diff options
| -rw-r--r-- | package.json | 2 | ||||
| -rw-r--r-- | src/contract_wrappers/exchange_wrapper.ts | 86 | ||||
| -rw-r--r-- | src/types.ts | 11 | ||||
| -rw-r--r-- | test/0x.js_test.ts | 76 | ||||
| -rw-r--r-- | test/exchange_wrapper_test.ts | 448 | ||||
| -rw-r--r-- | test/utils/fill_scenarios.ts | 26 | ||||
| -rw-r--r-- | yarn.lock | 10 |
7 files changed, 337 insertions, 322 deletions
diff --git a/package.json b/package.json index 26ae8a504..9d774ed7b 100644 --- a/package.json +++ b/package.json @@ -55,7 +55,7 @@ "bignumber.js": "^4.0.2", "chai": "^4.0.1", "chai-as-promised": "^6.0.0", - "chai-as-promised-typescript-typings": "0.0.2", + "chai-as-promised-typescript-typings": "0.0.3", "chai-bignumber": "git+ssh://git@github.com:0xProject/chai-bignumber.git", "chai-typescript-typings": "^0.0.0", "copyfiles": "^1.2.0", diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts index 9cb2332fe..72ae0d07e 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'; @@ -70,8 +71,8 @@ export class ExchangeWrapper extends ContractWrapper { await this.stopWatchingExchangeLogEventsAsync(); delete this.exchangeContractIfExists; } - public async isValidSignatureAsync(dataHex: string, ecSignature: ECSignature, - signerAddressHex: string): Promise<boolean> { + private async isValidSignatureUsingContractCallAsync(dataHex: string, ecSignature: ECSignature, + signerAddressHex: string): Promise<boolean> { assert.isHexString('dataHex', dataHex); assert.doesConformToSchema('ecSignature', ecSignature, ecSignatureSchema); assert.isETHAddressHex('signerAddressHex', signerAddressHex); @@ -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/0x.js_test.ts b/test/0x.js_test.ts index 9cba93488..d33480c6b 100644 --- a/test/0x.js_test.ts +++ b/test/0x.js_test.ts @@ -6,8 +6,9 @@ import * as BigNumber from 'bignumber.js'; import * as Sinon from 'sinon'; import {ZeroEx} from '../src/0x.js'; import {constants} from './utils/constants'; -import {web3Factory} from './utils/web3_factory'; import {Order} from '../src/types'; +import {ECSignature} from '../src/types'; +import {web3Factory} from './utils/web3_factory'; chaiSetup.configure(); const expect = chai.expect; @@ -51,60 +52,33 @@ describe('ZeroEx library', () => { s: '0x2d887fd3b17bfdce3481f10bea41f45ba9f709d39ce8325427b57afcfc994cee', }; const address = '0x9b2055d370f73ec7d8a03e965129118dc8f5bf83'; - describe('should throw if passed a malformed signature', () => { - it('malformed v', () => { - const malformedSignature = { - v: 34, - r: signature.r, - s: signature.s, - }; - expect(() => ZeroEx.isValidSignature(data, malformedSignature, address)).to.throw(); - }); - it('r lacks 0x prefix', () => { - const malformedR = signature.r.replace('0x', ''); - const malformedSignature = { - v: signature.v, - r: malformedR, - s: signature.s, - }; - expect(() => ZeroEx.isValidSignature(data, malformedSignature, address)).to.throw(); - }); - it('r is too short', () => { - const malformedR = signature.r.substr(10); - const malformedSignature = { - v: signature.v, - r: malformedR, - s: signature.s.replace('0', 'z'), - }; - expect(() => ZeroEx.isValidSignature(data, malformedSignature, address)).to.throw(); - }); - it('s is not hex', () => { - const malformedS = signature.s.replace('0', 'z'); - const malformedSignature = { - v: signature.v, - r: signature.r, - s: malformedS, - }; - expect(() => ZeroEx.isValidSignature(data, malformedSignature, address)).to.throw(); - }); - }); - it('should return false if the data doesn\'t pertain to the signature & address', () => { - const isValid = ZeroEx.isValidSignature('0x0', signature, address); - expect(isValid).to.be.false(); + const web3 = web3Factory.create(); + const zeroEx = new ZeroEx(web3); + it('should return false if the data doesn\'t pertain to the signature & address', async () => { + expect(ZeroEx.isValidSignature('0x0', signature, address)).to.be.false(); + return expect( + (zeroEx.exchange as any).isValidSignatureUsingContractCallAsync('0x0', signature, address), + ).to.become(false); }); - it('should return false if the address doesn\'t pertain to the signature & data', () => { + it('should return false if the address doesn\'t pertain to the signature & data', async () => { const validUnrelatedAddress = '0x8b0292B11a196601eD2ce54B665CaFEca0347D42'; - const isValid = ZeroEx.isValidSignature(data, signature, validUnrelatedAddress); - expect(isValid).to.be.false(); + expect(ZeroEx.isValidSignature(data, signature, validUnrelatedAddress)).to.be.false(); + return expect( + (zeroEx.exchange as any).isValidSignatureUsingContractCallAsync(data, signature, validUnrelatedAddress), + ).to.become(false); }); - it('should return false if the signature doesn\'t pertain to the data & address', () => { + it('should return false if the signature doesn\'t pertain to the data & address', async () => { const wrongSignature = _.assign({}, signature, {v: 28}); - const isValid = ZeroEx.isValidSignature(data, wrongSignature, address); - expect(isValid).to.be.false(); - }); - it('should return true if the signature does pertain to the data & address', () => { - const isValid = ZeroEx.isValidSignature(data, signature, address); - expect(isValid).to.be.true(); + expect(ZeroEx.isValidSignature(data, wrongSignature, address)).to.be.false(); + return expect( + (zeroEx.exchange as any).isValidSignatureUsingContractCallAsync(data, wrongSignature, address), + ).to.become(false); + }); + it('should return true if the signature does pertain to the data & address', async () => { + expect(ZeroEx.isValidSignature(data, signature, address)).to.be.true(); + return expect( + (zeroEx.exchange as any).isValidSignatureUsingContractCallAsync(data, signature, address), + ).to.become(true); }); }); describe('#generateSalt', () => { diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts index 6fef91946..e3d8be1c0 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'; @@ -51,76 +52,6 @@ describe('ExchangeWrapper', () => { 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('#fillOrKillOrderAsync', () => { let makerTokenAddress: string; let takerTokenAddress: string; @@ -196,13 +127,14 @@ 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 +144,227 @@ 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); }); - it('should throw when maker balance is less than maker fill amount', async () => { - await zeroEx.token.transferAsync( - makerTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker, + 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 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, @@ -902,9 +902,9 @@ center-align@^0.1.1: align-text "^0.1.3" lazy-cache "^1.0.3" -chai-as-promised-typescript-typings@0.0.2: - version "0.0.2" - resolved "https://registry.yarnpkg.com/chai-as-promised-typescript-typings/-/chai-as-promised-typescript-typings-0.0.2.tgz#5df99c418917a78eb314e5f83f306cb95ae846cb" +chai-as-promised-typescript-typings@0.0.3: + version "0.0.3" + resolved "https://registry.yarnpkg.com/chai-as-promised-typescript-typings/-/chai-as-promised-typescript-typings-0.0.3.tgz#8694287ebe2dd6c18a96667c38151d714d6ecbb6" dependencies: chai-typescript-typings "^0.0.0" @@ -1169,13 +1169,13 @@ debug-log@^1.0.1: version "1.0.1" resolved "https://registry.yarnpkg.com/debug-log/-/debug-log-1.0.1.tgz#2307632d4c04382b8df8a32f70b895046d52745f" -debug@2.6.0, debug@^2.1.1, debug@^2.2.0: +debug@2.6.0: version "2.6.0" resolved "https://registry.yarnpkg.com/debug/-/debug-2.6.0.tgz#bc596bcabe7617f11d9fa15361eded5608b8499b" dependencies: ms "0.7.2" -debug@^2.6.3: +debug@^2.1.1, debug@^2.2.0, debug@^2.6.3: version "2.6.8" resolved "https://registry.yarnpkg.com/debug/-/debug-2.6.8.tgz#e731531ca2ede27d188222427da17821d68ff4fc" dependencies: |