diff options
Diffstat (limited to 'packages/contracts/test/exchange')
| -rw-r--r-- | packages/contracts/test/exchange/core.ts | 39 | ||||
| -rw-r--r-- | packages/contracts/test/exchange/dispatcher.ts | 54 | ||||
| -rw-r--r-- | packages/contracts/test/exchange/internal.ts | 201 | ||||
| -rw-r--r-- | packages/contracts/test/exchange/match_orders.ts | 314 | ||||
| -rw-r--r-- | packages/contracts/test/exchange/signature_validator.ts | 14 |
5 files changed, 517 insertions, 105 deletions
diff --git a/packages/contracts/test/exchange/core.ts b/packages/contracts/test/exchange/core.ts index 3bb71b58f..acb99eed1 100644 --- a/packages/contracts/test/exchange/core.ts +++ b/packages/contracts/test/exchange/core.ts @@ -8,7 +8,10 @@ import { LogWithDecodedArgs } from 'ethereum-types'; import ethUtil = require('ethereumjs-util'); import * as _ from 'lodash'; -import { DummyERC20TokenContract } from '../../generated_contract_wrappers/dummy_erc20_token'; +import { + DummyERC20TokenContract, + DummyERC20TokenTransferEventArgs, +} from '../../generated_contract_wrappers/dummy_erc20_token'; import { DummyERC721TokenContract } from '../../generated_contract_wrappers/dummy_erc721_token'; import { DummyNoReturnERC20TokenContract } from '../../generated_contract_wrappers/dummy_no_return_erc20_token'; import { ERC20ProxyContract } from '../../generated_contract_wrappers/erc20_proxy'; @@ -243,6 +246,40 @@ describe('Exchange core', () => { RevertReason.ValidatorError, ); }); + + it('should not emit transfer events for transfers where from == to', async () => { + const txReceipt = await exchangeWrapper.fillOrderAsync(signedOrder, makerAddress); + const logs = txReceipt.logs; + const transferLogs = _.filter( + logs, + log => (log as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).event === 'Transfer', + ); + expect(transferLogs.length).to.be.equal(2); + expect((transferLogs[0] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).address).to.be.equal( + zrxToken.address, + ); + expect((transferLogs[0] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._from).to.be.equal( + makerAddress, + ); + expect((transferLogs[0] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._to).to.be.equal( + feeRecipientAddress, + ); + expect( + (transferLogs[0] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._value, + ).to.be.bignumber.equal(signedOrder.makerFee); + expect((transferLogs[1] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).address).to.be.equal( + zrxToken.address, + ); + expect((transferLogs[1] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._from).to.be.equal( + makerAddress, + ); + expect((transferLogs[1] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._to).to.be.equal( + feeRecipientAddress, + ); + expect( + (transferLogs[1] as LogWithDecodedArgs<DummyERC20TokenTransferEventArgs>).args._value, + ).to.be.bignumber.equal(signedOrder.takerFee); + }); }); describe('Testing exchange of ERC20 tokens with no return values', () => { diff --git a/packages/contracts/test/exchange/dispatcher.ts b/packages/contracts/test/exchange/dispatcher.ts index 81871a680..a8ae897a8 100644 --- a/packages/contracts/test/exchange/dispatcher.ts +++ b/packages/contracts/test/exchange/dispatcher.ts @@ -205,6 +205,60 @@ describe('AssetProxyDispatcher', () => { ); }); + it('should not dispatch a transfer if amount == 0', async () => { + // Register ERC20 proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Construct metadata for ERC20 proxy + const encodedAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + + // Perform a transfer from makerAddress to takerAddress + const erc20Balances = await erc20Wrapper.getBalancesAsync(); + const amount = constants.ZERO_AMOUNT; + const txReceipt = await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.publicDispatchTransferFrom.sendTransactionAsync( + encodedAssetData, + makerAddress, + takerAddress, + amount, + { from: owner }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + expect(txReceipt.logs.length).to.be.equal(0); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.deep.equal(erc20Balances); + }); + + it('should not dispatch a transfer if from == to', async () => { + // Register ERC20 proxy + await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync(erc20Proxy.address, { from: owner }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + // Construct metadata for ERC20 proxy + const encodedAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + + // Perform a transfer from makerAddress to takerAddress + const erc20Balances = await erc20Wrapper.getBalancesAsync(); + const amount = new BigNumber(10); + const txReceipt = await web3Wrapper.awaitTransactionSuccessAsync( + await assetProxyDispatcher.publicDispatchTransferFrom.sendTransactionAsync( + encodedAssetData, + makerAddress, + makerAddress, + amount, + { from: owner }, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + expect(txReceipt.logs.length).to.be.equal(0); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances).to.deep.equal(erc20Balances); + }); + it('should throw if dispatching to unregistered proxy', async () => { // Construct metadata for ERC20 proxy const encodedAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); diff --git a/packages/contracts/test/exchange/internal.ts b/packages/contracts/test/exchange/internal.ts index de381fca3..156e086af 100644 --- a/packages/contracts/test/exchange/internal.ts +++ b/packages/contracts/test/exchange/internal.ts @@ -6,10 +6,7 @@ import * as _ from 'lodash'; import { TestExchangeInternalsContract } from '../../generated_contract_wrappers/test_exchange_internals'; import { artifacts } from '../utils/artifacts'; -import { - getInvalidOpcodeErrorMessageForCallAsync, - getRevertReasonOrErrorMessageForSendTransactionAsync, -} from '../utils/assertions'; +import { getRevertReasonOrErrorMessageForSendTransactionAsync } from '../utils/assertions'; import { chaiSetup } from '../utils/chai_setup'; import { bytes32Values, testCombinatoriallyWithReferenceFuncAsync, uint256Values } from '../utils/combinatorial_utils'; import { constants } from '../utils/constants'; @@ -48,9 +45,9 @@ const overflowErrorForCall = new Error(RevertReason.Uint256Overflow); describe('Exchange core internal functions', () => { let testExchange: TestExchangeInternalsContract; - let invalidOpcodeErrorForCall: Error | undefined; let overflowErrorForSendTransaction: Error | undefined; let divisionByZeroErrorForCall: Error | undefined; + let roundingErrorForCall: Error | undefined; before(async () => { await blockchainLifecycle.startAsync(); @@ -68,12 +65,67 @@ describe('Exchange core internal functions', () => { await getRevertReasonOrErrorMessageForSendTransactionAsync(RevertReason.Uint256Overflow), ); divisionByZeroErrorForCall = new Error(RevertReason.DivisionByZero); - invalidOpcodeErrorForCall = new Error(await getInvalidOpcodeErrorMessageForCallAsync()); + roundingErrorForCall = new Error(RevertReason.RoundingError); }); // Note(albrow): Don't forget to add beforeEach and afterEach calls to reset // the blockchain state for any tests which modify it! - async function referenceGetPartialAmountFloorAsync( + async function referenceIsRoundingErrorFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + if (numerator.eq(0)) { + return false; + } + if (target.eq(0)) { + return false; + } + const product = numerator.mul(target); + const remainder = product.mod(denominator); + const remainderTimes1000 = remainder.mul('1000'); + const isError = remainderTimes1000.gte(product); + if (product.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + if (remainderTimes1000.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return isError; + } + + async function referenceIsRoundingErrorCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + if (numerator.eq(0)) { + return false; + } + if (target.eq(0)) { + return false; + } + const product = numerator.mul(target); + const remainder = product.mod(denominator); + const error = denominator.sub(remainder).mod(denominator); + const errorTimes1000 = error.mul('1000'); + const isError = errorTimes1000.gte(product); + if (product.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + if (errorTimes1000.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return isError; + } + + async function referenceSafeGetPartialAmountFloorAsync( numerator: BigNumber, denominator: BigNumber, target: BigNumber, @@ -81,6 +133,10 @@ describe('Exchange core internal functions', () => { if (denominator.eq(0)) { throw divisionByZeroErrorForCall; } + const isRoundingError = await referenceIsRoundingErrorFloorAsync(numerator, denominator, target); + if (isRoundingError) { + throw roundingErrorForCall; + } const product = numerator.mul(target); if (product.greaterThan(MAX_UINT256)) { throw overflowErrorForCall; @@ -162,19 +218,22 @@ describe('Exchange core internal functions', () => { // in any mathematical operation in either the reference TypeScript // implementation or the Solidity implementation of // calculateFillResults. + const makerAssetFilledAmount = await referenceSafeGetPartialAmountFloorAsync( + takerAssetFilledAmount, + orderTakerAssetAmount, + otherAmount, + ); + const order = makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount); + const orderMakerAssetAmount = order.makerAssetAmount; return { - makerAssetFilledAmount: await referenceGetPartialAmountFloorAsync( - takerAssetFilledAmount, - orderTakerAssetAmount, - otherAmount, - ), + makerAssetFilledAmount, takerAssetFilledAmount, - makerFeePaid: await referenceGetPartialAmountFloorAsync( - takerAssetFilledAmount, - orderTakerAssetAmount, + makerFeePaid: await referenceSafeGetPartialAmountFloorAsync( + makerAssetFilledAmount, + orderMakerAssetAmount, otherAmount, ), - takerFeePaid: await referenceGetPartialAmountFloorAsync( + takerFeePaid: await referenceSafeGetPartialAmountFloorAsync( takerAssetFilledAmount, orderTakerAssetAmount, otherAmount, @@ -198,6 +257,20 @@ describe('Exchange core internal functions', () => { }); describe('getPartialAmountFloor', async () => { + async function referenceGetPartialAmountFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + const product = numerator.mul(target); + if (product.greaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return product.dividedToIntegerBy(denominator); + } async function testGetPartialAmountFloorAsync( numerator: BigNumber, denominator: BigNumber, @@ -206,7 +279,7 @@ describe('Exchange core internal functions', () => { return testExchange.publicGetPartialAmountFloor.callAsync(numerator, denominator, target); } await testCombinatoriallyWithReferenceFuncAsync( - 'getPartialAmount', + 'getPartialAmountFloor', referenceGetPartialAmountFloorAsync, testGetPartialAmountFloorAsync, [uint256Values, uint256Values, uint256Values], @@ -250,76 +323,80 @@ describe('Exchange core internal functions', () => { ); }); - describe('isRoundingError', async () => { - async function referenceIsRoundingErrorAsync( + describe('safeGetPartialAmountFloor', async () => { + async function testSafeGetPartialAmountFloorAsync( numerator: BigNumber, denominator: BigNumber, target: BigNumber, - ): Promise<boolean> { + ): Promise<BigNumber> { + return testExchange.publicSafeGetPartialAmountFloor.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'safeGetPartialAmountFloor', + referenceSafeGetPartialAmountFloorAsync, + testSafeGetPartialAmountFloorAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('safeGetPartialAmountCeil', async () => { + async function referenceSafeGetPartialAmountCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { if (denominator.eq(0)) { throw divisionByZeroErrorForCall; } - if (numerator.eq(0)) { - return false; - } - if (target.eq(0)) { - return false; + const isRoundingError = await referenceIsRoundingErrorCeilAsync(numerator, denominator, target); + if (isRoundingError) { + throw roundingErrorForCall; } const product = numerator.mul(target); - const remainder = product.mod(denominator); - const remainderTimes1000 = remainder.mul('1000'); - const isError = remainderTimes1000.gt(product); - if (product.greaterThan(MAX_UINT256)) { + const offset = product.add(denominator.sub(1)); + if (offset.greaterThan(MAX_UINT256)) { throw overflowErrorForCall; } - if (remainderTimes1000.greaterThan(MAX_UINT256)) { - throw overflowErrorForCall; + const result = offset.dividedToIntegerBy(denominator); + if (product.mod(denominator).eq(0)) { + expect(result.mul(denominator)).to.be.bignumber.eq(product); + } else { + expect(result.mul(denominator)).to.be.bignumber.gt(product); } - return isError; + return result; } - async function testIsRoundingErrorAsync( + async function testSafeGetPartialAmountCeilAsync( numerator: BigNumber, denominator: BigNumber, target: BigNumber, - ): Promise<boolean> { - return testExchange.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target); + ): Promise<BigNumber> { + return testExchange.publicSafeGetPartialAmountCeil.callAsync(numerator, denominator, target); } await testCombinatoriallyWithReferenceFuncAsync( - 'isRoundingError', - referenceIsRoundingErrorAsync, - testIsRoundingErrorAsync, + 'safeGetPartialAmountCeil', + referenceSafeGetPartialAmountCeilAsync, + testSafeGetPartialAmountCeilAsync, [uint256Values, uint256Values, uint256Values], ); }); - describe('isRoundingErrorCeil', async () => { - async function referenceIsRoundingErrorAsync( + describe('isRoundingErrorFloor', async () => { + async function testIsRoundingErrorFloorAsync( numerator: BigNumber, denominator: BigNumber, target: BigNumber, ): Promise<boolean> { - if (denominator.eq(0)) { - throw divisionByZeroErrorForCall; - } - if (numerator.eq(0)) { - return false; - } - if (target.eq(0)) { - return false; - } - const product = numerator.mul(target); - const remainder = product.mod(denominator); - const error = denominator.sub(remainder).mod(denominator); - const errorTimes1000 = error.mul('1000'); - const isError = errorTimes1000.gt(product); - if (product.greaterThan(MAX_UINT256)) { - throw overflowErrorForCall; - } - if (errorTimes1000.greaterThan(MAX_UINT256)) { - throw overflowErrorForCall; - } - return isError; + return testExchange.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target); } + await testCombinatoriallyWithReferenceFuncAsync( + 'isRoundingErrorFloor', + referenceIsRoundingErrorFloorAsync, + testIsRoundingErrorFloorAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('isRoundingErrorCeil', async () => { async function testIsRoundingErrorCeilAsync( numerator: BigNumber, denominator: BigNumber, @@ -329,7 +406,7 @@ describe('Exchange core internal functions', () => { } await testCombinatoriallyWithReferenceFuncAsync( 'isRoundingErrorCeil', - referenceIsRoundingErrorAsync, + referenceIsRoundingErrorCeilAsync, testIsRoundingErrorCeilAsync, [uint256Values, uint256Values, uint256Values], ); 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}`; diff --git a/packages/contracts/test/exchange/signature_validator.ts b/packages/contracts/test/exchange/signature_validator.ts index da2febfd8..5cc62e777 100644 --- a/packages/contracts/test/exchange/signature_validator.ts +++ b/packages/contracts/test/exchange/signature_validator.ts @@ -14,7 +14,7 @@ import { ValidatorContract } from '../../generated_contract_wrappers/validator'; import { WalletContract } from '../../generated_contract_wrappers/wallet'; import { addressUtils } from '../utils/address_utils'; import { artifacts } from '../utils/artifacts'; -import { expectContractCallFailed, expectContractCallFailedWithoutReasonAsync } from '../utils/assertions'; +import { expectContractCallFailedAsync } from '../utils/assertions'; import { chaiSetup } from '../utils/chai_setup'; import { constants } from '../utils/constants'; import { LogDecoder } from '../utils/log_decoder'; @@ -119,7 +119,7 @@ describe('MixinSignatureValidator', () => { it('should revert when signature is empty', async () => { const emptySignature = '0x'; const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); - return expectContractCallFailed( + return expectContractCallFailedAsync( signatureValidator.publicIsValidSignature.callAsync( orderHashHex, signedOrder.makerAddress, @@ -133,7 +133,7 @@ describe('MixinSignatureValidator', () => { const unsupportedSignatureType = SignatureType.NSignatureTypes; const unsupportedSignatureHex = '0x' + Buffer.from([unsupportedSignatureType]).toString('hex'); const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); - return expectContractCallFailed( + return expectContractCallFailedAsync( signatureValidator.publicIsValidSignature.callAsync( orderHashHex, signedOrder.makerAddress, @@ -146,7 +146,7 @@ describe('MixinSignatureValidator', () => { it('should revert when SignatureType=Illegal', async () => { const unsupportedSignatureHex = '0x' + Buffer.from([SignatureType.Illegal]).toString('hex'); const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); - return expectContractCallFailed( + return expectContractCallFailedAsync( signatureValidator.publicIsValidSignature.callAsync( orderHashHex, signedOrder.makerAddress, @@ -173,7 +173,7 @@ describe('MixinSignatureValidator', () => { const signatureBuffer = Buffer.concat([fillerData, signatureType]); const signatureHex = ethUtil.bufferToHex(signatureBuffer); const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); - return expectContractCallFailed( + return expectContractCallFailedAsync( signatureValidator.publicIsValidSignature.callAsync( orderHashHex, signedOrder.makerAddress, @@ -339,7 +339,7 @@ describe('MixinSignatureValidator', () => { ethUtil.toBuffer(`0x${SignatureType.Wallet}`), ]); const signatureHex = ethUtil.bufferToHex(signature); - await expectContractCallFailed( + await expectContractCallFailedAsync( signatureValidator.publicIsValidSignature.callAsync( orderHashHex, maliciousWallet.address, @@ -385,7 +385,7 @@ describe('MixinSignatureValidator', () => { const signature = Buffer.concat([validatorAddress, signatureType]); const signatureHex = ethUtil.bufferToHex(signature); const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); - await expectContractCallFailed( + await expectContractCallFailedAsync( signatureValidator.publicIsValidSignature.callAsync(orderHashHex, signerAddress, signatureHex), RevertReason.ValidatorError, ); |