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-rw-r--r--src/contract_wrappers/exchange_wrapper.ts16
-rw-r--r--src/types.ts5
-rw-r--r--test/exchange_wrapper_test.ts31
-rw-r--r--test/utils/fill_scenarios.ts27
4 files changed, 61 insertions, 18 deletions
diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index 3fb187de2..fe5fc3d78 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -154,6 +154,10 @@ export class ExchangeWrapper extends ContractWrapper {
if (fillMakerAmountInBaseUnits.greaterThan(makerAllowance)) {
throw new Error(FillOrderValidationErrs.NOT_ENOUGH_MAKER_ALLOWANCE);
}
+ if (await this.isRoundingErrorAsync(signedOrder.takerTokenAmount, fillTakerAmountInBaseUnits,
+ signedOrder.makerTokenAmount)) {
+ throw new Error(FillOrderValidationErrs.ROUNDING_ERROR);
+ }
}
private throwErrorLogsAsErrors(logs: ContractEvent[]): void {
const errEvent = _.find(logs, {event: 'LogError'});
@@ -163,6 +167,18 @@ export class ExchangeWrapper extends ContractWrapper {
throw new Error(errMessage);
}
}
+ private async isRoundingErrorAsync(takerTokenAmount: BigNumber.BigNumber,
+ fillTakerAmountInBaseUnits: BigNumber.BigNumber,
+ makerTokenAmount: BigNumber.BigNumber): Promise<boolean> {
+ const exchangeInstance = await this.getExchangeContractAsync();
+ const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync();
+ const isRoundingError = await exchangeInstance.isRoundingError.call(
+ takerTokenAmount, fillTakerAmountInBaseUnits, makerTokenAmount, {
+ from: senderAddress,
+ },
+ );
+ return isRoundingError;
+ }
private async getExchangeContractAsync(): Promise<ExchangeContract> {
if (!_.isUndefined(this.exchangeContractIfExists)) {
return this.exchangeContractIfExists;
diff --git a/src/types.ts b/src/types.ts
index f80f98dc4..73c448b85 100644
--- a/src/types.ts
+++ b/src/types.ts
@@ -34,6 +34,10 @@ export type OrderValues = [BigNumber.BigNumber, BigNumber.BigNumber, BigNumber.B
export interface ExchangeContract {
isValidSignature: any;
+ isRoundingError: {
+ call: (takerTokenAmount: BigNumber.BigNumber, fillTakerAmountInBaseUnits: BigNumber.BigNumber,
+ makerTokenAmount: BigNumber.BigNumber, txOpts: TxOpts) => Promise<boolean>;
+ };
fill: {
(orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
shouldCheckTransfer: boolean, v: number, r: string, s: string, txOpts: TxOpts): ContractResponse;
@@ -93,6 +97,7 @@ export const FillOrderValidationErrs = strEnum([
'NOT_ENOUGH_TAKER_ALLOWANCE',
'NOT_ENOUGH_MAKER_BALANCE',
'NOT_ENOUGH_MAKER_ALLOWANCE',
+ 'ROUNDING_ERROR',
]);
export type FillOrderValidationErrs = keyof typeof FillOrderValidationErrs;
diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts
index 66ba167cc..7f8bad377 100644
--- a/test/exchange_wrapper_test.ts
+++ b/test/exchange_wrapper_test.ts
@@ -127,7 +127,7 @@ describe('ExchangeWrapper', () => {
describe('failed fills', () => {
it('should throw when the fill amount is zero', async () => {
const fillableAmount = new BigNumber(5);
- const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const zeroFillAmount = new BigNumber(0);
@@ -138,7 +138,7 @@ describe('ExchangeWrapper', () => {
});
it('should throw when sender is not a taker', async () => {
const fillableAmount = new BigNumber(5);
- const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
return expect(zeroEx.exchange.fillOrderAsync(
@@ -148,7 +148,7 @@ describe('ExchangeWrapper', () => {
it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(42);
const fillableAmount = new BigNumber(5);
- const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast,
);
zeroEx.setTransactionSenderAccount(takerAddress);
@@ -158,7 +158,7 @@ describe('ExchangeWrapper', () => {
});
it('should throw when taker balance is less than fill amount', async () => {
const fillableAmount = new BigNumber(5);
- const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
zeroEx.setTransactionSenderAccount(takerAddress);
@@ -169,7 +169,7 @@ describe('ExchangeWrapper', () => {
});
it('should throw when taker allowance is less than fill amount', async () => {
const fillableAmount = new BigNumber(5);
- const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmountInBaseUnits.minus(1);
@@ -182,7 +182,7 @@ describe('ExchangeWrapper', () => {
});
it('should throw when maker balance is less than maker fill amount', async () => {
const fillableAmount = new BigNumber(5);
- const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const lackingMakerBalance = new BigNumber(3);
@@ -194,7 +194,7 @@ describe('ExchangeWrapper', () => {
});
it('should throw when maker allowance is less than maker fill amount', async () => {
const fillableAmount = new BigNumber(5);
- const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmountInBaseUnits.minus(1);
@@ -205,11 +205,24 @@ describe('ExchangeWrapper', () => {
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_ALLOWANCE);
});
+ it('should throw when there would be a rounding error', async () => {
+ const makerFillableAmount = new BigNumber(3);
+ const takerFillableAmount = new BigNumber(5);
+ const signedOrder = await fillScenarios.createAsymetricFillableSignedOrderAsync(
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
+ makerFillableAmount, takerFillableAmount,
+ );
+ const fillTakerAmountInBaseUnitsThatCausesRoundingError = new BigNumber(3);
+ zeroEx.setTransactionSenderAccount(takerAddress);
+ return expect(zeroEx.exchange.fillOrderAsync(
+ signedOrder, fillTakerAmountInBaseUnitsThatCausesRoundingError, shouldCheckTransfer,
+ )).to.be.rejectedWith(FillOrderValidationErrs.ROUNDING_ERROR);
+ });
});
describe('successful fills', () => {
it('should fill the valid order', async () => {
const fillableAmount = new BigNumber(5);
- const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
@@ -234,7 +247,7 @@ describe('ExchangeWrapper', () => {
});
it('should partially fill the valid order', async () => {
const fillableAmount = new BigNumber(5);
- const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const partialFillAmount = new BigNumber(3);
diff --git a/test/utils/fill_scenarios.ts b/test/utils/fill_scenarios.ts
index 3b66937e6..568b11ef8 100644
--- a/test/utils/fill_scenarios.ts
+++ b/test/utils/fill_scenarios.ts
@@ -14,20 +14,29 @@ export class FillScenarios {
this.tokens = tokens;
this.coinBase = userAddresses[0];
}
- public async createAFillableSignedOrderAsync(makerTokenAddress: string, takerTokenAddress: string,
- makerAddress: string, takerAddress: string,
- fillableAmount: BigNumber.BigNumber,
- expirationUnixTimestampSec?: BigNumber.BigNumber):
+ public async createFillableSignedOrderAsync(makerTokenAddress: string, takerTokenAddress: string,
+ makerAddress: string, takerAddress: string,
+ fillableAmount: BigNumber.BigNumber,
+ expirationUnixTimestampSec?: BigNumber.BigNumber):
Promise<SignedOrder> {
- await this.zeroEx.token.transferAsync(makerTokenAddress, this.coinBase, makerAddress, fillableAmount);
- await this.zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, fillableAmount);
- await this.zeroEx.token.transferAsync(takerTokenAddress, this.coinBase, takerAddress, fillableAmount);
- await this.zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, fillableAmount);
+ return this.createAsymetricFillableSignedOrderAsync(
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
+ fillableAmount, fillableAmount, expirationUnixTimestampSec,
+ );
+ }
+ public async createAsymetricFillableSignedOrderAsync(
+ makerTokenAddress: string, takerTokenAddress: string, makerAddress: string, takerAddress: string,
+ makerFillableAmount: BigNumber.BigNumber, takerFillableAmount: BigNumber.BigNumber,
+ expirationUnixTimestampSec?: BigNumber.BigNumber): Promise<SignedOrder> {
+ await this.zeroEx.token.transferAsync(makerTokenAddress, this.coinBase, makerAddress, makerFillableAmount);
+ await this.zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, makerFillableAmount);
+ await this.zeroEx.token.transferAsync(takerTokenAddress, this.coinBase, takerAddress, takerFillableAmount);
+ await this.zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, takerFillableAmount);
const transactionSenderAccount = await this.zeroEx.getTransactionSenderAccountIfExistsAsync();
this.zeroEx.setTransactionSenderAccount(makerAddress);
const signedOrder = await orderFactory.createSignedOrderAsync(this.zeroEx, makerAddress,
- takerAddress, fillableAmount, makerTokenAddress, fillableAmount, takerTokenAddress,
+ takerAddress, makerFillableAmount, makerTokenAddress, takerFillableAmount, takerTokenAddress,
expirationUnixTimestampSec);
this.zeroEx.setTransactionSenderAccount(transactionSenderAccount as string);
return signedOrder;