Move OrderValidationUtils (+ tests) and ExchangeTransferSimulator to order-utils

4 files changed, 305 insertions, 0 deletions

diff --git a/packages/order-utils/test/exchange_transfer_simulator_test.ts b/packages/order-utils/test/exchange_transfer_simulator_test.ts
new file mode 100644
index 000000000..3e35f900e
--- /dev/null
+++ b/packages/order-utils/test/exchange_transfer_simulator_test.ts
@@ -0,0 +1,164 @@
+import { BlockchainLifecycle } from '@0xproject/dev-utils';
+import { ExchangeContractErrs, Token } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import { BlockParamLiteral } from 'ethereum-types';
+import * as _ from 'lodash';
+import 'make-promises-safe';
+
+import { artifacts } from '../src/artifacts';
+import { constants } from '../src/constants';
+import { ExchangeTransferSimulator } from '../src/exchange_transfer_simulator';
+import { DummyERC20TokenContract } from '../src/generated_contract_wrappers/dummy_e_r_c20_token';
+import { BalanceAndProxyAllowanceLazyStore } from '../src/store/balance_and_proxy_allowance_lazy_store';
+import { TradeSide, TransferType } from '../src/types';
+
+import { chaiSetup } from './utils/chai_setup';
+import { SimpleERC20BalanceAndProxyAllowanceFetcher } from './utils/simple_erc20_balance_and_proxy_allowance_fetcher';
+import { provider, web3Wrapper } from './utils/web3_wrapper';
+
+chaiSetup.configure();
+const expect = chai.expect;
+const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
+
+describe('ExchangeTransferSimulator', async () => {
+    const transferAmount = new BigNumber(5);
+    let userAddresses: string[];
+    let dummyERC20Token: DummyERC20TokenContract;
+    let coinbase: string;
+    let sender: string;
+    let recipient: string;
+    let exampleTokenAddress: string;
+    let exchangeTransferSimulator: ExchangeTransferSimulator;
+    let txHash: string;
+    let erc20ProxyAddress: string;
+    before(async () => {
+        userAddresses = await web3Wrapper.getAvailableAddressesAsync();
+        [coinbase, sender, recipient] = userAddresses;
+
+        erc20ProxyAddress = getAddressFromArtifact(artifacts.ERC20Proxy, constants.TESTRPC_NETWORK_ID);
+
+        const wethArtifact = artifacts.DummyERC20Token;
+        const wethAddress = getAddressFromArtifact(wethArtifact, constants.TESTRPC_NETWORK_ID);
+        dummyERC20Token = new DummyERC20TokenContract(
+            artifacts.DummyERC20Token.compilerOutput.abi,
+            wethAddress,
+            provider,
+        );
+        exampleTokenAddress = dummyERC20Token.address;
+    });
+    beforeEach(async () => {
+        await blockchainLifecycle.startAsync();
+    });
+    afterEach(async () => {
+        await blockchainLifecycle.revertAsync();
+    });
+    describe('#transferFromAsync', function(): void {
+        // HACK: For some reason these tests need a slightly longer timeout
+        const mochaTestTimeoutMs = 3000;
+        this.timeout(mochaTestTimeoutMs);
+
+        beforeEach(() => {
+            const simpleERC20BalanceAndProxyAllowanceFetcher = new SimpleERC20BalanceAndProxyAllowanceFetcher(
+                dummyERC20Token,
+                erc20ProxyAddress,
+            );
+            const balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(
+                simpleERC20BalanceAndProxyAllowanceFetcher,
+            );
+            exchangeTransferSimulator = new ExchangeTransferSimulator(balanceAndProxyAllowanceLazyStore);
+        });
+        it("throws if the user doesn't have enough allowance", async () => {
+            return expect(
+                exchangeTransferSimulator.transferFromAsync(
+                    exampleTokenAddress,
+                    sender,
+                    recipient,
+                    transferAmount,
+                    TradeSide.Taker,
+                    TransferType.Trade,
+                ),
+            ).to.be.rejectedWith(ExchangeContractErrs.InsufficientTakerAllowance);
+        });
+        it("throws if the user doesn't have enough balance", async () => {
+            txHash = await dummyERC20Token.approve.sendTransactionAsync(erc20ProxyAddress, transferAmount, {
+                from: sender,
+            });
+            await web3Wrapper.awaitTransactionSuccessAsync(txHash);
+            return expect(
+                exchangeTransferSimulator.transferFromAsync(
+                    exampleTokenAddress,
+                    sender,
+                    recipient,
+                    transferAmount,
+                    TradeSide.Maker,
+                    TransferType.Trade,
+                ),
+            ).to.be.rejectedWith(ExchangeContractErrs.InsufficientMakerBalance);
+        });
+        it('updates balances and proxyAllowance after transfer', async function(): Promise<void> {
+            txHash = await dummyERC20Token.transfer.sendTransactionAsync(sender, transferAmount, {
+                from: coinbase,
+            });
+            await web3Wrapper.awaitTransactionSuccessAsync(txHash);
+
+            txHash = await dummyERC20Token.approve.sendTransactionAsync(erc20ProxyAddress, transferAmount, {
+                from: sender,
+            });
+            await web3Wrapper.awaitTransactionSuccessAsync(txHash);
+
+            await exchangeTransferSimulator.transferFromAsync(
+                exampleTokenAddress,
+                sender,
+                recipient,
+                transferAmount,
+                TradeSide.Taker,
+                TransferType.Trade,
+            );
+            const store = (exchangeTransferSimulator as any)._store;
+            const senderBalance = await store.getBalanceAsync(exampleTokenAddress, sender);
+            const recipientBalance = await store.getBalanceAsync(exampleTokenAddress, recipient);
+            const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleTokenAddress, sender);
+            expect(senderBalance).to.be.bignumber.equal(0);
+            expect(recipientBalance).to.be.bignumber.equal(transferAmount);
+            expect(senderProxyAllowance).to.be.bignumber.equal(0);
+        });
+        it("doesn't update proxyAllowance after transfer if unlimited", async () => {
+            txHash = await dummyERC20Token.transfer.sendTransactionAsync(sender, transferAmount, {
+                from: coinbase,
+            });
+            await web3Wrapper.awaitTransactionSuccessAsync(txHash);
+            txHash = await dummyERC20Token.approve.sendTransactionAsync(
+                erc20ProxyAddress,
+                constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS,
+                {
+                    from: sender,
+                },
+            );
+            await web3Wrapper.awaitTransactionSuccessAsync(txHash);
+            await exchangeTransferSimulator.transferFromAsync(
+                exampleTokenAddress,
+                sender,
+                recipient,
+                transferAmount,
+                TradeSide.Taker,
+                TransferType.Trade,
+            );
+            const store = (exchangeTransferSimulator as any)._store;
+            const senderBalance = await store.getBalanceAsync(exampleTokenAddress, sender);
+            const recipientBalance = await store.getBalanceAsync(exampleTokenAddress, recipient);
+            const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleTokenAddress, sender);
+            expect(senderBalance).to.be.bignumber.equal(0);
+            expect(recipientBalance).to.be.bignumber.equal(transferAmount);
+            expect(senderProxyAllowance).to.be.bignumber.equal(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS);
+        });
+    });
+});
+
+function getAddressFromArtifact(artifact: any, networkId: number): string {
+    if (_.isUndefined(artifact.networks[networkId])) {
+        throw new Error(`Contract ${artifact.contractName} not deployed to network ${networkId}`);
+    }
+    const contractAddress = artifact.networks[networkId].address.toLowerCase();
+    return contractAddress;
+}
diff --git a/packages/order-utils/test/global_hooks_test.ts b/packages/order-utils/test/global_hooks_test.ts
new file mode 100644
index 000000000..662a2cb0f
--- /dev/null
+++ b/packages/order-utils/test/global_hooks_test.ts
@@ -0,0 +1,45 @@
+import { devConstants } from '@0xproject/dev-utils';
+import { ArtifactWriter } from '@0xproject/migrations';
+import { BigNumber } from '@0xproject/utils';
+
+import { artifacts } from '../src/artifacts';
+import { constants } from '../src/constants';
+import { DummyERC20TokenContract } from '../src/generated_contract_wrappers/dummy_e_r_c20_token';
+import { ERC20ProxyContract } from '../src/generated_contract_wrappers/e_r_c20_proxy';
+
+import { provider } from './utils/web3_wrapper';
+
+before('migrate contracts', async function(): Promise<void> {
+    // HACK: Since contract migrations take longer then our global mocha timeout limit
+    // we manually increase it for this before hook.
+    const mochaTestTimeoutMs = 20000;
+    this.timeout(mochaTestTimeoutMs);
+
+    const txDefaults = {
+        gas: devConstants.GAS_LIMIT,
+        from: devConstants.TESTRPC_FIRST_ADDRESS,
+    };
+
+    const networkId = constants.TESTRPC_NETWORK_ID;
+    const artifactsDir = `lib/src/artifacts`;
+    const artifactsWriter = new ArtifactWriter(artifactsDir, networkId);
+
+    const erc20proxy = await ERC20ProxyContract.deployFrom0xArtifactAsync(artifacts.ERC20Proxy, provider, txDefaults);
+    artifactsWriter.saveArtifact(erc20proxy);
+
+    const totalSupply = new BigNumber(100000000000000000000);
+    const name = 'Test';
+    const symbol = 'TST';
+    const decimals = new BigNumber(18);
+    // tslint:disable-next-line:no-unused-variable
+    const dummyErc20Token = await DummyERC20TokenContract.deployFrom0xArtifactAsync(
+        artifacts.DummyERC20Token,
+        provider,
+        txDefaults,
+        name,
+        symbol,
+        decimals,
+        totalSupply,
+    );
+    artifactsWriter.saveArtifact(dummyErc20Token);
+});
diff --git a/packages/order-utils/test/order_validation_utils_test.ts b/packages/order-utils/test/order_validation_utils_test.ts
new file mode 100644
index 000000000..d3ff867d7
--- /dev/null
+++ b/packages/order-utils/test/order_validation_utils_test.ts
@@ -0,0 +1,70 @@
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { OrderValidationUtils } from '../src/order_validation_utils';
+
+import { chaiSetup } from './utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('OrderValidationUtils', () => {
+    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 = OrderValidationUtils.isRoundingError(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 = OrderValidationUtils.isRoundingError(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 = OrderValidationUtils.isRoundingError(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 = OrderValidationUtils.isRoundingError(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 = OrderValidationUtils.isRoundingError(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 = OrderValidationUtils.isRoundingError(numerator, denominator, target);
+            expect(isRoundingError).to.be.false();
+        });
+    });
+});
diff --git a/packages/order-utils/test/utils/simple_erc20_balance_and_proxy_allowance_fetcher.ts b/packages/order-utils/test/utils/simple_erc20_balance_and_proxy_allowance_fetcher.ts
new file mode 100644
index 000000000..29b9a128b
--- /dev/null
+++ b/packages/order-utils/test/utils/simple_erc20_balance_and_proxy_allowance_fetcher.ts
@@ -0,0 +1,26 @@
+import { BigNumber } from '@0xproject/utils';
+
+import { AbstractBalanceAndProxyAllowanceFetcher } from '../../src/abstract/abstract_balance_and_proxy_allowance_fetcher';
+
+import { ERC20TokenContract } from '../../src/generated_contract_wrappers/e_r_c20_token';
+
+export class SimpleERC20BalanceAndProxyAllowanceFetcher implements AbstractBalanceAndProxyAllowanceFetcher {
+    private _erc20TokenContract: ERC20TokenContract;
+    private _erc20ProxyAddress: string;
+    constructor(erc20TokenWrapper: ERC20TokenContract, erc20ProxyAddress: string) {
+        this._erc20TokenContract = erc20TokenWrapper;
+        this._erc20ProxyAddress = erc20ProxyAddress;
+    }
+    public async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber> {
+        // HACK: We cheat and don't pass in the userData since it's always the same token used
+        // in our tests.
+        const balance = await this._erc20TokenContract.balanceOf.callAsync(userAddress);
+        return balance;
+    }
+    public async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber> {
+        // HACK: We cheat and don't pass in the userData since it's always the same token used
+        // in our tests.
+        const proxyAllowance = await this._erc20TokenContract.allowance.callAsync(userAddress, this._erc20ProxyAddress);
+        return proxyAllowance;
+    }
+}