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-rw-r--r--contracts/protocol/test/exchange/core.ts1178
-rw-r--r--contracts/protocol/test/exchange/dispatcher.ts284
-rw-r--r--contracts/protocol/test/exchange/fill_order.ts314
-rw-r--r--contracts/protocol/test/exchange/internal.ts472
-rw-r--r--contracts/protocol/test/exchange/match_orders.ts1284
-rw-r--r--contracts/protocol/test/exchange/signature_validator.ts526
-rw-r--r--contracts/protocol/test/exchange/transactions.ts466
-rw-r--r--contracts/protocol/test/exchange/wrapper.ts1461
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