diff options
Diffstat (limited to 'contracts/protocol/test/exchange')
| -rw-r--r-- | contracts/protocol/test/exchange/core.ts | 1178 | ||||
| -rw-r--r-- | contracts/protocol/test/exchange/dispatcher.ts | 284 | ||||
| -rw-r--r-- | contracts/protocol/test/exchange/fill_order.ts | 314 | ||||
| -rw-r--r-- | contracts/protocol/test/exchange/internal.ts | 472 | ||||
| -rw-r--r-- | contracts/protocol/test/exchange/match_orders.ts | 1284 | ||||
| -rw-r--r-- | contracts/protocol/test/exchange/signature_validator.ts | 526 | ||||
| -rw-r--r-- | contracts/protocol/test/exchange/transactions.ts | 466 | ||||
| -rw-r--r-- | contracts/protocol/test/exchange/wrapper.ts | 1461 |
8 files changed, 5985 insertions, 0 deletions
diff --git a/contracts/protocol/test/exchange/core.ts b/contracts/protocol/test/exchange/core.ts new file mode 100644 index 000000000..9b948f991 --- /dev/null +++ b/contracts/protocol/test/exchange/core.ts @@ -0,0 +1,1178 @@ +import { artifacts as interfacesArtifacts, IAssetDataContract } from '@0x/contracts-interfaces'; +import { + chaiSetup, + constants, + ERC20BalancesByOwner, + expectTransactionFailedAsync, + getLatestBlockTimestampAsync, + increaseTimeAndMineBlockAsync, + OrderFactory, + OrderStatus, + provider, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { + artifacts as tokensArtifacts, + DummyERC20TokenContract, + DummyERC20TokenTransferEventArgs, + DummyERC721TokenContract, + DummyNoReturnERC20TokenContract, + ReentrantERC20TokenContract, +} from '@0x/contracts-tokens'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils, orderHashUtils } from '@0x/order-utils'; +import { RevertReason, SignatureType, SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import * as chai from 'chai'; +import { LogWithDecodedArgs } from 'ethereum-types'; +import ethUtil = require('ethereumjs-util'); +import * as _ from 'lodash'; + +import { ERC20ProxyContract } from '../../generated-wrappers/erc20_proxy'; +import { ERC721ProxyContract } from '../../generated-wrappers/erc721_proxy'; +import { ExchangeCancelEventArgs, ExchangeContract } from '../../generated-wrappers/exchange'; +import { MultiAssetProxyContract } from '../../generated-wrappers/multi_asset_proxy'; +import { TestStaticCallReceiverContract } from '../../generated-wrappers/test_static_call_receiver'; +import { artifacts } from '../../src/artifacts'; +import { ERC20Wrapper } from '../utils/erc20_wrapper'; +import { ERC721Wrapper } from '../utils/erc721_wrapper'; +import { ExchangeWrapper } from '../utils/exchange_wrapper'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +const assetDataInterface = new IAssetDataContract( + interfacesArtifacts.IAssetData.compilerOutput.abi, + constants.NULL_ADDRESS, + provider, +); +// tslint:disable:no-unnecessary-type-assertion +describe('Exchange core', () => { + let makerAddress: string; + let owner: string; + let takerAddress: string; + let feeRecipientAddress: string; + + let erc20TokenA: DummyERC20TokenContract; + let erc20TokenB: DummyERC20TokenContract; + let zrxToken: DummyERC20TokenContract; + let erc721Token: DummyERC721TokenContract; + let noReturnErc20Token: DummyNoReturnERC20TokenContract; + let reentrantErc20Token: ReentrantERC20TokenContract; + let exchange: ExchangeContract; + let erc20Proxy: ERC20ProxyContract; + let erc721Proxy: ERC721ProxyContract; + let multiAssetProxy: MultiAssetProxyContract; + let maliciousWallet: TestStaticCallReceiverContract; + let maliciousValidator: TestStaticCallReceiverContract; + + let signedOrder: SignedOrder; + let erc20Balances: ERC20BalancesByOwner; + let exchangeWrapper: ExchangeWrapper; + let erc20Wrapper: ERC20Wrapper; + let erc721Wrapper: ERC721Wrapper; + let orderFactory: OrderFactory; + + let erc721MakerAssetIds: BigNumber[]; + let erc721TakerAssetIds: BigNumber[]; + + let defaultMakerAssetAddress: string; + let defaultTakerAssetAddress: string; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = _.slice(accounts, 0, 4)); + + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + + // Deploy AssetProxies, Exchange, tokens, and malicious contracts + erc20Proxy = await erc20Wrapper.deployProxyAsync(); + erc721Proxy = await erc721Wrapper.deployProxyAsync(); + multiAssetProxy = await MultiAssetProxyContract.deployFrom0xArtifactAsync( + artifacts.MultiAssetProxy, + provider, + txDefaults, + ); + const numDummyErc20ToDeploy = 3; + [erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + exchange = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + assetDataUtils.encodeERC20AssetData(zrxToken.address), + ); + maliciousWallet = maliciousValidator = await TestStaticCallReceiverContract.deployFrom0xArtifactAsync( + artifacts.TestStaticCallReceiver, + provider, + txDefaults, + ); + reentrantErc20Token = await ReentrantERC20TokenContract.deployFrom0xArtifactAsync( + tokensArtifacts.ReentrantERC20Token, + provider, + txDefaults, + exchange.address, + ); + + // Configure ERC20Proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(multiAssetProxy.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + // Configure ERC721Proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(multiAssetProxy.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + // Configure MultiAssetProxy + await web3Wrapper.awaitTransactionSuccessAsync( + await multiAssetProxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await multiAssetProxy.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await multiAssetProxy.registerAssetProxy.sendTransactionAsync(erc721Proxy.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + // Configure Exchange + exchangeWrapper = new ExchangeWrapper(exchange, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(multiAssetProxy.address, owner); + + // Configure ERC20 tokens + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + // Configure ERC721 tokens + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address]; + erc721TakerAssetIds = erc721Balances[takerAddress][erc721Token.address]; + + // Configure order defaults + defaultMakerAssetAddress = erc20TokenA.address; + defaultTakerAssetAddress = erc20TokenB.address; + const defaultOrderParams = { + ...constants.STATIC_ORDER_PARAMS, + exchangeAddress: exchange.address, + makerAddress, + feeRecipientAddress, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress), + }; + const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + orderFactory = new OrderFactory(privateKey, defaultOrderParams); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('fillOrder', () => { + beforeEach(async () => { + erc20Balances = await erc20Wrapper.getBalancesAsync(); + signedOrder = await orderFactory.newSignedOrderAsync(); + }); + + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow fillOrder to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('fillOrder reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should throw if signature is invalid', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + + const v = ethUtil.toBuffer(signedOrder.signature.slice(0, 4)); + const invalidR = ethUtil.sha3('invalidR'); + const invalidS = ethUtil.sha3('invalidS'); + const signatureType = ethUtil.toBuffer(`0x${signedOrder.signature.slice(-2)}`); + const invalidSigBuff = Buffer.concat([v, invalidR, invalidS, signatureType]); + const invalidSigHex = `0x${invalidSigBuff.toString('hex')}`; + signedOrder.signature = invalidSigHex; + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress), + RevertReason.InvalidOrderSignature, + ); + }); + + it('should throw if no value is filled', async () => { + signedOrder = await orderFactory.newSignedOrderAsync(); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should revert if `isValidSignature` tries to update state when SignatureType=Wallet', async () => { + const maliciousMakerAddress = maliciousWallet.address; + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20TokenA.setBalance.sendTransactionAsync( + maliciousMakerAddress, + constants.INITIAL_ERC20_BALANCE, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await maliciousWallet.approveERC20.sendTransactionAsync( + erc20TokenA.address, + erc20Proxy.address, + constants.INITIAL_ERC20_ALLOWANCE, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAddress: maliciousMakerAddress, + makerFee: constants.ZERO_AMOUNT, + }); + signedOrder.signature = `0x0${SignatureType.Wallet}`; + await expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress), + RevertReason.WalletError, + ); + }); + + it('should revert if `isValidSignature` tries to update state when SignatureType=Validator', async () => { + const isApproved = true; + await web3Wrapper.awaitTransactionSuccessAsync( + await exchange.setSignatureValidatorApproval.sendTransactionAsync( + maliciousValidator.address, + isApproved, + { from: makerAddress }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + signedOrder.signature = `${maliciousValidator.address}0${SignatureType.Validator}`; + await expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress), + RevertReason.ValidatorError, + ); + }); + + it('should not emit transfer events for transfers where from == to', async () => { + const txReceipt = await exchangeWrapper.fillOrderAsync(signedOrder, makerAddress); + const logs = txReceipt.logs; + const transferLogs = _.filter( + logs, + log => (log as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).event === 'Transfer', + ); + expect(transferLogs.length).to.be.equal(2); + expect((transferLogs[0] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).address).to.be.equal( + zrxToken.address, + ); + expect((transferLogs[0] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._from).to.be.equal( + makerAddress, + ); + expect((transferLogs[0] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._to).to.be.equal( + feeRecipientAddress, + ); + expect( + (transferLogs[0] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._value, + ).to.be.bignumber.equal(signedOrder.makerFee); + expect((transferLogs[1] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).address).to.be.equal( + zrxToken.address, + ); + expect((transferLogs[1] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._from).to.be.equal( + makerAddress, + ); + expect((transferLogs[1] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._to).to.be.equal( + feeRecipientAddress, + ); + expect( + (transferLogs[1] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._value, + ).to.be.bignumber.equal(signedOrder.takerFee); + }); + }); + + describe('Testing exchange of ERC20 tokens with no return values', () => { + before(async () => { + noReturnErc20Token = await DummyNoReturnERC20TokenContract.deployFrom0xArtifactAsync( + tokensArtifacts.DummyNoReturnERC20Token, + provider, + txDefaults, + constants.DUMMY_TOKEN_NAME, + constants.DUMMY_TOKEN_SYMBOL, + constants.DUMMY_TOKEN_DECIMALS, + constants.DUMMY_TOKEN_TOTAL_SUPPLY, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await noReturnErc20Token.setBalance.sendTransactionAsync(makerAddress, constants.INITIAL_ERC20_BALANCE), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await noReturnErc20Token.approve.sendTransactionAsync( + erc20Proxy.address, + constants.INITIAL_ERC20_ALLOWANCE, + { from: makerAddress }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + }); + it('should transfer the correct amounts when makerAssetAmount === takerAssetAmount', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(noReturnErc20Token.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + + const initialMakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const initialFeeRecipientZrxBalance = await zrxToken.balanceOf.callAsync(feeRecipientAddress); + + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + + const finalMakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const finalFeeRecipientZrxBalance = await zrxToken.balanceOf.callAsync(feeRecipientAddress); + + expect(finalMakerBalanceA).to.be.bignumber.equal(initialMakerBalanceA.minus(signedOrder.makerAssetAmount)); + expect(finalMakerBalanceB).to.be.bignumber.equal(initialMakerBalanceB.plus(signedOrder.takerAssetAmount)); + expect(finalTakerBalanceA).to.be.bignumber.equal(initialTakerBalanceA.plus(signedOrder.makerAssetAmount)); + expect(finalTakerBalanceB).to.be.bignumber.equal(initialTakerBalanceB.minus(signedOrder.takerAssetAmount)); + expect(finalMakerZrxBalance).to.be.bignumber.equal(initialMakerZrxBalance.minus(signedOrder.makerFee)); + expect(finalTakerZrxBalance).to.be.bignumber.equal(initialTakerZrxBalance.minus(signedOrder.takerFee)); + expect(finalFeeRecipientZrxBalance).to.be.bignumber.equal( + initialFeeRecipientZrxBalance.plus(signedOrder.makerFee.plus(signedOrder.takerFee)), + ); + }); + it('should transfer the correct amounts when makerAssetAmount > takerAssetAmount', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(noReturnErc20Token.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + + const initialMakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const initialFeeRecipientZrxBalance = await zrxToken.balanceOf.callAsync(feeRecipientAddress); + + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + + const finalMakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const finalFeeRecipientZrxBalance = await zrxToken.balanceOf.callAsync(feeRecipientAddress); + + expect(finalMakerBalanceA).to.be.bignumber.equal(initialMakerBalanceA.minus(signedOrder.makerAssetAmount)); + expect(finalMakerBalanceB).to.be.bignumber.equal(initialMakerBalanceB.plus(signedOrder.takerAssetAmount)); + expect(finalTakerBalanceA).to.be.bignumber.equal(initialTakerBalanceA.plus(signedOrder.makerAssetAmount)); + expect(finalTakerBalanceB).to.be.bignumber.equal(initialTakerBalanceB.minus(signedOrder.takerAssetAmount)); + expect(finalMakerZrxBalance).to.be.bignumber.equal(initialMakerZrxBalance.minus(signedOrder.makerFee)); + expect(finalTakerZrxBalance).to.be.bignumber.equal(initialTakerZrxBalance.minus(signedOrder.takerFee)); + expect(finalFeeRecipientZrxBalance).to.be.bignumber.equal( + initialFeeRecipientZrxBalance.plus(signedOrder.makerFee.plus(signedOrder.takerFee)), + ); + }); + it('should transfer the correct amounts when makerAssetAmount < takerAssetAmount', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(noReturnErc20Token.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), + }); + + const initialMakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const initialFeeRecipientZrxBalance = await zrxToken.balanceOf.callAsync(feeRecipientAddress); + + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + + const finalMakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await noReturnErc20Token.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const finalFeeRecipientZrxBalance = await zrxToken.balanceOf.callAsync(feeRecipientAddress); + + expect(finalMakerBalanceA).to.be.bignumber.equal(initialMakerBalanceA.minus(signedOrder.makerAssetAmount)); + expect(finalMakerBalanceB).to.be.bignumber.equal(initialMakerBalanceB.plus(signedOrder.takerAssetAmount)); + expect(finalTakerBalanceA).to.be.bignumber.equal(initialTakerBalanceA.plus(signedOrder.makerAssetAmount)); + expect(finalTakerBalanceB).to.be.bignumber.equal(initialTakerBalanceB.minus(signedOrder.takerAssetAmount)); + expect(finalMakerZrxBalance).to.be.bignumber.equal(initialMakerZrxBalance.minus(signedOrder.makerFee)); + expect(finalTakerZrxBalance).to.be.bignumber.equal(initialTakerZrxBalance.minus(signedOrder.takerFee)); + expect(finalFeeRecipientZrxBalance).to.be.bignumber.equal( + initialFeeRecipientZrxBalance.plus(signedOrder.makerFee.plus(signedOrder.takerFee)), + ); + }); + }); + + describe('cancelOrder', () => { + beforeEach(async () => { + erc20Balances = await erc20Wrapper.getBalancesAsync(); + signedOrder = await orderFactory.newSignedOrderAsync(); + }); + + it('should throw if not sent by maker', async () => { + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrderAsync(signedOrder, takerAddress), + RevertReason.InvalidMaker, + ); + }); + + it('should throw if makerAssetAmount is 0', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(0), + }); + + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should throw if takerAssetAmount is 0', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + takerAssetAmount: new BigNumber(0), + }); + + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should be able to cancel a full order', async () => { + await exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress); + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount: signedOrder.takerAssetAmount.div(2), + }), + RevertReason.OrderUnfillable, + ); + }); + + it('should log 1 event with correct arguments', async () => { + const res = await exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress); + expect(res.logs).to.have.length(1); + + const log = res.logs[0] as LogWithDecodedArgs<ExchangeCancelEventArgs>; + const logArgs = log.args; + + expect(signedOrder.makerAddress).to.be.equal(logArgs.makerAddress); + expect(signedOrder.makerAddress).to.be.equal(logArgs.senderAddress); + expect(signedOrder.feeRecipientAddress).to.be.equal(logArgs.feeRecipientAddress); + expect(signedOrder.makerAssetData).to.be.equal(logArgs.makerAssetData); + expect(signedOrder.takerAssetData).to.be.equal(logArgs.takerAssetData); + expect(orderHashUtils.getOrderHashHex(signedOrder)).to.be.equal(logArgs.orderHash); + }); + + it('should throw if already cancelled', async () => { + await exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress); + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should throw if order is expired', async () => { + const currentTimestamp = await getLatestBlockTimestampAsync(); + signedOrder = await orderFactory.newSignedOrderAsync({ + expirationTimeSeconds: new BigNumber(currentTimestamp).sub(10), + }); + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should throw if rounding error is greater than 0.1%', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1001), + takerAssetAmount: new BigNumber(3), + }); + + const fillTakerAssetAmount1 = new BigNumber(2); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount: fillTakerAssetAmount1, + }); + + const fillTakerAssetAmount2 = new BigNumber(1); + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount: fillTakerAssetAmount2, + }), + RevertReason.RoundingError, + ); + }); + }); + + describe('cancelOrdersUpTo', () => { + it('should fail to set orderEpoch less than current orderEpoch', async () => { + const orderEpoch = new BigNumber(1); + await exchangeWrapper.cancelOrdersUpToAsync(orderEpoch, makerAddress); + const lesserOrderEpoch = new BigNumber(0); + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrdersUpToAsync(lesserOrderEpoch, makerAddress), + RevertReason.InvalidNewOrderEpoch, + ); + }); + + it('should fail to set orderEpoch equal to existing orderEpoch', async () => { + const orderEpoch = new BigNumber(1); + await exchangeWrapper.cancelOrdersUpToAsync(orderEpoch, makerAddress); + return expectTransactionFailedAsync( + exchangeWrapper.cancelOrdersUpToAsync(orderEpoch, makerAddress), + RevertReason.InvalidNewOrderEpoch, + ); + }); + + it('should cancel only orders with a orderEpoch less than existing orderEpoch', async () => { + // Cancel all transactions with a orderEpoch less than 1 + const orderEpoch = new BigNumber(1); + await exchangeWrapper.cancelOrdersUpToAsync(orderEpoch, makerAddress); + + // Create 3 orders with orderEpoch values: 0,1,2,3 + // Since we cancelled with orderEpoch=1, orders with orderEpoch<=1 will not be processed + erc20Balances = await erc20Wrapper.getBalancesAsync(); + const signedOrders = [ + await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(9), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(9), 18), + salt: new BigNumber(0), + }), + await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(79), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(79), 18), + salt: new BigNumber(1), + }), + await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(979), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(979), 18), + salt: new BigNumber(2), + }), + await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(7979), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(7979), 18), + salt: new BigNumber(3), + }), + ]; + await exchangeWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, { + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + const fillMakerAssetAmount = signedOrders[2].makerAssetAmount.add(signedOrders[3].makerAssetAmount); + const fillTakerAssetAmount = signedOrders[2].takerAssetAmount.add(signedOrders[3].takerAssetAmount); + const makerFee = signedOrders[2].makerFee.add(signedOrders[3].makerFee); + const takerFee = signedOrders[2].takerFee.add(signedOrders[3].takerFee); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(fillMakerAssetAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].add(fillTakerAssetAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(fillTakerAssetAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].add(fillMakerAssetAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)), + ); + }); + }); + + describe('Testing Exchange of ERC721 Tokens', () => { + it('should throw when maker does not own the token with id makerAssetId', async () => { + // Construct Exchange parameters + const makerAssetId = erc721TakerAssetIds[0]; + const takerAssetId = erc721TakerAssetIds[1]; + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + takerAssetAmount: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), + }); + // Verify pre-conditions + const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(initialOwnerMakerAsset).to.be.bignumber.not.equal(makerAddress); + const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + // Call Exchange + const takerAssetFillAmount = signedOrder.takerAssetAmount; + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }), + RevertReason.TransferFailed, + ); + }); + + it('should throw when taker does not own the token with id takerAssetId', async () => { + // Construct Exchange parameters + const makerAssetId = erc721MakerAssetIds[0]; + const takerAssetId = erc721MakerAssetIds[1]; + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + takerAssetAmount: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), + }); + // Verify pre-conditions + const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(initialOwnerMakerAsset).to.be.bignumber.equal(makerAddress); + const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(initialOwnerTakerAsset).to.be.bignumber.not.equal(takerAddress); + // Call Exchange + const takerAssetFillAmount = signedOrder.takerAssetAmount; + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }), + RevertReason.TransferFailed, + ); + }); + + it('should throw when makerAssetAmount is greater than 1', async () => { + // Construct Exchange parameters + const makerAssetId = erc721MakerAssetIds[0]; + const takerAssetId = erc721TakerAssetIds[0]; + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(2), + takerAssetAmount: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), + }); + // Verify pre-conditions + const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(initialOwnerMakerAsset).to.be.bignumber.equal(makerAddress); + const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + // Call Exchange + const takerAssetFillAmount = signedOrder.takerAssetAmount; + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }), + RevertReason.InvalidAmount, + ); + }); + + it('should throw when takerAssetAmount is greater than 1', async () => { + // Construct Exchange parameters + const makerAssetId = erc721MakerAssetIds[0]; + const takerAssetId = erc721TakerAssetIds[0]; + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + takerAssetAmount: new BigNumber(500), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), + }); + // Verify pre-conditions + const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(initialOwnerMakerAsset).to.be.bignumber.equal(makerAddress); + const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + // Call Exchange + const takerAssetFillAmount = signedOrder.takerAssetAmount; + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }), + RevertReason.InvalidAmount, + ); + }); + + it('should throw on partial fill', async () => { + // Construct Exchange parameters + const makerAssetId = erc721MakerAssetIds[0]; + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress), + }); + // Call Exchange + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }), + RevertReason.RoundingError, + ); + }); + }); + + describe('Testing exchange of multiple assets', () => { + it('should allow multiple assets to be exchanged for a single asset', async () => { + const makerAmounts = [new BigNumber(10), new BigNumber(20)]; + const makerNestedAssetData = [ + assetDataUtils.encodeERC20AssetData(erc20TokenA.address), + assetDataUtils.encodeERC20AssetData(erc20TokenB.address), + ]; + const makerAssetData = assetDataInterface.MultiAsset.getABIEncodedTransactionData( + makerAmounts, + makerNestedAssetData, + ); + const makerAssetAmount = new BigNumber(1); + const takerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const takerAssetAmount = new BigNumber(10); + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + takerAssetData, + makerAssetAmount, + takerAssetAmount, + makerFee: constants.ZERO_AMOUNT, + takerFee: constants.ZERO_AMOUNT, + }); + + const initialMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + + const finalMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + + expect(finalMakerBalanceA).to.be.bignumber.equal( + initialMakerBalanceA.minus(makerAmounts[0].times(makerAssetAmount)), + ); + expect(finalMakerBalanceB).to.be.bignumber.equal( + initialMakerBalanceB.minus(makerAmounts[1].times(makerAssetAmount)), + ); + expect(finalMakerZrxBalance).to.be.bignumber.equal(initialMakerZrxBalance.plus(takerAssetAmount)); + expect(finalTakerBalanceA).to.be.bignumber.equal( + initialTakerBalanceA.plus(makerAmounts[0].times(makerAssetAmount)), + ); + expect(finalTakerBalanceB).to.be.bignumber.equal( + initialTakerBalanceB.plus(makerAmounts[1].times(makerAssetAmount)), + ); + expect(finalTakerZrxBalance).to.be.bignumber.equal(initialTakerZrxBalance.minus(takerAssetAmount)); + }); + it('should allow multiple assets to be exchanged for multiple assets', async () => { + const makerAmounts = [new BigNumber(10), new BigNumber(20)]; + const makerNestedAssetData = [ + assetDataUtils.encodeERC20AssetData(erc20TokenA.address), + assetDataUtils.encodeERC20AssetData(erc20TokenB.address), + ]; + const makerAssetData = assetDataInterface.MultiAsset.getABIEncodedTransactionData( + makerAmounts, + makerNestedAssetData, + ); + const makerAssetAmount = new BigNumber(1); + const takerAmounts = [new BigNumber(10), new BigNumber(1)]; + const takerAssetId = erc721TakerAssetIds[0]; + const takerNestedAssetData = [ + assetDataUtils.encodeERC20AssetData(zrxToken.address), + assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), + ]; + const takerAssetData = assetDataInterface.MultiAsset.getABIEncodedTransactionData( + takerAmounts, + takerNestedAssetData, + ); + const takerAssetAmount = new BigNumber(1); + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + takerAssetData, + makerAssetAmount, + takerAssetAmount, + makerFee: constants.ZERO_AMOUNT, + takerFee: constants.ZERO_AMOUNT, + }); + + const initialMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + + const finalMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + const finalOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + + expect(finalMakerBalanceA).to.be.bignumber.equal( + initialMakerBalanceA.minus(makerAmounts[0].times(makerAssetAmount)), + ); + expect(finalMakerBalanceB).to.be.bignumber.equal( + initialMakerBalanceB.minus(makerAmounts[1].times(makerAssetAmount)), + ); + expect(finalMakerZrxBalance).to.be.bignumber.equal( + initialMakerZrxBalance.plus(takerAmounts[0].times(takerAssetAmount)), + ); + expect(finalTakerBalanceA).to.be.bignumber.equal( + initialTakerBalanceA.plus(makerAmounts[0].times(makerAssetAmount)), + ); + expect(finalTakerBalanceB).to.be.bignumber.equal( + initialTakerBalanceB.plus(makerAmounts[1].times(makerAssetAmount)), + ); + expect(finalTakerZrxBalance).to.be.bignumber.equal( + initialTakerZrxBalance.minus(takerAmounts[0].times(takerAssetAmount)), + ); + expect(finalOwnerTakerAsset).to.be.equal(makerAddress); + }); + it('should allow an order selling multiple assets to be partially filled', async () => { + const makerAmounts = [new BigNumber(10), new BigNumber(20)]; + const makerNestedAssetData = [ + assetDataUtils.encodeERC20AssetData(erc20TokenA.address), + assetDataUtils.encodeERC20AssetData(erc20TokenB.address), + ]; + const makerAssetData = assetDataInterface.MultiAsset.getABIEncodedTransactionData( + makerAmounts, + makerNestedAssetData, + ); + const makerAssetAmount = new BigNumber(30); + const takerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const takerAssetAmount = new BigNumber(10); + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + takerAssetData, + makerAssetAmount, + takerAssetAmount, + makerFee: constants.ZERO_AMOUNT, + takerFee: constants.ZERO_AMOUNT, + }); + + const initialMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + + const takerAssetFillAmount = takerAssetAmount.dividedToIntegerBy(2); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount, + }); + + const finalMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + + expect(finalMakerBalanceA).to.be.bignumber.equal( + initialMakerBalanceA.minus( + makerAmounts[0].times( + makerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalMakerBalanceB).to.be.bignumber.equal( + initialMakerBalanceB.minus( + makerAmounts[1].times( + makerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalMakerZrxBalance).to.be.bignumber.equal( + initialMakerZrxBalance.plus( + takerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ); + expect(finalTakerBalanceA).to.be.bignumber.equal( + initialTakerBalanceA.plus( + makerAmounts[0].times( + makerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalTakerBalanceB).to.be.bignumber.equal( + initialTakerBalanceB.plus( + makerAmounts[1].times( + makerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalTakerZrxBalance).to.be.bignumber.equal( + initialTakerZrxBalance.minus( + takerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ); + }); + it('should allow an order buying multiple assets to be partially filled', async () => { + const takerAmounts = [new BigNumber(10), new BigNumber(20)]; + const takerNestedAssetData = [ + assetDataUtils.encodeERC20AssetData(erc20TokenA.address), + assetDataUtils.encodeERC20AssetData(erc20TokenB.address), + ]; + const takerAssetData = assetDataInterface.MultiAsset.getABIEncodedTransactionData( + takerAmounts, + takerNestedAssetData, + ); + const takerAssetAmount = new BigNumber(30); + const makerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const makerAssetAmount = new BigNumber(10); + signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData, + takerAssetData, + makerAssetAmount, + takerAssetAmount, + makerFee: constants.ZERO_AMOUNT, + takerFee: constants.ZERO_AMOUNT, + }); + + const initialMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const initialMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const initialMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const initialTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const initialTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const initialTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + + const takerAssetFillAmount = takerAssetAmount.dividedToIntegerBy(2); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount, + }); + + const finalMakerBalanceA = await erc20TokenA.balanceOf.callAsync(makerAddress); + const finalMakerBalanceB = await erc20TokenB.balanceOf.callAsync(makerAddress); + const finalMakerZrxBalance = await zrxToken.balanceOf.callAsync(makerAddress); + const finalTakerBalanceA = await erc20TokenA.balanceOf.callAsync(takerAddress); + const finalTakerBalanceB = await erc20TokenB.balanceOf.callAsync(takerAddress); + const finalTakerZrxBalance = await zrxToken.balanceOf.callAsync(takerAddress); + + expect(finalMakerBalanceA).to.be.bignumber.equal( + initialMakerBalanceA.plus( + takerAmounts[0].times( + takerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalMakerBalanceB).to.be.bignumber.equal( + initialMakerBalanceB.plus( + takerAmounts[1].times( + takerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalMakerZrxBalance).to.be.bignumber.equal( + initialMakerZrxBalance.minus( + makerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ); + expect(finalTakerBalanceA).to.be.bignumber.equal( + initialTakerBalanceA.minus( + takerAmounts[0].times( + takerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalTakerBalanceB).to.be.bignumber.equal( + initialTakerBalanceB.minus( + takerAmounts[1].times( + takerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ), + ); + expect(finalTakerZrxBalance).to.be.bignumber.equal( + initialTakerZrxBalance.plus( + makerAssetAmount.times(takerAssetFillAmount).dividedToIntegerBy(takerAssetAmount), + ), + ); + }); + }); + + describe('getOrderInfo', () => { + beforeEach(async () => { + signedOrder = await orderFactory.newSignedOrderAsync(); + }); + it('should return the correct orderInfo for an unfilled valid order', async () => { + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.FILLABLE; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for a fully filled order', async () => { + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount; + const expectedOrderStatus = OrderStatus.FULLY_FILLED; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for a partially filled order', async () => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = takerAssetFillAmount; + const expectedOrderStatus = OrderStatus.FILLABLE; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for a cancelled and unfilled order', async () => { + await exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.CANCELLED; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for a cancelled and partially filled order', async () => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }); + await exchangeWrapper.cancelOrderAsync(signedOrder, makerAddress); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = takerAssetFillAmount; + const expectedOrderStatus = OrderStatus.CANCELLED; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for an expired and unfilled order', async () => { + const currentTimestamp = await getLatestBlockTimestampAsync(); + const timeUntilExpiration = signedOrder.expirationTimeSeconds.minus(currentTimestamp).toNumber(); + await increaseTimeAndMineBlockAsync(timeUntilExpiration); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.EXPIRED; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for an expired and partially filled order', async () => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }); + const currentTimestamp = await getLatestBlockTimestampAsync(); + const timeUntilExpiration = signedOrder.expirationTimeSeconds.minus(currentTimestamp).toNumber(); + await increaseTimeAndMineBlockAsync(timeUntilExpiration); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = takerAssetFillAmount; + const expectedOrderStatus = OrderStatus.EXPIRED; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for an expired and fully filled order', async () => { + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress); + const currentTimestamp = await getLatestBlockTimestampAsync(); + const timeUntilExpiration = signedOrder.expirationTimeSeconds.minus(currentTimestamp).toNumber(); + await increaseTimeAndMineBlockAsync(timeUntilExpiration); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount; + // FULLY_FILLED takes precedence over EXPIRED + const expectedOrderStatus = OrderStatus.FULLY_FILLED; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for an order with a makerAssetAmount of 0', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(0) }); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.INVALID_MAKER_ASSET_AMOUNT; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + it('should return the correct orderInfo for an order with a takerAssetAmount of 0', async () => { + signedOrder = await orderFactory.newSignedOrderAsync({ takerAssetAmount: new BigNumber(0) }); + const orderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrder); + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.INVALID_TAKER_ASSET_AMOUNT; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); +}); +// tslint:disable:max-file-line-count +// tslint:enable:no-unnecessary-type-assertion diff --git a/contracts/protocol/test/exchange/dispatcher.ts b/contracts/protocol/test/exchange/dispatcher.ts new file mode 100644 index 000000000..5b1ac1e20 --- /dev/null +++ b/contracts/protocol/test/exchange/dispatcher.ts @@ -0,0 +1,284 @@ +import { + chaiSetup, + constants, + expectTransactionFailedAsync, + LogDecoder, + provider, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { DummyERC20TokenContract } from '@0x/contracts-tokens'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils } from '@0x/order-utils'; +import { AssetProxyId, RevertReason } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import { LogWithDecodedArgs } from 'ethereum-types'; +import * as _ from 'lodash'; + +import { ERC20ProxyContract } from '../../generated-wrappers/erc20_proxy'; +import { ERC721ProxyContract } from '../../generated-wrappers/erc721_proxy'; +import { + TestAssetProxyDispatcherAssetProxyRegisteredEventArgs, + TestAssetProxyDispatcherContract, +} from '../../generated-wrappers/test_asset_proxy_dispatcher'; +import { artifacts } from '../../src/artifacts'; +import { ERC20Wrapper } from '../utils/erc20_wrapper'; +import { ERC721Wrapper } from '../utils/erc721_wrapper'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +// tslint:disable:no-unnecessary-type-assertion +describe('AssetProxyDispatcher', () => { + let owner: string; + let notOwner: string; + let makerAddress: string; + let takerAddress: string; + + let zrxToken: DummyERC20TokenContract; + let erc20Proxy: ERC20ProxyContract; + let erc721Proxy: ERC721ProxyContract; + let assetProxyDispatcher: TestAssetProxyDispatcherContract; + + let erc20Wrapper: ERC20Wrapper; + let erc721Wrapper: ERC721Wrapper; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + // Setup accounts & addresses + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, notOwner, makerAddress, takerAddress] = _.slice(accounts, 0, 4)); + + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + + const numDummyErc20ToDeploy = 1; + [zrxToken] = await erc20Wrapper.deployDummyTokensAsync(numDummyErc20ToDeploy, constants.DUMMY_TOKEN_DECIMALS); + erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + erc721Proxy = await erc721Wrapper.deployProxyAsync(); + + assetProxyDispatcher = await TestAssetProxyDispatcherContract.deployFrom0xArtifactAsync( + artifacts.TestAssetProxyDispatcher, + provider, + txDefaults, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(assetProxyDispatcher.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(assetProxyDispatcher.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('registerAssetProxy', () => { + it('should record proxy upon registration', async () => { + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const proxyAddress = await assetProxyDispatcher.getAssetProxy.callAsync(AssetProxyId.ERC20); + expect(proxyAddress).to.be.equal(erc20Proxy.address); + }); + + it('should be able to record multiple proxies', async () => { + // Record first proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + let proxyAddress = await assetProxyDispatcher.getAssetProxy.callAsync(AssetProxyId.ERC20); + expect(proxyAddress).to.be.equal(erc20Proxy.address); + // Record another proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc721Proxy.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + proxyAddress = await assetProxyDispatcher.getAssetProxy.callAsync(AssetProxyId.ERC721); + expect(proxyAddress).to.be.equal(erc721Proxy.address); + }); + + it('should throw if a proxy with the same id is already registered', async () => { + // Initial registration + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const proxyAddress = await assetProxyDispatcher.getAssetProxy.callAsync(AssetProxyId.ERC20); + expect(proxyAddress).to.be.equal(erc20Proxy.address); + // Deploy a new version of the ERC20 Transfer Proxy contract + const newErc20TransferProxy = await ERC20ProxyContract.deployFrom0xArtifactAsync( + artifacts.ERC20Proxy, + provider, + txDefaults, + ); + // Register new ERC20 Transfer Proxy contract + return expectTransactionFailedAsync( + assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(newErc20TransferProxy.address, { + from: owner, + }), + RevertReason.AssetProxyAlreadyExists, + ); + }); + + it('should throw if requesting address is not owner', async () => { + return expectTransactionFailedAsync( + assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: notOwner }), + RevertReason.OnlyContractOwner, + ); + }); + + it('should log an event with correct arguments when an asset proxy is registered', async () => { + const logDecoder = new LogDecoder(web3Wrapper, artifacts); + const txReceipt = await logDecoder.getTxWithDecodedLogsAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + ); + const logs = txReceipt.logs; + const log = logs[0] as LogWithDecodedArgs<TestAssetProxyDispatcherAssetProxyRegisteredEventArgs>; + expect(log.args.id).to.equal(AssetProxyId.ERC20); + expect(log.args.assetProxy).to.equal(erc20Proxy.address); + }); + }); + + describe('getAssetProxy', () => { + it('should return correct address of registered proxy', async () => { + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const proxyAddress = await assetProxyDispatcher.getAssetProxy.callAsync(AssetProxyId.ERC20); + expect(proxyAddress).to.be.equal(erc20Proxy.address); + }); + + it('should return NULL address if requesting non-existent proxy', async () => { + const proxyAddress = await assetProxyDispatcher.getAssetProxy.callAsync(AssetProxyId.ERC20); + expect(proxyAddress).to.be.equal(constants.NULL_ADDRESS); + }); + }); + + describe('dispatchTransferFrom', () => { + it('should dispatch transfer to registered proxy', async () => { + // Register ERC20 proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Construct metadata for ERC20 proxy + const encodedAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + + // Perform a transfer from makerAddress to takerAddress + const erc20Balances = await erc20Wrapper.getBalancesAsync(); + const amount = new BigNumber(10); + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.publicDispatchTransferFrom.sendTransactionAsync( + encodedAssetData, + makerAddress, + takerAddress, + amount, + { from: owner }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Verify transfer was successful + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(amount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].add(amount), + ); + }); + + it('should not dispatch a transfer if amount == 0', async () => { + // Register ERC20 proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Construct metadata for ERC20 proxy + const encodedAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + + // Perform a transfer from makerAddress to takerAddress + const erc20Balances = await erc20Wrapper.getBalancesAsync(); + const amount = constants.ZERO_AMOUNT; + const txReceipt = await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.publicDispatchTransferFrom.sendTransactionAsync( + encodedAssetData, + makerAddress, + takerAddress, + amount, + { from: owner }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + expect(txReceipt.logs.length).to.be.equal(0); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.deep.equal(erc20Balances); + }); + + it('should not dispatch a transfer if from == to', async () => { + // Register ERC20 proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Construct metadata for ERC20 proxy + const encodedAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + + // Perform a transfer from makerAddress to takerAddress + const erc20Balances = await erc20Wrapper.getBalancesAsync(); + const amount = new BigNumber(10); + const txReceipt = await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.publicDispatchTransferFrom.sendTransactionAsync( + encodedAssetData, + makerAddress, + makerAddress, + amount, + { from: owner }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + expect(txReceipt.logs.length).to.be.equal(0); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.deep.equal(erc20Balances); + }); + + it('should throw if dispatching to unregistered proxy', async () => { + // Construct metadata for ERC20 proxy + const encodedAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + // Perform a transfer from makerAddress to takerAddress + const amount = new BigNumber(10); + return expectTransactionFailedAsync( + assetProxyDispatcher.publicDispatchTransferFrom.sendTransactionAsync( + encodedAssetData, + makerAddress, + takerAddress, + amount, + { from: owner }, + ), + RevertReason.AssetProxyDoesNotExist, + ); + }); + }); +}); +// tslint:enable:no-unnecessary-type-assertion diff --git a/contracts/protocol/test/exchange/fill_order.ts b/contracts/protocol/test/exchange/fill_order.ts new file mode 100644 index 000000000..2bdbe4855 --- /dev/null +++ b/contracts/protocol/test/exchange/fill_order.ts @@ -0,0 +1,314 @@ +import { + AllowanceAmountScenario, + AssetDataScenario, + BalanceAmountScenario, + chaiSetup, + ExpirationTimeSecondsScenario, + FeeRecipientAddressScenario, + FillScenario, + OrderAssetAmountScenario, + provider, + TakerAssetFillAmountScenario, + TakerScenario, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import * as _ from 'lodash'; + +import { + FillOrderCombinatorialUtils, + fillOrderCombinatorialUtilsFactoryAsync, +} from '../utils/fill_order_combinatorial_utils'; + +chaiSetup.configure(); +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); + +const defaultFillScenario = { + orderScenario: { + takerScenario: TakerScenario.Unspecified, + feeRecipientScenario: FeeRecipientAddressScenario.EthUserAddress, + makerAssetAmountScenario: OrderAssetAmountScenario.Large, + takerAssetAmountScenario: OrderAssetAmountScenario.Large, + makerFeeScenario: OrderAssetAmountScenario.Large, + takerFeeScenario: OrderAssetAmountScenario.Large, + expirationTimeSecondsScenario: ExpirationTimeSecondsScenario.InFuture, + makerAssetDataScenario: AssetDataScenario.ERC20NonZRXEighteenDecimals, + takerAssetDataScenario: AssetDataScenario.ERC20NonZRXEighteenDecimals, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.LessThanRemainingFillableTakerAssetAmount, + makerStateScenario: { + traderAssetBalance: BalanceAmountScenario.Higher, + traderAssetAllowance: AllowanceAmountScenario.Higher, + zrxFeeBalance: BalanceAmountScenario.Higher, + zrxFeeAllowance: AllowanceAmountScenario.Higher, + }, + takerStateScenario: { + traderAssetBalance: BalanceAmountScenario.Higher, + traderAssetAllowance: AllowanceAmountScenario.Higher, + zrxFeeBalance: BalanceAmountScenario.Higher, + zrxFeeAllowance: AllowanceAmountScenario.Higher, + }, +}; + +describe('FillOrder Tests', () => { + let fillOrderCombinatorialUtils: FillOrderCombinatorialUtils; + + before(async () => { + await blockchainLifecycle.startAsync(); + fillOrderCombinatorialUtils = await fillOrderCombinatorialUtilsFactoryAsync(web3Wrapper, txDefaults); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('fillOrder', () => { + const test = (fillScenarios: FillScenario[]) => { + _.forEach(fillScenarios, fillScenario => { + const description = `Combinatorial OrderFill: ${JSON.stringify(fillScenario)}`; + it(description, async () => { + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + }); + }; + + const allFillScenarios = FillOrderCombinatorialUtils.generateFillOrderCombinations(); + describe('Combinatorially generated fills orders', () => test(allFillScenarios)); + + it('should transfer the correct amounts when makerAssetAmount === takerAssetAmount', async () => { + const fillScenario = { + ...defaultFillScenario, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + it('should transfer the correct amounts when makerAssetAmount > takerAssetAmount', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + takerAssetAmountScenario: OrderAssetAmountScenario.Small, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + it('should transfer the correct amounts when makerAssetAmount < takerAssetAmount', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetAmountScenario: OrderAssetAmountScenario.Small, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + it('should transfer the correct amounts when makerAssetAmount < takerAssetAmount with zero decimals', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetAmountScenario: OrderAssetAmountScenario.Small, + makerAssetDataScenario: AssetDataScenario.ERC20ZeroDecimals, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + it('should transfer the correct amounts when taker is specified and order is claimed by taker', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + takerScenario: TakerScenario.CorrectlySpecified, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + it('should fill remaining value if takerAssetFillAmount > remaining takerAssetAmount', async () => { + const fillScenario = { + ...defaultFillScenario, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.GreaterThanRemainingFillableTakerAssetAmount, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + it('should throw when taker is specified and order is claimed by other', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + takerScenario: TakerScenario.IncorrectlySpecified, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if makerAssetAmount is 0', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetAmountScenario: OrderAssetAmountScenario.Zero, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.GreaterThanRemainingFillableTakerAssetAmount, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if takerAssetAmount is 0', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + takerAssetAmountScenario: OrderAssetAmountScenario.Zero, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.GreaterThanRemainingFillableTakerAssetAmount, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if takerAssetFillAmount is 0', async () => { + const fillScenario = { + ...defaultFillScenario, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.Zero, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if an order is expired', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + expirationTimeSecondsScenario: ExpirationTimeSecondsScenario.InPast, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if maker erc20Balances are too low to fill order', async () => { + const fillScenario = { + ...defaultFillScenario, + makerStateScenario: { + ...defaultFillScenario.makerStateScenario, + traderAssetBalance: BalanceAmountScenario.TooLow, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if taker erc20Balances are too low to fill order', async () => { + const fillScenario = { + ...defaultFillScenario, + takerStateScenario: { + ...defaultFillScenario.makerStateScenario, + traderAssetBalance: BalanceAmountScenario.TooLow, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if maker allowances are too low to fill order', async () => { + const fillScenario = { + ...defaultFillScenario, + makerStateScenario: { + ...defaultFillScenario.makerStateScenario, + traderAssetAllowance: AllowanceAmountScenario.TooLow, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should throw if taker allowances are too low to fill order', async () => { + const fillScenario = { + ...defaultFillScenario, + takerStateScenario: { + ...defaultFillScenario.makerStateScenario, + traderAssetAllowance: AllowanceAmountScenario.TooLow, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + }); + + describe('Testing exchange of ERC721 Tokens', () => { + it('should successfully exchange a single token between the maker and taker (via fillOrder)', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetDataScenario: AssetDataScenario.ERC721, + takerAssetDataScenario: AssetDataScenario.ERC721, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.ExactlyRemainingFillableTakerAssetAmount, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should successfully fill order when makerAsset is ERC721 and takerAsset is ERC20', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetDataScenario: AssetDataScenario.ERC721, + takerAssetDataScenario: AssetDataScenario.ERC20NonZRXEighteenDecimals, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.ExactlyRemainingFillableTakerAssetAmount, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario, true); + }); + + it('should successfully fill order when makerAsset is ERC20 and takerAsset is ERC721', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetDataScenario: AssetDataScenario.ERC20NonZRXEighteenDecimals, + takerAssetDataScenario: AssetDataScenario.ERC721, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.ExactlyRemainingFillableTakerAssetAmount, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should successfully fill order when makerAsset is ERC721 and approveAll is set for it', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetDataScenario: AssetDataScenario.ERC721, + takerAssetDataScenario: AssetDataScenario.ERC20NonZRXEighteenDecimals, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.ExactlyRemainingFillableTakerAssetAmount, + makerStateScenario: { + ...defaultFillScenario.makerStateScenario, + traderAssetAllowance: AllowanceAmountScenario.Unlimited, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + + it('should successfully fill order when makerAsset and takerAsset are ERC721 and approveAll is set for them', async () => { + const fillScenario = { + ...defaultFillScenario, + orderScenario: { + ...defaultFillScenario.orderScenario, + makerAssetDataScenario: AssetDataScenario.ERC721, + takerAssetDataScenario: AssetDataScenario.ERC721, + }, + takerAssetFillAmountScenario: TakerAssetFillAmountScenario.ExactlyRemainingFillableTakerAssetAmount, + makerStateScenario: { + ...defaultFillScenario.makerStateScenario, + traderAssetAllowance: AllowanceAmountScenario.Unlimited, + }, + takerStateScenario: { + ...defaultFillScenario.takerStateScenario, + traderAssetAllowance: AllowanceAmountScenario.Unlimited, + }, + }; + await fillOrderCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario); + }); + }); +}); diff --git a/contracts/protocol/test/exchange/internal.ts b/contracts/protocol/test/exchange/internal.ts new file mode 100644 index 000000000..972f5efb6 --- /dev/null +++ b/contracts/protocol/test/exchange/internal.ts @@ -0,0 +1,472 @@ +import { + bytes32Values, + chaiSetup, + constants, + FillResults, + getRevertReasonOrErrorMessageForSendTransactionAsync, + provider, + testCombinatoriallyWithReferenceFuncAsync, + txDefaults, + uint256Values, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { Order, RevertReason, SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import * as _ from 'lodash'; + +import { TestExchangeInternalsContract } from '../../generated-wrappers/test_exchange_internals'; +import { artifacts } from '../../src/artifacts'; + +chaiSetup.configure(); +const expect = chai.expect; + +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); + +const MAX_UINT256 = new BigNumber(2).pow(256).minus(1); + +const emptyOrder: Order = { + senderAddress: constants.NULL_ADDRESS, + makerAddress: constants.NULL_ADDRESS, + takerAddress: constants.NULL_ADDRESS, + makerFee: new BigNumber(0), + takerFee: new BigNumber(0), + makerAssetAmount: new BigNumber(0), + takerAssetAmount: new BigNumber(0), + makerAssetData: '0x', + takerAssetData: '0x', + salt: new BigNumber(0), + exchangeAddress: constants.NULL_ADDRESS, + feeRecipientAddress: constants.NULL_ADDRESS, + expirationTimeSeconds: new BigNumber(0), +}; + +const emptySignedOrder: SignedOrder = { + ...emptyOrder, + signature: '', +}; + +const overflowErrorForCall = new Error(RevertReason.Uint256Overflow); + +describe('Exchange core internal functions', () => { + let testExchange: TestExchangeInternalsContract; + let overflowErrorForSendTransaction: Error | undefined; + let divisionByZeroErrorForCall: Error | undefined; + let roundingErrorForCall: Error | undefined; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + testExchange = await TestExchangeInternalsContract.deployFrom0xArtifactAsync( + artifacts.TestExchangeInternals, + provider, + txDefaults, + ); + overflowErrorForSendTransaction = new Error( + await getRevertReasonOrErrorMessageForSendTransactionAsync(RevertReason.Uint256Overflow), + ); + divisionByZeroErrorForCall = new Error(RevertReason.DivisionByZero); + roundingErrorForCall = new Error(RevertReason.RoundingError); + }); + // Note(albrow): Don't forget to add beforeEach and afterEach calls to reset + // the blockchain state for any tests which modify it! + + async function referenceIsRoundingErrorFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + if (numerator.eq(0)) { + return false; + } + if (target.eq(0)) { + return false; + } + const product = numerator.mul(target); + const remainder = product.mod(denominator); + const remainderTimes1000 = remainder.mul('1000'); + const isError = remainderTimes1000.gte(product); + if (product.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + if (remainderTimes1000.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return isError; + } + + async function referenceIsRoundingErrorCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + if (numerator.eq(0)) { + return false; + } + if (target.eq(0)) { + return false; + } + const product = numerator.mul(target); + const remainder = product.mod(denominator); + const error = denominator.sub(remainder).mod(denominator); + const errorTimes1000 = error.mul('1000'); + const isError = errorTimes1000.gte(product); + if (product.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + if (errorTimes1000.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return isError; + } + + async function referenceSafeGetPartialAmountFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + const isRoundingError = await referenceIsRoundingErrorFloorAsync(numerator, denominator, target); + if (isRoundingError) { + throw roundingErrorForCall; + } + const product = numerator.mul(target); + if (product.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return product.dividedToIntegerBy(denominator); + } + + describe('addFillResults', async () => { + function makeFillResults(value: BigNumber): FillResults { + return { + makerAssetFilledAmount: value, + takerAssetFilledAmount: value, + makerFeePaid: value, + takerFeePaid: value, + }; + } + async function referenceAddFillResultsAsync( + totalValue: BigNumber, + singleValue: BigNumber, + ): Promise<FillResults> { + // Note(albrow): Here, each of totalFillResults and + // singleFillResults will consist of fields with the same values. + // This should be safe because none of the fields in a given + // FillResults are ever used together in a mathemetical operation. + // They are only used with the corresponding field from *the other* + // FillResults, which are different. + const totalFillResults = makeFillResults(totalValue); + const singleFillResults = makeFillResults(singleValue); + // HACK(albrow): _.mergeWith mutates the first argument! To + // workaround this we use _.cloneDeep. + return _.mergeWith( + _.cloneDeep(totalFillResults), + singleFillResults, + (totalVal: BigNumber, singleVal: BigNumber) => { + const newTotal = totalVal.add(singleVal); + if (newTotal.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return newTotal; + }, + ); + } + async function testAddFillResultsAsync(totalValue: BigNumber, singleValue: BigNumber): Promise<FillResults> { + const totalFillResults = makeFillResults(totalValue); + const singleFillResults = makeFillResults(singleValue); + return testExchange.publicAddFillResults.callAsync(totalFillResults, singleFillResults); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'addFillResults', + referenceAddFillResultsAsync, + testAddFillResultsAsync, + [uint256Values, uint256Values], + ); + }); + + describe('calculateFillResults', async () => { + function makeOrder( + makerAssetAmount: BigNumber, + takerAssetAmount: BigNumber, + makerFee: BigNumber, + takerFee: BigNumber, + ): Order { + return { + ...emptyOrder, + makerAssetAmount, + takerAssetAmount, + makerFee, + takerFee, + }; + } + async function referenceCalculateFillResultsAsync( + orderTakerAssetAmount: BigNumber, + takerAssetFilledAmount: BigNumber, + otherAmount: BigNumber, + ): Promise<FillResults> { + // Note(albrow): Here we are re-using the same value (otherAmount) + // for order.makerAssetAmount, order.makerFee, and order.takerFee. + // This should be safe because they are never used with each other + // in any mathematical operation in either the reference TypeScript + // implementation or the Solidity implementation of + // calculateFillResults. + const makerAssetFilledAmount = await referenceSafeGetPartialAmountFloorAsync( + takerAssetFilledAmount, + orderTakerAssetAmount, + otherAmount, + ); + const order = makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount); + const orderMakerAssetAmount = order.makerAssetAmount; + return { + makerAssetFilledAmount, + takerAssetFilledAmount, + makerFeePaid: await referenceSafeGetPartialAmountFloorAsync( + makerAssetFilledAmount, + orderMakerAssetAmount, + otherAmount, + ), + takerFeePaid: await referenceSafeGetPartialAmountFloorAsync( + takerAssetFilledAmount, + orderTakerAssetAmount, + otherAmount, + ), + }; + } + async function testCalculateFillResultsAsync( + orderTakerAssetAmount: BigNumber, + takerAssetFilledAmount: BigNumber, + otherAmount: BigNumber, + ): Promise<FillResults> { + const order = makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount); + return testExchange.publicCalculateFillResults.callAsync(order, takerAssetFilledAmount); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'calculateFillResults', + referenceCalculateFillResultsAsync, + testCalculateFillResultsAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('getPartialAmountFloor', async () => { + async function referenceGetPartialAmountFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + const product = numerator.mul(target); + if (product.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return product.dividedToIntegerBy(denominator); + } + async function testGetPartialAmountFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + return testExchange.publicGetPartialAmountFloor.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'getPartialAmountFloor', + referenceGetPartialAmountFloorAsync, + testGetPartialAmountFloorAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('getPartialAmountCeil', async () => { + async function referenceGetPartialAmountCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + const product = numerator.mul(target); + const offset = product.add(denominator.sub(1)); + if (offset.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + const result = offset.dividedToIntegerBy(denominator); + if (product.mod(denominator).eq(0)) { + expect(result.mul(denominator)).to.be.bignumber.eq(product); + } else { + expect(result.mul(denominator)).to.be.bignumber.gt(product); + } + return result; + } + async function testGetPartialAmountCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + return testExchange.publicGetPartialAmountCeil.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'getPartialAmountCeil', + referenceGetPartialAmountCeilAsync, + testGetPartialAmountCeilAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('safeGetPartialAmountFloor', async () => { + async function testSafeGetPartialAmountFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + return testExchange.publicSafeGetPartialAmountFloor.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'safeGetPartialAmountFloor', + referenceSafeGetPartialAmountFloorAsync, + testSafeGetPartialAmountFloorAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('safeGetPartialAmountCeil', async () => { + async function referenceSafeGetPartialAmountCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + const isRoundingError = await referenceIsRoundingErrorCeilAsync(numerator, denominator, target); + if (isRoundingError) { + throw roundingErrorForCall; + } + const product = numerator.mul(target); + const offset = product.add(denominator.sub(1)); + if (offset.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + const result = offset.dividedToIntegerBy(denominator); + if (product.mod(denominator).eq(0)) { + expect(result.mul(denominator)).to.be.bignumber.eq(product); + } else { + expect(result.mul(denominator)).to.be.bignumber.gt(product); + } + return result; + } + async function testSafeGetPartialAmountCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + return testExchange.publicSafeGetPartialAmountCeil.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'safeGetPartialAmountCeil', + referenceSafeGetPartialAmountCeilAsync, + testSafeGetPartialAmountCeilAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('isRoundingErrorFloor', async () => { + async function testIsRoundingErrorFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + return testExchange.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'isRoundingErrorFloor', + referenceIsRoundingErrorFloorAsync, + testIsRoundingErrorFloorAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('isRoundingErrorCeil', async () => { + async function testIsRoundingErrorCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + return testExchange.publicIsRoundingErrorCeil.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'isRoundingErrorCeil', + referenceIsRoundingErrorCeilAsync, + testIsRoundingErrorCeilAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('updateFilledState', async () => { + // Note(albrow): Since updateFilledState modifies the state by calling + // sendTransaction, we must reset the state after each test. + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + async function referenceUpdateFilledStateAsync( + takerAssetFilledAmount: BigNumber, + orderTakerAssetFilledAmount: BigNumber, + // tslint:disable-next-line:no-unused-variable + orderHash: string, + ): Promise<BigNumber> { + const totalFilledAmount = takerAssetFilledAmount.add(orderTakerAssetFilledAmount); + if (totalFilledAmount.greaterThan(MAX_UINT256)) { + throw overflowErrorForSendTransaction; + } + return totalFilledAmount; + } + async function testUpdateFilledStateAsync( + takerAssetFilledAmount: BigNumber, + orderTakerAssetFilledAmount: BigNumber, + orderHash: string, + ): Promise<BigNumber> { + const fillResults = { + makerAssetFilledAmount: new BigNumber(0), + takerAssetFilledAmount, + makerFeePaid: new BigNumber(0), + takerFeePaid: new BigNumber(0), + }; + await web3Wrapper.awaitTransactionSuccessAsync( + await testExchange.publicUpdateFilledState.sendTransactionAsync( + emptySignedOrder, + constants.NULL_ADDRESS, + orderHash, + orderTakerAssetFilledAmount, + fillResults, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + return testExchange.filled.callAsync(orderHash); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'updateFilledState', + referenceUpdateFilledStateAsync, + testUpdateFilledStateAsync, + [uint256Values, uint256Values, bytes32Values], + ); + }); +}); diff --git a/contracts/protocol/test/exchange/match_orders.ts b/contracts/protocol/test/exchange/match_orders.ts new file mode 100644 index 000000000..8e943c237 --- /dev/null +++ b/contracts/protocol/test/exchange/match_orders.ts @@ -0,0 +1,1284 @@ +import { + chaiSetup, + constants, + ERC20BalancesByOwner, + ERC721TokenIdsByOwner, + expectTransactionFailedAsync, + OrderFactory, + provider, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { + artifacts as tokensArtifacts, + DummyERC20TokenContract, + DummyERC721TokenContract, + ReentrantERC20TokenContract, +} from '@0x/contracts-tokens'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils } from '@0x/order-utils'; +import { RevertReason } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import * as chai from 'chai'; +import * as _ from 'lodash'; + +import { ERC20ProxyContract } from '../../generated-wrappers/erc20_proxy'; +import { ERC721ProxyContract } from '../../generated-wrappers/erc721_proxy'; +import { ExchangeContract } from '../../generated-wrappers/exchange'; +import { TestExchangeInternalsContract } from '../../generated-wrappers/test_exchange_internals'; +import { artifacts } from '../../src/artifacts'; +import { ERC20Wrapper } from '../utils/erc20_wrapper'; +import { ERC721Wrapper } from '../utils/erc721_wrapper'; +import { ExchangeWrapper } from '../utils/exchange_wrapper'; +import { MatchOrderTester } from '../utils/match_order_tester'; + +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +chaiSetup.configure(); +const expect = chai.expect; + +describe('matchOrders', () => { + let makerAddressLeft: string; + let makerAddressRight: string; + let owner: string; + let takerAddress: string; + let feeRecipientAddressLeft: string; + let feeRecipientAddressRight: string; + + let erc20TokenA: DummyERC20TokenContract; + let erc20TokenB: DummyERC20TokenContract; + let zrxToken: DummyERC20TokenContract; + let erc721Token: DummyERC721TokenContract; + let reentrantErc20Token: ReentrantERC20TokenContract; + let exchange: ExchangeContract; + let erc20Proxy: ERC20ProxyContract; + let erc721Proxy: ERC721ProxyContract; + + let erc20BalancesByOwner: ERC20BalancesByOwner; + let erc721TokenIdsByOwner: ERC721TokenIdsByOwner; + let exchangeWrapper: ExchangeWrapper; + let erc20Wrapper: ERC20Wrapper; + let erc721Wrapper: ERC721Wrapper; + let orderFactoryLeft: OrderFactory; + let orderFactoryRight: OrderFactory; + + let erc721LeftMakerAssetIds: BigNumber[]; + let erc721RightMakerAssetIds: BigNumber[]; + + let defaultERC20MakerAssetAddress: string; + let defaultERC20TakerAssetAddress: string; + let defaultERC721AssetAddress: string; + + let matchOrderTester: MatchOrderTester; + + let testExchange: TestExchangeInternalsContract; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + // Create accounts + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + // Hack(albrow): Both Prettier and TSLint insert a trailing comma below + // but that is invalid syntax as of TypeScript version >= 2.8. We don't + // have the right fine-grained configuration options in TSLint, + // Prettier, or TypeScript, to reconcile this, so we will just have to + // wait for them to sort it out. We disable TSLint and Prettier for + // this part of the code for now. This occurs several times in this + // file. See https://github.com/prettier/prettier/issues/4624. + // prettier-ignore + const usedAddresses = ([ + owner, + makerAddressLeft, + makerAddressRight, + takerAddress, + feeRecipientAddressLeft, + // tslint:disable-next-line:trailing-comma + feeRecipientAddressRight + ] = _.slice(accounts, 0, 6)); + // Create wrappers + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + // Deploy ERC20 token & ERC20 proxy + const numDummyErc20ToDeploy = 3; + [erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + // Deploy ERC721 token and proxy + [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + erc721Proxy = await erc721Wrapper.deployProxyAsync(); + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + erc721LeftMakerAssetIds = erc721Balances[makerAddressLeft][erc721Token.address]; + erc721RightMakerAssetIds = erc721Balances[makerAddressRight][erc721Token.address]; + // Depoy exchange + exchange = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + assetDataUtils.encodeERC20AssetData(zrxToken.address), + ); + exchangeWrapper = new ExchangeWrapper(exchange, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); + // Authorize ERC20 and ERC721 trades by exchange + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + reentrantErc20Token = await ReentrantERC20TokenContract.deployFrom0xArtifactAsync( + tokensArtifacts.ReentrantERC20Token, + provider, + txDefaults, + exchange.address, + ); + + // Set default addresses + defaultERC20MakerAssetAddress = erc20TokenA.address; + defaultERC20TakerAssetAddress = erc20TokenB.address; + defaultERC721AssetAddress = erc721Token.address; + // Create default order parameters + const defaultOrderParamsLeft = { + ...constants.STATIC_ORDER_PARAMS, + makerAddress: makerAddressLeft, + exchangeAddress: exchange.address, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + feeRecipientAddress: feeRecipientAddressLeft, + }; + const defaultOrderParamsRight = { + ...constants.STATIC_ORDER_PARAMS, + makerAddress: makerAddressRight, + exchangeAddress: exchange.address, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + feeRecipientAddress: feeRecipientAddressRight, + }; + const privateKeyLeft = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddressLeft)]; + orderFactoryLeft = new OrderFactory(privateKeyLeft, defaultOrderParamsLeft); + const privateKeyRight = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddressRight)]; + orderFactoryRight = new OrderFactory(privateKeyRight, defaultOrderParamsRight); + // Set match order tester + matchOrderTester = new MatchOrderTester(exchangeWrapper, erc20Wrapper, erc721Wrapper, zrxToken.address); + testExchange = await TestExchangeInternalsContract.deployFrom0xArtifactAsync( + artifacts.TestExchangeInternals, + provider, + txDefaults, + ); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('matchOrders', () => { + beforeEach(async () => { + erc20BalancesByOwner = await erc20Wrapper.getBalancesAsync(); + erc721TokenIdsByOwner = await erc721Wrapper.getBalancesAsync(); + }); + + it('Should transfer correct amounts when right order is fully filled and values pass isRoundingErrorFloor but fail isRoundingErrorCeil', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(17), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(98), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + // Assert is rounding error ceil & not rounding error floor + // These assertions are taken from MixinMatchOrders::calculateMatchedFillResults + // The rounding error is derived computating how much the left maker will sell. + const numerator = signedOrderLeft.makerAssetAmount; + const denominator = signedOrderLeft.takerAssetAmount; + const target = signedOrderRight.makerAssetAmount; + const isRoundingErrorCeil = await testExchange.publicIsRoundingErrorCeil.callAsync( + numerator, + denominator, + target, + ); + expect(isRoundingErrorCeil).to.be.true(); + const isRoundingErrorFloor = await testExchange.publicIsRoundingErrorFloor.callAsync( + numerator, + denominator, + target, + ); + expect(isRoundingErrorFloor).to.be.false(); + // Match signedOrderLeft with signedOrderRight + // Note that the left maker received a slightly better sell price. + // This is intentional; see note in MixinMatchOrders.calculateMatchedFillResults. + // Because the left maker received a slightly more favorable sell price, the fee + // paid by the left taker is slightly higher than that paid by the left maker. + // Fees can be thought of as a tax paid by the seller, derived from the sale price. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.4705882352941176'), 16), // 76.47% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.5306122448979591'), 16), // 76.53% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should transfer correct amounts when left order is fully filled and values pass isRoundingErrorCeil but fail isRoundingErrorFloor', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(15), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(14), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + // Assert is rounding error floor & not rounding error ceil + // These assertions are taken from MixinMatchOrders::calculateMatchedFillResults + // The rounding error is derived computating how much the right maker will buy. + const numerator = signedOrderRight.takerAssetAmount; + const denominator = signedOrderRight.makerAssetAmount; + const target = signedOrderLeft.takerAssetAmount; + const isRoundingErrorFloor = await testExchange.publicIsRoundingErrorFloor.callAsync( + numerator, + denominator, + target, + ); + expect(isRoundingErrorFloor).to.be.true(); + const isRoundingErrorCeil = await testExchange.publicIsRoundingErrorCeil.callAsync( + numerator, + denominator, + target, + ); + expect(isRoundingErrorCeil).to.be.false(); + // Match signedOrderLeft with signedOrderRight + // Note that the right maker received a slightly better purchase price. + // This is intentional; see note in MixinMatchOrders.calculateMatchedFillResults. + // Because the right maker received a slightly more favorable buy price, the fee + // paid by the right taker is slightly higher than that paid by the right maker. + // Fees can be thought of as a tax paid by the seller, derived from the sale price. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(15), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.7835051546391752'), 16), // 92.78% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.8571428571428571'), 16), // 92.85% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should give right maker a better buy price when rounding', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(83), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(49), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + // Note: + // The correct price buy price for the right maker would yield (49/83) * 22 = 12.988 units + // of the left maker asset. This gets rounded up to 13, giving the right maker a better price. + // Note: + // The maker/taker fee percentage paid on the right order differs because + // they received different sale prices. The right maker pays a + // fee slightly lower than the right taker. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5060240963855421'), 16), // 26.506% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5306122448979591'), 16), // 26.531% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should give left maker a better sell price when rounding', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(12), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + // Note: + // The maker/taker fee percentage paid on the left order differs because + // they received different sale prices. The left maker pays a fee + // slightly lower than the left taker. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(11), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.6666666666666666'), 16), // 91.6% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.7525773195876288'), 16), // 91.75% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should give right maker and right taker a favorable fee price when rounding', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(83), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(49), 0), + feeRecipientAddress: feeRecipientAddressRight, + makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), + }); + // Note: + // The maker/taker fee percentage paid on the right order differs because + // they received different sale prices. The right maker pays a + // fee slightly lower than the right taker. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2650), 0), // 2650.6 rounded down tro 2650 + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(2653), 0), // 2653.1 rounded down to 2653 + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should give left maker and left taker a favorable fee price when rounding', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(12), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), + feeRecipientAddress: feeRecipientAddressLeft, + makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + // Note: + // The maker/taker fee percentage paid on the left order differs because + // they received different sale prices. The left maker pays a + // fee slightly lower than the left taker. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(11), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(9166), 0), // 9166.6 rounded down to 9166 + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(9175), 0), // 9175.2 rounded down to 9175 + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should transfer correct amounts when right order fill amount deviates from amount derived by `Exchange.fillOrder`', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2126), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1063), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + // Notes: + // i. + // The left order is fully filled by the right order, so the right maker must sell 1005 units of their asset to the left maker. + // By selling 1005 units, the right maker should theoretically receive 502.5 units of the left maker's asset. + // Since the transfer amount must be an integer, this value must be rounded down to 502 or up to 503. + // ii. + // If the right order were filled via `Exchange.fillOrder` the respective fill amounts would be [1004, 502] or [1006, 503]. + // It follows that we cannot trigger a sale of 1005 units of the right maker's asset through `Exchange.fillOrder`. + // iii. + // For an optimal match, the algorithm must choose either [1005, 502] or [1005, 503] as fill amounts for the right order. + // The algorithm favors the right maker when the exchange rate must be rounded, so the final fill for the right order is [1005, 503]. + // iv. + // The right maker fee differs from the right taker fee because their exchange rate differs. + // The right maker always receives the better exchange and fee price. + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(503), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.2718720602069614'), 16), // 47.27% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(497), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.3189087488240827'), 16), // 47.31% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow matchOrders to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + takerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feeRecipientAddress: feeRecipientAddressRight, + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('matchOrders reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should transfer the correct amounts when orders completely fill each other', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts when orders completely fill each other and taker doesnt take a profit', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts when left order is completely filled and right order is partially filled', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(20), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts when right order is completely filled and left order is partially filled', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match signedOrderLeft with signedOrderRight + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts when consecutive calls are used to completely fill the left order', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + let newERC20BalancesByOwner: ERC20BalancesByOwner; + let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + // prettier-ignore + [ + newERC20BalancesByOwner, + // tslint:disable-next-line:trailing-comma + newERC721TokenIdsByOwner + ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + // Construct second right order + // Note: This order needs makerAssetAmount=90/takerAssetAmount=[anything <= 45] to fully fill the right order. + // However, we use 100/50 to ensure a partial fill as we want to go down the "left fill" + // branch in the contract twice for this test. + const signedOrderRight2 = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), + }); + // Match signedOrderLeft with signedOrderRight2 + const leftTakerAssetFilledAmount = signedOrderRight.makerAssetAmount; + const rightTakerAssetFilledAmount = new BigNumber(0); + const expectedTransferAmounts2 = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(45), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% (10% paid earlier) + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(45), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% (10% paid earlier) + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight2, + takerAddress, + newERC20BalancesByOwner, + newERC721TokenIdsByOwner, + expectedTransferAmounts2, + leftTakerAssetFilledAmount, + rightTakerAssetFilledAmount, + ); + }); + + it('should transfer the correct amounts when consecutive calls are used to completely fill the right order', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + // Match orders + let newERC20BalancesByOwner: ERC20BalancesByOwner; + let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 16), // 4% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 16), // 4% + }; + // prettier-ignore + [ + newERC20BalancesByOwner, + // tslint:disable-next-line:trailing-comma + newERC721TokenIdsByOwner + ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + + // Create second left order + // Note: This order needs makerAssetAmount=96/takerAssetAmount=48 to fully fill the right order. + // However, we use 100/50 to ensure a partial fill as we want to go down the "right fill" + // branch in the contract twice for this test. + const signedOrderLeft2 = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), + }); + // Match signedOrderLeft2 with signedOrderRight + const leftTakerAssetFilledAmount = new BigNumber(0); + const takerAmountReceived = newERC20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress].minus( + erc20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress], + ); + const rightTakerAssetFilledAmount = signedOrderLeft.makerAssetAmount.minus(takerAmountReceived); + const expectedTransferAmounts2 = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(48), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(48), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft2, + signedOrderRight, + takerAddress, + newERC20BalancesByOwner, + newERC721TokenIdsByOwner, + expectedTransferAmounts2, + leftTakerAssetFilledAmount, + rightTakerAssetFilledAmount, + ); + }); + + it('should transfer the correct amounts if fee recipient is the same across both matched orders', async () => { + const feeRecipientAddress = feeRecipientAddressLeft; + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feeRecipientAddress, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feeRecipientAddress, + }); + // Match orders + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts if taker is also the left order maker', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + takerAddress = signedOrderLeft.makerAddress; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts if taker is also the right order maker', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + takerAddress = signedOrderRight.makerAddress; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts if taker is also the left fee recipient', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + takerAddress = feeRecipientAddressLeft; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts if taker is also the right fee recipient', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + takerAddress = feeRecipientAddressRight; + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer the correct amounts if left maker is the left fee recipient and right maker is the right fee recipient', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should throw if left order is not fillable', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Cancel left order + await exchangeWrapper.cancelOrderAsync(signedOrderLeft, signedOrderLeft.makerAddress); + // Match orders + return expectTransactionFailedAsync( + exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('Should throw if right order is not fillable', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Cancel right order + await exchangeWrapper.cancelOrderAsync(signedOrderRight, signedOrderRight.makerAddress); + // Match orders + return expectTransactionFailedAsync( + exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should throw if there is not a positive spread', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), + }); + // Match orders + return expectTransactionFailedAsync( + exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), + RevertReason.NegativeSpreadRequired, + ); + }); + + it('should throw if the left maker asset is not equal to the right taker asset ', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + return expectTransactionFailedAsync( + exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), + // We are assuming assetData fields of the right order are the + // reverse of the left order, rather than checking equality. This + // saves a bunch of gas, but as a result if the assetData fields are + // off then the failure ends up happening at signature validation + RevertReason.InvalidOrderSignature, + ); + }); + + it('should throw if the right maker asset is not equal to the left taker asset', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + }); + // Match orders + return expectTransactionFailedAsync( + exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), + RevertReason.InvalidOrderSignature, + ); + }); + + it('should transfer correct amounts when left order maker asset is an ERC721 token', async () => { + // Create orders to match + const erc721TokenToTransfer = erc721LeftMakerAssetIds[0]; + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), + makerAssetAmount: new BigNumber(1), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + takerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: new BigNumber(1), + }); + // Match orders + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 50% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('should transfer correct amounts when right order maker asset is an ERC721 token', async () => { + // Create orders to match + const erc721TokenToTransfer = erc721RightMakerAssetIds[0]; + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + takerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: new BigNumber(1), + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), + makerAssetAmount: new BigNumber(1), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 18), + }); + // Match orders + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 18), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + }; + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + }); +}); // tslint:disable-line:max-file-line-count diff --git a/contracts/protocol/test/exchange/signature_validator.ts b/contracts/protocol/test/exchange/signature_validator.ts new file mode 100644 index 000000000..62579cdc7 --- /dev/null +++ b/contracts/protocol/test/exchange/signature_validator.ts @@ -0,0 +1,526 @@ +import { artifacts as examplesArtifacts, ValidatorContract, WalletContract } from '@0x/contracts-examples'; +import { + addressUtils, + chaiSetup, + constants, + expectContractCallFailedAsync, + LogDecoder, + OrderFactory, + provider, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { artifacts as tokensArtifacts } from '@0x/contracts-tokens'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils, orderHashUtils, signatureUtils } from '@0x/order-utils'; +import { RevertReason, SignatureType, SignedOrder } from '@0x/types'; +import * as chai from 'chai'; +import { LogWithDecodedArgs } from 'ethereum-types'; +import ethUtil = require('ethereumjs-util'); + +import { + artifacts, + TestSignatureValidatorContract, + TestSignatureValidatorSignatureValidatorApprovalEventArgs, + TestStaticCallReceiverContract, +} from '../../src'; + +chaiSetup.configure(); +const expect = chai.expect; + +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +// tslint:disable:no-unnecessary-type-assertion +describe('MixinSignatureValidator', () => { + let signedOrder: SignedOrder; + let orderFactory: OrderFactory; + let signatureValidator: TestSignatureValidatorContract; + let testWallet: WalletContract; + let testValidator: ValidatorContract; + let maliciousWallet: TestStaticCallReceiverContract; + let maliciousValidator: TestStaticCallReceiverContract; + let signerAddress: string; + let signerPrivateKey: Buffer; + let notSignerAddress: string; + let notSignerPrivateKey: Buffer; + let signatureValidatorLogDecoder: LogDecoder; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const makerAddress = accounts[0]; + signerAddress = makerAddress; + notSignerAddress = accounts[1]; + signatureValidator = await TestSignatureValidatorContract.deployFrom0xArtifactAsync( + artifacts.TestSignatureValidator, + provider, + txDefaults, + ); + testWallet = await WalletContract.deployFrom0xArtifactAsync( + examplesArtifacts.Wallet, + provider, + txDefaults, + signerAddress, + ); + testValidator = await ValidatorContract.deployFrom0xArtifactAsync( + examplesArtifacts.Validator, + provider, + txDefaults, + signerAddress, + ); + maliciousWallet = maliciousValidator = await TestStaticCallReceiverContract.deployFrom0xArtifactAsync( + artifacts.TestStaticCallReceiver, + provider, + txDefaults, + ); + signatureValidatorLogDecoder = new LogDecoder(web3Wrapper, { ...artifacts, ...tokensArtifacts }); + await web3Wrapper.awaitTransactionSuccessAsync( + await signatureValidator.setSignatureValidatorApproval.sendTransactionAsync(testValidator.address, true, { + from: signerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await signatureValidator.setSignatureValidatorApproval.sendTransactionAsync( + maliciousValidator.address, + true, + { + from: signerAddress, + }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + const defaultOrderParams = { + ...constants.STATIC_ORDER_PARAMS, + exchangeAddress: signatureValidator.address, + makerAddress, + feeRecipientAddress: addressUtils.generatePseudoRandomAddress(), + makerAssetData: assetDataUtils.encodeERC20AssetData(addressUtils.generatePseudoRandomAddress()), + takerAssetData: assetDataUtils.encodeERC20AssetData(addressUtils.generatePseudoRandomAddress()), + }; + signerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + notSignerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(notSignerAddress)]; + orderFactory = new OrderFactory(signerPrivateKey, defaultOrderParams); + }); + + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + + describe('isValidSignature', () => { + beforeEach(async () => { + signedOrder = await orderFactory.newSignedOrderAsync(); + }); + + it('should revert when signature is empty', async () => { + const emptySignature = '0x'; + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + return expectContractCallFailedAsync( + signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + emptySignature, + ), + RevertReason.LengthGreaterThan0Required, + ); + }); + + it('should revert when signature type is unsupported', async () => { + const unsupportedSignatureType = SignatureType.NSignatureTypes; + const unsupportedSignatureHex = '0x' + Buffer.from([unsupportedSignatureType]).toString('hex'); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + return expectContractCallFailedAsync( + signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + unsupportedSignatureHex, + ), + RevertReason.SignatureUnsupported, + ); + }); + + it('should revert when SignatureType=Illegal', async () => { + const unsupportedSignatureHex = '0x' + Buffer.from([SignatureType.Illegal]).toString('hex'); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + return expectContractCallFailedAsync( + signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + unsupportedSignatureHex, + ), + RevertReason.SignatureIllegal, + ); + }); + + it('should return false when SignatureType=Invalid and signature has a length of zero', async () => { + const signatureHex = '0x' + Buffer.from([SignatureType.Invalid]).toString('hex'); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should revert when SignatureType=Invalid and signature length is non-zero', async () => { + const fillerData = ethUtil.toBuffer('0xdeadbeef'); + const signatureType = ethUtil.toBuffer(`0x${SignatureType.Invalid}`); + const signatureBuffer = Buffer.concat([fillerData, signatureType]); + const signatureHex = ethUtil.bufferToHex(signatureBuffer); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + return expectContractCallFailedAsync( + signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + signatureHex, + ), + RevertReason.Length0Required, + ); + }); + + it('should return true when SignatureType=EIP712 and signature is valid', async () => { + // Create EIP712 signature + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashBuffer = ethUtil.toBuffer(orderHashHex); + const ecSignature = ethUtil.ecsign(orderHashBuffer, signerPrivateKey); + // Create 0x signature from EIP712 signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.EIP712}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + // Validate signature + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + + it('should return false when SignatureType=EIP712 and signature is invalid', async () => { + // Create EIP712 signature + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashBuffer = ethUtil.toBuffer(orderHashHex); + const ecSignature = ethUtil.ecsign(orderHashBuffer, signerPrivateKey); + // Create 0x signature from EIP712 signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.EIP712}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + // Validate signature. + // This will fail because `signerAddress` signed the message, but we're passing in `notSignerAddress` + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + notSignerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should return true when SignatureType=EthSign and signature is valid', async () => { + // Create EthSign signature + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashWithEthSignPrefixHex = signatureUtils.addSignedMessagePrefix(orderHashHex); + const orderHashWithEthSignPrefixBuffer = ethUtil.toBuffer(orderHashWithEthSignPrefixHex); + const ecSignature = ethUtil.ecsign(orderHashWithEthSignPrefixBuffer, signerPrivateKey); + // Create 0x signature from EthSign signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.EthSign}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + // Validate signature + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + + it('should return false when SignatureType=EthSign and signature is invalid', async () => { + // Create EthSign signature + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashWithEthSignPrefixHex = signatureUtils.addSignedMessagePrefix(orderHashHex); + const orderHashWithEthSignPrefixBuffer = ethUtil.toBuffer(orderHashWithEthSignPrefixHex); + const ecSignature = ethUtil.ecsign(orderHashWithEthSignPrefixBuffer, signerPrivateKey); + // Create 0x signature from EthSign signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.EthSign}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + // Validate signature. + // This will fail because `signerAddress` signed the message, but we're passing in `notSignerAddress` + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + notSignerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should return true when SignatureType=Wallet and signature is valid', async () => { + // Create EIP712 signature + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashBuffer = ethUtil.toBuffer(orderHashHex); + const ecSignature = ethUtil.ecsign(orderHashBuffer, signerPrivateKey); + // Create 0x signature from EIP712 signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.Wallet}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + // Validate signature + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + testWallet.address, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + + it('should return false when SignatureType=Wallet and signature is invalid', async () => { + // Create EIP712 signature using a private key that does not belong to the wallet owner. + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashBuffer = ethUtil.toBuffer(orderHashHex); + const notWalletOwnerPrivateKey = notSignerPrivateKey; + const ecSignature = ethUtil.ecsign(orderHashBuffer, notWalletOwnerPrivateKey); + // Create 0x signature from EIP712 signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.Wallet}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + // Validate signature + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + testWallet.address, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should revert when `isValidSignature` attempts to update state and SignatureType=Wallet', async () => { + // Create EIP712 signature + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const orderHashBuffer = ethUtil.toBuffer(orderHashHex); + const ecSignature = ethUtil.ecsign(orderHashBuffer, signerPrivateKey); + // Create 0x signature from EIP712 signature + const signature = Buffer.concat([ + ethUtil.toBuffer(ecSignature.v), + ecSignature.r, + ecSignature.s, + ethUtil.toBuffer(`0x${SignatureType.Wallet}`), + ]); + const signatureHex = ethUtil.bufferToHex(signature); + await expectContractCallFailedAsync( + signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + maliciousWallet.address, + signatureHex, + ), + RevertReason.WalletError, + ); + }); + + it('should return true when SignatureType=Validator, signature is valid and validator is approved', async () => { + const validatorAddress = ethUtil.toBuffer(`${testValidator.address}`); + const signatureType = ethUtil.toBuffer(`0x${SignatureType.Validator}`); + const signature = Buffer.concat([validatorAddress, signatureType]); + const signatureHex = ethUtil.bufferToHex(signature); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + + it('should return false when SignatureType=Validator, signature is invalid and validator is approved', async () => { + const validatorAddress = ethUtil.toBuffer(`${testValidator.address}`); + const signatureType = ethUtil.toBuffer(`0x${SignatureType.Validator}`); + const signature = Buffer.concat([validatorAddress, signatureType]); + const signatureHex = ethUtil.bufferToHex(signature); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + // This will return false because we signed the message with `signerAddress`, but + // are validating against `notSignerAddress` + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + notSignerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should revert when `isValidSignature` attempts to update state and SignatureType=Validator', async () => { + const validatorAddress = ethUtil.toBuffer(`${maliciousValidator.address}`); + const signatureType = ethUtil.toBuffer(`0x${SignatureType.Validator}`); + const signature = Buffer.concat([validatorAddress, signatureType]); + const signatureHex = ethUtil.bufferToHex(signature); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + await expectContractCallFailedAsync( + signatureValidator.publicIsValidSignature.callAsync(orderHashHex, signerAddress, signatureHex), + RevertReason.ValidatorError, + ); + }); + it('should return false when SignatureType=Validator, signature is valid and validator is not approved', async () => { + // Set approval of signature validator to false + await web3Wrapper.awaitTransactionSuccessAsync( + await signatureValidator.setSignatureValidatorApproval.sendTransactionAsync( + testValidator.address, + false, + { from: signerAddress }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Validate signature + const validatorAddress = ethUtil.toBuffer(`${testValidator.address}`); + const signatureType = ethUtil.toBuffer(`0x${SignatureType.Validator}`); + const signature = Buffer.concat([validatorAddress, signatureType]); + const signatureHex = ethUtil.bufferToHex(signature); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should return true when SignatureType=Presigned and signer has presigned hash', async () => { + // Presign hash + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + await web3Wrapper.awaitTransactionSuccessAsync( + await signatureValidator.preSign.sendTransactionAsync( + orderHashHex, + signedOrder.makerAddress, + signedOrder.signature, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Validate presigned signature + const signature = ethUtil.toBuffer(`0x${SignatureType.PreSigned}`); + const signatureHex = ethUtil.bufferToHex(signature); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + + it('should return false when SignatureType=Presigned and signer has not presigned hash', async () => { + const signature = ethUtil.toBuffer(`0x${SignatureType.PreSigned}`); + const signatureHex = ethUtil.bufferToHex(signature); + const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + orderHashHex, + signedOrder.makerAddress, + signatureHex, + ); + expect(isValidSignature).to.be.false(); + }); + + it('should return true when message was signed by a Trezor One (firmware version 1.6.2)', async () => { + // messageHash translates to 0x2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b + const messageHash = ethUtil.bufferToHex(ethUtil.toBuffer('++++++++++++++++++++++++++++++++')); + const signer = '0xc28b145f10f0bcf0fc000e778615f8fd73490bad'; + const v = ethUtil.toBuffer('0x1c'); + const r = ethUtil.toBuffer('0x7b888b596ccf87f0bacab0dcb483124973f7420f169b4824d7a12534ac1e9832'); + const s = ethUtil.toBuffer('0x0c8e14f7edc01459e13965f1da56e0c23ed11e2cca932571eee1292178f90424'); + const trezorSignatureType = ethUtil.toBuffer(`0x${SignatureType.EthSign}`); + const signature = Buffer.concat([v, r, s, trezorSignatureType]); + const signatureHex = ethUtil.bufferToHex(signature); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + messageHash, + signer, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + + it('should return true when message was signed by a Trezor Model T (firmware version 2.0.7)', async () => { + // messageHash translates to 0x2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b2b + const messageHash = ethUtil.bufferToHex(ethUtil.toBuffer('++++++++++++++++++++++++++++++++')); + const signer = '0x98ce6d9345e8ffa7d99ee0822272fae9d2c0e895'; + const v = ethUtil.toBuffer('0x1c'); + const r = ethUtil.toBuffer('0x423b71062c327f0ec4fe199b8da0f34185e59b4c1cb4cc23df86cac4a601fb3f'); + const s = ethUtil.toBuffer('0x53810d6591b5348b7ee08ee812c874b0fdfb942c9849d59512c90e295221091f'); + const trezorSignatureType = ethUtil.toBuffer(`0x${SignatureType.EthSign}`); + const signature = Buffer.concat([v, r, s, trezorSignatureType]); + const signatureHex = ethUtil.bufferToHex(signature); + const isValidSignature = await signatureValidator.publicIsValidSignature.callAsync( + messageHash, + signer, + signatureHex, + ); + expect(isValidSignature).to.be.true(); + }); + }); + + describe('setSignatureValidatorApproval', () => { + it('should emit a SignatureValidatorApprovalSet with correct args when a validator is approved', async () => { + const approval = true; + const res = await signatureValidatorLogDecoder.getTxWithDecodedLogsAsync( + await signatureValidator.setSignatureValidatorApproval.sendTransactionAsync( + testValidator.address, + approval, + { + from: signerAddress, + }, + ), + ); + expect(res.logs.length).to.equal(1); + const log = res.logs[0] as LogWithDecodedArgs<TestSignatureValidatorSignatureValidatorApprovalEventArgs>; + const logArgs = log.args; + expect(logArgs.signerAddress).to.equal(signerAddress); + expect(logArgs.validatorAddress).to.equal(testValidator.address); + expect(logArgs.approved).to.equal(approval); + }); + it('should emit a SignatureValidatorApprovalSet with correct args when a validator is disapproved', async () => { + const approval = false; + const res = await signatureValidatorLogDecoder.getTxWithDecodedLogsAsync( + await signatureValidator.setSignatureValidatorApproval.sendTransactionAsync( + testValidator.address, + approval, + { + from: signerAddress, + }, + ), + ); + expect(res.logs.length).to.equal(1); + const log = res.logs[0] as LogWithDecodedArgs<TestSignatureValidatorSignatureValidatorApprovalEventArgs>; + const logArgs = log.args; + expect(logArgs.signerAddress).to.equal(signerAddress); + expect(logArgs.validatorAddress).to.equal(testValidator.address); + expect(logArgs.approved).to.equal(approval); + }); + }); +}); +// tslint:disable:max-file-line-count +// tslint:enable:no-unnecessary-type-assertion diff --git a/contracts/protocol/test/exchange/transactions.ts b/contracts/protocol/test/exchange/transactions.ts new file mode 100644 index 000000000..746f3cb04 --- /dev/null +++ b/contracts/protocol/test/exchange/transactions.ts @@ -0,0 +1,466 @@ +import { artifacts as examplesArtifacts, ExchangeWrapperContract, WhitelistContract } from '@0x/contracts-examples'; +import { + chaiSetup, + constants, + ERC20BalancesByOwner, + expectTransactionFailedAsync, + OrderFactory, + orderUtils, + provider, + SignedTransaction, + TransactionFactory, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { DummyERC20TokenContract } from '@0x/contracts-tokens'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils, generatePseudoRandomSalt } from '@0x/order-utils'; +import { OrderWithoutExchangeAddress, RevertReason, SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import * as _ from 'lodash'; + +import { ERC20ProxyContract } from '../../generated-wrappers/erc20_proxy'; +import { ExchangeContract } from '../../generated-wrappers/exchange'; +import { artifacts } from '../../src/artifacts'; +import { ERC20Wrapper } from '../utils/erc20_wrapper'; +import { ExchangeWrapper } from '../utils/exchange_wrapper'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); + +describe('Exchange transactions', () => { + let senderAddress: string; + let owner: string; + let makerAddress: string; + let takerAddress: string; + let feeRecipientAddress: string; + + let erc20TokenA: DummyERC20TokenContract; + let erc20TokenB: DummyERC20TokenContract; + let zrxToken: DummyERC20TokenContract; + let exchange: ExchangeContract; + let erc20Proxy: ERC20ProxyContract; + + let erc20Balances: ERC20BalancesByOwner; + let signedOrder: SignedOrder; + let signedTx: SignedTransaction; + let orderWithoutExchangeAddress: OrderWithoutExchangeAddress; + let orderFactory: OrderFactory; + let makerTransactionFactory: TransactionFactory; + let takerTransactionFactory: TransactionFactory; + let exchangeWrapper: ExchangeWrapper; + let erc20Wrapper: ERC20Wrapper; + + let defaultMakerTokenAddress: string; + let defaultTakerTokenAddress: string; + let makerPrivateKey: Buffer; + let takerPrivateKey: Buffer; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, senderAddress, makerAddress, takerAddress, feeRecipientAddress] = _.slice( + accounts, + 0, + 5, + )); + + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + + const numDummyErc20ToDeploy = 3; + [erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + exchange = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + assetDataUtils.encodeERC20AssetData(zrxToken.address), + ); + exchangeWrapper = new ExchangeWrapper(exchange, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + defaultMakerTokenAddress = erc20TokenA.address; + defaultTakerTokenAddress = erc20TokenB.address; + + const defaultOrderParams = { + ...constants.STATIC_ORDER_PARAMS, + senderAddress, + exchangeAddress: exchange.address, + makerAddress, + feeRecipientAddress, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerTokenAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerTokenAddress), + }; + makerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + takerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(takerAddress)]; + orderFactory = new OrderFactory(makerPrivateKey, defaultOrderParams); + makerTransactionFactory = new TransactionFactory(makerPrivateKey, exchange.address); + takerTransactionFactory = new TransactionFactory(takerPrivateKey, exchange.address); + }); + describe('executeTransaction', () => { + describe('fillOrder', () => { + let takerAssetFillAmount: BigNumber; + beforeEach(async () => { + erc20Balances = await erc20Wrapper.getBalancesAsync(); + signedOrder = await orderFactory.newSignedOrderAsync(); + orderWithoutExchangeAddress = orderUtils.getOrderWithoutExchangeAddress(signedOrder); + + takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + const data = exchange.fillOrder.getABIEncodedTransactionData( + orderWithoutExchangeAddress, + takerAssetFillAmount, + signedOrder.signature, + ); + signedTx = takerTransactionFactory.newSignedTransaction(data); + }); + + it('should throw if not called by specified sender', async () => { + return expectTransactionFailedAsync( + exchangeWrapper.executeTransactionAsync(signedTx, takerAddress), + RevertReason.FailedExecution, + ); + }); + + it('should transfer the correct amounts when signed by taker and called by sender', async () => { + await exchangeWrapper.executeTransactionAsync(signedTx, senderAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const makerAssetFillAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFeePaid = signedOrder.makerFee + .times(makerAssetFillAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFeePaid = signedOrder.takerFee + .times(makerAssetFillAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + expect(newBalances[makerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerTokenAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerTokenAddress].add(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFeePaid), + ); + expect(newBalances[takerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerTokenAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerTokenAddress].add(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFeePaid), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFeePaid.add(takerFeePaid)), + ); + }); + + it('should throw if the a 0x transaction with the same transactionHash has already been executed', async () => { + await exchangeWrapper.executeTransactionAsync(signedTx, senderAddress); + return expectTransactionFailedAsync( + exchangeWrapper.executeTransactionAsync(signedTx, senderAddress), + RevertReason.InvalidTxHash, + ); + }); + + it('should reset the currentContextAddress', async () => { + await exchangeWrapper.executeTransactionAsync(signedTx, senderAddress); + const currentContextAddress = await exchange.currentContextAddress.callAsync(); + expect(currentContextAddress).to.equal(constants.NULL_ADDRESS); + }); + }); + + describe('cancelOrder', () => { + beforeEach(async () => { + const data = exchange.cancelOrder.getABIEncodedTransactionData(orderWithoutExchangeAddress); + signedTx = makerTransactionFactory.newSignedTransaction(data); + }); + + it('should throw if not called by specified sender', async () => { + return expectTransactionFailedAsync( + exchangeWrapper.executeTransactionAsync(signedTx, makerAddress), + RevertReason.FailedExecution, + ); + }); + + it('should cancel the order when signed by maker and called by sender', async () => { + await exchangeWrapper.executeTransactionAsync(signedTx, senderAddress); + return expectTransactionFailedAsync( + exchangeWrapper.fillOrderAsync(signedOrder, senderAddress), + RevertReason.OrderUnfillable, + ); + }); + }); + + describe('cancelOrdersUpTo', () => { + let exchangeWrapperContract: ExchangeWrapperContract; + + before(async () => { + exchangeWrapperContract = await ExchangeWrapperContract.deployFrom0xArtifactAsync( + examplesArtifacts.ExchangeWrapper, + provider, + txDefaults, + exchange.address, + ); + }); + + it("should cancel an order if called from the order's sender", async () => { + const orderSalt = new BigNumber(0); + signedOrder = await orderFactory.newSignedOrderAsync({ + senderAddress: exchangeWrapperContract.address, + salt: orderSalt, + }); + const targetOrderEpoch = orderSalt.add(1); + const cancelData = exchange.cancelOrdersUpTo.getABIEncodedTransactionData(targetOrderEpoch); + const signedCancelTx = makerTransactionFactory.newSignedTransaction(cancelData); + await exchangeWrapperContract.cancelOrdersUpTo.sendTransactionAsync( + targetOrderEpoch, + signedCancelTx.salt, + signedCancelTx.signature, + { + from: makerAddress, + }, + ); + + const takerAssetFillAmount = signedOrder.takerAssetAmount; + orderWithoutExchangeAddress = orderUtils.getOrderWithoutExchangeAddress(signedOrder); + const fillData = exchange.fillOrder.getABIEncodedTransactionData( + orderWithoutExchangeAddress, + takerAssetFillAmount, + signedOrder.signature, + ); + const signedFillTx = takerTransactionFactory.newSignedTransaction(fillData); + return expectTransactionFailedAsync( + exchangeWrapperContract.fillOrder.sendTransactionAsync( + orderWithoutExchangeAddress, + takerAssetFillAmount, + signedFillTx.salt, + signedOrder.signature, + signedFillTx.signature, + { from: takerAddress }, + ), + RevertReason.FailedExecution, + ); + }); + + it("should not cancel an order if not called from the order's sender", async () => { + const orderSalt = new BigNumber(0); + signedOrder = await orderFactory.newSignedOrderAsync({ + senderAddress: exchangeWrapperContract.address, + salt: orderSalt, + }); + const targetOrderEpoch = orderSalt.add(1); + await exchangeWrapper.cancelOrdersUpToAsync(targetOrderEpoch, makerAddress); + + erc20Balances = await erc20Wrapper.getBalancesAsync(); + const takerAssetFillAmount = signedOrder.takerAssetAmount; + orderWithoutExchangeAddress = orderUtils.getOrderWithoutExchangeAddress(signedOrder); + const data = exchange.fillOrder.getABIEncodedTransactionData( + orderWithoutExchangeAddress, + takerAssetFillAmount, + signedOrder.signature, + ); + signedTx = takerTransactionFactory.newSignedTransaction(data); + await exchangeWrapperContract.fillOrder.sendTransactionAsync( + orderWithoutExchangeAddress, + takerAssetFillAmount, + signedTx.salt, + signedOrder.signature, + signedTx.signature, + { from: takerAddress }, + ); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + const makerAssetFillAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFeePaid = signedOrder.makerFee + .times(makerAssetFillAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFeePaid = signedOrder.takerFee + .times(makerAssetFillAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + expect(newBalances[makerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerTokenAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerTokenAddress].add(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFeePaid), + ); + expect(newBalances[takerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerTokenAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerTokenAddress].add(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFeePaid), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFeePaid.add(takerFeePaid)), + ); + }); + }); + }); + + describe('Whitelist', () => { + let whitelist: WhitelistContract; + let whitelistOrderFactory: OrderFactory; + + before(async () => { + whitelist = await WhitelistContract.deployFrom0xArtifactAsync( + examplesArtifacts.Whitelist, + provider, + txDefaults, + exchange.address, + ); + const isApproved = true; + await web3Wrapper.awaitTransactionSuccessAsync( + await exchange.setSignatureValidatorApproval.sendTransactionAsync(whitelist.address, isApproved, { + from: takerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + const defaultOrderParams = { + ...constants.STATIC_ORDER_PARAMS, + senderAddress: whitelist.address, + exchangeAddress: exchange.address, + makerAddress, + feeRecipientAddress, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerTokenAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerTokenAddress), + }; + whitelistOrderFactory = new OrderFactory(makerPrivateKey, defaultOrderParams); + }); + + beforeEach(async () => { + signedOrder = await whitelistOrderFactory.newSignedOrderAsync(); + erc20Balances = await erc20Wrapper.getBalancesAsync(); + }); + + it('should revert if maker has not been whitelisted', async () => { + const isApproved = true; + await web3Wrapper.awaitTransactionSuccessAsync( + await whitelist.updateWhitelistStatus.sendTransactionAsync(takerAddress, isApproved, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + orderWithoutExchangeAddress = orderUtils.getOrderWithoutExchangeAddress(signedOrder); + const takerAssetFillAmount = signedOrder.takerAssetAmount; + const salt = generatePseudoRandomSalt(); + return expectTransactionFailedAsync( + whitelist.fillOrderIfWhitelisted.sendTransactionAsync( + orderWithoutExchangeAddress, + takerAssetFillAmount, + salt, + signedOrder.signature, + { from: takerAddress }, + ), + RevertReason.MakerNotWhitelisted, + ); + }); + + it('should revert if taker has not been whitelisted', async () => { + const isApproved = true; + await web3Wrapper.awaitTransactionSuccessAsync( + await whitelist.updateWhitelistStatus.sendTransactionAsync(makerAddress, isApproved, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + orderWithoutExchangeAddress = orderUtils.getOrderWithoutExchangeAddress(signedOrder); + const takerAssetFillAmount = signedOrder.takerAssetAmount; + const salt = generatePseudoRandomSalt(); + return expectTransactionFailedAsync( + whitelist.fillOrderIfWhitelisted.sendTransactionAsync( + orderWithoutExchangeAddress, + takerAssetFillAmount, + salt, + signedOrder.signature, + { from: takerAddress }, + ), + RevertReason.TakerNotWhitelisted, + ); + }); + + it('should fill the order if maker and taker have been whitelisted', async () => { + const isApproved = true; + await web3Wrapper.awaitTransactionSuccessAsync( + await whitelist.updateWhitelistStatus.sendTransactionAsync(makerAddress, isApproved, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + await web3Wrapper.awaitTransactionSuccessAsync( + await whitelist.updateWhitelistStatus.sendTransactionAsync(takerAddress, isApproved, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + orderWithoutExchangeAddress = orderUtils.getOrderWithoutExchangeAddress(signedOrder); + const takerAssetFillAmount = signedOrder.takerAssetAmount; + const salt = generatePseudoRandomSalt(); + await web3Wrapper.awaitTransactionSuccessAsync( + await whitelist.fillOrderIfWhitelisted.sendTransactionAsync( + orderWithoutExchangeAddress, + takerAssetFillAmount, + salt, + signedOrder.signature, + { from: takerAddress }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const makerAssetFillAmount = signedOrder.makerAssetAmount; + const makerFeePaid = signedOrder.makerFee; + const takerFeePaid = signedOrder.takerFee; + + expect(newBalances[makerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerTokenAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerTokenAddress].add(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFeePaid), + ); + expect(newBalances[takerAddress][defaultTakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerTokenAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerTokenAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerTokenAddress].add(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFeePaid), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFeePaid.add(takerFeePaid)), + ); + }); + }); +}); diff --git a/contracts/protocol/test/exchange/wrapper.ts b/contracts/protocol/test/exchange/wrapper.ts new file mode 100644 index 000000000..c9efb0c9d --- /dev/null +++ b/contracts/protocol/test/exchange/wrapper.ts @@ -0,0 +1,1461 @@ +import { + chaiSetup, + constants, + ERC20BalancesByOwner, + expectTransactionFailedAsync, + getLatestBlockTimestampAsync, + increaseTimeAndMineBlockAsync, + OrderFactory, + OrderStatus, + provider, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { + artifacts as tokensArtifacts, + DummyERC20TokenContract, + DummyERC721TokenContract, + ReentrantERC20TokenContract, +} from '@0x/contracts-tokens'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils, orderHashUtils } from '@0x/order-utils'; +import { RevertReason, SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import * as chai from 'chai'; +import * as _ from 'lodash'; + +import { ERC20ProxyContract } from '../../generated-wrappers/erc20_proxy'; +import { ERC721ProxyContract } from '../../generated-wrappers/erc721_proxy'; +import { ExchangeContract } from '../../generated-wrappers/exchange'; +import { artifacts } from '../../src/artifacts'; +import { ERC20Wrapper } from '../utils/erc20_wrapper'; +import { ERC721Wrapper } from '../utils/erc721_wrapper'; +import { ExchangeWrapper } from '../utils/exchange_wrapper'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); + +describe('Exchange wrappers', () => { + let makerAddress: string; + let owner: string; + let takerAddress: string; + let feeRecipientAddress: string; + + let erc20TokenA: DummyERC20TokenContract; + let erc20TokenB: DummyERC20TokenContract; + let zrxToken: DummyERC20TokenContract; + let erc721Token: DummyERC721TokenContract; + let exchange: ExchangeContract; + let erc20Proxy: ERC20ProxyContract; + let erc721Proxy: ERC721ProxyContract; + let reentrantErc20Token: ReentrantERC20TokenContract; + + let exchangeWrapper: ExchangeWrapper; + let erc20Wrapper: ERC20Wrapper; + let erc721Wrapper: ERC721Wrapper; + let erc20Balances: ERC20BalancesByOwner; + let orderFactory: OrderFactory; + + let erc721MakerAssetId: BigNumber; + let erc721TakerAssetId: BigNumber; + + let defaultMakerAssetAddress: string; + let defaultTakerAssetAddress: string; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = _.slice(accounts, 0, 4)); + + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + + const numDummyErc20ToDeploy = 3; + [erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + erc721Proxy = await erc721Wrapper.deployProxyAsync(); + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + erc721MakerAssetId = erc721Balances[makerAddress][erc721Token.address][0]; + erc721TakerAssetId = erc721Balances[takerAddress][erc721Token.address][0]; + + exchange = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + assetDataUtils.encodeERC20AssetData(zrxToken.address), + ); + exchangeWrapper = new ExchangeWrapper(exchange, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); + + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { + from: owner, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + reentrantErc20Token = await ReentrantERC20TokenContract.deployFrom0xArtifactAsync( + tokensArtifacts.ReentrantERC20Token, + provider, + txDefaults, + exchange.address, + ); + + defaultMakerAssetAddress = erc20TokenA.address; + defaultTakerAssetAddress = erc20TokenB.address; + + const defaultOrderParams = { + ...constants.STATIC_ORDER_PARAMS, + exchangeAddress: exchange.address, + makerAddress, + feeRecipientAddress, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress), + }; + const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + orderFactory = new OrderFactory(privateKey, defaultOrderParams); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + erc20Balances = await erc20Wrapper.getBalancesAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('fillOrKillOrder', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow fillOrKillOrder to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('fillOrKillOrder reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should transfer the correct amounts', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), + }); + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + await exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const makerAssetFilledAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFee = signedOrder.makerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFee = signedOrder.takerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)), + ); + }); + + it('should throw if a signedOrder is expired', async () => { + const currentTimestamp = await getLatestBlockTimestampAsync(); + const signedOrder = await orderFactory.newSignedOrderAsync({ + expirationTimeSeconds: new BigNumber(currentTimestamp).sub(10), + }); + + return expectTransactionFailedAsync( + exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress), + RevertReason.OrderUnfillable, + ); + }); + + it('should throw if entire takerAssetFillAmount not filled', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync(); + + await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { + takerAssetFillAmount: signedOrder.takerAssetAmount.div(2), + }); + + return expectTransactionFailedAsync( + exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress), + RevertReason.CompleteFillFailed, + ); + }); + }); + + describe('fillOrderNoThrow', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow fillOrderNoThrow to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(erc20Balances).to.deep.equal(newBalances); + }); + }); + }; + describe('fillOrderNoThrow reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should transfer the correct amounts', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), + }); + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, { + takerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 250000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + const makerAssetFilledAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFee = signedOrder.makerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFee = signedOrder.takerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)), + ); + }); + + it('should not change erc20Balances if maker erc20Balances are too low to fill order', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18), + }); + + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if taker erc20Balances are too low to fill order', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18), + }); + + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if maker allowances are too low to fill order', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync(); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20TokenA.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), { + from: makerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20TokenA.approve.sendTransactionAsync(erc20Proxy.address, constants.INITIAL_ERC20_ALLOWANCE, { + from: makerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if taker allowances are too low to fill order', async () => { + const signedOrder = await orderFactory.newSignedOrderAsync(); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20TokenB.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), { + from: takerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20TokenB.approve.sendTransactionAsync(erc20Proxy.address, constants.INITIAL_ERC20_ALLOWANCE, { + from: takerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker balance', async () => { + const makerZRXBalance = new BigNumber(erc20Balances[makerAddress][zrxToken.address]); + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: makerZRXBalance, + makerFee: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker allowance', async () => { + const makerZRXAllowance = await zrxToken.allowance.callAsync(makerAddress, erc20Proxy.address); + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(makerZRXAllowance), + makerFee: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker balance', async () => { + const takerZRXBalance = new BigNumber(erc20Balances[takerAddress][zrxToken.address]); + const signedOrder = await orderFactory.newSignedOrderAsync({ + takerAssetAmount: takerZRXBalance, + takerFee: new BigNumber(1), + takerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not change erc20Balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker allowance', async () => { + const takerZRXAllowance = await zrxToken.allowance.callAsync(takerAddress, erc20Proxy.address); + const signedOrder = await orderFactory.newSignedOrderAsync({ + takerAssetAmount: new BigNumber(takerZRXAllowance), + takerFee: new BigNumber(1), + takerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }); + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should successfully exchange ERC721 tokens', async () => { + // Construct Exchange parameters + const makerAssetId = erc721MakerAssetId; + const takerAssetId = erc721TakerAssetId; + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + takerAssetAmount: new BigNumber(1), + makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + takerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), + }); + // Verify pre-conditions + const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(initialOwnerMakerAsset).to.be.bignumber.equal(makerAddress); + const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + // Call Exchange + const takerAssetFillAmount = signedOrder.takerAssetAmount; + await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, { + takerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 280000, + }); + // Verify post-conditions + const newOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(newOwnerMakerAsset).to.be.bignumber.equal(takerAddress); + const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); + expect(newOwnerTakerAsset).to.be.bignumber.equal(makerAddress); + }); + }); + + describe('batch functions', () => { + let signedOrders: SignedOrder[]; + beforeEach(async () => { + signedOrders = [ + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync(), + ]; + }); + + describe('batchFillOrders', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow batchFillOrders to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.batchFillOrdersAsync([signedOrder], takerAddress), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('batchFillOrders reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should transfer the correct amounts', async () => { + const takerAssetFillAmounts: BigNumber[] = []; + const makerAssetAddress = erc20TokenA.address; + const takerAssetAddress = erc20TokenB.address; + _.forEach(signedOrders, signedOrder => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + const makerAssetFilledAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFee = signedOrder.makerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFee = signedOrder.takerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + takerAssetFillAmounts.push(takerAssetFillAmount); + erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ + makerAssetAddress + ].minus(makerAssetFilledAmount); + erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add( + takerAssetFillAmount, + ); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + makerFee, + ); + erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add( + makerAssetFilledAmount, + ); + erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ + takerAssetAddress + ].minus(takerAssetFillAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].add(makerFee.add(takerFee)); + }); + + await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { + takerAssetFillAmounts, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + }); + + describe('batchFillOrKillOrders', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow batchFillOrKillOrders to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.batchFillOrKillOrdersAsync([signedOrder], takerAddress), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('batchFillOrKillOrders reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should transfer the correct amounts', async () => { + const takerAssetFillAmounts: BigNumber[] = []; + const makerAssetAddress = erc20TokenA.address; + const takerAssetAddress = erc20TokenB.address; + _.forEach(signedOrders, signedOrder => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + const makerAssetFilledAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFee = signedOrder.makerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFee = signedOrder.takerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + takerAssetFillAmounts.push(takerAssetFillAmount); + erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ + makerAssetAddress + ].minus(makerAssetFilledAmount); + erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add( + takerAssetFillAmount, + ); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + makerFee, + ); + erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add( + makerAssetFilledAmount, + ); + erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ + takerAssetAddress + ].minus(takerAssetFillAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].add(makerFee.add(takerFee)); + }); + + await exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, { + takerAssetFillAmounts, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should throw if a single signedOrder does not fill the expected amount', async () => { + const takerAssetFillAmounts: BigNumber[] = []; + _.forEach(signedOrders, signedOrder => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + takerAssetFillAmounts.push(takerAssetFillAmount); + }); + + await exchangeWrapper.fillOrKillOrderAsync(signedOrders[0], takerAddress); + + return expectTransactionFailedAsync( + exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, { + takerAssetFillAmounts, + }), + RevertReason.OrderUnfillable, + ); + }); + }); + + describe('batchFillOrdersNoThrow', async () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow batchFillOrdersNoThrow to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await exchangeWrapper.batchFillOrdersNoThrowAsync([signedOrder], takerAddress); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(erc20Balances).to.deep.equal(newBalances); + }); + }); + }; + describe('batchFillOrdersNoThrow reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should transfer the correct amounts', async () => { + const takerAssetFillAmounts: BigNumber[] = []; + const makerAssetAddress = erc20TokenA.address; + const takerAssetAddress = erc20TokenB.address; + _.forEach(signedOrders, signedOrder => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + const makerAssetFilledAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFee = signedOrder.makerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFee = signedOrder.takerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + takerAssetFillAmounts.push(takerAssetFillAmount); + erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ + makerAssetAddress + ].minus(makerAssetFilledAmount); + erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add( + takerAssetFillAmount, + ); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + makerFee, + ); + erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add( + makerAssetFilledAmount, + ); + erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ + takerAssetAddress + ].minus(takerAssetFillAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].add(makerFee.add(takerFee)); + }); + + await exchangeWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, { + takerAssetFillAmounts, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not throw if an order is invalid and fill the remaining orders', async () => { + const takerAssetFillAmounts: BigNumber[] = []; + const makerAssetAddress = erc20TokenA.address; + const takerAssetAddress = erc20TokenB.address; + + const invalidOrder = { + ...signedOrders[0], + signature: '0x00', + }; + const validOrders = signedOrders.slice(1); + + takerAssetFillAmounts.push(invalidOrder.takerAssetAmount.div(2)); + _.forEach(validOrders, signedOrder => { + const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); + const makerAssetFilledAmount = takerAssetFillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + const makerFee = signedOrder.makerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + const takerFee = signedOrder.takerFee + .times(makerAssetFilledAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + takerAssetFillAmounts.push(takerAssetFillAmount); + erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ + makerAssetAddress + ].minus(makerAssetFilledAmount); + erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add( + takerAssetFillAmount, + ); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + makerFee, + ); + erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add( + makerAssetFilledAmount, + ); + erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ + takerAssetAddress + ].minus(takerAssetFillAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].add(makerFee.add(takerFee)); + }); + + const newOrders = [invalidOrder, ...validOrders]; + await exchangeWrapper.batchFillOrdersNoThrowAsync(newOrders, takerAddress, { + takerAssetFillAmounts, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 450000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + }); + + describe('marketSellOrders', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow marketSellOrders to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.marketSellOrdersAsync([signedOrder], takerAddress, { + takerAssetFillAmount: signedOrder.takerAssetAmount, + }), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('marketSellOrders reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should stop when the entire takerAssetFillAmount is filled', async () => { + const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus( + signedOrders[1].takerAssetAmount.div(2), + ); + await exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, { + takerAssetFillAmount, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const makerAssetFilledAmount = signedOrders[0].makerAssetAmount.add( + signedOrders[1].makerAssetAmount.dividedToIntegerBy(2), + ); + const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2)); + const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)), + ); + }); + + it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => { + const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); + _.forEach(signedOrders, signedOrder => { + erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ + defaultMakerAssetAddress + ].minus(signedOrder.makerAssetAmount); + erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ + defaultTakerAssetAddress + ].add(signedOrder.takerAssetAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + signedOrder.makerFee, + ); + erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ + defaultMakerAssetAddress + ].add(signedOrder.makerAssetAmount); + erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ + defaultTakerAssetAddress + ].minus(signedOrder.takerAssetAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + signedOrder.takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].add(signedOrder.makerFee.add(signedOrder.takerFee)); + }); + await exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, { + takerAssetFillAmount, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should throw when a signedOrder does not use the same takerAssetAddress', async () => { + signedOrders = [ + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync({ + takerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }), + await orderFactory.newSignedOrderAsync(), + ]; + + return expectTransactionFailedAsync( + exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, { + takerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18), + }), + // We simply use the takerAssetData from the first order for all orders. + // If they are not the same, the contract throws when validating the order signature + RevertReason.InvalidOrderSignature, + ); + }); + }); + + describe('marketSellOrdersNoThrow', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow marketSellOrdersNoThrow to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await exchangeWrapper.marketSellOrdersNoThrowAsync([signedOrder], takerAddress, { + takerAssetFillAmount: signedOrder.takerAssetAmount, + }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(erc20Balances).to.deep.equal(newBalances); + }); + }); + }; + describe('marketSellOrdersNoThrow reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should stop when the entire takerAssetFillAmount is filled', async () => { + const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus( + signedOrders[1].takerAssetAmount.div(2), + ); + await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { + takerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 6000000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const makerAssetFilledAmount = signedOrders[0].makerAssetAmount.add( + signedOrders[1].makerAssetAmount.dividedToIntegerBy(2), + ); + const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2)); + const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)), + ); + }); + + it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => { + const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); + _.forEach(signedOrders, signedOrder => { + erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ + defaultMakerAssetAddress + ].minus(signedOrder.makerAssetAmount); + erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ + defaultTakerAssetAddress + ].add(signedOrder.takerAssetAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + signedOrder.makerFee, + ); + erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ + defaultMakerAssetAddress + ].add(signedOrder.makerAssetAmount); + erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ + defaultTakerAssetAddress + ].minus(signedOrder.takerAssetAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + signedOrder.takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].add(signedOrder.makerFee.add(signedOrder.takerFee)); + }); + await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { + takerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not fill a signedOrder that does not use the same takerAssetAddress', async () => { + signedOrders = [ + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync({ + takerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }), + ]; + const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); + const filledSignedOrders = signedOrders.slice(0, -1); + _.forEach(filledSignedOrders, signedOrder => { + erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ + defaultMakerAssetAddress + ].minus(signedOrder.makerAssetAmount); + erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ + defaultTakerAssetAddress + ].add(signedOrder.takerAssetAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + signedOrder.makerFee, + ); + erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ + defaultMakerAssetAddress + ].add(signedOrder.makerAssetAmount); + erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ + defaultTakerAssetAddress + ].minus(signedOrder.takerAssetAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + signedOrder.takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].add(signedOrder.makerFee.add(signedOrder.takerFee)); + }); + await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { + takerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + }); + + describe('marketBuyOrders', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow marketBuyOrders to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await expectTransactionFailedAsync( + exchangeWrapper.marketBuyOrdersAsync([signedOrder], takerAddress, { + makerAssetFillAmount: signedOrder.makerAssetAmount, + }), + RevertReason.TransferFailed, + ); + }); + }); + }; + describe('marketBuyOrders reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should stop when the entire makerAssetFillAmount is filled', async () => { + const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus( + signedOrders[1].makerAssetAmount.div(2), + ); + await exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, { + makerAssetFillAmount, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const makerAmountBought = signedOrders[0].takerAssetAmount.add( + signedOrders[1].takerAssetAmount.dividedToIntegerBy(2), + ); + const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2)); + const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].add(makerAmountBought), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(makerAmountBought), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)), + ); + }); + + it('should fill all signedOrders if cannot fill entire makerAssetFillAmount', async () => { + const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); + _.forEach(signedOrders, signedOrder => { + erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ + defaultMakerAssetAddress + ].minus(signedOrder.makerAssetAmount); + erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ + defaultTakerAssetAddress + ].add(signedOrder.takerAssetAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + signedOrder.makerFee, + ); + erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ + defaultMakerAssetAddress + ].add(signedOrder.makerAssetAmount); + erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ + defaultTakerAssetAddress + ].minus(signedOrder.takerAssetAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + signedOrder.takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].add(signedOrder.makerFee.add(signedOrder.takerFee)); + }); + await exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, { + makerAssetFillAmount, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should throw when a signedOrder does not use the same makerAssetAddress', async () => { + signedOrders = [ + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }), + await orderFactory.newSignedOrderAsync(), + ]; + + return expectTransactionFailedAsync( + exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, { + makerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18), + }), + RevertReason.InvalidOrderSignature, + ); + }); + }); + + describe('marketBuyOrdersNoThrow', () => { + const reentrancyTest = (functionNames: string[]) => { + _.forEach(functionNames, async (functionName: string, functionId: number) => { + const description = `should not allow marketBuyOrdersNoThrow to reenter the Exchange contract via ${functionName}`; + it(description, async () => { + const signedOrder = await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await exchangeWrapper.marketBuyOrdersNoThrowAsync([signedOrder], takerAddress, { + makerAssetFillAmount: signedOrder.makerAssetAmount, + }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(erc20Balances).to.deep.equal(newBalances); + }); + }); + }; + describe('marketBuyOrdersNoThrow reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); + + it('should stop when the entire makerAssetFillAmount is filled', async () => { + const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus( + signedOrders[1].makerAssetAmount.div(2), + ); + await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, { + makerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + + const makerAmountBought = signedOrders[0].takerAssetAmount.add( + signedOrders[1].takerAssetAmount.dividedToIntegerBy(2), + ); + const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2)); + const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2)); + expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), + ); + expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[makerAddress][defaultTakerAssetAddress].add(makerAmountBought), + ); + expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[makerAddress][zrxToken.address].minus(makerFee), + ); + expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultTakerAssetAddress].minus(makerAmountBought), + ); + expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( + erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFillAmount), + ); + expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[takerAddress][zrxToken.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)), + ); + }); + + it('should fill all signedOrders if cannot fill entire makerAssetFillAmount', async () => { + const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); + _.forEach(signedOrders, signedOrder => { + erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ + defaultMakerAssetAddress + ].minus(signedOrder.makerAssetAmount); + erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ + defaultTakerAssetAddress + ].add(signedOrder.takerAssetAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + signedOrder.makerFee, + ); + erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ + defaultMakerAssetAddress + ].add(signedOrder.makerAssetAmount); + erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ + defaultTakerAssetAddress + ].minus(signedOrder.takerAssetAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + signedOrder.takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].add(signedOrder.makerFee.add(signedOrder.takerFee)); + }); + await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, { + makerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + + it('should not fill a signedOrder that does not use the same makerAssetAddress', async () => { + signedOrders = [ + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address), + }), + ]; + + const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); + const filledSignedOrders = signedOrders.slice(0, -1); + _.forEach(filledSignedOrders, signedOrder => { + erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ + defaultMakerAssetAddress + ].minus(signedOrder.makerAssetAmount); + erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ + defaultTakerAssetAddress + ].add(signedOrder.takerAssetAmount); + erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( + signedOrder.makerFee, + ); + erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ + defaultMakerAssetAddress + ].add(signedOrder.makerAssetAmount); + erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ + defaultTakerAssetAddress + ].minus(signedOrder.takerAssetAmount); + erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( + signedOrder.takerFee, + ); + erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ + zrxToken.address + ].add(signedOrder.makerFee.add(signedOrder.takerFee)); + }); + await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, { + makerAssetFillAmount, + // HACK(albrow): We need to hardcode the gas estimate here because + // the Geth gas estimator doesn't work with the way we use + // delegatecall and swallow errors. + gas: 600000, + }); + + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.be.deep.equal(erc20Balances); + }); + }); + + describe('batchCancelOrders', () => { + it('should be able to cancel multiple signedOrders', async () => { + const takerAssetCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount); + await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress); + + await exchangeWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, { + takerAssetFillAmounts: takerAssetCancelAmounts, + }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(erc20Balances).to.be.deep.equal(newBalances); + }); + }); + + describe('getOrdersInfo', () => { + beforeEach(async () => { + signedOrders = [ + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync(), + await orderFactory.newSignedOrderAsync(), + ]; + }); + it('should get the correct information for multiple unfilled orders', async () => { + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.FILLABLE; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for multiple partially filled orders', async () => { + const takerAssetFillAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount.div(2)); + await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts }); + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount.div(2); + const expectedOrderStatus = OrderStatus.FILLABLE; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for multiple fully filled orders', async () => { + await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress); + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount; + const expectedOrderStatus = OrderStatus.FULLY_FILLED; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for multiple cancelled and unfilled orders', async () => { + await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress); + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.CANCELLED; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for multiple cancelled and partially filled orders', async () => { + const takerAssetFillAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount.div(2)); + await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts }); + await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress); + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount.div(2); + const expectedOrderStatus = OrderStatus.CANCELLED; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for multiple expired and unfilled orders', async () => { + const currentTimestamp = await getLatestBlockTimestampAsync(); + const timeUntilExpiration = signedOrders[0].expirationTimeSeconds.minus(currentTimestamp).toNumber(); + await increaseTimeAndMineBlockAsync(timeUntilExpiration); + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = new BigNumber(0); + const expectedOrderStatus = OrderStatus.EXPIRED; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for multiple expired and partially filled orders', async () => { + const takerAssetFillAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount.div(2)); + await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts }); + const currentTimestamp = await getLatestBlockTimestampAsync(); + const timeUntilExpiration = signedOrders[0].expirationTimeSeconds.minus(currentTimestamp).toNumber(); + await increaseTimeAndMineBlockAsync(timeUntilExpiration); + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(3); + _.forEach(signedOrders, (signedOrder, index) => { + const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); + const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount.div(2); + const expectedOrderStatus = OrderStatus.EXPIRED; + const orderInfo = ordersInfo[index]; + expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); + expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); + expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); + }); + }); + it('should get the correct information for a mix of unfilled, partially filled, fully filled, cancelled, and expired orders', async () => { + const unfilledOrder = await orderFactory.newSignedOrderAsync(); + const partiallyFilledOrder = await orderFactory.newSignedOrderAsync(); + await exchangeWrapper.fillOrderAsync(partiallyFilledOrder, takerAddress, { + takerAssetFillAmount: partiallyFilledOrder.takerAssetAmount.div(2), + }); + const fullyFilledOrder = await orderFactory.newSignedOrderAsync(); + await exchangeWrapper.fillOrderAsync(fullyFilledOrder, takerAddress); + const cancelledOrder = await orderFactory.newSignedOrderAsync(); + await exchangeWrapper.cancelOrderAsync(cancelledOrder, makerAddress); + const currentTimestamp = await getLatestBlockTimestampAsync(); + const expiredOrder = await orderFactory.newSignedOrderAsync({ + expirationTimeSeconds: new BigNumber(currentTimestamp), + }); + signedOrders = [unfilledOrder, partiallyFilledOrder, fullyFilledOrder, cancelledOrder, expiredOrder]; + const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); + expect(ordersInfo.length).to.be.equal(5); + + const expectedUnfilledOrderHash = orderHashUtils.getOrderHashHex(unfilledOrder); + const expectedUnfilledTakerAssetFilledAmount = new BigNumber(0); + const expectedUnfilledOrderStatus = OrderStatus.FILLABLE; + const unfilledOrderInfo = ordersInfo[0]; + expect(unfilledOrderInfo.orderHash).to.be.equal(expectedUnfilledOrderHash); + expect(unfilledOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( + expectedUnfilledTakerAssetFilledAmount, + ); + expect(unfilledOrderInfo.orderStatus).to.be.equal(expectedUnfilledOrderStatus); + + const expectedPartialOrderHash = orderHashUtils.getOrderHashHex(partiallyFilledOrder); + const expectedPartialTakerAssetFilledAmount = partiallyFilledOrder.takerAssetAmount.div(2); + const expectedPartialOrderStatus = OrderStatus.FILLABLE; + const partialOrderInfo = ordersInfo[1]; + expect(partialOrderInfo.orderHash).to.be.equal(expectedPartialOrderHash); + expect(partialOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( + expectedPartialTakerAssetFilledAmount, + ); + expect(partialOrderInfo.orderStatus).to.be.equal(expectedPartialOrderStatus); + + const expectedFilledOrderHash = orderHashUtils.getOrderHashHex(fullyFilledOrder); + const expectedFilledTakerAssetFilledAmount = fullyFilledOrder.takerAssetAmount; + const expectedFilledOrderStatus = OrderStatus.FULLY_FILLED; + const filledOrderInfo = ordersInfo[2]; + expect(filledOrderInfo.orderHash).to.be.equal(expectedFilledOrderHash); + expect(filledOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( + expectedFilledTakerAssetFilledAmount, + ); + expect(filledOrderInfo.orderStatus).to.be.equal(expectedFilledOrderStatus); + + const expectedCancelledOrderHash = orderHashUtils.getOrderHashHex(cancelledOrder); + const expectedCancelledTakerAssetFilledAmount = new BigNumber(0); + const expectedCancelledOrderStatus = OrderStatus.CANCELLED; + const cancelledOrderInfo = ordersInfo[3]; + expect(cancelledOrderInfo.orderHash).to.be.equal(expectedCancelledOrderHash); + expect(cancelledOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( + expectedCancelledTakerAssetFilledAmount, + ); + expect(cancelledOrderInfo.orderStatus).to.be.equal(expectedCancelledOrderStatus); + + const expectedExpiredOrderHash = orderHashUtils.getOrderHashHex(expiredOrder); + const expectedExpiredTakerAssetFilledAmount = new BigNumber(0); + const expectedExpiredOrderStatus = OrderStatus.EXPIRED; + const expiredOrderInfo = ordersInfo[4]; + expect(expiredOrderInfo.orderHash).to.be.equal(expectedExpiredOrderHash); + expect(expiredOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( + expectedExpiredTakerAssetFilledAmount, + ); + expect(expiredOrderInfo.orderStatus).to.be.equal(expectedExpiredOrderStatus); + }); + }); + }); +}); // tslint:disable-line:max-file-line-count |