diff options
Diffstat (limited to 'packages/contracts/test/exchange/wrapper.ts')
| -rw-r--r-- | packages/contracts/test/exchange/wrapper.ts | 320 |
1 files changed, 302 insertions, 18 deletions
diff --git a/packages/contracts/test/exchange/wrapper.ts b/packages/contracts/test/exchange/wrapper.ts index e5933a7e7..0ea1f2c82 100644 --- a/packages/contracts/test/exchange/wrapper.ts +++ b/packages/contracts/test/exchange/wrapper.ts @@ -34,8 +34,8 @@ describe('Exchange', () => { let takerAddress: string; let feeRecipientAddress: string; - const INIT_BAL = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); - const INIT_ALLOW = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); + const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); + const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); let rep: DummyTokenContract; let dgd: DummyTokenContract; @@ -95,18 +95,18 @@ describe('Exchange', () => { orderFactory = new OrderFactory(secretKey, defaultOrderParams); dmyBalances = new Balances([rep, dgd, zrx], [makerAddress, takerAddress, feeRecipientAddress]); await Promise.all([ - rep.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: makerAddress }), - rep.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: takerAddress }), - rep.setBalance.sendTransactionAsync(makerAddress, INIT_BAL, { from: tokenOwner }), - rep.setBalance.sendTransactionAsync(takerAddress, INIT_BAL, { from: tokenOwner }), - dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: makerAddress }), - dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: takerAddress }), - dgd.setBalance.sendTransactionAsync(makerAddress, INIT_BAL, { from: tokenOwner }), - dgd.setBalance.sendTransactionAsync(takerAddress, INIT_BAL, { from: tokenOwner }), - zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: makerAddress }), - zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: takerAddress }), - zrx.setBalance.sendTransactionAsync(makerAddress, INIT_BAL, { from: tokenOwner }), - zrx.setBalance.sendTransactionAsync(takerAddress, INIT_BAL, { from: tokenOwner }), + rep.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: makerAddress }), + rep.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: takerAddress }), + rep.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }), + rep.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }), + dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: makerAddress }), + dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: takerAddress }), + dgd.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }), + dgd.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }), + zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: makerAddress }), + zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: takerAddress }), + zrx.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }), + zrx.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }), ]); }); beforeEach(async () => { @@ -228,6 +228,102 @@ describe('Exchange', () => { balances[feeRecipientAddress][zrx.address].add(makerFeeAmount.add(takerFeeAmount)), ); }); + + it('should not change balances if maker balances are too low to fill order', async () => { + const signedOrder = orderFactory.newSignedOrder({ + makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18), + }); + + await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should not change balances if taker balances are too low to fill order', async () => { + const signedOrder = orderFactory.newSignedOrder({ + takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18), + }); + + await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should not change balances if maker allowances are too low to fill order', async () => { + const signedOrder = orderFactory.newSignedOrder(); + await rep.approve.sendTransactionAsync(tokenTransferProxy.address, new BigNumber(0), { + from: makerAddress, + }); + await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + await rep.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { + from: makerAddress, + }); + + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should not change balances if taker allowances are too low to fill order', async () => { + const signedOrder = orderFactory.newSignedOrder(); + await dgd.approve.sendTransactionAsync(tokenTransferProxy.address, new BigNumber(0), { + from: takerAddress, + }); + await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + await dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { + from: takerAddress, + }); + + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should not change balances if makerTokenAddress is ZRX, makerTokenAmount + makerFee > maker balance', async () => { + const makerZRXBalance = new BigNumber(balances[makerAddress][zrx.address]); + const signedOrder = orderFactory.newSignedOrder({ + makerTokenAddress: zrx.address, + makerTokenAmount: makerZRXBalance, + makerFeeAmount: new BigNumber(1), + }); + await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should not change balances if makerTokenAddress is ZRX, makerTokenAmount + makerFee > maker allowance', async () => { + const makerZRXAllowance = await zrx.allowance.callAsync(makerAddress, tokenTransferProxy.address); + const signedOrder = orderFactory.newSignedOrder({ + makerTokenAddress: zrx.address, + makerTokenAmount: new BigNumber(makerZRXAllowance), + makerFeeAmount: new BigNumber(1), + }); + await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should not change balances if takerTokenAddress is ZRX, takerTokenAmount + takerFee > taker balance', async () => { + const takerZRXBalance = new BigNumber(balances[takerAddress][zrx.address]); + const signedOrder = orderFactory.newSignedOrder({ + takerTokenAddress: zrx.address, + takerTokenAmount: takerZRXBalance, + takerFeeAmount: new BigNumber(1), + }); + await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should not change balances if takerTokenAddress is ZRX, takerTokenAmount + takerFee > taker allowance', async () => { + const takerZRXAllowance = await zrx.allowance.callAsync(takerAddress, tokenTransferProxy.address); + const signedOrder = orderFactory.newSignedOrder({ + takerTokenAddress: zrx.address, + takerTokenAmount: new BigNumber(takerZRXAllowance), + takerFeeAmount: new BigNumber(1), + }); + await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); }); describe('batch functions', () => { @@ -245,7 +341,7 @@ describe('Exchange', () => { const takerTokenFillAmounts: BigNumber[] = []; const makerTokenAddress = rep.address; const takerTokenAddress = dgd.address; - signedOrders.forEach(signedOrder => { + _.forEach(signedOrders, signedOrder => { const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2); const makerTokenFillAmount = takerTokenFillAmount .times(signedOrder.makerTokenAmount) @@ -290,7 +386,7 @@ describe('Exchange', () => { const takerTokenFillAmounts: BigNumber[] = []; const makerTokenAddress = rep.address; const takerTokenAddress = dgd.address; - signedOrders.forEach(signedOrder => { + _.forEach(signedOrders, signedOrder => { const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2); const makerTokenFillAmount = takerTokenFillAmount .times(signedOrder.makerTokenAmount) @@ -331,7 +427,7 @@ describe('Exchange', () => { it('should throw if a single signedOrder does not fill the expected amount', async () => { const takerTokenFillAmounts: BigNumber[] = []; - signedOrders.forEach(signedOrder => { + _.forEach(signedOrders, signedOrder => { const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2); takerTokenFillAmounts.push(takerTokenFillAmount); }); @@ -346,6 +442,103 @@ describe('Exchange', () => { }); }); + describe('batchFillOrdersNoThrow', async () => { + it('should transfer the correct amounts', async () => { + const takerTokenFillAmounts: BigNumber[] = []; + const makerTokenAddress = rep.address; + const takerTokenAddress = dgd.address; + _.forEach(signedOrders, signedOrder => { + const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2); + const makerTokenFillAmount = takerTokenFillAmount + .times(signedOrder.makerTokenAmount) + .dividedToIntegerBy(signedOrder.takerTokenAmount); + const makerFeeAmount = signedOrder.makerFeeAmount + .times(makerTokenFillAmount) + .dividedToIntegerBy(signedOrder.makerTokenAmount); + const takerFeeAmount = signedOrder.takerFeeAmount + .times(makerTokenFillAmount) + .dividedToIntegerBy(signedOrder.makerTokenAmount); + takerTokenFillAmounts.push(takerTokenFillAmount); + balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus( + makerTokenFillAmount, + ); + balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add( + takerTokenFillAmount, + ); + balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFeeAmount); + balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add( + makerTokenFillAmount, + ); + balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus( + takerTokenFillAmount, + ); + balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFeeAmount); + balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add( + makerFeeAmount.add(takerFeeAmount), + ); + }); + + await exWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, { + takerTokenFillAmounts, + }); + + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should not throw if an order is invalid and fill the remaining orders', async () => { + const takerTokenFillAmounts: BigNumber[] = []; + const makerTokenAddress = rep.address; + const takerTokenAddress = dgd.address; + + const invalidOrder = { + ...signedOrders[0], + signature: '0x00', + }; + const validOrders = signedOrders.slice(1); + + takerTokenFillAmounts.push(invalidOrder.takerTokenAmount.div(2)); + _.forEach(validOrders, signedOrder => { + const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2); + const makerTokenFillAmount = takerTokenFillAmount + .times(signedOrder.makerTokenAmount) + .dividedToIntegerBy(signedOrder.takerTokenAmount); + const makerFeeAmount = signedOrder.makerFeeAmount + .times(makerTokenFillAmount) + .dividedToIntegerBy(signedOrder.makerTokenAmount); + const takerFeeAmount = signedOrder.takerFeeAmount + .times(makerTokenFillAmount) + .dividedToIntegerBy(signedOrder.makerTokenAmount); + takerTokenFillAmounts.push(takerTokenFillAmount); + balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus( + makerTokenFillAmount, + ); + balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add( + takerTokenFillAmount, + ); + balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFeeAmount); + balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add( + makerTokenFillAmount, + ); + balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus( + takerTokenFillAmount, + ); + balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFeeAmount); + balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add( + makerFeeAmount.add(takerFeeAmount), + ); + }); + + const newOrders = [invalidOrder, ...validOrders]; + await exWrapper.batchFillOrdersNoThrowAsync(newOrders, takerAddress, { + takerTokenFillAmounts, + }); + + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + }); + describe('marketFillOrders', () => { it('should stop when the entire takerTokenFillAmount is filled', async () => { const takerTokenFillAmount = signedOrders[0].takerTokenAmount.plus( @@ -391,7 +584,7 @@ describe('Exchange', () => { it('should fill all signedOrders if cannot fill entire takerTokenFillAmount', async () => { const takerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18); - signedOrders.forEach(signedOrder => { + _.forEach(signedOrders, signedOrder => { balances[makerAddress][signedOrder.makerTokenAddress] = balances[makerAddress][ signedOrder.makerTokenAddress ].minus(signedOrder.makerTokenAmount); @@ -437,6 +630,97 @@ describe('Exchange', () => { }); }); + describe('marketFillOrdersNoThrow', () => { + it('should stop when the entire takerTokenFillAmount is filled', async () => { + const takerTokenFillAmount = signedOrders[0].takerTokenAmount.plus( + signedOrders[1].takerTokenAmount.div(2), + ); + await exWrapper.marketFillOrdersNoThrowAsync(signedOrders, takerAddress, { + takerTokenFillAmount, + }); + + const newBalances = await dmyBalances.getAsync(); + + const makerTokenFillAmount = signedOrders[0].makerTokenAmount.add( + signedOrders[1].makerTokenAmount.dividedToIntegerBy(2), + ); + const makerFee = signedOrders[0].makerFeeAmount.add( + signedOrders[1].makerFeeAmount.dividedToIntegerBy(2), + ); + const takerFee = signedOrders[0].takerFeeAmount.add( + signedOrders[1].takerFeeAmount.dividedToIntegerBy(2), + ); + expect(newBalances[makerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrders[0].makerTokenAddress].minus(makerTokenFillAmount), + ); + expect(newBalances[makerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrders[0].takerTokenAddress].add(takerTokenFillAmount), + ); + expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( + balances[makerAddress][zrx.address].minus(makerFee), + ); + expect(newBalances[takerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrders[0].takerTokenAddress].minus(takerTokenFillAmount), + ); + expect(newBalances[takerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrders[0].makerTokenAddress].add(makerTokenFillAmount), + ); + expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( + balances[takerAddress][zrx.address].minus(takerFee), + ); + expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal( + balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)), + ); + }); + + it('should fill all signedOrders if cannot fill entire takerTokenFillAmount', async () => { + const takerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18); + _.forEach(signedOrders, signedOrder => { + balances[makerAddress][signedOrder.makerTokenAddress] = balances[makerAddress][ + signedOrder.makerTokenAddress + ].minus(signedOrder.makerTokenAmount); + balances[makerAddress][signedOrder.takerTokenAddress] = balances[makerAddress][ + signedOrder.takerTokenAddress + ].add(signedOrder.takerTokenAmount); + balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus( + signedOrder.makerFeeAmount, + ); + balances[takerAddress][signedOrder.makerTokenAddress] = balances[takerAddress][ + signedOrder.makerTokenAddress + ].add(signedOrder.makerTokenAmount); + balances[takerAddress][signedOrder.takerTokenAddress] = balances[takerAddress][ + signedOrder.takerTokenAddress + ].minus(signedOrder.takerTokenAmount); + balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus( + signedOrder.takerFeeAmount, + ); + balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add( + signedOrder.makerFeeAmount.add(signedOrder.takerFeeAmount), + ); + }); + await exWrapper.marketFillOrdersNoThrowAsync(signedOrders, takerAddress, { + takerTokenFillAmount, + }); + + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should throw when a signedOrder does not use the same takerTokenAddress', async () => { + signedOrders = [ + orderFactory.newSignedOrder(), + orderFactory.newSignedOrder({ takerTokenAddress: zrx.address }), + orderFactory.newSignedOrder(), + ]; + + return expect( + exWrapper.marketFillOrdersNoThrowAsync(signedOrders, takerAddress, { + takerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18), + }), + ).to.be.rejectedWith(constants.REVERT); + }); + }); + describe('batchCancelOrders', () => { it('should be able to cancel multiple signedOrders', async () => { const takerTokenCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerTokenAmount); 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