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authorLeonid Logvinov <logvinov.leon@gmail.com>2018-01-19 20:27:15 +0800
committerLeonid Logvinov <logvinov.leon@gmail.com>2018-01-30 23:01:35 +0800
commit6463cda2045fe9caca3cb3908aa0c66f0bfe683a (patch)
tree6ac6826c29b8d85c226487239ea253aaa2d60f4c /packages/contracts/test/exchange
parentd004df56e38726ed7f1b775da33d8f37aae270db (diff)
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Remove truffle from tokenTransferProxy tests
Diffstat (limited to 'packages/contracts/test/exchange')
-rw-r--r--packages/contracts/test/exchange/core.ts852
-rw-r--r--packages/contracts/test/exchange/helpers.ts167
-rw-r--r--packages/contracts/test/exchange/wrapper.ts348
3 files changed, 1367 insertions, 0 deletions
diff --git a/packages/contracts/test/exchange/core.ts b/packages/contracts/test/exchange/core.ts
new file mode 100644
index 000000000..0e94fcc34
--- /dev/null
+++ b/packages/contracts/test/exchange/core.ts
@@ -0,0 +1,852 @@
+import { ZeroEx } from '0x.js';
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import ethUtil = require('ethereumjs-util');
+import * as Web3 from 'web3';
+
+import { Artifacts } from '../../util/artifacts';
+import { Balances } from '../../util/balances';
+import { constants } from '../../util/constants';
+import { crypto } from '../../util/crypto';
+import { ExchangeWrapper } from '../../util/exchange_wrapper';
+import { Order } from '../../util/order';
+import { OrderFactory } from '../../util/order_factory';
+import { BalancesByOwner, ContractInstance, ExchangeContractErrs } from '../../util/types';
+import { chaiSetup } from '../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+const { Exchange, TokenTransferProxy, DummyToken, TokenRegistry, MaliciousToken } = new Artifacts(artifacts);
+
+// In order to benefit from type-safety, we re-assign the global web3 instance injected by Truffle
+// with type `any` to a variable of type `Web3`.
+const web3: Web3 = (global as any).web3;
+
+contract('Exchange', (accounts: string[]) => {
+ const maker = accounts[0];
+ const tokenOwner = accounts[0];
+ const taker = accounts[1] || accounts[accounts.length - 1];
+ const feeRecipient = accounts[2] || accounts[accounts.length - 1];
+
+ const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+ const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+
+ let rep: ContractInstance;
+ let dgd: ContractInstance;
+ let zrx: ContractInstance;
+ let exchange: ContractInstance;
+ let tokenRegistry: ContractInstance;
+
+ let order: Order;
+ let balances: BalancesByOwner;
+ let exWrapper: ExchangeWrapper;
+ let dmyBalances: Balances;
+ let orderFactory: OrderFactory;
+
+ let zeroEx: ZeroEx;
+
+ before(async () => {
+ [tokenRegistry, exchange] = await Promise.all([TokenRegistry.deployed(), Exchange.deployed()]);
+ exWrapper = new ExchangeWrapper(exchange);
+ zeroEx = new ZeroEx(web3.currentProvider, {
+ exchangeContractAddress: exchange.address,
+ networkId: constants.TESTRPC_NETWORK_ID,
+ });
+
+ const [repAddress, dgdAddress, zrxAddress] = await Promise.all([
+ tokenRegistry.getTokenAddressBySymbol('REP'),
+ tokenRegistry.getTokenAddressBySymbol('DGD'),
+ tokenRegistry.getTokenAddressBySymbol('ZRX'),
+ ]);
+
+ const defaultOrderParams = {
+ exchangeContractAddress: Exchange.address,
+ maker,
+ feeRecipient,
+ makerToken: repAddress,
+ takerToken: dgdAddress,
+ 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(defaultOrderParams);
+
+ [rep, dgd, zrx] = await Promise.all([
+ DummyToken.at(repAddress),
+ DummyToken.at(dgdAddress),
+ DummyToken.at(zrxAddress),
+ ]);
+ dmyBalances = new Balances([rep, dgd, zrx], [maker, taker, feeRecipient]);
+ await Promise.all([
+ rep.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {
+ from: maker,
+ }),
+ rep.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {
+ from: taker,
+ }),
+ rep.setBalance(maker, INITIAL_BALANCE, { from: tokenOwner }),
+ rep.setBalance(taker, INITIAL_BALANCE, { from: tokenOwner }),
+ dgd.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {
+ from: maker,
+ }),
+ dgd.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {
+ from: taker,
+ }),
+ dgd.setBalance(maker, INITIAL_BALANCE, { from: tokenOwner }),
+ dgd.setBalance(taker, INITIAL_BALANCE, { from: tokenOwner }),
+ zrx.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {
+ from: maker,
+ }),
+ zrx.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {
+ from: taker,
+ }),
+ zrx.setBalance(maker, INITIAL_BALANCE, { from: tokenOwner }),
+ zrx.setBalance(taker, INITIAL_BALANCE, { from: tokenOwner }),
+ ]);
+ });
+
+ describe('internal functions', () => {
+ it('should include transferViaTokenTransferProxy', () => {
+ expect(exchange.transferViaTokenTransferProxy).to.be.undefined();
+ });
+
+ it('should include isTransferable', () => {
+ expect(exchange.isTransferable).to.be.undefined();
+ });
+
+ it('should include getBalance', () => {
+ expect(exchange.getBalance).to.be.undefined();
+ });
+
+ it('should include getAllowance', () => {
+ expect(exchange.getAllowance).to.be.undefined();
+ });
+ });
+
+ describe('fillOrder', () => {
+ beforeEach(async () => {
+ balances = await dmyBalances.getAsync();
+ order = await orderFactory.newSignedOrderAsync();
+ });
+
+ it('should create an unfillable order', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ makerTokenAmount: new BigNumber(1001),
+ takerTokenAmount: new BigNumber(3),
+ });
+
+ const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(
+ order.params.orderHashHex,
+ );
+ expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0);
+
+ const fillTakerTokenAmount1 = new BigNumber(2);
+ await exWrapper.fillOrderAsync(order, taker, {
+ fillTakerTokenAmount: fillTakerTokenAmount1,
+ });
+
+ const filledTakerTokenAmountAfter1 = await zeroEx.exchange.getFilledTakerAmountAsync(
+ order.params.orderHashHex,
+ );
+ expect(filledTakerTokenAmountAfter1).to.be.bignumber.equal(fillTakerTokenAmount1);
+
+ const fillTakerTokenAmount2 = new BigNumber(1);
+ await exWrapper.fillOrderAsync(order, taker, {
+ fillTakerTokenAmount: fillTakerTokenAmount2,
+ });
+
+ const filledTakerTokenAmountAfter2 = await zeroEx.exchange.getFilledTakerAmountAsync(
+ order.params.orderHashHex,
+ );
+ expect(filledTakerTokenAmountAfter2).to.be.bignumber.equal(filledTakerTokenAmountAfter1);
+ });
+
+ it('should transfer the correct amounts when makerTokenAmount === takerTokenAmount', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+ takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+ });
+
+ const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(
+ order.params.orderHashHex,
+ );
+ expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0);
+
+ const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+ await exWrapper.fillOrderAsync(order, taker, { fillTakerTokenAmount });
+
+ const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync(
+ order.params.orderHashHex,
+ );
+ expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(fillTakerTokenAmount);
+
+ const newBalances = await dmyBalances.getAsync();
+
+ const fillMakerTokenAmount = fillTakerTokenAmount
+ .times(order.params.makerTokenAmount)
+ .dividedToIntegerBy(order.params.takerTokenAmount);
+ const paidMakerFee = order.params.makerFee
+ .times(fillMakerTokenAmount)
+ .dividedToIntegerBy(order.params.makerTokenAmount);
+ const paidTakerFee = 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(paidMakerFee),
+ );
+ 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(paidTakerFee),
+ );
+ expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal(
+ balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee)),
+ );
+ });
+
+ it('should transfer the correct amounts when makerTokenAmount > takerTokenAmount', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+ takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+ });
+
+ const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(
+ order.params.orderHashHex,
+ );
+ expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0);
+
+ const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+ await exWrapper.fillOrderAsync(order, taker, { fillTakerTokenAmount });
+
+ const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync(
+ order.params.orderHashHex,
+ );
+ expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(fillTakerTokenAmount);
+
+ const newBalances = await dmyBalances.getAsync();
+
+ const fillMakerTokenAmount = fillTakerTokenAmount
+ .times(order.params.makerTokenAmount)
+ .dividedToIntegerBy(order.params.takerTokenAmount);
+ const paidMakerFee = order.params.makerFee
+ .times(fillMakerTokenAmount)
+ .dividedToIntegerBy(order.params.makerTokenAmount);
+ const paidTakerFee = 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(paidMakerFee),
+ );
+ 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(paidTakerFee),
+ );
+ expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal(
+ balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee)),
+ );
+ });
+
+ it('should transfer the correct amounts when makerTokenAmount < takerTokenAmount', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+ takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+ });
+
+ const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(
+ order.params.orderHashHex,
+ );
+ expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0);
+
+ const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+ await exWrapper.fillOrderAsync(order, taker, { fillTakerTokenAmount });
+
+ const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync(
+ order.params.orderHashHex,
+ );
+ expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(fillTakerTokenAmount);
+
+ const newBalances = await dmyBalances.getAsync();
+
+ const fillMakerTokenAmount = fillTakerTokenAmount
+ .times(order.params.makerTokenAmount)
+ .dividedToIntegerBy(order.params.takerTokenAmount);
+ const paidMakerFee = order.params.makerFee
+ .times(fillMakerTokenAmount)
+ .dividedToIntegerBy(order.params.makerTokenAmount);
+ const paidTakerFee = 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(paidMakerFee),
+ );
+ 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(paidTakerFee),
+ );
+ expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal(
+ balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee)),
+ );
+ });
+
+ it('should transfer the correct amounts when taker is specified and order is claimed by taker', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ taker,
+ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+ takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+ });
+
+ const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(
+ order.params.orderHashHex,
+ );
+ expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0);
+
+ const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+ await exWrapper.fillOrderAsync(order, taker, { fillTakerTokenAmount });
+
+ const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync(
+ order.params.orderHashHex,
+ );
+ const expectedFillAmountTAfter = fillTakerTokenAmount.add(filledTakerTokenAmountBefore);
+ expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(expectedFillAmountTAfter);
+
+ const newBalances = await dmyBalances.getAsync();
+
+ const fillMakerTokenAmount = fillTakerTokenAmount
+ .times(order.params.makerTokenAmount)
+ .dividedToIntegerBy(order.params.takerTokenAmount);
+ const paidMakerFee = order.params.makerFee
+ .times(fillMakerTokenAmount)
+ .dividedToIntegerBy(order.params.makerTokenAmount);
+ const paidTakerFee = 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(paidMakerFee),
+ );
+ 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(paidTakerFee),
+ );
+ expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal(
+ balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee)),
+ );
+ });
+
+ it('should fill remaining value if fillTakerTokenAmount > remaining takerTokenAmount', async () => {
+ const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+ await exWrapper.fillOrderAsync(order, taker, { fillTakerTokenAmount });
+
+ const res = await exWrapper.fillOrderAsync(order, taker, {
+ fillTakerTokenAmount: order.params.takerTokenAmount,
+ });
+
+ expect(res.logs[0].args.filledTakerTokenAmount).to.be.bignumber.equal(
+ order.params.takerTokenAmount.minus(fillTakerTokenAmount),
+ );
+ const newBalances = await dmyBalances.getAsync();
+
+ expect(newBalances[maker][order.params.makerToken]).to.be.bignumber.equal(
+ balances[maker][order.params.makerToken].minus(order.params.makerTokenAmount),
+ );
+ expect(newBalances[maker][order.params.takerToken]).to.be.bignumber.equal(
+ balances[maker][order.params.takerToken].add(order.params.takerTokenAmount),
+ );
+ expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(
+ balances[maker][zrx.address].minus(order.params.makerFee),
+ );
+ expect(newBalances[taker][order.params.takerToken]).to.be.bignumber.equal(
+ balances[taker][order.params.takerToken].minus(order.params.takerTokenAmount),
+ );
+ expect(newBalances[taker][order.params.makerToken]).to.be.bignumber.equal(
+ balances[taker][order.params.makerToken].add(order.params.makerTokenAmount),
+ );
+ expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(
+ balances[taker][zrx.address].minus(order.params.takerFee),
+ );
+ expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal(
+ balances[feeRecipient][zrx.address].add(order.params.makerFee.add(order.params.takerFee)),
+ );
+ });
+
+ it('should log 1 event with the correct arguments when order has a feeRecipient', async () => {
+ const divisor = 2;
+ const res = await exWrapper.fillOrderAsync(order, taker, {
+ fillTakerTokenAmount: order.params.takerTokenAmount.div(divisor),
+ });
+ expect(res.logs).to.have.length(1);
+
+ const logArgs = res.logs[0].args;
+ const expectedFilledMakerTokenAmount = order.params.makerTokenAmount.div(divisor);
+ const expectedFilledTakerTokenAmount = order.params.takerTokenAmount.div(divisor);
+ const expectedFeeMPaid = order.params.makerFee.div(divisor);
+ const expectedFeeTPaid = order.params.takerFee.div(divisor);
+ const tokensHashBuff = crypto.solSHA3([order.params.makerToken, order.params.takerToken]);
+ const expectedTokens = ethUtil.bufferToHex(tokensHashBuff);
+
+ expect(order.params.maker).to.be.equal(logArgs.maker);
+ expect(taker).to.be.equal(logArgs.taker);
+ expect(order.params.feeRecipient).to.be.equal(logArgs.feeRecipient);
+ expect(order.params.makerToken).to.be.equal(logArgs.makerToken);
+ expect(order.params.takerToken).to.be.equal(logArgs.takerToken);
+ expect(expectedFilledMakerTokenAmount).to.be.bignumber.equal(logArgs.filledMakerTokenAmount);
+ expect(expectedFilledTakerTokenAmount).to.be.bignumber.equal(logArgs.filledTakerTokenAmount);
+ expect(expectedFeeMPaid).to.be.bignumber.equal(logArgs.paidMakerFee);
+ expect(expectedFeeTPaid).to.be.bignumber.equal(logArgs.paidTakerFee);
+ expect(expectedTokens).to.be.equal(logArgs.tokens);
+ expect(order.params.orderHashHex).to.be.equal(logArgs.orderHash);
+ });
+
+ it('should log 1 event with the correct arguments when order has no feeRecipient', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ feeRecipient: ZeroEx.NULL_ADDRESS,
+ });
+ const divisor = 2;
+ const res = await exWrapper.fillOrderAsync(order, taker, {
+ fillTakerTokenAmount: order.params.takerTokenAmount.div(divisor),
+ });
+ expect(res.logs).to.have.length(1);
+
+ const logArgs = res.logs[0].args;
+ const expectedFilledMakerTokenAmount = order.params.makerTokenAmount.div(divisor);
+ const expectedFilledTakerTokenAmount = order.params.takerTokenAmount.div(divisor);
+ const expectedFeeMPaid = new BigNumber(0);
+ const expectedFeeTPaid = new BigNumber(0);
+ const tokensHashBuff = crypto.solSHA3([order.params.makerToken, order.params.takerToken]);
+ const expectedTokens = ethUtil.bufferToHex(tokensHashBuff);
+
+ expect(order.params.maker).to.be.equal(logArgs.maker);
+ expect(taker).to.be.equal(logArgs.taker);
+ expect(order.params.feeRecipient).to.be.equal(logArgs.feeRecipient);
+ expect(order.params.makerToken).to.be.equal(logArgs.makerToken);
+ expect(order.params.takerToken).to.be.equal(logArgs.takerToken);
+ expect(expectedFilledMakerTokenAmount).to.be.bignumber.equal(logArgs.filledMakerTokenAmount);
+ expect(expectedFilledTakerTokenAmount).to.be.bignumber.equal(logArgs.filledTakerTokenAmount);
+ expect(expectedFeeMPaid).to.be.bignumber.equal(logArgs.paidMakerFee);
+ expect(expectedFeeTPaid).to.be.bignumber.equal(logArgs.paidTakerFee);
+ expect(expectedTokens).to.be.equal(logArgs.tokens);
+ expect(order.params.orderHashHex).to.be.equal(logArgs.orderHash);
+ });
+
+ it('should throw when taker is specified and order is claimed by other', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ taker: feeRecipient,
+ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+ takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+ });
+
+ return expect(exWrapper.fillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT);
+ });
+
+ it('should throw if signature is invalid', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(10), 18),
+ });
+
+ order.params.r = ethUtil.bufferToHex(ethUtil.sha3('invalidR'));
+ order.params.s = ethUtil.bufferToHex(ethUtil.sha3('invalidS'));
+ return expect(exWrapper.fillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT);
+ });
+
+ it('should throw if makerTokenAmount is 0', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ makerTokenAmount: new BigNumber(0),
+ });
+
+ return expect(exWrapper.fillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT);
+ });
+
+ it('should throw if takerTokenAmount is 0', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ takerTokenAmount: new BigNumber(0),
+ });
+
+ return expect(exWrapper.fillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT);
+ });
+
+ it('should throw if fillTakerTokenAmount is 0', async () => {
+ order = await orderFactory.newSignedOrderAsync();
+
+ return expect(
+ exWrapper.fillOrderAsync(order, taker, {
+ fillTakerTokenAmount: new BigNumber(0),
+ }),
+ ).to.be.rejectedWith(constants.REVERT);
+ });
+
+ it('should not change balances if maker balances are too low to fill order and \
+ shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
+ });
+
+ await exWrapper.fillOrderAsync(order, taker);
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should throw if maker balances are too low to fill order and \
+ shouldThrowOnInsufficientBalanceOrAllowance = true', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
+ });
+
+ return expect(
+ exWrapper.fillOrderAsync(order, taker, {
+ shouldThrowOnInsufficientBalanceOrAllowance: true,
+ }),
+ ).to.be.rejectedWith(constants.REVERT);
+ });
+
+ it('should not change balances if taker balances are too low to fill order and \
+ shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
+ });
+
+ await exWrapper.fillOrderAsync(order, taker);
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should throw if taker balances are too low to fill order and \
+ shouldThrowOnInsufficientBalanceOrAllowance = true', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
+ });
+
+ return expect(
+ exWrapper.fillOrderAsync(order, taker, {
+ shouldThrowOnInsufficientBalanceOrAllowance: true,
+ }),
+ ).to.be.rejectedWith(constants.REVERT);
+ });
+
+ it('should not change balances if maker allowances are too low to fill order and \
+ shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
+ await rep.approve(TokenTransferProxy.address, 0, { from: maker });
+ await exWrapper.fillOrderAsync(order, taker);
+ await rep.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {
+ from: maker,
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should throw if maker allowances are too low to fill order and \
+ shouldThrowOnInsufficientBalanceOrAllowance = true', async () => {
+ await rep.approve(TokenTransferProxy.address, 0, { from: maker });
+ expect(
+ exWrapper.fillOrderAsync(order, taker, {
+ shouldThrowOnInsufficientBalanceOrAllowance: true,
+ }),
+ ).to.be.rejectedWith(constants.REVERT);
+ await rep.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {
+ from: maker,
+ });
+ });
+
+ it('should not change balances if taker allowances are too low to fill order and \
+ shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
+ await dgd.approve(TokenTransferProxy.address, 0, { from: taker });
+ await exWrapper.fillOrderAsync(order, taker);
+ await dgd.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {
+ from: taker,
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should throw if taker allowances are too low to fill order and \
+ shouldThrowOnInsufficientBalanceOrAllowance = true', async () => {
+ await dgd.approve(TokenTransferProxy.address, 0, { from: taker });
+ expect(
+ exWrapper.fillOrderAsync(order, taker, {
+ shouldThrowOnInsufficientBalanceOrAllowance: true,
+ }),
+ ).to.be.rejectedWith(constants.REVERT);
+ await dgd.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {
+ from: taker,
+ });
+ });
+
+ it('should not change balances if makerToken is ZRX, makerTokenAmount + makerFee > maker balance, \
+ and shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
+ const makerZRXBalance = new BigNumber(balances[maker][zrx.address]);
+ order = await orderFactory.newSignedOrderAsync({
+ makerToken: zrx.address,
+ makerTokenAmount: makerZRXBalance,
+ makerFee: new BigNumber(1),
+ });
+ await exWrapper.fillOrderAsync(order, taker);
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should not change balances if makerToken is ZRX, makerTokenAmount + makerFee > maker allowance, \
+ and shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
+ const makerZRXAllowance = await zrx.allowance(maker, TokenTransferProxy.address);
+ order = await orderFactory.newSignedOrderAsync({
+ makerToken: zrx.address,
+ makerTokenAmount: new BigNumber(makerZRXAllowance),
+ makerFee: new BigNumber(1),
+ });
+ await exWrapper.fillOrderAsync(order, taker);
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should not change balances if takerToken is ZRX, takerTokenAmount + takerFee > taker balance, \
+ and shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
+ const takerZRXBalance = new BigNumber(balances[taker][zrx.address]);
+ order = await orderFactory.newSignedOrderAsync({
+ takerToken: zrx.address,
+ takerTokenAmount: takerZRXBalance,
+ takerFee: new BigNumber(1),
+ });
+ await exWrapper.fillOrderAsync(order, taker);
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should not change balances if takerToken is ZRX, takerTokenAmount + takerFee > taker allowance, \
+ and shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
+ const takerZRXAllowance = await zrx.allowance(taker, TokenTransferProxy.address);
+ order = await orderFactory.newSignedOrderAsync({
+ takerToken: zrx.address,
+ takerTokenAmount: new BigNumber(takerZRXAllowance),
+ takerFee: new BigNumber(1),
+ });
+ await exWrapper.fillOrderAsync(order, taker);
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should throw if getBalance or getAllowance attempts to change state and \
+ shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
+ const maliciousToken = await MaliciousToken.new();
+ await maliciousToken.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, { from: taker });
+
+ order = await orderFactory.newSignedOrderAsync({
+ takerToken: maliciousToken.address,
+ });
+
+ return expect(
+ exWrapper.fillOrderAsync(order, taker, {
+ shouldThrowOnInsufficientBalanceOrAllowance: false,
+ }),
+ ).to.be.rejectedWith(constants.REVERT);
+ });
+
+ it('should not change balances if an order is expired', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
+ });
+ await exWrapper.fillOrderAsync(order, taker);
+
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should log an error event if an order is expired', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
+ });
+
+ const res = await exWrapper.fillOrderAsync(order, taker);
+ expect(res.logs).to.have.length(1);
+ const errCode = res.logs[0].args.errorId.toNumber();
+ expect(errCode).to.be.equal(ExchangeContractErrs.ERROR_ORDER_EXPIRED);
+ });
+
+ it('should log an error event if no value is filled', async () => {
+ await exWrapper.fillOrderAsync(order, taker);
+
+ const res = await exWrapper.fillOrderAsync(order, taker);
+ expect(res.logs).to.have.length(1);
+ const errCode = res.logs[0].args.errorId.toNumber();
+ expect(errCode).to.be.equal(ExchangeContractErrs.ERROR_ORDER_FULLY_FILLED_OR_CANCELLED);
+ });
+ });
+
+ describe('cancelOrder', () => {
+ beforeEach(async () => {
+ balances = await dmyBalances.getAsync();
+ order = await orderFactory.newSignedOrderAsync();
+ });
+
+ it('should throw if not sent by maker', async () => {
+ return expect(exWrapper.cancelOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT);
+ });
+
+ it('should throw if makerTokenAmount is 0', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ makerTokenAmount: new BigNumber(0),
+ });
+
+ return expect(exWrapper.cancelOrderAsync(order, maker)).to.be.rejectedWith(constants.REVERT);
+ });
+
+ it('should throw if takerTokenAmount is 0', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ takerTokenAmount: new BigNumber(0),
+ });
+
+ return expect(exWrapper.cancelOrderAsync(order, maker)).to.be.rejectedWith(constants.REVERT);
+ });
+
+ it('should throw if cancelTakerTokenAmount is 0', async () => {
+ order = await orderFactory.newSignedOrderAsync();
+
+ return expect(
+ exWrapper.cancelOrderAsync(order, maker, {
+ cancelTakerTokenAmount: new BigNumber(0),
+ }),
+ ).to.be.rejectedWith(constants.REVERT);
+ });
+
+ it('should be able to cancel a full order', async () => {
+ await exWrapper.cancelOrderAsync(order, maker);
+ await exWrapper.fillOrderAsync(order, taker, {
+ fillTakerTokenAmount: order.params.takerTokenAmount.div(2),
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should be able to cancel part of an order', async () => {
+ const cancelTakerTokenAmount = order.params.takerTokenAmount.div(2);
+ await exWrapper.cancelOrderAsync(order, maker, {
+ cancelTakerTokenAmount,
+ });
+
+ const res = await exWrapper.fillOrderAsync(order, taker, {
+ fillTakerTokenAmount: order.params.takerTokenAmount,
+ });
+ expect(res.logs[0].args.filledTakerTokenAmount).to.be.bignumber.equal(
+ order.params.takerTokenAmount.minus(cancelTakerTokenAmount),
+ );
+
+ const newBalances = await dmyBalances.getAsync();
+ const cancelMakerTokenAmount = cancelTakerTokenAmount
+ .times(order.params.makerTokenAmount)
+ .dividedToIntegerBy(order.params.takerTokenAmount);
+ const paidMakerFee = order.params.makerFee
+ .times(cancelMakerTokenAmount)
+ .dividedToIntegerBy(order.params.makerTokenAmount);
+ const paidTakerFee = order.params.takerFee
+ .times(cancelMakerTokenAmount)
+ .dividedToIntegerBy(order.params.makerTokenAmount);
+ expect(newBalances[maker][order.params.makerToken]).to.be.bignumber.equal(
+ balances[maker][order.params.makerToken].minus(cancelMakerTokenAmount),
+ );
+ expect(newBalances[maker][order.params.takerToken]).to.be.bignumber.equal(
+ balances[maker][order.params.takerToken].add(cancelTakerTokenAmount),
+ );
+ expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(
+ balances[maker][zrx.address].minus(paidMakerFee),
+ );
+ expect(newBalances[taker][order.params.takerToken]).to.be.bignumber.equal(
+ balances[taker][order.params.takerToken].minus(cancelTakerTokenAmount),
+ );
+ expect(newBalances[taker][order.params.makerToken]).to.be.bignumber.equal(
+ balances[taker][order.params.makerToken].add(cancelMakerTokenAmount),
+ );
+ expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(
+ balances[taker][zrx.address].minus(paidTakerFee),
+ );
+ expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal(
+ balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee)),
+ );
+ });
+
+ it('should log 1 event with correct arguments', async () => {
+ const divisor = 2;
+ const res = await exWrapper.cancelOrderAsync(order, maker, {
+ cancelTakerTokenAmount: order.params.takerTokenAmount.div(divisor),
+ });
+ expect(res.logs).to.have.length(1);
+
+ const logArgs = res.logs[0].args;
+ const expectedCancelledMakerTokenAmount = order.params.makerTokenAmount.div(divisor);
+ const expectedCancelledTakerTokenAmount = order.params.takerTokenAmount.div(divisor);
+ const tokensHashBuff = crypto.solSHA3([order.params.makerToken, order.params.takerToken]);
+ const expectedTokens = ethUtil.bufferToHex(tokensHashBuff);
+
+ expect(order.params.maker).to.be.equal(logArgs.maker);
+ expect(order.params.feeRecipient).to.be.equal(logArgs.feeRecipient);
+ expect(order.params.makerToken).to.be.equal(logArgs.makerToken);
+ expect(order.params.takerToken).to.be.equal(logArgs.takerToken);
+ expect(expectedCancelledMakerTokenAmount).to.be.bignumber.equal(logArgs.cancelledMakerTokenAmount);
+ expect(expectedCancelledTakerTokenAmount).to.be.bignumber.equal(logArgs.cancelledTakerTokenAmount);
+ expect(expectedTokens).to.be.equal(logArgs.tokens);
+ expect(order.params.orderHashHex).to.be.equal(logArgs.orderHash);
+ });
+
+ it('should not log events if no value is cancelled', async () => {
+ await exWrapper.cancelOrderAsync(order, maker);
+
+ const res = await exWrapper.cancelOrderAsync(order, maker);
+ expect(res.logs).to.have.length(1);
+ const errCode = res.logs[0].args.errorId.toNumber();
+ expect(errCode).to.be.equal(ExchangeContractErrs.ERROR_ORDER_FULLY_FILLED_OR_CANCELLED);
+ });
+
+ it('should not log events if order is expired', async () => {
+ order = await orderFactory.newSignedOrderAsync({
+ expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
+ });
+
+ const res = await exWrapper.cancelOrderAsync(order, maker);
+ expect(res.logs).to.have.length(1);
+ const errCode = res.logs[0].args.errorId.toNumber();
+ expect(errCode).to.be.equal(ExchangeContractErrs.ERROR_ORDER_EXPIRED);
+ });
+ });
+}); // tslint:disable-line:max-file-line-count
diff --git a/packages/contracts/test/exchange/helpers.ts b/packages/contracts/test/exchange/helpers.ts
new file mode 100644
index 000000000..830af44d1
--- /dev/null
+++ b/packages/contracts/test/exchange/helpers.ts
@@ -0,0 +1,167 @@
+import { ZeroEx } from '0x.js';
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import ethUtil = require('ethereumjs-util');
+
+import { Artifacts } from '../../util/artifacts';
+import { ExchangeWrapper } from '../../util/exchange_wrapper';
+import { Order } from '../../util/order';
+import { OrderFactory } from '../../util/order_factory';
+import { chaiSetup } from '../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+const { Exchange, TokenRegistry } = new Artifacts(artifacts);
+
+contract('Exchange', (accounts: string[]) => {
+ const maker = accounts[0];
+ const feeRecipient = accounts[1] || accounts[accounts.length - 1];
+
+ let order: Order;
+ let exchangeWrapper: ExchangeWrapper;
+ let orderFactory: OrderFactory;
+
+ before(async () => {
+ const [tokenRegistry, exchange] = await Promise.all([TokenRegistry.deployed(), Exchange.deployed()]);
+ exchangeWrapper = new ExchangeWrapper(exchange);
+ const [repAddress, dgdAddress] = await Promise.all([
+ tokenRegistry.getTokenAddressBySymbol('REP'),
+ tokenRegistry.getTokenAddressBySymbol('DGD'),
+ ]);
+ const defaultOrderParams = {
+ exchangeContractAddress: Exchange.address,
+ maker,
+ feeRecipient,
+ makerToken: repAddress,
+ takerToken: dgdAddress,
+ 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(defaultOrderParams);
+ });
+
+ beforeEach(async () => {
+ order = await orderFactory.newSignedOrderAsync();
+ });
+
+ 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);
+ });
+ });
+});
diff --git a/packages/contracts/test/exchange/wrapper.ts b/packages/contracts/test/exchange/wrapper.ts
new file mode 100644
index 000000000..91807fc37
--- /dev/null
+++ b/packages/contracts/test/exchange/wrapper.ts
@@ -0,0 +1,348 @@
+import { ZeroEx } from '0x.js';
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import * as _ from 'lodash';
+
+import { Artifacts } from '../../util/artifacts';
+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, ContractInstance } from '../../util/types';
+import { chaiSetup } from '../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+const { Exchange, TokenTransferProxy, DummyToken, TokenRegistry } = new Artifacts(artifacts);
+
+contract('Exchange', (accounts: string[]) => {
+ const maker = accounts[0];
+ const tokenOwner = accounts[0];
+ const taker = accounts[1] || accounts[accounts.length - 1];
+ const feeRecipient = accounts[2] || accounts[accounts.length - 1];
+
+ const INIT_BAL = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+ const INIT_ALLOW = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+
+ let rep: ContractInstance;
+ let dgd: ContractInstance;
+ let zrx: ContractInstance;
+ let exchange: ContractInstance;
+ let tokenRegistry: ContractInstance;
+
+ let balances: BalancesByOwner;
+
+ let exWrapper: ExchangeWrapper;
+ let dmyBalances: Balances;
+ let orderFactory: OrderFactory;
+
+ before(async () => {
+ [tokenRegistry, exchange] = await Promise.all([TokenRegistry.deployed(), Exchange.deployed()]);
+ exWrapper = new ExchangeWrapper(exchange);
+ const [repAddress, dgdAddress, zrxAddress] = await Promise.all([
+ tokenRegistry.getTokenAddressBySymbol('REP'),
+ tokenRegistry.getTokenAddressBySymbol('DGD'),
+ tokenRegistry.getTokenAddressBySymbol('ZRX'),
+ ]);
+
+ const defaultOrderParams = {
+ exchangeContractAddress: Exchange.address,
+ maker,
+ feeRecipient,
+ makerToken: repAddress,
+ takerToken: dgdAddress,
+ 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(defaultOrderParams);
+
+ [rep, dgd, zrx] = await Promise.all([
+ DummyToken.at(repAddress),
+ DummyToken.at(dgdAddress),
+ DummyToken.at(zrxAddress),
+ ]);
+ 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 }),
+ ]);
+ });
+
+ 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);
+ });
+ });
+ });
+});