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author | Fabio Berger <me@fabioberger.com> | 2017-11-13 11:17:18 +0800 |
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committer | Fabio Berger <me@fabioberger.com> | 2017-11-13 11:17:18 +0800 |
commit | c4ee2d73865a1444c079b9e2836b7630a0adf03e (patch) | |
tree | b9c7794e7022fb189675d914f5fe58dcabd67dec /test/order_validation_test.ts | |
parent | a74ec0effa818a86233fe64cb0dad2c61bbb4bb6 (diff) | |
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Switch over to Lerna + Yarn Workspaces setup for a mono-repo approach
Diffstat (limited to 'test/order_validation_test.ts')
-rw-r--r-- | test/order_validation_test.ts | 327 |
1 files changed, 0 insertions, 327 deletions
diff --git a/test/order_validation_test.ts b/test/order_validation_test.ts deleted file mode 100644 index 4f18742d3..000000000 --- a/test/order_validation_test.ts +++ /dev/null @@ -1,327 +0,0 @@ -import * as chai from 'chai'; -import * as Web3 from 'web3'; -import BigNumber from 'bignumber.js'; -import * as Sinon from 'sinon'; -import {chaiSetup} from './utils/chai_setup'; -import {web3Factory} from './utils/web3_factory'; -import {ZeroEx, SignedOrder, Token, ExchangeContractErrs, ZeroExError} from '../src'; -import {TradeSide, TransferType} from '../src/types'; -import {TokenUtils} from './utils/token_utils'; -import {BlockchainLifecycle} from './utils/blockchain_lifecycle'; -import {FillScenarios} from './utils/fill_scenarios'; -import {OrderValidationUtils} from '../src/utils/order_validation_utils'; -import {ExchangeTransferSimulator} from '../src/utils/exchange_transfer_simulator'; - -chaiSetup.configure(); -const expect = chai.expect; -const blockchainLifecycle = new BlockchainLifecycle(); - -describe('OrderValidation', () => { - let web3: Web3; - let zeroEx: ZeroEx; - let userAddresses: string[]; - let tokens: Token[]; - let tokenUtils: TokenUtils; - let exchangeContractAddress: string; - let zrxTokenAddress: string; - let fillScenarios: FillScenarios; - let makerTokenAddress: string; - let takerTokenAddress: string; - let coinbase: string; - let makerAddress: string; - let takerAddress: string; - let feeRecipient: string; - let orderValidationUtils: OrderValidationUtils; - const fillableAmount = new BigNumber(5); - const fillTakerAmount = new BigNumber(5); - before(async () => { - web3 = web3Factory.create(); - zeroEx = new ZeroEx(web3.currentProvider); - exchangeContractAddress = await zeroEx.exchange.getContractAddressAsync(); - userAddresses = await zeroEx.getAvailableAddressesAsync(); - [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses; - tokens = await zeroEx.tokenRegistry.getTokensAsync(); - tokenUtils = new TokenUtils(tokens); - zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address; - fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress); - const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens(); - makerTokenAddress = makerToken.address; - takerTokenAddress = takerToken.address; - orderValidationUtils = new OrderValidationUtils(zeroEx.token, zeroEx.exchange); - }); - beforeEach(async () => { - await blockchainLifecycle.startAsync(); - }); - afterEach(async () => { - await blockchainLifecycle.revertAsync(); - }); - describe('validateOrderFillableOrThrowAsync', () => { - it('should succeed if the order is fillable', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, - ); - await zeroEx.exchange.validateOrderFillableOrThrowAsync( - signedOrder, - ); - }); - it('should succeed if the order is asymmetric and fillable', async () => { - const makerFillableAmount = fillableAmount; - const takerFillableAmount = fillableAmount.minus(4); - const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, - makerFillableAmount, takerFillableAmount, - ); - await zeroEx.exchange.validateOrderFillableOrThrowAsync( - signedOrder, - ); - }); - it('should throw when the order is fully filled or cancelled', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, - ); - await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount); - return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync( - signedOrder, - )).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero); - }); - it('should throw when order is expired', async () => { - const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, - fillableAmount, expirationInPast, - ); - return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync( - signedOrder, - )).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired); - }); - }); - describe('validateFillOrderAndThrowIfInvalidAsync', () => { - it('should throw when the fill amount is zero', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, - ); - const zeroFillAmount = new BigNumber(0); - return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync( - signedOrder, zeroFillAmount, takerAddress, - )).to.be.rejectedWith(ExchangeContractErrs.OrderFillAmountZero); - }); - it('should throw when the signature is invalid', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, - ); - // 27 <--> 28 - signedOrder.ecSignature.v = 27 + (28 - signedOrder.ecSignature.v); - return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync( - signedOrder, fillableAmount, takerAddress, - )).to.be.rejectedWith(ZeroExError.InvalidSignature); - }); - it('should throw when the order is fully filled or cancelled', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, - ); - await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount); - return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync( - signedOrder, fillableAmount, takerAddress, - )).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero); - }); - it('should throw when sender is not a taker', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, - ); - const nonTakerAddress = userAddresses[6]; - return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync( - signedOrder, fillTakerAmount, nonTakerAddress, - )).to.be.rejectedWith(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker); - }); - it('should throw when order is expired', async () => { - const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, - fillableAmount, expirationInPast, - ); - return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync( - signedOrder, fillTakerAmount, takerAddress, - )).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired); - }); - 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); - return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync( - signedOrder, fillTakerAmountThatCausesRoundingError, takerAddress, - )).to.be.rejectedWith(ExchangeContractErrs.OrderFillRoundingError); - }); - }); - describe('#validateFillOrKillOrderAndThrowIfInvalidAsync', () => { - it('should throw if remaining fillAmount is less then the desired fillAmount', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, - ); - const tooLargeFillAmount = new BigNumber(7); - const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount); - await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference); - await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount); - await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference); - await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount); - - return expect(zeroEx.exchange.validateFillOrKillOrderThrowIfInvalidAsync( - signedOrder, tooLargeFillAmount, takerAddress, - )).to.be.rejectedWith(ExchangeContractErrs.InsufficientRemainingFillAmount); - }); - }); - describe('validateCancelOrderAndThrowIfInvalidAsync', () => { - let signedOrder: SignedOrder; - let orderHashHex: string; - const cancelAmount = new BigNumber(3); - beforeEach(async () => { - [coinbase, makerAddress, takerAddress] = userAddresses; - const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens(); - makerTokenAddress = makerToken.address; - takerTokenAddress = takerToken.address; - signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, - ); - orderHashHex = ZeroEx.getOrderHashHex(signedOrder); - }); - it('should throw when cancel amount is zero', async () => { - const zeroCancelAmount = new BigNumber(0); - return expect(zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, zeroCancelAmount)) - .to.be.rejectedWith(ExchangeContractErrs.OrderCancelAmountZero); - }); - it('should throw when order is expired', async () => { - const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 - const expiredSignedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, - fillableAmount, expirationInPast, - ); - orderHashHex = ZeroEx.getOrderHashHex(expiredSignedOrder); - return expect(zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(expiredSignedOrder, cancelAmount)) - .to.be.rejectedWith(ExchangeContractErrs.OrderCancelExpired); - }); - it('should throw when order is already cancelled or filled', async () => { - await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount); - return expect(zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, fillableAmount)) - .to.be.rejectedWith(ExchangeContractErrs.OrderAlreadyCancelledOrFilled); - }); - }); - describe('#validateFillOrderBalancesAllowancesThrowIfInvalidAsync', () => { - let exchangeTransferSimulator: ExchangeTransferSimulator; - let transferFromAsync: Sinon.SinonSpy; - const bigNumberMatch = (expected: BigNumber) => { - return Sinon.match((value: BigNumber) => value.eq(expected)); - }; - beforeEach('create exchangeTransferSimulator', async () => { - exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token); - transferFromAsync = Sinon.spy(); - exchangeTransferSimulator.transferFromAsync = transferFromAsync as any; - }); - it('should call exchangeTransferSimulator.transferFrom in a correct order', async () => { - const makerFee = new BigNumber(2); - const takerFee = new BigNumber(2); - const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( - makerTokenAddress, takerTokenAddress, makerFee, takerFee, - makerAddress, takerAddress, fillableAmount, feeRecipient, - ); - await orderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTransferSimulator, signedOrder, fillableAmount, takerAddress, zrxTokenAddress, - ); - expect(transferFromAsync.callCount).to.be.equal(4); - expect( - transferFromAsync.getCall(0).calledWith( - makerTokenAddress, makerAddress, takerAddress, bigNumberMatch(fillableAmount), - TradeSide.Maker, TransferType.Trade, - ), - ).to.be.true(); - expect( - transferFromAsync.getCall(1).calledWith( - takerTokenAddress, takerAddress, makerAddress, bigNumberMatch(fillableAmount), - TradeSide.Taker, TransferType.Trade, - ), - ).to.be.true(); - expect( - transferFromAsync.getCall(2).calledWith( - zrxTokenAddress, makerAddress, feeRecipient, bigNumberMatch(makerFee), - TradeSide.Maker, TransferType.Fee, - ), - ).to.be.true(); - expect( - transferFromAsync.getCall(3).calledWith( - zrxTokenAddress, takerAddress, feeRecipient, bigNumberMatch(takerFee), - TradeSide.Taker, TransferType.Fee, - ), - ).to.be.true(); - }); - it('should call exchangeTransferSimulator.transferFrom with correct values for an open order', async () => { - const makerFee = new BigNumber(2); - const takerFee = new BigNumber(2); - const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( - makerTokenAddress, takerTokenAddress, makerFee, takerFee, - makerAddress, ZeroEx.NULL_ADDRESS, fillableAmount, feeRecipient, - ); - await orderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTransferSimulator, signedOrder, fillableAmount, takerAddress, zrxTokenAddress, - ); - expect(transferFromAsync.callCount).to.be.equal(4); - expect( - transferFromAsync.getCall(0).calledWith( - makerTokenAddress, makerAddress, takerAddress, bigNumberMatch(fillableAmount), - TradeSide.Maker, TransferType.Trade, - ), - ).to.be.true(); - expect( - transferFromAsync.getCall(1).calledWith( - takerTokenAddress, takerAddress, makerAddress, bigNumberMatch(fillableAmount), - TradeSide.Taker, TransferType.Trade, - ), - ).to.be.true(); - expect( - transferFromAsync.getCall(2).calledWith( - zrxTokenAddress, makerAddress, feeRecipient, bigNumberMatch(makerFee), - TradeSide.Maker, TransferType.Fee, - ), - ).to.be.true(); - expect( - transferFromAsync.getCall(3).calledWith( - zrxTokenAddress, takerAddress, feeRecipient, bigNumberMatch(takerFee), - TradeSide.Taker, TransferType.Fee, - ), - ).to.be.true(); - }); - it('should correctly round the fillMakerTokenAmount', async () => { - const makerTokenAmount = new BigNumber(3); - const takerTokenAmount = new BigNumber(1); - const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, makerTokenAmount, takerTokenAmount, - ); - await orderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTransferSimulator, signedOrder, takerTokenAmount, takerAddress, zrxTokenAddress, - ); - expect(transferFromAsync.callCount).to.be.equal(4); - const makerFillAmount = transferFromAsync.getCall(0).args[3]; - expect(makerFillAmount).to.be.bignumber.equal(makerTokenAmount); - }); - it('should correctly round the makerFeeAmount', async () => { - const makerFee = new BigNumber(2); - const takerFee = new BigNumber(4); - const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( - makerTokenAddress, takerTokenAddress, makerFee, takerFee, makerAddress, takerAddress, - fillableAmount, ZeroEx.NULL_ADDRESS, - ); - const fillTakerTokenAmount = fillableAmount.div(2).round(0); - await orderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTransferSimulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress, - ); - const makerPartialFee = makerFee.div(2); - const takerPartialFee = takerFee.div(2); - expect(transferFromAsync.callCount).to.be.equal(4); - const partialMakerFee = transferFromAsync.getCall(2).args[3]; - expect(partialMakerFee).to.be.bignumber.equal(makerPartialFee); - const partialTakerFee = transferFromAsync.getCall(3).args[3]; - expect(partialTakerFee).to.be.bignumber.equal(takerPartialFee); - }); - }); -}); |