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Diffstat (limited to 'packages/contracts/src/utils/core_combinatorial_utils.ts')
| -rw-r--r-- | packages/contracts/src/utils/core_combinatorial_utils.ts | 445 |
1 files changed, 445 insertions, 0 deletions
diff --git a/packages/contracts/src/utils/core_combinatorial_utils.ts b/packages/contracts/src/utils/core_combinatorial_utils.ts new file mode 100644 index 000000000..6fbd8304e --- /dev/null +++ b/packages/contracts/src/utils/core_combinatorial_utils.ts @@ -0,0 +1,445 @@ +import { + assetProxyUtils, + BalanceAndProxyAllowanceLazyStore, + ExchangeTransferSimulator, + orderHashUtils, + OrderStateUtils, + OrderValidationUtils, +} from '@0xproject/order-utils'; +import { AssetProxyId, Order, SignatureType, SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import { Web3Wrapper } from '@0xproject/web3-wrapper'; +import * as chai from 'chai'; +import { BlockParamLiteral, LogWithDecodedArgs, Provider, TxData } from 'ethereum-types'; +// import ethUtil = require('ethereumjs-util'); +import * as _ from 'lodash'; +import 'make-promises-safe'; + +import { ExchangeContract, FillContractEventArgs } from '../generated_contract_wrappers/exchange'; +import { artifacts } from '../utils/artifacts'; +import { expectRevertOrAlwaysFailingTransactionAsync } from '../utils/assertions'; +import { AssetWrapper } from '../utils/asset_wrapper'; +import { chaiSetup } from '../utils/chai_setup'; +import { constants } from '../utils/constants'; +import { ERC20Wrapper } from '../utils/erc20_wrapper'; +import { ERC721Wrapper } from '../utils/erc721_wrapper'; +import { ExchangeWrapper } from '../utils/exchange_wrapper'; +import { NewOrderFactory } from '../utils/new_order_factory'; +import { orderUtils } from '../utils/order_utils'; +import { signingUtils } from '../utils/signing_utils'; +import { SimpleAssetBalanceAndProxyAllowanceFetcher } from '../utils/simple_asset_balance_and_proxy_allowance_fetcher'; +import { SimpleOrderFilledCancelledFetcher } from '../utils/simple_order_filled_cancelled_fetcher'; +import { + AssetDataScenario, + ExpirationTimeSecondsScenario, + FeeRecipientAddressScenario, + OrderAmountScenario, + OrderScenario, +} from '../utils/types'; + +chaiSetup.configure(); +const expect = chai.expect; + +const ERC721_PROXY_ID = 2; + +/** + * Instantiates a new instance of CoreCombinatorialUtils. Since this method has some + * required async setup, a factory method is required. + * @param web3Wrapper Web3Wrapper instance + * @param txDefaults Default Ethereum tx options + * @return CoreCombinatorialUtils instance + */ +export async function coreCombinatorialUtilsFactoryAsync( + web3Wrapper: Web3Wrapper, + txDefaults: Partial<TxData>, +): Promise<CoreCombinatorialUtils> { + const userAddresses = await web3Wrapper.getAvailableAddressesAsync(); + const [ownerAddress, makerAddress, takerAddress] = userAddresses; + const makerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[userAddresses.indexOf(makerAddress)]; + + const provider = web3Wrapper.getProvider(); + const erc20Wrapper = new ERC20Wrapper(provider, userAddresses, ownerAddress); + const erc721Wrapper = new ERC721Wrapper(provider, userAddresses, ownerAddress); + + const erc20EighteenDecimalTokenCount = 3; + const eighteenDecimals = new BigNumber(18); + const [ + erc20EighteenDecimalTokenA, + erc20EighteenDecimalTokenB, + zrxToken, + ] = await erc20Wrapper.deployDummyTokensAsync(erc20EighteenDecimalTokenCount, eighteenDecimals); + const zrxAssetData = assetProxyUtils.encodeERC20AssetData(zrxToken.address); + + const erc20FiveDecimalTokenCount = 2; + const fiveDecimals = new BigNumber(18); + const [erc20FiveDecimalTokenA, erc20FiveDecimalTokenB] = await erc20Wrapper.deployDummyTokensAsync( + erc20FiveDecimalTokenCount, + fiveDecimals, + ); + const erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + const [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + const erc721Proxy = await erc721Wrapper.deployProxyAsync(); + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + + const assetWrapper = new AssetWrapper([erc20Wrapper, erc721Wrapper]); + + const exchangeContract = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + zrxAssetData, + ); + const exchangeWrapper = new ExchangeWrapper(exchangeContract, provider); + await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC20, erc20Proxy.address, ownerAddress); + await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC721, erc721Proxy.address, ownerAddress); + + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeContract.address, { + from: ownerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeContract.address, { + from: ownerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + const orderFactory = new NewOrderFactory( + userAddresses, + zrxToken.address, + [erc20EighteenDecimalTokenA.address, erc20EighteenDecimalTokenB.address], + [erc20FiveDecimalTokenA.address, erc20FiveDecimalTokenB.address], + erc721Token, + erc721Balances, + exchangeContract.address, + ); + + const coreCombinatorialUtils = new CoreCombinatorialUtils( + orderFactory, + ownerAddress, + makerAddress, + makerPrivateKey, + takerAddress, + zrxAssetData, + exchangeWrapper, + assetWrapper, + ); + return coreCombinatorialUtils; +} + +export class CoreCombinatorialUtils { + public orderFactory: NewOrderFactory; + public ownerAddress: string; + public makerAddress: string; + public makerPrivateKey: Buffer; + public takerAddress: string; + public zrxAssetData: string; + public exchangeWrapper: ExchangeWrapper; + public assetWrapper: AssetWrapper; + public static generateOrderCombinations(): OrderScenario[] { + const feeRecipientScenarios = [FeeRecipientAddressScenario.EthUserAddress]; + const makerAssetAmountScenario = [OrderAmountScenario.NonZero]; + const takerAssetAmountScenario = [OrderAmountScenario.NonZero]; + const makerFeeScenario = [OrderAmountScenario.NonZero]; + const takerFeeScenario = [OrderAmountScenario.NonZero]; + const expirationTimeSecondsScenario = [ExpirationTimeSecondsScenario.InFuture]; + const makerAssetDataScenario = [ + AssetDataScenario.ERC20FiveDecimals, + AssetDataScenario.ERC20NonZRXEighteenDecimals, + AssetDataScenario.ERC721, + AssetDataScenario.ZRXFeeToken, + ]; + const takerAssetDataScenario = [ + AssetDataScenario.ERC20FiveDecimals, + AssetDataScenario.ERC20NonZRXEighteenDecimals, + AssetDataScenario.ERC721, + AssetDataScenario.ZRXFeeToken, + ]; + const orderScenarioArrays = CoreCombinatorialUtils._allPossibleCases([ + feeRecipientScenarios, + makerAssetAmountScenario, + takerAssetAmountScenario, + makerFeeScenario, + takerFeeScenario, + expirationTimeSecondsScenario, + makerAssetDataScenario, + takerAssetDataScenario, + ]); + + const orderScenarios = _.map(orderScenarioArrays, orderScenarioArray => { + const orderScenario: OrderScenario = { + feeRecipientScenario: orderScenarioArray[0] as FeeRecipientAddressScenario, + makerAssetAmountScenario: orderScenarioArray[1] as OrderAmountScenario, + takerAssetAmountScenario: orderScenarioArray[2] as OrderAmountScenario, + makerFeeScenario: orderScenarioArray[3] as OrderAmountScenario, + takerFeeScenario: orderScenarioArray[4] as OrderAmountScenario, + expirationTimeSecondsScenario: orderScenarioArray[5] as ExpirationTimeSecondsScenario, + makerAssetDataScenario: orderScenarioArray[6] as AssetDataScenario, + takerAssetDataScenario: orderScenarioArray[7] as AssetDataScenario, + }; + return orderScenario; + }); + + return orderScenarios; + } + private static _allPossibleCases(arrays: string[][]): string[][] { + if (arrays.length === 1) { + const remainingVals = _.map(arrays[0], val => { + return [val]; + }); + return remainingVals; + } else { + const result = []; + const allCasesOfRest = CoreCombinatorialUtils._allPossibleCases(arrays.slice(1)); // recur with the rest of array + // tslint:disable:prefer-for-of + for (let i = 0; i < allCasesOfRest.length; i++) { + for (let j = 0; j < arrays[0].length; j++) { + result.push([arrays[0][j], ...allCasesOfRest[i]]); + } + } + // tslint:enable:prefer-for-of + return result; + } + } + constructor( + orderFactory: NewOrderFactory, + ownerAddress: string, + makerAddress: string, + makerPrivateKey: Buffer, + takerAddress: string, + zrxAssetData: string, + exchangeWrapper: ExchangeWrapper, + assetWrapper: AssetWrapper, + ) { + this.orderFactory = orderFactory; + this.ownerAddress = ownerAddress; + this.makerAddress = makerAddress; + this.makerPrivateKey = makerPrivateKey; + this.takerAddress = takerAddress; + this.zrxAssetData = zrxAssetData; + this.exchangeWrapper = exchangeWrapper; + this.assetWrapper = assetWrapper; + } + public async testFillOrderScenarioAsync(order: Order, provider: Provider): Promise<void> { + // 2. Sign order + const orderHashBuff = orderHashUtils.getOrderHashBuff(order); + const signature = signingUtils.signMessage(orderHashBuff, this.makerPrivateKey, SignatureType.EthSign); + const signedOrder = { + ...order, + signature: `0x${signature.toString('hex')}`, + }; + + // 3. Permutate the maker and taker balance/allowance scenarios + + // 4. Figure out fill amount OR error + const balanceAndProxyAllowanceFetcher = new SimpleAssetBalanceAndProxyAllowanceFetcher(this.assetWrapper); + const orderFilledCancelledFetcher = new SimpleOrderFilledCancelledFetcher( + this.exchangeWrapper, + this.zrxAssetData, + ); + const orderStateUtils = new OrderStateUtils(balanceAndProxyAllowanceFetcher, orderFilledCancelledFetcher); + + const fillableTakerAssetAmount = await orderStateUtils.getMaxFillableTakerAssetAmountAsync( + signedOrder, + this.takerAddress, + ); + + // If order is fillable, decide how much to fill + // TODO: Make this configurable + const takerAssetProxyId = assetProxyUtils.decodeAssetDataId(signedOrder.takerAssetData); + const makerAssetProxyId = assetProxyUtils.decodeAssetDataId(signedOrder.makerAssetData); + const isEitherAssetERC721 = takerAssetProxyId === ERC721_PROXY_ID || makerAssetProxyId === ERC721_PROXY_ID; + const takerAssetFillAmount = isEitherAssetERC721 + ? fillableTakerAssetAmount + : fillableTakerAssetAmount.div(2).floor(); + + // 5. If I fill it by X, what are the resulting balances/allowances/filled amounts exp? + const orderValidationUtils = new OrderValidationUtils(orderFilledCancelledFetcher); + const lazyStore = new BalanceAndProxyAllowanceLazyStore(balanceAndProxyAllowanceFetcher); + const exchangeTransferSimulator = new ExchangeTransferSimulator(lazyStore); + + let isFillFailureExpected = false; + try { + await orderValidationUtils.validateFillOrderThrowIfInvalidAsync( + exchangeTransferSimulator, + provider, + signedOrder, + takerAssetFillAmount, + this.takerAddress, + this.zrxAssetData, + ); + } catch (err) { + isFillFailureExpected = true; + } + + await this._fillOrderAndAssertOutcomeAsync( + signedOrder, + takerAssetFillAmount, + lazyStore, + isFillFailureExpected, + provider, + ); + } + private async _fillOrderAndAssertOutcomeAsync( + signedOrder: SignedOrder, + takerAssetFillAmount: BigNumber, + lazyStore: BalanceAndProxyAllowanceLazyStore, + isFillFailureExpected: boolean, + provider: Provider, + ): Promise<void> { + if (isFillFailureExpected) { + return expectRevertOrAlwaysFailingTransactionAsync( + this.exchangeWrapper.fillOrderAsync(signedOrder, this.takerAddress, { takerAssetFillAmount }), + ); + } + + const makerAddress = signedOrder.makerAddress; + const makerAssetData = signedOrder.makerAssetData; + const takerAssetData = signedOrder.takerAssetData; + const feeRecipient = signedOrder.feeRecipientAddress; + + const expMakerAssetBalanceOfMaker = await lazyStore.getBalanceAsync(makerAssetData, makerAddress); + const expMakerAssetAllowanceOfMaker = await lazyStore.getProxyAllowanceAsync(makerAssetData, makerAddress); + const expTakerAssetBalanceOfMaker = await lazyStore.getBalanceAsync(takerAssetData, makerAddress); + const expZRXAssetBalanceOfMaker = await lazyStore.getBalanceAsync(this.zrxAssetData, makerAddress); + const expZRXAssetAllowanceOfMaker = await lazyStore.getProxyAllowanceAsync(this.zrxAssetData, makerAddress); + const expTakerAssetBalanceOfTaker = await lazyStore.getBalanceAsync(takerAssetData, this.takerAddress); + const expTakerAssetAllowanceOfTaker = await lazyStore.getProxyAllowanceAsync(takerAssetData, this.takerAddress); + const expMakerAssetBalanceOfTaker = await lazyStore.getBalanceAsync(makerAssetData, this.takerAddress); + const expZRXAssetBalanceOfTaker = await lazyStore.getBalanceAsync(this.zrxAssetData, this.takerAddress); + const expZRXAssetAllowanceOfTaker = await lazyStore.getProxyAllowanceAsync( + this.zrxAssetData, + this.takerAddress, + ); + const expZRXAssetBalanceOfFeeRecipient = await lazyStore.getBalanceAsync(this.zrxAssetData, feeRecipient); + + const orderHash = orderHashUtils.getOrderHashHex(signedOrder); + const initialFilledTakerAmount = await this.exchangeWrapper.getTakerAssetFilledAmountAsync(orderHash); + const expFilledTakerAmount = initialFilledTakerAmount.add(takerAssetFillAmount); + + const expFilledMakerAmount = orderUtils.getPartialAmount( + takerAssetFillAmount, + signedOrder.takerAssetAmount, + signedOrder.makerAssetAmount, + ); + + // - Let's fill the order! + const txReceipt = await this.exchangeWrapper.fillOrderAsync(signedOrder, this.takerAddress, { + takerAssetFillAmount, + }); + + const actFilledTakerAmount = await this.exchangeWrapper.getTakerAssetFilledAmountAsync(orderHash); + expect(actFilledTakerAmount).to.be.bignumber.equal(expFilledTakerAmount, 'filledTakerAmount'); + + expect(txReceipt.logs.length).to.be.equal(1, 'logs length'); + // tslint:disable-next-line:no-unnecessary-type-assertion + const log = txReceipt.logs[0] as LogWithDecodedArgs<FillContractEventArgs>; + expect(log.args.makerAddress).to.be.equal(makerAddress, 'log.args.makerAddress'); + expect(log.args.takerAddress).to.be.equal(this.takerAddress, 'log.args.this.takerAddress'); + expect(log.args.feeRecipientAddress).to.be.equal(feeRecipient, 'log.args.feeRecipientAddress'); + expect(log.args.makerAssetFilledAmount).to.be.bignumber.equal( + expFilledMakerAmount, + 'log.args.makerAssetFilledAmount', + ); + expect(log.args.takerAssetFilledAmount).to.be.bignumber.equal( + takerAssetFillAmount, + 'log.args.takerAssetFilledAmount', + ); + const expMakerFeePaid = orderUtils.getPartialAmount( + expFilledTakerAmount, + signedOrder.takerAssetAmount, + signedOrder.makerFee, + ); + expect(log.args.makerFeePaid).to.be.bignumber.equal(expMakerFeePaid, 'log.args.makerFeePaid'); + const expTakerFeePaid = orderUtils.getPartialAmount( + expFilledTakerAmount, + signedOrder.takerAssetAmount, + signedOrder.takerFee, + ); + expect(log.args.takerFeePaid).to.be.bignumber.equal(expTakerFeePaid, 'logs.args.takerFeePaid'); + expect(log.args.orderHash).to.be.equal(orderHash, 'log.args.orderHash'); + expect(log.args.makerAssetData).to.be.equal(makerAssetData, 'log.args.makerAssetData'); + expect(log.args.takerAssetData).to.be.equal(takerAssetData, 'log.args.takerAssetData'); + + const actMakerAssetBalanceOfMaker = await this.assetWrapper.getBalanceAsync(makerAddress, makerAssetData); + expect(actMakerAssetBalanceOfMaker).to.be.bignumber.equal( + expMakerAssetBalanceOfMaker, + 'makerAssetBalanceOfMaker', + ); + + const actMakerAssetAllowanceOfMaker = await this.assetWrapper.getProxyAllowanceAsync( + makerAddress, + makerAssetData, + ); + expect(actMakerAssetAllowanceOfMaker).to.be.bignumber.equal( + expMakerAssetAllowanceOfMaker, + 'makerAssetAllowanceOfMaker', + ); + + const actTakerAssetBalanceOfMaker = await this.assetWrapper.getBalanceAsync(makerAddress, takerAssetData); + expect(actTakerAssetBalanceOfMaker).to.be.bignumber.equal( + expTakerAssetBalanceOfMaker, + 'takerAssetBalanceOfMaker', + ); + + const actZRXAssetBalanceOfMaker = await this.assetWrapper.getBalanceAsync(makerAddress, this.zrxAssetData); + expect(actZRXAssetBalanceOfMaker).to.be.bignumber.equal(expZRXAssetBalanceOfMaker, 'ZRXAssetBalanceOfMaker'); + + const actZRXAssetAllowanceOfMaker = await this.assetWrapper.getProxyAllowanceAsync( + makerAddress, + this.zrxAssetData, + ); + expect(actZRXAssetAllowanceOfMaker).to.be.bignumber.equal( + expZRXAssetAllowanceOfMaker, + 'ZRXAssetAllowanceOfMaker', + ); + + const actTakerAssetBalanceOfTaker = await this.assetWrapper.getBalanceAsync(this.takerAddress, takerAssetData); + expect(actTakerAssetBalanceOfTaker).to.be.bignumber.equal( + expTakerAssetBalanceOfTaker, + 'TakerAssetBalanceOfTaker', + ); + + const actTakerAssetAllowanceOfTaker = await this.assetWrapper.getProxyAllowanceAsync( + this.takerAddress, + takerAssetData, + ); + + expect(actTakerAssetAllowanceOfTaker).to.be.bignumber.equal( + expTakerAssetAllowanceOfTaker, + 'TakerAssetAllowanceOfTaker', + ); + + const actMakerAssetBalanceOfTaker = await this.assetWrapper.getBalanceAsync(this.takerAddress, makerAssetData); + expect(actMakerAssetBalanceOfTaker).to.be.bignumber.equal( + expMakerAssetBalanceOfTaker, + 'MakerAssetBalanceOfTaker', + ); + + const actZRXAssetBalanceOfTaker = await this.assetWrapper.getBalanceAsync(this.takerAddress, this.zrxAssetData); + expect(actZRXAssetBalanceOfTaker).to.be.bignumber.equal(expZRXAssetBalanceOfTaker, 'ZRXAssetBalanceOfTaker'); + + const actZRXAssetAllowanceOfTaker = await this.assetWrapper.getProxyAllowanceAsync( + this.takerAddress, + this.zrxAssetData, + ); + expect(actZRXAssetAllowanceOfTaker).to.be.bignumber.equal( + expZRXAssetAllowanceOfTaker, + 'ZRXAssetAllowanceOfTaker', + ); + + const actZRXAssetBalanceOfFeeRecipient = await this.assetWrapper.getBalanceAsync( + feeRecipient, + this.zrxAssetData, + ); + expect(actZRXAssetBalanceOfFeeRecipient).to.be.bignumber.equal( + expZRXAssetBalanceOfFeeRecipient, + 'ZRXAssetBalanceOfFeeRecipient', + ); + } +} |