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diff --git a/packages/contract-wrappers/test/order_validation_test.ts b/packages/contract-wrappers/test/order_validation_test.ts
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+import { BlockchainLifecycle, devConstants } from '@0xproject/dev-utils';
+import { FillScenarios } from '@0xproject/fill-scenarios';
+import { OrderError } from '@0xproject/order-utils';
+import { BlockParamLiteral } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import * as Sinon from 'sinon';
+
+import { ContractWrappers, ContractWrappersError, ExchangeContractErrs, SignedOrder, Token } from '../src';
+import { TradeSide, TransferType } from '../src/types';
+import { ExchangeTransferSimulator } from '../src/utils/exchange_transfer_simulator';
+import { OrderValidationUtils } from '../src/utils/order_validation_utils';
+
+import { chaiSetup } from './utils/chai_setup';
+import { constants } from './utils/constants';
+import { TokenUtils } from './utils/token_utils';
+import { provider, web3Wrapper } from './utils/web3_wrapper';
+
+chaiSetup.configure();
+const expect = chai.expect;
+const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
+
+describe('OrderValidation', () => {
+ let contractWrappers: ContractWrappers;
+ 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 () => {
+ contractWrappers = new ContractWrappers(provider, config);
+ exchangeContractAddress = contractWrappers.exchange.getContractAddress();
+ userAddresses = await web3Wrapper.getAvailableAddressesAsync();
+ [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
+ tokens = await contractWrappers.tokenRegistry.getTokensAsync();
+ tokenUtils = new TokenUtils(tokens);
+ zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
+ fillScenarios = new FillScenarios(provider, 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 contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder);
+ });
+ it('should succeed if the maker is buying ZRX and has no ZRX balance', async () => {
+ const makerFee = new BigNumber(2);
+ const takerFee = new BigNumber(2);
+ const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+ makerTokenAddress,
+ zrxTokenAddress,
+ makerFee,
+ takerFee,
+ makerAddress,
+ takerAddress,
+ fillableAmount,
+ feeRecipient,
+ );
+ const zrxMakerBalance = await contractWrappers.token.getBalanceAsync(zrxTokenAddress, makerAddress);
+ await contractWrappers.token.transferAsync(zrxTokenAddress, makerAddress, takerAddress, zrxMakerBalance);
+ await contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder);
+ });
+ it('should succeed if the maker is buying ZRX and has no ZRX balance and there is no specified taker', async () => {
+ const makerFee = new BigNumber(2);
+ const takerFee = new BigNumber(2);
+ const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+ makerTokenAddress,
+ zrxTokenAddress,
+ makerFee,
+ takerFee,
+ makerAddress,
+ constants.NULL_ADDRESS,
+ fillableAmount,
+ feeRecipient,
+ );
+ const zrxMakerBalance = await contractWrappers.token.getBalanceAsync(zrxTokenAddress, makerAddress);
+ await contractWrappers.token.transferAsync(zrxTokenAddress, makerAddress, takerAddress, zrxMakerBalance);
+ await contractWrappers.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 contractWrappers.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 contractWrappers.exchange.cancelOrderAsync(signedOrder, fillableAmount);
+ return expect(contractWrappers.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(contractWrappers.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(
+ contractWrappers.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(
+ contractWrappers.exchange.validateFillOrderThrowIfInvalidAsync(
+ signedOrder,
+ fillableAmount,
+ takerAddress,
+ ),
+ ).to.be.rejectedWith(OrderError.InvalidSignature);
+ });
+ it('should throw when the order is fully filled or cancelled', async () => {
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+ makerTokenAddress,
+ takerTokenAddress,
+ makerAddress,
+ takerAddress,
+ fillableAmount,
+ );
+ await contractWrappers.exchange.cancelOrderAsync(signedOrder, fillableAmount);
+ return expect(
+ contractWrappers.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(
+ contractWrappers.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(
+ contractWrappers.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(
+ contractWrappers.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 contractWrappers.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference);
+ await contractWrappers.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount);
+ await contractWrappers.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference);
+ await contractWrappers.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount);
+
+ return expect(
+ contractWrappers.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(
+ contractWrappers.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(
+ contractWrappers.exchange.validateCancelOrderThrowIfInvalidAsync(expiredSignedOrder, cancelAmount),
+ ).to.be.rejectedWith(ExchangeContractErrs.OrderCancelExpired);
+ });
+ it('should throw when order is already cancelled or filled', async () => {
+ await contractWrappers.exchange.cancelOrderAsync(signedOrder, fillableAmount);
+ return expect(
+ contractWrappers.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(contractWrappers.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,
+ constants.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,
+ constants.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);
+ });
+ });
+}); // tslint:disable-line:max-file-line-count
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