Merge pull request #30 from 0xProject/fillOrderAsync

fillOrderAsync

1 files changed, 328 insertions, 0 deletions

diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts
new file mode 100644
index 000000000..6327ef004
--- /dev/null
+++ b/test/exchange_wrapper_test.ts
@@ -0,0 +1,328 @@
+import 'mocha';
+import * as _ from 'lodash';
+import * as chai from 'chai';
+import * as Web3 from 'web3';
+import * as BigNumber from 'bignumber.js';
+import * as dirtyChai from 'dirty-chai';
+import ChaiBigNumber = require('chai-bignumber');
+import promisify = require('es6-promisify');
+import {web3Factory} from './utils/web3_factory';
+import {ZeroEx} from '../src/0x.js';
+import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
+import {ExchangeContractErrs, SignedOrder, Token} from '../src/types';
+import {FillScenarios} from './utils/fill_scenarios';
+import {TokenUtils} from './utils/token_utils';
+
+chai.use(dirtyChai);
+chai.use(ChaiBigNumber());
+const expect = chai.expect;
+const blockchainLifecycle = new BlockchainLifecycle();
+
+describe('ExchangeWrapper', () => {
+    let web3: Web3;
+    let zeroEx: ZeroEx;
+    let userAddresses: string[];
+    before(async () => {
+        web3 = web3Factory.create();
+        zeroEx = new ZeroEx(web3);
+        userAddresses = await promisify(web3.eth.getAccounts)();
+    });
+    beforeEach(async () => {
+        await blockchainLifecycle.startAsync();
+    });
+    afterEach(async () => {
+        await blockchainLifecycle.revertAsync();
+    });
+    describe('#isValidSignatureAsync', () => {
+        // The Exchange smart contract `isValidSignature` method only validates orderHashes and assumes
+        // the length of the data is exactly 32 bytes. Thus for these tests, we use data of this size.
+        const dataHex = '0x6927e990021d23b1eb7b8789f6a6feaf98fe104bb0cf8259421b79f9a34222b0';
+        const signature = {
+            v: 27,
+            r: '0x61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc33',
+            s: '0x40349190569279751135161d22529dc25add4f6069af05be04cacbda2ace2254',
+        };
+        const address = '0x5409ed021d9299bf6814279a6a1411a7e866a631';
+        describe('should throw if passed a malformed signature', () => {
+            it('malformed v', async () => {
+                const malformedSignature = {
+                    v: 34,
+                    r: signature.r,
+                    s: signature.s,
+                };
+                return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
+                    .to.be.rejected();
+            });
+            it('r lacks 0x prefix', async () => {
+                const malformedR = signature.r.replace('0x', '');
+                const malformedSignature = {
+                    v: signature.v,
+                    r: malformedR,
+                    s: signature.s,
+                };
+                return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
+                    .to.be.rejected();
+            });
+            it('r is too short', async () => {
+                const malformedR = signature.r.substr(10);
+                const malformedSignature = {
+                    v: signature.v,
+                    r: malformedR,
+                    s: signature.s.replace('0', 'z'),
+                };
+                return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
+                    .to.be.rejected();
+            });
+            it('s is not hex', async () => {
+                const malformedS = signature.s.replace('0', 'z');
+                const malformedSignature = {
+                    v: signature.v,
+                    r: signature.r,
+                    s: malformedS,
+                };
+                return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
+                    .to.be.rejected();
+            });
+        });
+        it('should return false if the data doesn\'t pertain to the signature & address', async () => {
+            const isValid = await zeroEx.exchange.isValidSignatureAsync('0x0', signature, address);
+            expect(isValid).to.be.false();
+        });
+        it('should return false if the address doesn\'t pertain to the signature & dataHex', async () => {
+            const validUnrelatedAddress = '0x8b0292B11a196601eD2ce54B665CaFEca0347D42';
+            const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, signature, validUnrelatedAddress);
+            expect(isValid).to.be.false();
+        });
+        it('should return false if the signature doesn\'t pertain to the dataHex & address', async () => {
+            const wrongSignature = {...signature, v: 28};
+            const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, wrongSignature, address);
+            expect(isValid).to.be.false();
+        });
+        it('should return true if the signature does pertain to the dataHex & address', async () => {
+            const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, signature, address);
+            expect(isValid).to.be.true();
+        });
+    });
+    describe('#fillOrderAsync', () => {
+        let tokens: Token[];
+        let makerTokenAddress: string;
+        let takerTokenAddress: string;
+        let fillScenarios: FillScenarios;
+        let coinbase: string;
+        let makerAddress: string;
+        let takerAddress: string;
+        let feeRecipient: string;
+        let zrxTokenAddress: string;
+        const fillTakerAmount = new BigNumber(5);
+        const shouldCheckTransfer = false;
+        before(async () => {
+            [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
+            tokens = await zeroEx.tokenRegistry.getTokensAsync();
+            const tokenUtils = new TokenUtils(tokens);
+            const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens();
+            makerTokenAddress = makerToken.address;
+            takerTokenAddress = takerToken.address;
+            zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
+            fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress);
+        });
+        afterEach('reset default account', () => {
+            zeroEx.setTransactionSenderAccount(userAddresses[0]);
+        });
+        describe('failed fills', () => {
+            it('should throw when the fill amount is zero', async () => {
+                const fillableAmount = new BigNumber(5);
+                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+                );
+                const zeroFillAmount = new BigNumber(0);
+                zeroEx.setTransactionSenderAccount(takerAddress);
+                return expect(zeroEx.exchange.fillOrderAsync(
+                    signedOrder, zeroFillAmount, shouldCheckTransfer,
+                )).to.be.rejectedWith(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO);
+            });
+            it('should throw when sender is not a taker', async () => {
+                const fillableAmount = new BigNumber(5);
+                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+                );
+                return expect(zeroEx.exchange.fillOrderAsync(
+                    signedOrder, fillTakerAmount, shouldCheckTransfer,
+                )).to.be.rejectedWith(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER);
+            });
+            it('should throw when order is expired', async () => {
+                const expirationInPast = new BigNumber(42);
+                const fillableAmount = new BigNumber(5);
+                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast,
+                );
+                zeroEx.setTransactionSenderAccount(takerAddress);
+                return expect(zeroEx.exchange.fillOrderAsync(
+                    signedOrder, fillTakerAmount, shouldCheckTransfer,
+                )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_EXPIRED);
+            });
+            describe('should throw when not enough balance or allowance to fulfill the order', () => {
+                const fillableAmount = new BigNumber(5);
+                const balanceToSubtractFromMaker = new BigNumber(3);
+                const lackingAllowance = new BigNumber(3);
+                let signedOrder: SignedOrder;
+                beforeEach('create fillable signed order', async () => {
+                    signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+                    );
+                });
+                it('should throw when taker balance is less than fill amount', async () => {
+                    await zeroEx.token.transferAsync(
+                        takerTokenAddress, takerAddress, coinbase, balanceToSubtractFromMaker,
+                    );
+                    zeroEx.setTransactionSenderAccount(takerAddress);
+                    return expect(zeroEx.exchange.fillOrderAsync(
+                        signedOrder, fillTakerAmount, shouldCheckTransfer,
+                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE);
+                });
+                it('should throw when taker allowance is less than fill amount', async () => {
+                    const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
+                    await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress,
+                        newAllowanceWhichIsLessThanFillAmount);
+                    zeroEx.setTransactionSenderAccount(takerAddress);
+                    return expect(zeroEx.exchange.fillOrderAsync(
+                        signedOrder, fillTakerAmount, shouldCheckTransfer,
+                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE);
+                });
+                it('should throw when maker balance is less than maker fill amount', async () => {
+                    await zeroEx.token.transferAsync(
+                        makerTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker,
+                    );
+                    zeroEx.setTransactionSenderAccount(takerAddress);
+                    return expect(zeroEx.exchange.fillOrderAsync(
+                        signedOrder, fillTakerAmount, shouldCheckTransfer,
+                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE);
+                });
+                it('should throw when maker allowance is less than maker fill amount', async () => {
+                    const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
+                    await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress,
+                        newAllowanceWhichIsLessThanFillAmount);
+                    zeroEx.setTransactionSenderAccount(takerAddress);
+                    return expect(zeroEx.exchange.fillOrderAsync(
+                        signedOrder, fillTakerAmount, shouldCheckTransfer,
+                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE);
+                });
+            });
+            it('should throw when there a rounding error would have occurred', async () => {
+                const makerAmount = new BigNumber(3);
+                const takerAmount = new BigNumber(5);
+                const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
+                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
+                    makerAmount, takerAmount,
+                );
+                const fillTakerAmountThatCausesRoundingError = new BigNumber(3);
+                zeroEx.setTransactionSenderAccount(takerAddress);
+                return expect(zeroEx.exchange.fillOrderAsync(
+                    signedOrder, fillTakerAmountThatCausesRoundingError, shouldCheckTransfer,
+                )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR);
+            });
+            describe('should throw when not enough balance or allowance to pay fees', () => {
+                const fillableAmount = new BigNumber(5);
+                const makerFee = new BigNumber(2);
+                const takerFee = new BigNumber(2);
+                let signedOrder: SignedOrder;
+                beforeEach('setup', async () => {
+                    signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+                        makerTokenAddress, takerTokenAddress, makerFee, takerFee,
+                        makerAddress, takerAddress, fillableAmount, feeRecipient,
+                    );
+                    zeroEx.setTransactionSenderAccount(takerAddress);
+                });
+                it('should throw when maker doesn\'t have enough balance to pay fees', async () => {
+                    const balanceToSubtractFromMaker = new BigNumber(1);
+                    await zeroEx.token.transferAsync(
+                        zrxTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker,
+                    );
+                    return expect(zeroEx.exchange.fillOrderAsync(
+                        signedOrder, fillTakerAmount, shouldCheckTransfer,
+                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_BALANCE);
+                });
+                it('should throw when maker doesn\'t have enough allowance to pay fees', async () => {
+                    const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
+                    await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, makerAddress,
+                        newAllowanceWhichIsLessThanFees);
+                    return expect(zeroEx.exchange.fillOrderAsync(
+                        signedOrder, fillTakerAmount, shouldCheckTransfer,
+                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_ALLOWANCE);
+                });
+                it('should throw when taker doesn\'t have enough balance to pay fees', async () => {
+                    const balanceToSubtractFromTaker = new BigNumber(1);
+                    await zeroEx.token.transferAsync(
+                        zrxTokenAddress, takerAddress, coinbase, balanceToSubtractFromTaker,
+                    );
+                    return expect(zeroEx.exchange.fillOrderAsync(
+                        signedOrder, fillTakerAmount, shouldCheckTransfer,
+                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_BALANCE);
+                });
+                it('should throw when taker doesn\'t have enough allowance to pay fees', async () => {
+                    const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
+                    await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, takerAddress,
+                        newAllowanceWhichIsLessThanFees);
+                    return expect(zeroEx.exchange.fillOrderAsync(
+                        signedOrder, fillTakerAmount, shouldCheckTransfer,
+                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE);
+                });
+            });
+        });
+        describe('successful fills', () => {
+            it('should fill a valid order', async () => {
+                const fillableAmount = new BigNumber(5);
+                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+                );
+                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
+                    .to.be.bignumber.equal(fillableAmount);
+                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
+                    .to.be.bignumber.equal(0);
+                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
+                    .to.be.bignumber.equal(0);
+                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
+                    .to.be.bignumber.equal(fillableAmount);
+                zeroEx.setTransactionSenderAccount(takerAddress);
+                await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer);
+                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
+                    .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
+                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
+                    .to.be.bignumber.equal(fillTakerAmount);
+                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
+                    .to.be.bignumber.equal(fillTakerAmount);
+                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
+                    .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
+            });
+            it('should partially fill the valid order', async () => {
+                const fillableAmount = new BigNumber(5);
+                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+                );
+                const partialFillAmount = new BigNumber(3);
+                zeroEx.setTransactionSenderAccount(takerAddress);
+                await zeroEx.exchange.fillOrderAsync(signedOrder, partialFillAmount, shouldCheckTransfer);
+                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
+                    .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
+                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
+                    .to.be.bignumber.equal(partialFillAmount);
+                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
+                    .to.be.bignumber.equal(partialFillAmount);
+                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
+                    .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
+            });
+            it('should fill the valid orders with fees', async () => {
+                const fillableAmount = new BigNumber(5);
+                const makerFee = new BigNumber(1);
+                const takerFee = new BigNumber(2);
+                const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+                    makerTokenAddress, takerTokenAddress, makerFee, takerFee,
+                    makerAddress, takerAddress, fillableAmount, feeRecipient,
+                );
+                zeroEx.setTransactionSenderAccount(takerAddress);
+                await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer);
+                expect(await zeroEx.token.getBalanceAsync(zrxTokenAddress, feeRecipient))
+                    .to.be.bignumber.equal(makerFee.plus(takerFee));
+            });
+        });
+    });
+});