diff options
| -rw-r--r-- | src/contract_wrappers/exchange_wrapper.ts | 82 | ||||
| -rw-r--r-- | src/types.ts | 11 | ||||
| -rw-r--r-- | test/exchange_wrapper_test.ts | 378 | ||||
| -rw-r--r-- | test/utils/fill_scenarios.ts | 26 |
4 files changed, 304 insertions, 193 deletions
diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts index 9cb2332fe..2e1f887d8 100644 --- a/src/contract_wrappers/exchange_wrapper.ts +++ b/src/contract_wrappers/exchange_wrapper.ts @@ -20,6 +20,7 @@ import { EventCallback, ContractResponse, OrderCancellationRequest, + OrderFillRequest, } from '../types'; import {assert} from '../utils/assert'; import {utils} from '../utils/utils'; @@ -126,31 +127,31 @@ export class ExchangeWrapper extends ContractWrapper { return cancelledAmountInBaseUnits; } /** - * Fills a signed order with a fillAmount denominated in baseUnits of the taker token. + * Fills a signed order with an amount denominated in baseUnits of the taker token. * Since the order in which transactions are included in the next block is indeterminate, race-conditions * could arise where a users balance or allowance changes before the fillOrder executes. Because of this, * we allow you to specify `shouldCheckTransfer`. If true, the smart contract will not throw if while * executing, the parties do not have sufficient balances/allowances, preserving gas costs. Setting it to * false forgoes this check and causes the smart contract to throw instead. */ - public async fillOrderAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber, + public async fillOrderAsync(signedOrder: SignedOrder, takerTokenFillAmount: BigNumber.BigNumber, shouldCheckTransfer: boolean, takerAddress: string): Promise<void> { assert.doesConformToSchema('signedOrder', SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object), signedOrderSchema); - assert.isBigNumber('fillTakerAmount', fillTakerAmount); + assert.isBigNumber('takerTokenFillAmount', takerTokenFillAmount); assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer); await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper); const exchangeInstance = await this.getExchangeContractAsync(); - await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress); + await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, takerTokenFillAmount, takerAddress); const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder); const gas = await exchangeInstance.fill.estimateGas( orderAddresses, orderValues, - fillTakerAmount, + takerTokenFillAmount, shouldCheckTransfer, signedOrder.ecSignature.v, signedOrder.ecSignature.r, @@ -162,7 +163,7 @@ export class ExchangeWrapper extends ContractWrapper { const response: ContractResponse = await exchangeInstance.fill( orderAddresses, orderValues, - fillTakerAmount, + takerTokenFillAmount, shouldCheckTransfer, signedOrder.ecSignature.v, signedOrder.ecSignature.r, @@ -175,6 +176,71 @@ export class ExchangeWrapper extends ContractWrapper { this.throwErrorLogsAsErrors(response.logs); } /** + * Batch version of fillOrderAsync. + * Executes multiple fills atomically in a single transaction. + * If shouldCheckTransfer is set to true, it will continue filling subsequent orders even when earlier ones fail. + * When shouldCheckTransfer is set to false, if any fill fails, the entire batch fails. + */ + public async batchFillOrderAsync(orderFillRequests: OrderFillRequest[], + shouldCheckTransfer: boolean, takerAddress: string): Promise<void> { + assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer); + await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper); + _.forEach(orderFillRequests, + async (orderFillRequest: OrderFillRequest, i: number) => { + assert.doesConformToSchema(`orderFillRequests[${i}].signedOrder`, + SchemaValidator.convertToJSONSchemaCompatibleObject(orderFillRequest.signedOrder as object), + signedOrderSchema); + assert.isBigNumber(`orderFillRequests[${i}].takerTokenFillAmount`, orderFillRequest.takerTokenFillAmount); + await this.validateFillOrderAndThrowIfInvalidAsync( + orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, takerAddress); + }); + if (_.isEmpty(orderFillRequests)) { + return; // no-op + } + + const orderAddressesValuesAmountsAndSignatureArray = _.map(orderFillRequests, orderFillRequest => { + return [ + ...ExchangeWrapper.getOrderAddressesAndValues(orderFillRequest.signedOrder), + orderFillRequest.takerTokenFillAmount, + orderFillRequest.signedOrder.ecSignature.v, + orderFillRequest.signedOrder.ecSignature.r, + orderFillRequest.signedOrder.ecSignature.s, + ]; + }); + // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'( + const [orderAddressesArray, orderValuesArray, takerTokenFillAmountArray, vArray, rArray, sArray] = _.unzip<any>( + orderAddressesValuesAmountsAndSignatureArray, + ); + + const exchangeInstance = await this.getExchangeContractAsync(); + const gas = await exchangeInstance.batchFill.estimateGas( + orderAddressesArray, + orderValuesArray, + takerTokenFillAmountArray, + shouldCheckTransfer, + vArray, + rArray, + sArray, + { + from: takerAddress, + }, + ); + const response: ContractResponse = await exchangeInstance.batchFill( + orderAddressesArray, + orderValuesArray, + takerTokenFillAmountArray, + shouldCheckTransfer, + vArray, + rArray, + sArray, + { + from: takerAddress, + gas, + }, + ); + this.throwErrorLogsAsErrors(response.logs); + } + /** * Attempts to fill a specific amount of an order. If the entire amount specified cannot be filled, * the fill order is abandoned. */ @@ -233,7 +299,7 @@ export class ExchangeWrapper extends ContractWrapper { SchemaValidator.convertToJSONSchemaCompatibleObject(order as object), orderSchema); assert.isBigNumber('takerTokenCancelAmount', takerTokenCancelAmount); - await assert.isSenderAddressAvailableAsync(this.web3Wrapper, 'order.maker', order.maker); + await assert.isSenderAddressAsync('order.maker', order.maker, this.web3Wrapper); const exchangeInstance = await this.getExchangeContractAsync(); await this.validateCancelOrderAndThrowIfInvalidAsync(order, takerTokenCancelAmount); @@ -269,7 +335,7 @@ export class ExchangeWrapper extends ContractWrapper { const makers = _.map(orderCancellationRequests, cancellationRequest => cancellationRequest.order.maker); assert.assert(_.uniq(makers).length === 1, ExchangeContractErrs.MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH); const maker = makers[0]; - await assert.isSenderAddressAvailableAsync(this.web3Wrapper, 'maker', maker); + await assert.isSenderAddressAsync('maker', maker, this.web3Wrapper); _.forEach(orderCancellationRequests, async (cancellationRequest: OrderCancellationRequest, i: number) => { assert.doesConformToSchema(`orderCancellationRequests[${i}].order`, diff --git a/src/types.ts b/src/types.ts index 00ef17189..edd7f2d33 100644 --- a/src/types.ts +++ b/src/types.ts @@ -68,6 +68,12 @@ export interface ExchangeContract extends ContractInstance { estimateGas: (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber, shouldCheckTransfer: boolean, v: number, r: string, s: string, txOpts?: TxOpts) => number; }; + batchFill: { + (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillAmounts: BigNumber.BigNumber[], + shouldCheckTransfer: boolean, v: number[], r: string[], s: string[], txOpts?: TxOpts): ContractResponse; + estimateGas: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillAmounts: BigNumber.BigNumber[], + shouldCheckTransfer: boolean, v: number[], r: string[], s: string[], txOpts?: TxOpts) => number; + }; cancel: { (orderAddresses: OrderAddresses, orderValues: OrderValues, cancelAmount: BigNumber.BigNumber, txOpts?: TxOpts): ContractResponse; @@ -234,3 +240,8 @@ export interface OrderCancellationRequest { order: Order|SignedOrder; takerTokenCancelAmount: BigNumber.BigNumber; } + +export interface OrderFillRequest { + signedOrder: SignedOrder; + takerTokenFillAmount: BigNumber.BigNumber; +} diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts index 6fef91946..097fafa46 100644 --- a/test/exchange_wrapper_test.ts +++ b/test/exchange_wrapper_test.ts @@ -18,6 +18,7 @@ import { DoneCallback, ExchangeContractErrs, OrderCancellationRequest, + OrderFillRequest, } from '../src/types'; import {FillScenarios} from './utils/fill_scenarios'; import {TokenUtils} from './utils/token_utils'; @@ -196,13 +197,14 @@ describe('ExchangeWrapper', () => { }); }); }); - describe('#fillOrderAsync', () => { + describe('fill order(s)', () => { let makerTokenAddress: string; let takerTokenAddress: string; let coinbase: string; let makerAddress: string; let takerAddress: string; let feeRecipient: string; + const fillableAmount = new BigNumber(5); const fillTakerAmount = new BigNumber(5); const shouldCheckTransfer = false; before(async () => { @@ -212,213 +214,227 @@ describe('ExchangeWrapper', () => { makerTokenAddress = makerToken.address; takerTokenAddress = takerToken.address; }); - 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); - return expect(zeroEx.exchange.fillOrderAsync( - signedOrder, zeroFillAmount, shouldCheckTransfer, takerAddress, - )).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, - ); - const nonExistentSenderAddress = userAddresses[6]; - return expect(zeroEx.exchange.fillOrderAsync( - signedOrder, fillTakerAmount, shouldCheckTransfer, nonExistentSenderAddress, - )).to.be.rejectedWith(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER); - }); - it('should throw when order is expired', async () => { - const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 - const fillableAmount = new BigNumber(5); - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast, - ); - return expect(zeroEx.exchange.fillOrderAsync( - signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress, - )).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( + describe('#fillOrderAsync', () => { + describe('failed fills', () => { + 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.fillOrderAsync( + signedOrder, zeroFillAmount, shouldCheckTransfer, takerAddress, + )).to.be.rejectedWith(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO); }); - it('should throw when taker balance is less than fill amount', async () => { - await zeroEx.token.transferAsync( - takerTokenAddress, takerAddress, coinbase, balanceToSubtractFromMaker, + 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.fillOrderAsync( - signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress, - )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE); + signedOrder, fillTakerAmount, shouldCheckTransfer, nonTakerAddress, + )).to.be.rejectedWith(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER); }); - it('should throw when taker allowance is less than fill amount', async () => { - const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance); - await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, - newAllowanceWhichIsLessThanFillAmount); + 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.fillOrderAsync( signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress, - )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE); + )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_EXPIRED); + }); + describe('should throw when not enough balance or allowance to fulfill the order', () => { + 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, + ); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress, + )).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); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress, + )).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, + ); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress, + )).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); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress, + )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE); + }); }); - it('should throw when maker balance is less than maker fill amount', async () => { - await zeroEx.token.transferAsync( - makerTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker, + 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.fillOrderAsync( - signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress, - )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE); + signedOrder, fillTakerAmountThatCausesRoundingError, shouldCheckTransfer, takerAddress, + )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR); }); - 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); - return expect(zeroEx.exchange.fillOrderAsync( - signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress, - )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE); + describe('should throw when not enough balance or allowance to pay fees', () => { + 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, + ); + }); + 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, takerAddress, + )).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, takerAddress, + )).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, takerAddress, + )).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, takerAddress, + )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE); + }); }); }); - it('should throw when 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.fillOrderAsync( - signedOrder, fillTakerAmountThatCausesRoundingError, shouldCheckTransfer, takerAddress, - )).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, + describe('successful fills', () => { + it('should fill a valid order', async () => { + 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); + await zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress); + 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 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, + it('should partially fill the valid order', async () => { + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); - return expect(zeroEx.exchange.fillOrderAsync( - signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress, - )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_BALANCE); + const partialFillAmount = new BigNumber(3); + await zeroEx.exchange.fillOrderAsync( + signedOrder, partialFillAmount, shouldCheckTransfer, takerAddress); + 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 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, takerAddress, - )).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, + it('should fill the valid orders with fees', async () => { + const makerFee = new BigNumber(1); + const takerFee = new BigNumber(2); + const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerTokenAddress, takerTokenAddress, makerFee, takerFee, + makerAddress, takerAddress, fillableAmount, feeRecipient, ); - return expect(zeroEx.exchange.fillOrderAsync( - signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress, - )).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, takerAddress, - )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE); + await zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress); + expect(await zeroEx.token.getBalanceAsync(zrxTokenAddress, feeRecipient)) + .to.be.bignumber.equal(makerFee.plus(takerFee)); }); }); }); - 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); - await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress); - 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( + describe('#batchFillOrderAsync', () => { + let signedOrder: SignedOrder; + let signedOrderHashHex: string; + let anotherSignedOrder: SignedOrder; + let anotherOrderHashHex: string; + let orderFillBatch: OrderFillRequest[]; + beforeEach(async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); - const partialFillAmount = new BigNumber(3); - await zeroEx.exchange.fillOrderAsync(signedOrder, partialFillAmount, shouldCheckTransfer, takerAddress); - 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 up to remaining amount if desired fillAmount greater than available amount', async () => { - const fillableAmount = new BigNumber(5); - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + signedOrderHashHex = await zeroEx.getOrderHashHexAsync(signedOrder); + anotherSignedOrder = 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); - - await zeroEx.exchange.fillOrderAsync(signedOrder, tooLargeFillAmount, shouldCheckTransfer, - takerAddress); - expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress)) - .to.be.bignumber.equal(fillAmountDifference); - expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress)) - .to.be.bignumber.equal(fillableAmount); - expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress)) - .to.be.bignumber.equal(fillableAmount); - expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) - .to.be.bignumber.equal(fillAmountDifference); + anotherOrderHashHex = await zeroEx.getOrderHashHexAsync(anotherSignedOrder); + orderFillBatch = [ + { + signedOrder, + takerTokenFillAmount: fillTakerAmount, + }, + { + signedOrder: anotherSignedOrder, + takerTokenFillAmount: fillTakerAmount, + }, + ]; }); - 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, - ); - await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress); - expect(await zeroEx.token.getBalanceAsync(zrxTokenAddress, feeRecipient)) - .to.be.bignumber.equal(makerFee.plus(takerFee)); + describe('successful batch fills', () => { + it('should no-op for an empty batch', async () => { + await zeroEx.exchange.batchFillOrderAsync([], shouldCheckTransfer, takerAddress); + }); + it('should successfully fill multiple orders', async () => { + await zeroEx.exchange.batchFillOrderAsync(orderFillBatch, shouldCheckTransfer, takerAddress); + const filledAmount = await zeroEx.exchange.getFilledTakerAmountAsync(signedOrderHashHex); + const anotherFilledAmount = await zeroEx.exchange.getFilledTakerAmountAsync(anotherOrderHashHex); + expect(filledAmount).to.be.bignumber.equal(fillTakerAmount); + expect(anotherFilledAmount).to.be.bignumber.equal(fillTakerAmount); + }); }); }); }); diff --git a/test/utils/fill_scenarios.ts b/test/utils/fill_scenarios.ts index d8d6cd0b9..2860f1472 100644 --- a/test/utils/fill_scenarios.ts +++ b/test/utils/fill_scenarios.ts @@ -70,17 +70,35 @@ export class FillScenarios { makerFillableAmount: BigNumber.BigNumber, takerFillableAmount: BigNumber.BigNumber, feeRecepient: string, expirationUnixTimestampSec?: BigNumber.BigNumber): Promise<SignedOrder> { await this.zeroEx.token.transferAsync(makerTokenAddress, this.coinbase, makerAddress, makerFillableAmount); - await this.zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, makerFillableAmount); + const oldMakerAllowance = await this.zeroEx.token.getProxyAllowanceAsync(makerTokenAddress, makerAddress); + const newMakerAllowance = oldMakerAllowance.plus(makerFillableAmount); + await this.zeroEx.token.setProxyAllowanceAsync( + makerTokenAddress, makerAddress, newMakerAllowance, + ); await this.zeroEx.token.transferAsync(takerTokenAddress, this.coinbase, takerAddress, takerFillableAmount); - await this.zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, takerFillableAmount); + const oldTakerAllowance = await this.zeroEx.token.getProxyAllowanceAsync(takerTokenAddress, takerAddress); + const newTakerAllowance = oldTakerAllowance.plus(takerFillableAmount); + await this.zeroEx.token.setProxyAllowanceAsync( + takerTokenAddress, takerAddress, newTakerAllowance, + ); if (!makerFee.isZero()) { await this.zeroEx.token.transferAsync(this.zrxTokenAddress, this.coinbase, makerAddress, makerFee); - await this.zeroEx.token.setProxyAllowanceAsync(this.zrxTokenAddress, makerAddress, makerFee); + const oldMakerFeeAllowance = + await this.zeroEx.token.getProxyAllowanceAsync(this.zrxTokenAddress, makerAddress); + const newMakerFeeAllowance = oldMakerFeeAllowance.plus(makerFee); + await this.zeroEx.token.setProxyAllowanceAsync( + this.zrxTokenAddress, makerAddress, newMakerFeeAllowance, + ); } if (!takerFee.isZero()) { await this.zeroEx.token.transferAsync(this.zrxTokenAddress, this.coinbase, takerAddress, takerFee); - await this.zeroEx.token.setProxyAllowanceAsync(this.zrxTokenAddress, takerAddress, takerFee); + const oldTakerFeeAllowance = + await this.zeroEx.token.getProxyAllowanceAsync(this.zrxTokenAddress, takerAddress); + const newTakerFeeAllowance = oldTakerFeeAllowance.plus(takerFee); + await this.zeroEx.token.setProxyAllowanceAsync( + this.zrxTokenAddress, takerAddress, newTakerFeeAllowance, + ); } const signedOrder = await orderFactory.createSignedOrderAsync(this.zeroEx, |