Merge branch 'development' into fix/ether_token_address

1 files changed, 361 insertions, 0 deletions

diff --git a/packages/contracts/test/exchange/wrapper.ts b/packages/contracts/test/exchange/wrapper.ts
new file mode 100644
index 000000000..acdf481a9
--- /dev/null
+++ b/packages/contracts/test/exchange/wrapper.ts
@@ -0,0 +1,361 @@
+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 * as _ from 'lodash';
+import * as Web3 from 'web3';
+
+import { Balances } from '../../util/balances';
+import { constants } from '../../util/constants';
+import { ExchangeWrapper } from '../../util/exchange_wrapper';
+import { Order } from '../../util/order';
+import { OrderFactory } from '../../util/order_factory';
+import { BalancesByOwner, 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 tokenOwner: string;
+    let taker: string;
+    let feeRecipient: string;
+
+    const INIT_BAL = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+    const INIT_ALLOW = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+
+    let rep: Web3.ContractInstance;
+    let dgd: Web3.ContractInstance;
+    let zrx: Web3.ContractInstance;
+    let exchange: Web3.ContractInstance;
+    let tokenRegistry: Web3.ContractInstance;
+    let tokenTransferProxy: Web3.ContractInstance;
+
+    let balances: BalancesByOwner;
+
+    let exWrapper: ExchangeWrapper;
+    let dmyBalances: Balances;
+    let orderFactory: OrderFactory;
+
+    before(async () => {
+        const accounts = await web3Wrapper.getAvailableAddressesAsync();
+        tokenOwner = accounts[0];
+        [maker, taker, feeRecipient] = accounts;
+        [rep, dgd, zrx] = await Promise.all([
+            deployer.deployAsync(ContractName.DummyToken),
+            deployer.deployAsync(ContractName.DummyToken),
+            deployer.deployAsync(ContractName.DummyToken),
+        ]);
+        tokenRegistry = await deployer.deployAsync(ContractName.TokenRegistry);
+        tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy);
+        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 });
+        exWrapper = 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);
+        dmyBalances = new Balances([rep, dgd, zrx], [maker, taker, feeRecipient]);
+        await Promise.all([
+            rep.approve(tokenTransferProxy.address, INIT_ALLOW, { from: maker }),
+            rep.approve(tokenTransferProxy.address, INIT_ALLOW, { from: taker }),
+            rep.setBalance(maker, INIT_BAL, { from: tokenOwner }),
+            rep.setBalance(taker, INIT_BAL, { from: tokenOwner }),
+            dgd.approve(tokenTransferProxy.address, INIT_ALLOW, { from: maker }),
+            dgd.approve(tokenTransferProxy.address, INIT_ALLOW, { from: taker }),
+            dgd.setBalance(maker, INIT_BAL, { from: tokenOwner }),
+            dgd.setBalance(taker, INIT_BAL, { from: tokenOwner }),
+            zrx.approve(tokenTransferProxy.address, INIT_ALLOW, { from: maker }),
+            zrx.approve(tokenTransferProxy.address, INIT_ALLOW, { from: taker }),
+            zrx.setBalance(maker, INIT_BAL, { from: tokenOwner }),
+            zrx.setBalance(taker, INIT_BAL, { from: tokenOwner }),
+        ]);
+    });
+    beforeEach(async () => {
+        await blockchainLifecycle.startAsync();
+    });
+    afterEach(async () => {
+        await blockchainLifecycle.revertAsync();
+    });
+    describe('fillOrKillOrder', () => {
+        beforeEach(async () => {
+            balances = await dmyBalances.getAsync();
+        });
+
+        it('should transfer the correct amounts', async () => {
+            const order = await orderFactory.newSignedOrderAsync({
+                makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+                takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+            });
+            const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+            await exWrapper.fillOrKillOrderAsync(order, taker, {
+                fillTakerTokenAmount,
+            });
+
+            const newBalances = await dmyBalances.getAsync();
+
+            const fillMakerTokenAmount = fillTakerTokenAmount
+                .times(order.params.makerTokenAmount)
+                .dividedToIntegerBy(order.params.takerTokenAmount);
+            const makerFee = order.params.makerFee
+                .times(fillMakerTokenAmount)
+                .dividedToIntegerBy(order.params.makerTokenAmount);
+            const takerFee = order.params.takerFee
+                .times(fillMakerTokenAmount)
+                .dividedToIntegerBy(order.params.makerTokenAmount);
+            expect(newBalances[maker][order.params.makerToken]).to.be.bignumber.equal(
+                balances[maker][order.params.makerToken].minus(fillMakerTokenAmount),
+            );
+            expect(newBalances[maker][order.params.takerToken]).to.be.bignumber.equal(
+                balances[maker][order.params.takerToken].add(fillTakerTokenAmount),
+            );
+            expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(makerFee));
+            expect(newBalances[taker][order.params.takerToken]).to.be.bignumber.equal(
+                balances[taker][order.params.takerToken].minus(fillTakerTokenAmount),
+            );
+            expect(newBalances[taker][order.params.makerToken]).to.be.bignumber.equal(
+                balances[taker][order.params.makerToken].add(fillMakerTokenAmount),
+            );
+            expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(balances[taker][zrx.address].minus(takerFee));
+            expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal(
+                balances[feeRecipient][zrx.address].add(makerFee.add(takerFee)),
+            );
+        });
+
+        it('should throw if an order is expired', async () => {
+            const order = await orderFactory.newSignedOrderAsync({
+                expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
+            });
+
+            return expect(exWrapper.fillOrKillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT);
+        });
+
+        it('should throw if entire fillTakerTokenAmount not filled', async () => {
+            const order = await orderFactory.newSignedOrderAsync();
+
+            const from = taker;
+            await exWrapper.fillOrderAsync(order, from, {
+                fillTakerTokenAmount: order.params.takerTokenAmount.div(2),
+            });
+
+            return expect(exWrapper.fillOrKillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT);
+        });
+    });
+
+    describe('batch functions', () => {
+        let orders: Order[];
+        beforeEach(async () => {
+            orders = await Promise.all([
+                orderFactory.newSignedOrderAsync(),
+                orderFactory.newSignedOrderAsync(),
+                orderFactory.newSignedOrderAsync(),
+            ]);
+            balances = await dmyBalances.getAsync();
+        });
+
+        describe('batchFillOrders', () => {
+            it('should transfer the correct amounts', async () => {
+                const fillTakerTokenAmounts: BigNumber[] = [];
+                const makerToken = rep.address;
+                const takerToken = dgd.address;
+                orders.forEach(order => {
+                    const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+                    const fillMakerTokenAmount = fillTakerTokenAmount
+                        .times(order.params.makerTokenAmount)
+                        .dividedToIntegerBy(order.params.takerTokenAmount);
+                    const makerFee = order.params.makerFee
+                        .times(fillMakerTokenAmount)
+                        .dividedToIntegerBy(order.params.makerTokenAmount);
+                    const takerFee = order.params.takerFee
+                        .times(fillMakerTokenAmount)
+                        .dividedToIntegerBy(order.params.makerTokenAmount);
+                    fillTakerTokenAmounts.push(fillTakerTokenAmount);
+                    balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount);
+                    balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount);
+                    balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee);
+                    balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount);
+                    balances[taker][takerToken] = balances[taker][takerToken].minus(fillTakerTokenAmount);
+                    balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee);
+                    balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add(
+                        makerFee.add(takerFee),
+                    );
+                });
+
+                await exWrapper.batchFillOrdersAsync(orders, taker, {
+                    fillTakerTokenAmounts,
+                });
+
+                const newBalances = await dmyBalances.getAsync();
+                expect(newBalances).to.be.deep.equal(balances);
+            });
+        });
+
+        describe('batchFillOrKillOrders', () => {
+            it('should transfer the correct amounts', async () => {
+                const fillTakerTokenAmounts: BigNumber[] = [];
+                const makerToken = rep.address;
+                const takerToken = dgd.address;
+                orders.forEach(order => {
+                    const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+                    const fillMakerTokenAmount = fillTakerTokenAmount
+                        .times(order.params.makerTokenAmount)
+                        .dividedToIntegerBy(order.params.takerTokenAmount);
+                    const makerFee = order.params.makerFee
+                        .times(fillMakerTokenAmount)
+                        .dividedToIntegerBy(order.params.makerTokenAmount);
+                    const takerFee = order.params.takerFee
+                        .times(fillMakerTokenAmount)
+                        .dividedToIntegerBy(order.params.makerTokenAmount);
+                    fillTakerTokenAmounts.push(fillTakerTokenAmount);
+                    balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount);
+                    balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount);
+                    balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee);
+                    balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount);
+                    balances[taker][takerToken] = balances[taker][takerToken].minus(fillTakerTokenAmount);
+                    balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee);
+                    balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add(
+                        makerFee.add(takerFee),
+                    );
+                });
+
+                await exWrapper.batchFillOrKillOrdersAsync(orders, taker, {
+                    fillTakerTokenAmounts,
+                });
+
+                const newBalances = await dmyBalances.getAsync();
+                expect(newBalances).to.be.deep.equal(balances);
+            });
+
+            it('should throw if a single order does not fill the expected amount', async () => {
+                const fillTakerTokenAmounts: BigNumber[] = [];
+                orders.forEach(order => {
+                    const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+                    fillTakerTokenAmounts.push(fillTakerTokenAmount);
+                });
+
+                await exWrapper.fillOrKillOrderAsync(orders[0], taker);
+
+                return expect(
+                    exWrapper.batchFillOrKillOrdersAsync(orders, taker, {
+                        fillTakerTokenAmounts,
+                    }),
+                ).to.be.rejectedWith(constants.REVERT);
+            });
+        });
+
+        describe('fillOrdersUpTo', () => {
+            it('should stop when the entire fillTakerTokenAmount is filled', async () => {
+                const fillTakerTokenAmount = orders[0].params.takerTokenAmount.plus(
+                    orders[1].params.takerTokenAmount.div(2),
+                );
+                await exWrapper.fillOrdersUpToAsync(orders, taker, {
+                    fillTakerTokenAmount,
+                });
+
+                const newBalances = await dmyBalances.getAsync();
+
+                const fillMakerTokenAmount = orders[0].params.makerTokenAmount.add(
+                    orders[1].params.makerTokenAmount.dividedToIntegerBy(2),
+                );
+                const makerFee = orders[0].params.makerFee.add(orders[1].params.makerFee.dividedToIntegerBy(2));
+                const takerFee = orders[0].params.takerFee.add(orders[1].params.takerFee.dividedToIntegerBy(2));
+                expect(newBalances[maker][orders[0].params.makerToken]).to.be.bignumber.equal(
+                    balances[maker][orders[0].params.makerToken].minus(fillMakerTokenAmount),
+                );
+                expect(newBalances[maker][orders[0].params.takerToken]).to.be.bignumber.equal(
+                    balances[maker][orders[0].params.takerToken].add(fillTakerTokenAmount),
+                );
+                expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(
+                    balances[maker][zrx.address].minus(makerFee),
+                );
+                expect(newBalances[taker][orders[0].params.takerToken]).to.be.bignumber.equal(
+                    balances[taker][orders[0].params.takerToken].minus(fillTakerTokenAmount),
+                );
+                expect(newBalances[taker][orders[0].params.makerToken]).to.be.bignumber.equal(
+                    balances[taker][orders[0].params.makerToken].add(fillMakerTokenAmount),
+                );
+                expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(
+                    balances[taker][zrx.address].minus(takerFee),
+                );
+                expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal(
+                    balances[feeRecipient][zrx.address].add(makerFee.add(takerFee)),
+                );
+            });
+
+            it('should fill all orders if cannot fill entire fillTakerTokenAmount', async () => {
+                const fillTakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
+                orders.forEach(order => {
+                    balances[maker][order.params.makerToken] = balances[maker][order.params.makerToken].minus(
+                        order.params.makerTokenAmount,
+                    );
+                    balances[maker][order.params.takerToken] = balances[maker][order.params.takerToken].add(
+                        order.params.takerTokenAmount,
+                    );
+                    balances[maker][zrx.address] = balances[maker][zrx.address].minus(order.params.makerFee);
+                    balances[taker][order.params.makerToken] = balances[taker][order.params.makerToken].add(
+                        order.params.makerTokenAmount,
+                    );
+                    balances[taker][order.params.takerToken] = balances[taker][order.params.takerToken].minus(
+                        order.params.takerTokenAmount,
+                    );
+                    balances[taker][zrx.address] = balances[taker][zrx.address].minus(order.params.takerFee);
+                    balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add(
+                        order.params.makerFee.add(order.params.takerFee),
+                    );
+                });
+                await exWrapper.fillOrdersUpToAsync(orders, taker, {
+                    fillTakerTokenAmount,
+                });
+
+                const newBalances = await dmyBalances.getAsync();
+                expect(newBalances).to.be.deep.equal(balances);
+            });
+
+            it('should throw when an order does not use the same takerToken', async () => {
+                orders = await Promise.all([
+                    orderFactory.newSignedOrderAsync(),
+                    orderFactory.newSignedOrderAsync({ takerToken: zrx.address }),
+                    orderFactory.newSignedOrderAsync(),
+                ]);
+
+                return expect(
+                    exWrapper.fillOrdersUpToAsync(orders, taker, {
+                        fillTakerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
+                    }),
+                ).to.be.rejectedWith(constants.REVERT);
+            });
+        });
+
+        describe('batchCancelOrders', () => {
+            it('should be able to cancel multiple orders', async () => {
+                const cancelTakerTokenAmounts = _.map(orders, order => order.params.takerTokenAmount);
+                await exWrapper.batchCancelOrdersAsync(orders, maker, {
+                    cancelTakerTokenAmounts,
+                });
+
+                await exWrapper.batchFillOrdersAsync(orders, taker, {
+                    fillTakerTokenAmounts: cancelTakerTokenAmounts,
+                });
+                const newBalances = await dmyBalances.getAsync();
+                expect(balances).to.be.deep.equal(newBalances);
+            });
+        });
+    });
+});