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Diffstat (limited to 'packages/contracts/test/exchange/wrapper.ts')
| -rw-r--r-- | packages/contracts/test/exchange/wrapper.ts | 348 |
1 files changed, 348 insertions, 0 deletions
diff --git a/packages/contracts/test/exchange/wrapper.ts b/packages/contracts/test/exchange/wrapper.ts new file mode 100644 index 000000000..91807fc37 --- /dev/null +++ b/packages/contracts/test/exchange/wrapper.ts @@ -0,0 +1,348 @@ +import { ZeroEx } from '0x.js'; +import { BigNumber } from '@0xproject/utils'; +import * as chai from 'chai'; +import * as _ from 'lodash'; + +import { Artifacts } from '../../util/artifacts'; +import { Balances } from '../../util/balances'; +import { constants } from '../../util/constants'; +import { ExchangeWrapper } from '../../util/exchange_wrapper'; +import { Order } from '../../util/order'; +import { OrderFactory } from '../../util/order_factory'; +import { BalancesByOwner, ContractInstance } from '../../util/types'; +import { chaiSetup } from '../utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; +const { Exchange, TokenTransferProxy, DummyToken, TokenRegistry } = new Artifacts(artifacts); + +contract('Exchange', (accounts: string[]) => { + const maker = accounts[0]; + const tokenOwner = accounts[0]; + const taker = accounts[1] || accounts[accounts.length - 1]; + const feeRecipient = accounts[2] || accounts[accounts.length - 1]; + + const INIT_BAL = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); + const INIT_ALLOW = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); + + let rep: ContractInstance; + let dgd: ContractInstance; + let zrx: ContractInstance; + let exchange: ContractInstance; + let tokenRegistry: ContractInstance; + + let balances: BalancesByOwner; + + let exWrapper: ExchangeWrapper; + let dmyBalances: Balances; + let orderFactory: OrderFactory; + + before(async () => { + [tokenRegistry, exchange] = await Promise.all([TokenRegistry.deployed(), Exchange.deployed()]); + exWrapper = new ExchangeWrapper(exchange); + const [repAddress, dgdAddress, zrxAddress] = await Promise.all([ + tokenRegistry.getTokenAddressBySymbol('REP'), + tokenRegistry.getTokenAddressBySymbol('DGD'), + tokenRegistry.getTokenAddressBySymbol('ZRX'), + ]); + + const defaultOrderParams = { + exchangeContractAddress: Exchange.address, + maker, + feeRecipient, + makerToken: repAddress, + takerToken: dgdAddress, + 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(defaultOrderParams); + + [rep, dgd, zrx] = await Promise.all([ + DummyToken.at(repAddress), + DummyToken.at(dgdAddress), + DummyToken.at(zrxAddress), + ]); + dmyBalances = new Balances([rep, dgd, zrx], [maker, taker, feeRecipient]); + await Promise.all([ + rep.approve(TokenTransferProxy.address, INIT_ALLOW, { from: maker }), + rep.approve(TokenTransferProxy.address, INIT_ALLOW, { from: taker }), + rep.setBalance(maker, INIT_BAL, { from: tokenOwner }), + rep.setBalance(taker, INIT_BAL, { from: tokenOwner }), + dgd.approve(TokenTransferProxy.address, INIT_ALLOW, { from: maker }), + dgd.approve(TokenTransferProxy.address, INIT_ALLOW, { from: taker }), + dgd.setBalance(maker, INIT_BAL, { from: tokenOwner }), + dgd.setBalance(taker, INIT_BAL, { from: tokenOwner }), + zrx.approve(TokenTransferProxy.address, INIT_ALLOW, { from: maker }), + zrx.approve(TokenTransferProxy.address, INIT_ALLOW, { from: taker }), + zrx.setBalance(maker, INIT_BAL, { from: tokenOwner }), + zrx.setBalance(taker, INIT_BAL, { from: tokenOwner }), + ]); + }); + + describe('fillOrKillOrder', () => { + beforeEach(async () => { + balances = await dmyBalances.getAsync(); + }); + + it('should transfer the correct amounts', async () => { + const order = await orderFactory.newSignedOrderAsync({ + makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), + takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), + }); + const fillTakerTokenAmount = order.params.takerTokenAmount.div(2); + await exWrapper.fillOrKillOrderAsync(order, taker, { + fillTakerTokenAmount, + }); + + const newBalances = await dmyBalances.getAsync(); + + const fillMakerTokenAmount = fillTakerTokenAmount + .times(order.params.makerTokenAmount) + .dividedToIntegerBy(order.params.takerTokenAmount); + const makerFee = order.params.makerFee + .times(fillMakerTokenAmount) + .dividedToIntegerBy(order.params.makerTokenAmount); + const takerFee = order.params.takerFee + .times(fillMakerTokenAmount) + .dividedToIntegerBy(order.params.makerTokenAmount); + expect(newBalances[maker][order.params.makerToken]).to.be.bignumber.equal( + balances[maker][order.params.makerToken].minus(fillMakerTokenAmount), + ); + expect(newBalances[maker][order.params.takerToken]).to.be.bignumber.equal( + balances[maker][order.params.takerToken].add(fillTakerTokenAmount), + ); + expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(makerFee)); + expect(newBalances[taker][order.params.takerToken]).to.be.bignumber.equal( + balances[taker][order.params.takerToken].minus(fillTakerTokenAmount), + ); + expect(newBalances[taker][order.params.makerToken]).to.be.bignumber.equal( + balances[taker][order.params.makerToken].add(fillMakerTokenAmount), + ); + expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(balances[taker][zrx.address].minus(takerFee)); + expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal( + balances[feeRecipient][zrx.address].add(makerFee.add(takerFee)), + ); + }); + + it('should throw if an order is expired', async () => { + const order = await orderFactory.newSignedOrderAsync({ + expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), + }); + + return expect(exWrapper.fillOrKillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT); + }); + + it('should throw if entire fillTakerTokenAmount not filled', async () => { + const order = await orderFactory.newSignedOrderAsync(); + + const from = taker; + await exWrapper.fillOrderAsync(order, from, { + fillTakerTokenAmount: order.params.takerTokenAmount.div(2), + }); + + return expect(exWrapper.fillOrKillOrderAsync(order, taker)).to.be.rejectedWith(constants.REVERT); + }); + }); + + describe('batch functions', () => { + let orders: Order[]; + beforeEach(async () => { + orders = await Promise.all([ + orderFactory.newSignedOrderAsync(), + orderFactory.newSignedOrderAsync(), + orderFactory.newSignedOrderAsync(), + ]); + balances = await dmyBalances.getAsync(); + }); + + describe('batchFillOrders', () => { + it('should transfer the correct amounts', async () => { + const fillTakerTokenAmounts: BigNumber[] = []; + const makerToken = rep.address; + const takerToken = dgd.address; + orders.forEach(order => { + const fillTakerTokenAmount = order.params.takerTokenAmount.div(2); + const fillMakerTokenAmount = fillTakerTokenAmount + .times(order.params.makerTokenAmount) + .dividedToIntegerBy(order.params.takerTokenAmount); + const makerFee = order.params.makerFee + .times(fillMakerTokenAmount) + .dividedToIntegerBy(order.params.makerTokenAmount); + const takerFee = order.params.takerFee + .times(fillMakerTokenAmount) + .dividedToIntegerBy(order.params.makerTokenAmount); + fillTakerTokenAmounts.push(fillTakerTokenAmount); + balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount); + balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount); + balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee); + balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount); + balances[taker][takerToken] = balances[taker][takerToken].minus(fillTakerTokenAmount); + balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee); + balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add( + makerFee.add(takerFee), + ); + }); + + await exWrapper.batchFillOrdersAsync(orders, taker, { + fillTakerTokenAmounts, + }); + + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + }); + + describe('batchFillOrKillOrders', () => { + it('should transfer the correct amounts', async () => { + const fillTakerTokenAmounts: BigNumber[] = []; + const makerToken = rep.address; + const takerToken = dgd.address; + orders.forEach(order => { + const fillTakerTokenAmount = order.params.takerTokenAmount.div(2); + const fillMakerTokenAmount = fillTakerTokenAmount + .times(order.params.makerTokenAmount) + .dividedToIntegerBy(order.params.takerTokenAmount); + const makerFee = order.params.makerFee + .times(fillMakerTokenAmount) + .dividedToIntegerBy(order.params.makerTokenAmount); + const takerFee = order.params.takerFee + .times(fillMakerTokenAmount) + .dividedToIntegerBy(order.params.makerTokenAmount); + fillTakerTokenAmounts.push(fillTakerTokenAmount); + balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount); + balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount); + balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee); + balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount); + balances[taker][takerToken] = balances[taker][takerToken].minus(fillTakerTokenAmount); + balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee); + balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add( + makerFee.add(takerFee), + ); + }); + + await exWrapper.batchFillOrKillOrdersAsync(orders, taker, { + fillTakerTokenAmounts, + }); + + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should throw if a single order does not fill the expected amount', async () => { + const fillTakerTokenAmounts: BigNumber[] = []; + orders.forEach(order => { + const fillTakerTokenAmount = order.params.takerTokenAmount.div(2); + fillTakerTokenAmounts.push(fillTakerTokenAmount); + }); + + await exWrapper.fillOrKillOrderAsync(orders[0], taker); + + return expect( + exWrapper.batchFillOrKillOrdersAsync(orders, taker, { + fillTakerTokenAmounts, + }), + ).to.be.rejectedWith(constants.REVERT); + }); + }); + + describe('fillOrdersUpTo', () => { + it('should stop when the entire fillTakerTokenAmount is filled', async () => { + const fillTakerTokenAmount = orders[0].params.takerTokenAmount.plus( + orders[1].params.takerTokenAmount.div(2), + ); + await exWrapper.fillOrdersUpToAsync(orders, taker, { + fillTakerTokenAmount, + }); + + const newBalances = await dmyBalances.getAsync(); + + const fillMakerTokenAmount = orders[0].params.makerTokenAmount.add( + orders[1].params.makerTokenAmount.dividedToIntegerBy(2), + ); + const makerFee = orders[0].params.makerFee.add(orders[1].params.makerFee.dividedToIntegerBy(2)); + const takerFee = orders[0].params.takerFee.add(orders[1].params.takerFee.dividedToIntegerBy(2)); + expect(newBalances[maker][orders[0].params.makerToken]).to.be.bignumber.equal( + balances[maker][orders[0].params.makerToken].minus(fillMakerTokenAmount), + ); + expect(newBalances[maker][orders[0].params.takerToken]).to.be.bignumber.equal( + balances[maker][orders[0].params.takerToken].add(fillTakerTokenAmount), + ); + expect(newBalances[maker][zrx.address]).to.be.bignumber.equal( + balances[maker][zrx.address].minus(makerFee), + ); + expect(newBalances[taker][orders[0].params.takerToken]).to.be.bignumber.equal( + balances[taker][orders[0].params.takerToken].minus(fillTakerTokenAmount), + ); + expect(newBalances[taker][orders[0].params.makerToken]).to.be.bignumber.equal( + balances[taker][orders[0].params.makerToken].add(fillMakerTokenAmount), + ); + expect(newBalances[taker][zrx.address]).to.be.bignumber.equal( + balances[taker][zrx.address].minus(takerFee), + ); + expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal( + balances[feeRecipient][zrx.address].add(makerFee.add(takerFee)), + ); + }); + + it('should fill all orders if cannot fill entire fillTakerTokenAmount', async () => { + const fillTakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18); + orders.forEach(order => { + balances[maker][order.params.makerToken] = balances[maker][order.params.makerToken].minus( + order.params.makerTokenAmount, + ); + balances[maker][order.params.takerToken] = balances[maker][order.params.takerToken].add( + order.params.takerTokenAmount, + ); + balances[maker][zrx.address] = balances[maker][zrx.address].minus(order.params.makerFee); + balances[taker][order.params.makerToken] = balances[taker][order.params.makerToken].add( + order.params.makerTokenAmount, + ); + balances[taker][order.params.takerToken] = balances[taker][order.params.takerToken].minus( + order.params.takerTokenAmount, + ); + balances[taker][zrx.address] = balances[taker][zrx.address].minus(order.params.takerFee); + balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add( + order.params.makerFee.add(order.params.takerFee), + ); + }); + await exWrapper.fillOrdersUpToAsync(orders, taker, { + fillTakerTokenAmount, + }); + + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should throw when an order does not use the same takerToken', async () => { + orders = await Promise.all([ + orderFactory.newSignedOrderAsync(), + orderFactory.newSignedOrderAsync({ takerToken: zrx.address }), + orderFactory.newSignedOrderAsync(), + ]); + + return expect( + exWrapper.fillOrdersUpToAsync(orders, taker, { + fillTakerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18), + }), + ).to.be.rejectedWith(constants.REVERT); + }); + }); + + describe('batchCancelOrders', () => { + it('should be able to cancel multiple orders', async () => { + const cancelTakerTokenAmounts = _.map(orders, order => order.params.takerTokenAmount); + await exWrapper.batchCancelOrdersAsync(orders, maker, { + cancelTakerTokenAmounts, + }); + + await exWrapper.batchFillOrdersAsync(orders, taker, { + fillTakerTokenAmounts: cancelTakerTokenAmounts, + }); + const newBalances = await dmyBalances.getAsync(); + expect(balances).to.be.deep.equal(newBalances); + }); + }); + }); +}); |