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-rw-r--r--packages/contracts/test/exchange/helpers.ts183
1 files changed, 183 insertions, 0 deletions
diff --git a/packages/contracts/test/exchange/helpers.ts b/packages/contracts/test/exchange/helpers.ts
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+import { ZeroEx } from '0x.js';
+import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as chai from 'chai';
+import ethUtil = require('ethereumjs-util');
+
+import { constants } from '../../util/constants';
+import { ExchangeWrapper } from '../../util/exchange_wrapper';
+import { Order } from '../../util/order';
+import { OrderFactory } from '../../util/order_factory';
+import { ContractName } from '../../util/types';
+import { chaiSetup } from '../utils/chai_setup';
+import { deployer } from '../utils/deployer';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+const web3 = web3Factory.create();
+const web3Wrapper = new Web3Wrapper(web3.currentProvider);
+const blockchainLifecycle = new BlockchainLifecycle();
+
+describe('Exchange', () => {
+ let maker: string;
+ let feeRecipient: string;
+
+ let order: Order;
+ let exchangeWrapper: ExchangeWrapper;
+ let orderFactory: OrderFactory;
+
+ before(async () => {
+ const accounts = await web3Wrapper.getAvailableAddressesAsync();
+ [maker, feeRecipient] = accounts;
+ const tokenRegistry = await deployer.deployAsync(ContractName.TokenRegistry);
+ const tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy);
+ const [rep, dgd, zrx] = await Promise.all([
+ deployer.deployAsync(ContractName.DummyToken),
+ deployer.deployAsync(ContractName.DummyToken),
+ deployer.deployAsync(ContractName.DummyToken),
+ ]);
+ const exchange = await deployer.deployAsync(ContractName.Exchange, [zrx.address, tokenTransferProxy.address]);
+ await tokenTransferProxy.addAuthorizedAddress(exchange.address, { from: accounts[0] });
+ const zeroEx = new ZeroEx(web3.currentProvider, { networkId: constants.TESTRPC_NETWORK_ID });
+ exchangeWrapper = new ExchangeWrapper(exchange, zeroEx);
+ const defaultOrderParams = {
+ exchangeContractAddress: exchange.address,
+ maker,
+ feeRecipient,
+ makerToken: rep.address,
+ takerToken: dgd.address,
+ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+ takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+ makerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+ takerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+ };
+ orderFactory = new OrderFactory(web3Wrapper, defaultOrderParams);
+ order = await orderFactory.newSignedOrderAsync();
+ });
+
+ beforeEach(async () => {
+ await blockchainLifecycle.startAsync();
+ });
+ afterEach(async () => {
+ await blockchainLifecycle.revertAsync();
+ });
+ describe('getOrderHash', () => {
+ it('should output the correct orderHash', async () => {
+ const orderHashHex = await exchangeWrapper.getOrderHashAsync(order);
+ expect(order.params.orderHashHex).to.be.equal(orderHashHex);
+ });
+ });
+
+ describe('isValidSignature', () => {
+ beforeEach(async () => {
+ order = await orderFactory.newSignedOrderAsync();
+ });
+
+ it('should return true with a valid signature', async () => {
+ const success = await exchangeWrapper.isValidSignatureAsync(order);
+ const isValidSignature = order.isValidSignature();
+ expect(isValidSignature).to.be.true();
+ expect(success).to.be.true();
+ });
+
+ it('should return false with an invalid signature', async () => {
+ order.params.r = ethUtil.bufferToHex(ethUtil.sha3('invalidR'));
+ order.params.s = ethUtil.bufferToHex(ethUtil.sha3('invalidS'));
+ const success = await exchangeWrapper.isValidSignatureAsync(order);
+ expect(order.isValidSignature()).to.be.false();
+ expect(success).to.be.false();
+ });
+ });
+
+ describe('isRoundingError', () => {
+ it('should return false if there is a rounding error of 0.1%', async () => {
+ const numerator = new BigNumber(20);
+ const denominator = new BigNumber(999);
+ const target = new BigNumber(50);
+ // rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1%
+ const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+ expect(isRoundingError).to.be.false();
+ });
+
+ it('should return false if there is a rounding of 0.09%', async () => {
+ const numerator = new BigNumber(20);
+ const denominator = new BigNumber(9991);
+ const target = new BigNumber(500);
+ // rounding error = ((20*500/9991) - floor(20*500/9991)) / (20*500/9991) = 0.09%
+ const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+ expect(isRoundingError).to.be.false();
+ });
+
+ it('should return true if there is a rounding error of 0.11%', async () => {
+ const numerator = new BigNumber(20);
+ const denominator = new BigNumber(9989);
+ const target = new BigNumber(500);
+ // rounding error = ((20*500/9989) - floor(20*500/9989)) / (20*500/9989) = 0.011%
+ const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+ expect(isRoundingError).to.be.true();
+ });
+
+ it('should return true if there is a rounding error > 0.1%', async () => {
+ const numerator = new BigNumber(3);
+ const denominator = new BigNumber(7);
+ const target = new BigNumber(10);
+ // rounding error = ((3*10/7) - floor(3*10/7)) / (3*10/7) = 6.67%
+ const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+ expect(isRoundingError).to.be.true();
+ });
+
+ it('should return false when there is no rounding error', async () => {
+ const numerator = new BigNumber(1);
+ const denominator = new BigNumber(2);
+ const target = new BigNumber(10);
+
+ const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+ expect(isRoundingError).to.be.false();
+ });
+
+ it('should return false when there is rounding error <= 0.1%', async () => {
+ // randomly generated numbers
+ const numerator = new BigNumber(76564);
+ const denominator = new BigNumber(676373677);
+ const target = new BigNumber(105762562);
+ // rounding error = ((76564*105762562/676373677) - floor(76564*105762562/676373677)) /
+ // (76564*105762562/676373677) = 0.0007%
+ const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+ expect(isRoundingError).to.be.false();
+ });
+ });
+
+ describe('getPartialAmount', () => {
+ it('should return the numerator/denominator*target', async () => {
+ const numerator = new BigNumber(1);
+ const denominator = new BigNumber(2);
+ const target = new BigNumber(10);
+
+ const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
+ const expectedPartialAmount = 5;
+ expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
+ });
+
+ it('should round down', async () => {
+ const numerator = new BigNumber(2);
+ const denominator = new BigNumber(3);
+ const target = new BigNumber(10);
+
+ const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
+ const expectedPartialAmount = 6;
+ expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
+ });
+
+ it('should round .5 down', async () => {
+ const numerator = new BigNumber(1);
+ const denominator = new BigNumber(20);
+ const target = new BigNumber(10);
+
+ const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
+ const expectedPartialAmount = 0;
+ expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
+ });
+ });
+});