diff options
Diffstat (limited to 'packages/contracts/test/exchange/match_orders.ts')
| -rw-r--r-- | packages/contracts/test/exchange/match_orders.ts | 314 |
1 files changed, 279 insertions, 35 deletions
diff --git a/packages/contracts/test/exchange/match_orders.ts b/packages/contracts/test/exchange/match_orders.ts index 8732e20ba..c6e7b494f 100644 --- a/packages/contracts/test/exchange/match_orders.ts +++ b/packages/contracts/test/exchange/match_orders.ts @@ -3,6 +3,7 @@ import { assetDataUtils } from '@0xproject/order-utils'; import { RevertReason } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; import { Web3Wrapper } from '@0xproject/web3-wrapper'; +import * as chai from 'chai'; import * as _ from 'lodash'; import { DummyERC20TokenContract } from '../../generated_contract_wrappers/dummy_erc20_token'; @@ -11,8 +12,10 @@ import { ERC20ProxyContract } from '../../generated_contract_wrappers/erc20_prox import { ERC721ProxyContract } from '../../generated_contract_wrappers/erc721_proxy'; import { ExchangeContract } from '../../generated_contract_wrappers/exchange'; import { ReentrantERC20TokenContract } from '../../generated_contract_wrappers/reentrant_erc20_token'; +import { TestExchangeInternalsContract } from '../../generated_contract_wrappers/test_exchange_internals'; import { artifacts } from '../utils/artifacts'; import { expectTransactionFailedAsync } from '../utils/assertions'; +import { chaiSetup } from '../utils/chai_setup'; import { constants } from '../utils/constants'; import { ERC20Wrapper } from '../utils/erc20_wrapper'; import { ERC721Wrapper } from '../utils/erc721_wrapper'; @@ -23,6 +26,8 @@ import { ERC20BalancesByOwner, ERC721TokenIdsByOwner } from '../utils/types'; import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper'; const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +chaiSetup.configure(); +const expect = chai.expect; describe('matchOrders', () => { let makerAddressLeft: string; @@ -58,6 +63,8 @@ describe('matchOrders', () => { let matchOrderTester: MatchOrderTester; + let testExchange: TestExchangeInternalsContract; + before(async () => { await blockchainLifecycle.startAsync(); }); @@ -160,6 +167,11 @@ describe('matchOrders', () => { 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(); @@ -173,39 +185,170 @@ describe('matchOrders', () => { erc721TokenIdsByOwner = await erc721Wrapper.getBalancesAsync(); }); - it('Should give right maker a better price when correct price is not integral', async () => { + 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(2000), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1001), 0), + 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(10000), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(3000), 0), + 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. Similarly, the right maker pays a - // slightly higher lower than the right taker. + // 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(2000), 0), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1001), 0), + 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(1001), 0), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(301), 0), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10.01), 16), // 10.01% + 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(1699), 0), + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('10.0333333333333333'), 16), // 10.03% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5306122448979591'), 16), // 26.531% }; // Match signedOrderLeft with signedOrderRight await matchOrderTester.matchOrdersAndAssertEffectsAsync( @@ -218,7 +361,7 @@ describe('matchOrders', () => { ); }); - it('Should give left maker a better price when correct price is not integral', async () => { + it('Should give left maker a better sell price when rounding', async () => { // Create orders to match const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ makerAddress: makerAddressLeft, @@ -236,7 +379,8 @@ describe('matchOrders', () => { }); // Note: // The maker/taker fee percentage paid on the left order differs because - // they received different sale prices. + // 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), @@ -262,42 +406,87 @@ describe('matchOrders', () => { ); }); - it('Should transfer correct amounts when right order fill amount deviates from amount derived by `Exchange.fillOrder`', async () => { + 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(10), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), + 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(4), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 0), + 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), }); - // TODO: These values will change after implementation of rounding up has been merged + // 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(10), 0), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% // Right Maker - // Note: - // For order [4,2] valid fill amounts through `Exchange.fillOrder` would be [2, 1] or [4, 2] - // In this case we have fill amounts of [3, 1] which is attainable through - // `Exchange.matchOrders` but not `Exchange.fillOrder` - // Note: - // 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(3), 0), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 0), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 16), // 75% + 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(8), 0), + 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 @@ -311,6 +500,61 @@ describe('matchOrders', () => { ); }); + 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}`; |