diff options
Diffstat (limited to 'packages/0x.js/test/order_validation_test.ts')
| -rw-r--r-- | packages/0x.js/test/order_validation_test.ts | 900 |
1 files changed, 450 insertions, 450 deletions
diff --git a/packages/0x.js/test/order_validation_test.ts b/packages/0x.js/test/order_validation_test.ts index be3e0590c..4e023a9cc 100644 --- a/packages/0x.js/test/order_validation_test.ts +++ b/packages/0x.js/test/order_validation_test.ts @@ -20,455 +20,455 @@ const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(constants.RPC_URL); describe('OrderValidation', () => { - let web3: Web3; - let zeroEx: ZeroEx; - let userAddresses: string[]; - let tokens: Token[]; - let tokenUtils: TokenUtils; - let exchangeContractAddress: string; - let zrxTokenAddress: string; - let fillScenarios: FillScenarios; - let makerTokenAddress: string; - let takerTokenAddress: string; - let coinbase: string; - let makerAddress: string; - let takerAddress: string; - let feeRecipient: string; - const fillableAmount = new BigNumber(5); - const fillTakerAmount = new BigNumber(5); - const config = { - networkId: constants.TESTRPC_NETWORK_ID, - }; - before(async () => { - web3 = web3Factory.create(); - zeroEx = new ZeroEx(web3.currentProvider, config); - exchangeContractAddress = zeroEx.exchange.getContractAddress(); - userAddresses = await zeroEx.getAvailableAddressesAsync(); - [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses; - tokens = await zeroEx.tokenRegistry.getTokensAsync(); - tokenUtils = new TokenUtils(tokens); - zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address; - fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress); - const [makerToken, takerToken] = tokenUtils.getDummyTokens(); - makerTokenAddress = makerToken.address; - takerTokenAddress = takerToken.address; - }); - beforeEach(async () => { - await blockchainLifecycle.startAsync(); - }); - afterEach(async () => { - await blockchainLifecycle.revertAsync(); - }); - describe('validateOrderFillableOrThrowAsync', () => { - it('should succeed if the order is fillable', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - await zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder); - }); - it('should succeed if the order is asymmetric and fillable', async () => { - const makerFillableAmount = fillableAmount; - const takerFillableAmount = fillableAmount.minus(4); - const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - makerFillableAmount, - takerFillableAmount, - ); - await zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder); - }); - it('should throw when the order is fully filled or cancelled', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount); - return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith( - ExchangeContractErrs.OrderRemainingFillAmountZero, - ); - }); - it('should throw when order is expired', async () => { - const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - expirationInPast, - ); - return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith( - ExchangeContractErrs.OrderFillExpired, - ); - }); - }); - describe('validateFillOrderAndThrowIfInvalidAsync', () => { - it('should throw when the fill amount is zero', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - const zeroFillAmount = new BigNumber(0); - return expect( - zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, zeroFillAmount, takerAddress), - ).to.be.rejectedWith(ExchangeContractErrs.OrderFillAmountZero); - }); - it('should throw when the signature is invalid', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - // 27 <--> 28 - signedOrder.ecSignature.v = 28 - signedOrder.ecSignature.v + 27; - return expect( - zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillableAmount, takerAddress), - ).to.be.rejectedWith(ZeroExError.InvalidSignature); - }); - it('should throw when the order is fully filled or cancelled', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount); - return expect( - zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillableAmount, takerAddress), - ).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero); - }); - it('should throw when sender is not a taker', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - const nonTakerAddress = userAddresses[6]; - return expect( - zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillTakerAmount, nonTakerAddress), - ).to.be.rejectedWith(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker); - }); - it('should throw when order is expired', async () => { - const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - expirationInPast, - ); - return expect( - zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress), - ).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired); - }); - it('should throw when there a rounding error would have occurred', async () => { - const makerAmount = new BigNumber(3); - const takerAmount = new BigNumber(5); - const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - makerAmount, - takerAmount, - ); - const fillTakerAmountThatCausesRoundingError = new BigNumber(3); - return expect( - zeroEx.exchange.validateFillOrderThrowIfInvalidAsync( - signedOrder, - fillTakerAmountThatCausesRoundingError, - takerAddress, - ), - ).to.be.rejectedWith(ExchangeContractErrs.OrderFillRoundingError); - }); - }); - describe('#validateFillOrKillOrderAndThrowIfInvalidAsync', () => { - it('should throw if remaining fillAmount is less then the desired fillAmount', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - const tooLargeFillAmount = new BigNumber(7); - const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount); - await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference); - await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount); - await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference); - await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount); + let web3: Web3; + let zeroEx: ZeroEx; + let userAddresses: string[]; + let tokens: Token[]; + let tokenUtils: TokenUtils; + let exchangeContractAddress: string; + let zrxTokenAddress: string; + let fillScenarios: FillScenarios; + let makerTokenAddress: string; + let takerTokenAddress: string; + let coinbase: string; + let makerAddress: string; + let takerAddress: string; + let feeRecipient: string; + const fillableAmount = new BigNumber(5); + const fillTakerAmount = new BigNumber(5); + const config = { + networkId: constants.TESTRPC_NETWORK_ID, + }; + before(async () => { + web3 = web3Factory.create(); + zeroEx = new ZeroEx(web3.currentProvider, config); + exchangeContractAddress = zeroEx.exchange.getContractAddress(); + userAddresses = await zeroEx.getAvailableAddressesAsync(); + [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses; + tokens = await zeroEx.tokenRegistry.getTokensAsync(); + tokenUtils = new TokenUtils(tokens); + zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address; + fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress); + const [makerToken, takerToken] = tokenUtils.getDummyTokens(); + makerTokenAddress = makerToken.address; + takerTokenAddress = takerToken.address; + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('validateOrderFillableOrThrowAsync', () => { + it('should succeed if the order is fillable', async () => { + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + fillableAmount, + ); + await zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder); + }); + it('should succeed if the order is asymmetric and fillable', async () => { + const makerFillableAmount = fillableAmount; + const takerFillableAmount = fillableAmount.minus(4); + const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + makerFillableAmount, + takerFillableAmount, + ); + await zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder); + }); + it('should throw when the order is fully filled or cancelled', async () => { + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + fillableAmount, + ); + await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount); + return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith( + ExchangeContractErrs.OrderRemainingFillAmountZero, + ); + }); + it('should throw when order is expired', async () => { + const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + fillableAmount, + expirationInPast, + ); + return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith( + ExchangeContractErrs.OrderFillExpired, + ); + }); + }); + describe('validateFillOrderAndThrowIfInvalidAsync', () => { + it('should throw when the fill amount is zero', async () => { + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + fillableAmount, + ); + const zeroFillAmount = new BigNumber(0); + return expect( + zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, zeroFillAmount, takerAddress), + ).to.be.rejectedWith(ExchangeContractErrs.OrderFillAmountZero); + }); + it('should throw when the signature is invalid', async () => { + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + fillableAmount, + ); + // 27 <--> 28 + signedOrder.ecSignature.v = 28 - signedOrder.ecSignature.v + 27; + return expect( + zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillableAmount, takerAddress), + ).to.be.rejectedWith(ZeroExError.InvalidSignature); + }); + it('should throw when the order is fully filled or cancelled', async () => { + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + fillableAmount, + ); + await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount); + return expect( + zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillableAmount, takerAddress), + ).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero); + }); + it('should throw when sender is not a taker', async () => { + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + fillableAmount, + ); + const nonTakerAddress = userAddresses[6]; + return expect( + zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillTakerAmount, nonTakerAddress), + ).to.be.rejectedWith(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker); + }); + it('should throw when order is expired', async () => { + const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + fillableAmount, + expirationInPast, + ); + return expect( + zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress), + ).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired); + }); + it('should throw when there a rounding error would have occurred', async () => { + const makerAmount = new BigNumber(3); + const takerAmount = new BigNumber(5); + const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + makerAmount, + takerAmount, + ); + const fillTakerAmountThatCausesRoundingError = new BigNumber(3); + return expect( + zeroEx.exchange.validateFillOrderThrowIfInvalidAsync( + signedOrder, + fillTakerAmountThatCausesRoundingError, + takerAddress, + ), + ).to.be.rejectedWith(ExchangeContractErrs.OrderFillRoundingError); + }); + }); + describe('#validateFillOrKillOrderAndThrowIfInvalidAsync', () => { + it('should throw if remaining fillAmount is less then the desired fillAmount', async () => { + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + fillableAmount, + ); + const tooLargeFillAmount = new BigNumber(7); + const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount); + await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference); + await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount); + await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference); + await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount); - return expect( - zeroEx.exchange.validateFillOrKillOrderThrowIfInvalidAsync( - signedOrder, - tooLargeFillAmount, - takerAddress, - ), - ).to.be.rejectedWith(ExchangeContractErrs.InsufficientRemainingFillAmount); - }); - }); - describe('validateCancelOrderAndThrowIfInvalidAsync', () => { - let signedOrder: SignedOrder; - const cancelAmount = new BigNumber(3); - beforeEach(async () => { - [coinbase, makerAddress, takerAddress] = userAddresses; - const [makerToken, takerToken] = tokenUtils.getDummyTokens(); - makerTokenAddress = makerToken.address; - takerTokenAddress = takerToken.address; - signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - }); - it('should throw when cancel amount is zero', async () => { - const zeroCancelAmount = new BigNumber(0); - return expect( - zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, zeroCancelAmount), - ).to.be.rejectedWith(ExchangeContractErrs.OrderCancelAmountZero); - }); - it('should throw when order is expired', async () => { - const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 - const expiredSignedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - expirationInPast, - ); - return expect( - zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(expiredSignedOrder, cancelAmount), - ).to.be.rejectedWith(ExchangeContractErrs.OrderCancelExpired); - }); - it('should throw when order is already cancelled or filled', async () => { - await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount); - return expect( - zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, fillableAmount), - ).to.be.rejectedWith(ExchangeContractErrs.OrderAlreadyCancelledOrFilled); - }); - }); - describe('#validateFillOrderBalancesAllowancesThrowIfInvalidAsync', () => { - let exchangeTransferSimulator: ExchangeTransferSimulator; - let transferFromAsync: Sinon.SinonSpy; - const bigNumberMatch = (expected: BigNumber) => { - return Sinon.match((value: BigNumber) => value.eq(expected)); - }; - beforeEach('create exchangeTransferSimulator', async () => { - exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest); - transferFromAsync = Sinon.spy(); - exchangeTransferSimulator.transferFromAsync = transferFromAsync as any; - }); - it('should call exchangeTransferSimulator.transferFrom in a correct order', async () => { - const makerFee = new BigNumber(2); - const takerFee = new BigNumber(2); - const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( - makerTokenAddress, - takerTokenAddress, - makerFee, - takerFee, - makerAddress, - takerAddress, - fillableAmount, - feeRecipient, - ); - await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTransferSimulator, - signedOrder, - fillableAmount, - takerAddress, - zrxTokenAddress, - ); - expect(transferFromAsync.callCount).to.be.equal(4); - expect( - transferFromAsync - .getCall(0) - .calledWith( - makerTokenAddress, - makerAddress, - takerAddress, - bigNumberMatch(fillableAmount), - TradeSide.Maker, - TransferType.Trade, - ), - ).to.be.true(); - expect( - transferFromAsync - .getCall(1) - .calledWith( - takerTokenAddress, - takerAddress, - makerAddress, - bigNumberMatch(fillableAmount), - TradeSide.Taker, - TransferType.Trade, - ), - ).to.be.true(); - expect( - transferFromAsync - .getCall(2) - .calledWith( - zrxTokenAddress, - makerAddress, - feeRecipient, - bigNumberMatch(makerFee), - TradeSide.Maker, - TransferType.Fee, - ), - ).to.be.true(); - expect( - transferFromAsync - .getCall(3) - .calledWith( - zrxTokenAddress, - takerAddress, - feeRecipient, - bigNumberMatch(takerFee), - TradeSide.Taker, - TransferType.Fee, - ), - ).to.be.true(); - }); - it('should call exchangeTransferSimulator.transferFrom with correct values for an open order', async () => { - const makerFee = new BigNumber(2); - const takerFee = new BigNumber(2); - const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( - makerTokenAddress, - takerTokenAddress, - makerFee, - takerFee, - makerAddress, - ZeroEx.NULL_ADDRESS, - fillableAmount, - feeRecipient, - ); - await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTransferSimulator, - signedOrder, - fillableAmount, - takerAddress, - zrxTokenAddress, - ); - expect(transferFromAsync.callCount).to.be.equal(4); - expect( - transferFromAsync - .getCall(0) - .calledWith( - makerTokenAddress, - makerAddress, - takerAddress, - bigNumberMatch(fillableAmount), - TradeSide.Maker, - TransferType.Trade, - ), - ).to.be.true(); - expect( - transferFromAsync - .getCall(1) - .calledWith( - takerTokenAddress, - takerAddress, - makerAddress, - bigNumberMatch(fillableAmount), - TradeSide.Taker, - TransferType.Trade, - ), - ).to.be.true(); - expect( - transferFromAsync - .getCall(2) - .calledWith( - zrxTokenAddress, - makerAddress, - feeRecipient, - bigNumberMatch(makerFee), - TradeSide.Maker, - TransferType.Fee, - ), - ).to.be.true(); - expect( - transferFromAsync - .getCall(3) - .calledWith( - zrxTokenAddress, - takerAddress, - feeRecipient, - bigNumberMatch(takerFee), - TradeSide.Taker, - TransferType.Fee, - ), - ).to.be.true(); - }); - it('should correctly round the fillMakerTokenAmount', async () => { - const makerTokenAmount = new BigNumber(3); - const takerTokenAmount = new BigNumber(1); - const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - makerTokenAmount, - takerTokenAmount, - ); - await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTransferSimulator, - signedOrder, - takerTokenAmount, - takerAddress, - zrxTokenAddress, - ); - expect(transferFromAsync.callCount).to.be.equal(4); - const makerFillAmount = transferFromAsync.getCall(0).args[3]; - expect(makerFillAmount).to.be.bignumber.equal(makerTokenAmount); - }); - it('should correctly round the makerFeeAmount', async () => { - const makerFee = new BigNumber(2); - const takerFee = new BigNumber(4); - const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( - makerTokenAddress, - takerTokenAddress, - makerFee, - takerFee, - makerAddress, - takerAddress, - fillableAmount, - ZeroEx.NULL_ADDRESS, - ); - const fillTakerTokenAmount = fillableAmount.div(2).round(0); - await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTransferSimulator, - signedOrder, - fillTakerTokenAmount, - takerAddress, - zrxTokenAddress, - ); - const makerPartialFee = makerFee.div(2); - const takerPartialFee = takerFee.div(2); - expect(transferFromAsync.callCount).to.be.equal(4); - const partialMakerFee = transferFromAsync.getCall(2).args[3]; - expect(partialMakerFee).to.be.bignumber.equal(makerPartialFee); - const partialTakerFee = transferFromAsync.getCall(3).args[3]; - expect(partialTakerFee).to.be.bignumber.equal(takerPartialFee); - }); - }); + return expect( + zeroEx.exchange.validateFillOrKillOrderThrowIfInvalidAsync( + signedOrder, + tooLargeFillAmount, + takerAddress, + ), + ).to.be.rejectedWith(ExchangeContractErrs.InsufficientRemainingFillAmount); + }); + }); + describe('validateCancelOrderAndThrowIfInvalidAsync', () => { + let signedOrder: SignedOrder; + const cancelAmount = new BigNumber(3); + beforeEach(async () => { + [coinbase, makerAddress, takerAddress] = userAddresses; + const [makerToken, takerToken] = tokenUtils.getDummyTokens(); + makerTokenAddress = makerToken.address; + takerTokenAddress = takerToken.address; + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + fillableAmount, + ); + }); + it('should throw when cancel amount is zero', async () => { + const zeroCancelAmount = new BigNumber(0); + return expect( + zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, zeroCancelAmount), + ).to.be.rejectedWith(ExchangeContractErrs.OrderCancelAmountZero); + }); + it('should throw when order is expired', async () => { + const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 + const expiredSignedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + fillableAmount, + expirationInPast, + ); + return expect( + zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(expiredSignedOrder, cancelAmount), + ).to.be.rejectedWith(ExchangeContractErrs.OrderCancelExpired); + }); + it('should throw when order is already cancelled or filled', async () => { + await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount); + return expect( + zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, fillableAmount), + ).to.be.rejectedWith(ExchangeContractErrs.OrderAlreadyCancelledOrFilled); + }); + }); + describe('#validateFillOrderBalancesAllowancesThrowIfInvalidAsync', () => { + let exchangeTransferSimulator: ExchangeTransferSimulator; + let transferFromAsync: Sinon.SinonSpy; + const bigNumberMatch = (expected: BigNumber) => { + return Sinon.match((value: BigNumber) => value.eq(expected)); + }; + beforeEach('create exchangeTransferSimulator', async () => { + exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest); + transferFromAsync = Sinon.spy(); + exchangeTransferSimulator.transferFromAsync = transferFromAsync as any; + }); + it('should call exchangeTransferSimulator.transferFrom in a correct order', async () => { + const makerFee = new BigNumber(2); + const takerFee = new BigNumber(2); + const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerTokenAddress, + takerTokenAddress, + makerFee, + takerFee, + makerAddress, + takerAddress, + fillableAmount, + feeRecipient, + ); + await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTransferSimulator, + signedOrder, + fillableAmount, + takerAddress, + zrxTokenAddress, + ); + expect(transferFromAsync.callCount).to.be.equal(4); + expect( + transferFromAsync + .getCall(0) + .calledWith( + makerTokenAddress, + makerAddress, + takerAddress, + bigNumberMatch(fillableAmount), + TradeSide.Maker, + TransferType.Trade, + ), + ).to.be.true(); + expect( + transferFromAsync + .getCall(1) + .calledWith( + takerTokenAddress, + takerAddress, + makerAddress, + bigNumberMatch(fillableAmount), + TradeSide.Taker, + TransferType.Trade, + ), + ).to.be.true(); + expect( + transferFromAsync + .getCall(2) + .calledWith( + zrxTokenAddress, + makerAddress, + feeRecipient, + bigNumberMatch(makerFee), + TradeSide.Maker, + TransferType.Fee, + ), + ).to.be.true(); + expect( + transferFromAsync + .getCall(3) + .calledWith( + zrxTokenAddress, + takerAddress, + feeRecipient, + bigNumberMatch(takerFee), + TradeSide.Taker, + TransferType.Fee, + ), + ).to.be.true(); + }); + it('should call exchangeTransferSimulator.transferFrom with correct values for an open order', async () => { + const makerFee = new BigNumber(2); + const takerFee = new BigNumber(2); + const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerTokenAddress, + takerTokenAddress, + makerFee, + takerFee, + makerAddress, + ZeroEx.NULL_ADDRESS, + fillableAmount, + feeRecipient, + ); + await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTransferSimulator, + signedOrder, + fillableAmount, + takerAddress, + zrxTokenAddress, + ); + expect(transferFromAsync.callCount).to.be.equal(4); + expect( + transferFromAsync + .getCall(0) + .calledWith( + makerTokenAddress, + makerAddress, + takerAddress, + bigNumberMatch(fillableAmount), + TradeSide.Maker, + TransferType.Trade, + ), + ).to.be.true(); + expect( + transferFromAsync + .getCall(1) + .calledWith( + takerTokenAddress, + takerAddress, + makerAddress, + bigNumberMatch(fillableAmount), + TradeSide.Taker, + TransferType.Trade, + ), + ).to.be.true(); + expect( + transferFromAsync + .getCall(2) + .calledWith( + zrxTokenAddress, + makerAddress, + feeRecipient, + bigNumberMatch(makerFee), + TradeSide.Maker, + TransferType.Fee, + ), + ).to.be.true(); + expect( + transferFromAsync + .getCall(3) + .calledWith( + zrxTokenAddress, + takerAddress, + feeRecipient, + bigNumberMatch(takerFee), + TradeSide.Taker, + TransferType.Fee, + ), + ).to.be.true(); + }); + it('should correctly round the fillMakerTokenAmount', async () => { + const makerTokenAmount = new BigNumber(3); + const takerTokenAmount = new BigNumber(1); + const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( + makerTokenAddress, + takerTokenAddress, + makerAddress, + takerAddress, + makerTokenAmount, + takerTokenAmount, + ); + await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTransferSimulator, + signedOrder, + takerTokenAmount, + takerAddress, + zrxTokenAddress, + ); + expect(transferFromAsync.callCount).to.be.equal(4); + const makerFillAmount = transferFromAsync.getCall(0).args[3]; + expect(makerFillAmount).to.be.bignumber.equal(makerTokenAmount); + }); + it('should correctly round the makerFeeAmount', async () => { + const makerFee = new BigNumber(2); + const takerFee = new BigNumber(4); + const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerTokenAddress, + takerTokenAddress, + makerFee, + takerFee, + makerAddress, + takerAddress, + fillableAmount, + ZeroEx.NULL_ADDRESS, + ); + const fillTakerTokenAmount = fillableAmount.div(2).round(0); + await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( + exchangeTransferSimulator, + signedOrder, + fillTakerTokenAmount, + takerAddress, + zrxTokenAddress, + ); + const makerPartialFee = makerFee.div(2); + const takerPartialFee = takerFee.div(2); + expect(transferFromAsync.callCount).to.be.equal(4); + const partialMakerFee = transferFromAsync.getCall(2).args[3]; + expect(partialMakerFee).to.be.bignumber.equal(makerPartialFee); + const partialTakerFee = transferFromAsync.getCall(3).args[3]; + expect(partialTakerFee).to.be.bignumber.equal(takerPartialFee); + }); + }); }); |