';
+import { OrderFactory } from '../../util/order_factory';
+import { ContractName } from '../../util/types';
+import { chaiSetup } from '../utils/chai_setup';
+import { deployer } from '../utils/deployer';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+const web3 = web3Factory.create();
+const web3Wrapper = new Web3Wrapper(web3.currentProvider);
+const blockchainLifecycle = new BlockchainLifecycle();
+
+describe('Exchange', () => {
+    let maker: string;
+    let feeRecipient: string;
+
+    let order: Order;
+    let exchangeWrapper: ExchangeWrapper;
+    let orderFactory: OrderFactory;
+
+    before(async () => {
+        const accounts = await web3Wrapper.getAvailableAddressesAsync();
+        [maker, feeRecipient] = accounts;
+        const tokenRegistry = await deployer.deployAsync(ContractName.TokenRegistry);
+        const tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy);
+        const [rep, dgd, zrx] = await Promise.all([
+            deployer.deployAsync(ContractName.DummyToken),
+            deployer.deployAsync(ContractName.DummyToken),
+            deployer.deployAsync(ContractName.DummyToken),
+        ]);
+        const exchange = await deployer.deployAsync(ContractName.Exchange, [zrx.address, tokenTransferProxy.address]);
+        await tokenTransferProxy.addAuthorizedAddress(exchange.address, { from: accounts[0] });
+        const zeroEx = new ZeroEx(web3.currentProvider, { networkId: constants.TESTRPC_NETWORK_ID });
+        exchangeWrapper = new ExchangeWrapper(exchange, zeroEx);
+        const defaultOrderParams = {
+            exchangeContractAddress: exchange.address,
+            maker,
+            feeRecipient,
+            makerToken: rep.address,
+            takerToken: dgd.address,
+            makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+            takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+            makerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+            takerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+        };
+        orderFactory = new OrderFactory(web3Wrapper, defaultOrderParams);
+        order = await orderFactory.newSignedOrderAsync();
+    });
+
+    beforeEach(async () => {
+        await blockchainLifecycle.startAsync();
+    });
+    afterEach(async () => {
+        await blockchainLifecycle.revertAsync();
+    });
+    describe('getOrderHash', () => {
+        it('should output the correct orderHash', async () => {
+            const orderHashHex = await exchangeWrapper.getOrderHashAsync(order);
+            expect(order.params.orderHashHex).to.be.equal(orderHashHex);
+        });
+    });
+
+    describe('isValidSignature', () => {
+        beforeEach(async () => {
+            order = await orderFactory.newSignedOrderAsync();
+        });
+
+        it('should return true with a valid signature', async () => {
+            const success = await exchangeWrapper.isValidSignatureAsync(order);
+            const isValidSignature = order.isValidSignature();
+            expect(isValidSignature).to.be.true();
+            expect(success).to.be.true();
+        });
+
+        it('should return false with an invalid signature', async () => {
+            order.params.r = ethUtil.bufferToHex(ethUtil.sha3('invalidR'));
+            order.params.s = ethUtil.bufferToHex(ethUtil.sha3('invalidS'));
+            const success = await exchangeWrapper.isValidSignatureAsync(order);
+            expect(order.isValidSignature()).to.be.false();
+            expect(success).to.be.false();
+        });
+    });
+
+    describe('isRoundingError', () => {
+        it('should return false if there is a rounding error of 0.1%', async () => {
+            const numerator = new BigNumber(20);
+            const denominator = new BigNumber(999);
+            const target = new BigNumber(50);
+            // rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1%
+            const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+            expect(isRoundingError).to.be.false();
+        });
+
+        it('should return false if there is a rounding of 0.09%', async () => {
+            const numerator = new BigNumber(20);
+            const denominator = new BigNumber(9991);
+            const target = new BigNumber(500);
+            // rounding error = ((20*500/9991) - floor(20*500/9991)) / (20*500/9991) = 0.09%
+            const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+            expect(isRoundingError).to.be.false();
+        });
+
+        it('should return true if there is a rounding error of 0.11%', async () => {
+            const numerator = new BigNumber(20);
+            const denominator = new BigNumber(9989);
+            const target = new BigNumber(500);
+            // rounding error = ((20*500/9989) - floor(20*500/9989)) / (20*500/9989) = 0.011%
+            const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+            expect(isRoundingError).to.be.true();
+        });
+
+        it('should return true if there is a rounding error > 0.1%', async () => {
+            const numerator = new BigNumber(3);
+            const denominator = new BigNumber(7);
+            const target = new BigNumber(10);
+            // rounding error = ((3*10/7) - floor(3*10/7)) / (3*10/7) = 6.67%
+            const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+            expect(isRoundingError).to.be.true();
+        });
+
+        it('should return false when there is no rounding error', async () => {
+            const numerator = new BigNumber(1);
+            const denominator = new BigNumber(2);
+            const target = new BigNumber(10);
+
+            const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+            expect(isRoundingError).to.be.false();
+        });
+
+        it('should return false when there is rounding error <= 0.1%', async () => {
+            // randomly generated numbers
+            const numerator = new BigNumber(76564);
+            const denominator = new BigNumber(676373677);
+            const target = new BigNumber(105762562);
+            // rounding error = ((76564*105762562/676373677) - floor(76564*105762562/676373677)) /
+            // (76564*105762562/676373677) = 0.0007%
+            const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+            expect(isRoundingError).to.be.false();
+        });
+    });
+
+    describe('getPartialAmount', () => {
+        it('should return the numerator/denominator*target', async () => {
+            const numerator = new BigNumber(1);
+            const denominator = new BigNumber(2);
+            const target = new BigNumber(10);
+
+            const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
+            const expectedPartialAmount = 5;
+            expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
+        });
+
+        it('should round down', async () => {
+            const numerator = new BigNumber(2);
+            const denominator = new BigNumber(3);
+            const target = new BigNumber(10);
+
+            const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
+            const expectedPartialAmount = 6;
+            expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
+        });
+
+        it('should round .5 down', async () => {
+            const numerator = new BigNumber(1);
+            const denominator = new BigNumber(20);
+            const target = new BigNumber(10);
+
+            const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
+            const expectedPartialAmount = 0;
+            expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
+        });
+    });
+});