diff options
Diffstat (limited to 'packages/contracts/test/ts/exchange')
| -rw-r--r-- | packages/contracts/test/ts/exchange/core.ts | 744 | ||||
| -rw-r--r-- | packages/contracts/test/ts/exchange/helpers.ts | 173 | ||||
| -rw-r--r-- | packages/contracts/test/ts/exchange/wrapper.ts | 317 |
3 files changed, 1234 insertions, 0 deletions
diff --git a/packages/contracts/test/ts/exchange/core.ts b/packages/contracts/test/ts/exchange/core.ts new file mode 100644 index 000000000..97eb296e0 --- /dev/null +++ b/packages/contracts/test/ts/exchange/core.ts @@ -0,0 +1,744 @@ +import {ZeroEx} from '0x.js'; +import {BigNumber} from 'bignumber.js'; +import * as chai from 'chai'; +import ethUtil = require('ethereumjs-util'); +import * as Web3 from 'web3'; + +import {Artifacts} from '../../../util/artifacts'; +import {Balances} from '../../../util/balances'; +import {constants} from '../../../util/constants'; +import {crypto} from '../../../util/crypto'; +import {ExchangeWrapper} from '../../../util/exchange_wrapper'; +import {Order} from '../../../util/order'; +import {OrderFactory} from '../../../util/order_factory'; +import {BalancesByOwner, ContractInstance, ExchangeContractErrs} from '../../../util/types'; +import {chaiSetup} from '../utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; +const { + Exchange, + TokenTransferProxy, + DummyToken, + TokenRegistry, + MaliciousToken, +} = new Artifacts(artifacts); + +// In order to benefit from type-safety, we re-assign the global web3 instance injected by Truffle +// with type `any` to a variable of type `Web3`. +const web3: Web3 = (global as any).web3; + +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 INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); + const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); + + let rep: ContractInstance; + let dgd: ContractInstance; + let zrx: ContractInstance; + let exchange: ContractInstance; + let tokenRegistry: ContractInstance; + + let order: Order; + let balances: BalancesByOwner; + let exWrapper: ExchangeWrapper; + let dmyBalances: Balances; + let orderFactory: OrderFactory; + + let zeroEx: ZeroEx; + + before(async () => { + [tokenRegistry, exchange] = await Promise.all([ + TokenRegistry.deployed(), + Exchange.deployed(), + ]); + exWrapper = new ExchangeWrapper(exchange); + zeroEx = new ZeroEx(web3.currentProvider, { + exchangeContractAddress: exchange.address, + }); + + 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, INITIAL_ALLOWANCE, {from: maker}), + rep.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: taker}), + rep.setBalance(maker, INITIAL_BALANCE, {from: tokenOwner}), + rep.setBalance(taker, INITIAL_BALANCE, {from: tokenOwner}), + dgd.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: maker}), + dgd.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: taker}), + dgd.setBalance(maker, INITIAL_BALANCE, {from: tokenOwner}), + dgd.setBalance(taker, INITIAL_BALANCE, {from: tokenOwner}), + zrx.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: maker}), + zrx.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: taker}), + zrx.setBalance(maker, INITIAL_BALANCE, {from: tokenOwner}), + zrx.setBalance(taker, INITIAL_BALANCE, {from: tokenOwner}), + ]); + }); + + describe('internal functions', () => { + it('should include transferViaTokenTransferProxy', () => { + expect(exchange.transferViaTokenTransferProxy).to.be.undefined(); + }); + + it('should include isTransferable', () => { + expect(exchange.isTransferable).to.be.undefined(); + }); + + it('should include getBalance', () => { + expect(exchange.getBalance).to.be.undefined(); + }); + + it('should include getAllowance', () => { + expect(exchange.getAllowance).to.be.undefined(); + }); + }); + + describe('fillOrder', () => { + beforeEach(async () => { + balances = await dmyBalances.getAsync(); + order = await orderFactory.newSignedOrderAsync(); + }); + + it('should create an unfillable order', async () => { + order = await orderFactory.newSignedOrderAsync({ + makerTokenAmount: new BigNumber(1001), + takerTokenAmount: new BigNumber(3), + }); + + const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex); + expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0); + + const fillTakerTokenAmount1 = new BigNumber(2); + await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount: fillTakerTokenAmount1}); + + const filledTakerTokenAmountAfter1 = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex); + expect(filledTakerTokenAmountAfter1).to.be.bignumber.equal(fillTakerTokenAmount1); + + const fillTakerTokenAmount2 = new BigNumber(1); + await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount: fillTakerTokenAmount2}); + + const filledTakerTokenAmountAfter2 = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex); + expect(filledTakerTokenAmountAfter2).to.be.bignumber.equal(filledTakerTokenAmountAfter1); + }); + + it('should transfer the correct amounts when makerTokenAmount === takerTokenAmount', async () => { + order = await orderFactory.newSignedOrderAsync({ + makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), + takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), + }); + + const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex); + expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0); + + const fillTakerTokenAmount = order.params.takerTokenAmount.div(2); + await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount}); + + const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex); + expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(fillTakerTokenAmount); + + const newBalances = await dmyBalances.getAsync(); + + const fillMakerTokenAmount = fillTakerTokenAmount + .times(order.params.makerTokenAmount) + .dividedToIntegerBy(order.params.takerTokenAmount); + const paidMakerFee = order.params.makerFee + .times(fillMakerTokenAmount) + .dividedToIntegerBy(order.params.makerTokenAmount); + const paidTakerFee = 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(paidMakerFee)); + 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(paidTakerFee)); + expect(newBalances[feeRecipient][zrx.address]) + .to.be.bignumber.equal(balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee))); + }); + + it('should transfer the correct amounts when makerTokenAmount > takerTokenAmount', async () => { + order = await orderFactory.newSignedOrderAsync({ + makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), + takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), + }); + + const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex); + expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0); + + const fillTakerTokenAmount = order.params.takerTokenAmount.div(2); + await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount}); + + const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex); + expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(fillTakerTokenAmount); + + const newBalances = await dmyBalances.getAsync(); + + const fillMakerTokenAmount = fillTakerTokenAmount + .times(order.params.makerTokenAmount) + .dividedToIntegerBy(order.params.takerTokenAmount); + const paidMakerFee = order.params.makerFee + .times(fillMakerTokenAmount) + .dividedToIntegerBy(order.params.makerTokenAmount); + const paidTakerFee = 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(paidMakerFee)); + 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(paidTakerFee)); + expect(newBalances[feeRecipient][zrx.address]) + .to.be.bignumber.equal(balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee))); + }); + + it('should transfer the correct amounts when makerTokenAmount < takerTokenAmount', async () => { + order = await orderFactory.newSignedOrderAsync({ + makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), + takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), + }); + + const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex); + expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0); + + const fillTakerTokenAmount = order.params.takerTokenAmount.div(2); + await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount}); + + const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex); + expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(fillTakerTokenAmount); + + const newBalances = await dmyBalances.getAsync(); + + const fillMakerTokenAmount = fillTakerTokenAmount + .times(order.params.makerTokenAmount) + .dividedToIntegerBy(order.params.takerTokenAmount); + const paidMakerFee = order.params.makerFee + .times(fillMakerTokenAmount) + .dividedToIntegerBy(order.params.makerTokenAmount); + const paidTakerFee = 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(paidMakerFee)); + 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(paidTakerFee)); + expect(newBalances[feeRecipient][zrx.address]) + .to.be.bignumber.equal(balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee))); + }); + + it('should transfer the correct amounts when taker is specified and order is claimed by taker', async () => { + order = await orderFactory.newSignedOrderAsync({ + taker, + makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), + takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), + }); + + const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex); + expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0); + + const fillTakerTokenAmount = order.params.takerTokenAmount.div(2); + await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount}); + + const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex); + const expectedFillAmountTAfter = fillTakerTokenAmount.add(filledTakerTokenAmountBefore); + expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(expectedFillAmountTAfter); + + const newBalances = await dmyBalances.getAsync(); + + const fillMakerTokenAmount = fillTakerTokenAmount + .times(order.params.makerTokenAmount) + .dividedToIntegerBy(order.params.takerTokenAmount); + const paidMakerFee = order.params.makerFee + .times(fillMakerTokenAmount) + .dividedToIntegerBy(order.params.makerTokenAmount); + const paidTakerFee = 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(paidMakerFee)); + 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(paidTakerFee)); + expect(newBalances[feeRecipient][zrx.address]) + .to.be.bignumber.equal(balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee))); + }); + + it('should fill remaining value if fillTakerTokenAmount > remaining takerTokenAmount', async () => { + const fillTakerTokenAmount = order.params.takerTokenAmount.div(2); + await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount}); + + const res = await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount: order.params.takerTokenAmount}); + + expect(res.logs[0].args.filledTakerTokenAmount) + .to.be.bignumber.equal(order.params.takerTokenAmount.minus(fillTakerTokenAmount)); + const newBalances = await dmyBalances.getAsync(); + + expect(newBalances[maker][order.params.makerToken]) + .to.be.bignumber.equal(balances[maker][order.params.makerToken].minus(order.params.makerTokenAmount)); + expect(newBalances[maker][order.params.takerToken]) + .to.be.bignumber.equal(balances[maker][order.params.takerToken].add(order.params.takerTokenAmount)); + expect(newBalances[maker][zrx.address]) + .to.be.bignumber.equal(balances[maker][zrx.address].minus(order.params.makerFee)); + expect(newBalances[taker][order.params.takerToken]) + .to.be.bignumber.equal(balances[taker][order.params.takerToken].minus(order.params.takerTokenAmount)); + expect(newBalances[taker][order.params.makerToken]) + .to.be.bignumber.equal(balances[taker][order.params.makerToken].add(order.params.makerTokenAmount)); + expect(newBalances[taker][zrx.address]) + .to.be.bignumber.equal(balances[taker][zrx.address].minus(order.params.takerFee)); + expect(newBalances[feeRecipient][zrx.address]) + .to.be.bignumber.equal( + balances[feeRecipient][zrx.address].add(order.params.makerFee.add(order.params.takerFee)), + ); + }); + + it('should log 1 event with the correct arguments when order has a feeRecipient', async () => { + const divisor = 2; + const res = await exWrapper.fillOrderAsync(order, taker, + {fillTakerTokenAmount: order.params.takerTokenAmount.div(divisor)}); + expect(res.logs).to.have.length(1); + + const logArgs = res.logs[0].args; + const expectedFilledMakerTokenAmount = order.params.makerTokenAmount.div(divisor); + const expectedFilledTakerTokenAmount = order.params.takerTokenAmount.div(divisor); + const expectedFeeMPaid = order.params.makerFee.div(divisor); + const expectedFeeTPaid = order.params.takerFee.div(divisor); + const tokensHashBuff = crypto.solSHA3([order.params.makerToken, order.params.takerToken]); + const expectedTokens = ethUtil.bufferToHex(tokensHashBuff); + + expect(order.params.maker).to.be.equal(logArgs.maker); + expect(taker).to.be.equal(logArgs.taker); + expect(order.params.feeRecipient).to.be.equal(logArgs.feeRecipient); + expect(order.params.makerToken).to.be.equal(logArgs.makerToken); + expect(order.params.takerToken).to.be.equal(logArgs.takerToken); + expect(expectedFilledMakerTokenAmount).to.be.bignumber.equal(logArgs.filledMakerTokenAmount); + expect(expectedFilledTakerTokenAmount).to.be.bignumber.equal(logArgs.filledTakerTokenAmount); + expect(expectedFeeMPaid).to.be.bignumber.equal(logArgs.paidMakerFee); + expect(expectedFeeTPaid).to.be.bignumber.equal(logArgs.paidTakerFee); + expect(expectedTokens).to.be.equal(logArgs.tokens); + expect(order.params.orderHashHex).to.be.equal(logArgs.orderHash); + }); + + it('should log 1 event with the correct arguments when order has no feeRecipient', async () => { + order = await orderFactory.newSignedOrderAsync({ + feeRecipient: ZeroEx.NULL_ADDRESS, + }); + const divisor = 2; + const res = await exWrapper.fillOrderAsync(order, taker, + {fillTakerTokenAmount: order.params.takerTokenAmount.div(divisor)}); + expect(res.logs).to.have.length(1); + + const logArgs = res.logs[0].args; + const expectedFilledMakerTokenAmount = order.params.makerTokenAmount.div(divisor); + const expectedFilledTakerTokenAmount = order.params.takerTokenAmount.div(divisor); + const expectedFeeMPaid = new BigNumber(0); + const expectedFeeTPaid = new BigNumber(0); + const tokensHashBuff = crypto.solSHA3([order.params.makerToken, order.params.takerToken]); + const expectedTokens = ethUtil.bufferToHex(tokensHashBuff); + + expect(order.params.maker).to.be.equal(logArgs.maker); + expect(taker).to.be.equal(logArgs.taker); + expect(order.params.feeRecipient).to.be.equal(logArgs.feeRecipient); + expect(order.params.makerToken).to.be.equal(logArgs.makerToken); + expect(order.params.takerToken).to.be.equal(logArgs.takerToken); + expect(expectedFilledMakerTokenAmount).to.be.bignumber.equal(logArgs.filledMakerTokenAmount); + expect(expectedFilledTakerTokenAmount).to.be.bignumber.equal(logArgs.filledTakerTokenAmount); + expect(expectedFeeMPaid).to.be.bignumber.equal(logArgs.paidMakerFee); + expect(expectedFeeTPaid).to.be.bignumber.equal(logArgs.paidTakerFee); + expect(expectedTokens).to.be.equal(logArgs.tokens); + expect(order.params.orderHashHex).to.be.equal(logArgs.orderHash); + }); + + it('should throw when taker is specified and order is claimed by other', async () => { + order = await orderFactory.newSignedOrderAsync({ + taker: feeRecipient, + makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), + takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), + }); + + return expect(exWrapper.fillOrderAsync(order, taker)).to.be.rejectedWith(constants.INVALID_OPCODE); + }); + + it('should throw if signature is invalid', async () => { + order = await orderFactory.newSignedOrderAsync({ + makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(10), 18), + }); + + order.params.r = ethUtil.bufferToHex(ethUtil.sha3('invalidR')); + order.params.s = ethUtil.bufferToHex(ethUtil.sha3('invalidS')); + return expect(exWrapper.fillOrderAsync(order, taker)).to.be.rejectedWith(constants.INVALID_OPCODE); + }); + + it('should throw if makerTokenAmount is 0', async () => { + order = await orderFactory.newSignedOrderAsync({ + makerTokenAmount: new BigNumber(0), + }); + + return expect(exWrapper.fillOrderAsync(order, taker)).to.be.rejectedWith(constants.INVALID_OPCODE); + }); + + it('should throw if takerTokenAmount is 0', async () => { + order = await orderFactory.newSignedOrderAsync({ + takerTokenAmount: new BigNumber(0), + }); + + return expect(exWrapper.fillOrderAsync(order, taker)).to.be.rejectedWith(constants.INVALID_OPCODE); + }); + + it('should throw if fillTakerTokenAmount is 0', async () => { + order = await orderFactory.newSignedOrderAsync(); + + return expect(exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount: new BigNumber(0)})) + .to.be.rejectedWith(constants.INVALID_OPCODE); + }); + + it('should not change balances if maker balances are too low to fill order and \ + shouldThrowOnInsufficientBalanceOrAllowance = false', + async () => { + order = await orderFactory.newSignedOrderAsync({ + makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18), + }); + + await exWrapper.fillOrderAsync(order, taker); + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should throw if maker balances are too low to fill order and \ + shouldThrowOnInsufficientBalanceOrAllowance = true', + async () => { + order = await orderFactory.newSignedOrderAsync({ + makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18), + }); + + return expect(exWrapper.fillOrderAsync(order, taker, {shouldThrowOnInsufficientBalanceOrAllowance: true})) + .to.be.rejectedWith(constants.INVALID_OPCODE); + }); + + it('should not change balances if taker balances are too low to fill order and \ + shouldThrowOnInsufficientBalanceOrAllowance = false', + async () => { + order = await orderFactory.newSignedOrderAsync({ + takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18), + }); + + await exWrapper.fillOrderAsync(order, taker); + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should throw if taker balances are too low to fill order and \ + shouldThrowOnInsufficientBalanceOrAllowance = true', + async () => { + order = await orderFactory.newSignedOrderAsync({ + takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18), + }); + + return expect(exWrapper.fillOrderAsync(order, taker, {shouldThrowOnInsufficientBalanceOrAllowance: true})) + .to.be.rejectedWith(constants.INVALID_OPCODE); + }); + + it('should not change balances if maker allowances are too low to fill order and \ + shouldThrowOnInsufficientBalanceOrAllowance = false', + async () => { + await rep.approve(TokenTransferProxy.address, 0, {from: maker}); + await exWrapper.fillOrderAsync(order, taker); + await rep.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: maker}); + + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should throw if maker allowances are too low to fill order and \ + shouldThrowOnInsufficientBalanceOrAllowance = true', + async () => { + await rep.approve(TokenTransferProxy.address, 0, {from: maker}); + expect(exWrapper.fillOrderAsync(order, taker, {shouldThrowOnInsufficientBalanceOrAllowance: true})) + .to.be.rejectedWith(constants.INVALID_OPCODE); + await rep.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: maker}); + }); + + it('should not change balances if taker allowances are too low to fill order and \ + shouldThrowOnInsufficientBalanceOrAllowance = false', + async () => { + await dgd.approve(TokenTransferProxy.address, 0, {from: taker}); + await exWrapper.fillOrderAsync(order, taker); + await dgd.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: taker}); + + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should throw if taker allowances are too low to fill order and \ + shouldThrowOnInsufficientBalanceOrAllowance = true', + async () => { + await dgd.approve(TokenTransferProxy.address, 0, {from: taker}); + expect(exWrapper.fillOrderAsync(order, taker, {shouldThrowOnInsufficientBalanceOrAllowance: true})) + .to.be.rejectedWith(constants.INVALID_OPCODE); + await dgd.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: taker}); + }); + + it('should not change balances if makerToken is ZRX, makerTokenAmount + makerFee > maker balance, \ + and shouldThrowOnInsufficientBalanceOrAllowance = false', + async () => { + const makerZRXBalance = new BigNumber(balances[maker][zrx.address]); + order = await orderFactory.newSignedOrderAsync({ + makerToken: zrx.address, + makerTokenAmount: makerZRXBalance, + makerFee: new BigNumber(1), + }); + await exWrapper.fillOrderAsync(order, taker); + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should not change balances if makerToken is ZRX, makerTokenAmount + makerFee > maker allowance, \ + and shouldThrowOnInsufficientBalanceOrAllowance = false', + async () => { + const makerZRXAllowance = await zrx.allowance(maker, TokenTransferProxy.address); + order = await orderFactory.newSignedOrderAsync({ + makerToken: zrx.address, + makerTokenAmount: new BigNumber(makerZRXAllowance), + makerFee: new BigNumber(1), + }); + await exWrapper.fillOrderAsync(order, taker); + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should not change balances if takerToken is ZRX, takerTokenAmount + takerFee > taker balance, \ + and shouldThrowOnInsufficientBalanceOrAllowance = false', + async () => { + const takerZRXBalance = new BigNumber(balances[taker][zrx.address]); + order = await orderFactory.newSignedOrderAsync({ + takerToken: zrx.address, + takerTokenAmount: takerZRXBalance, + takerFee: new BigNumber(1), + }); + await exWrapper.fillOrderAsync(order, taker); + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should not change balances if takerToken is ZRX, takerTokenAmount + takerFee > taker allowance, \ + and shouldThrowOnInsufficientBalanceOrAllowance = false', + async () => { + const takerZRXAllowance = await zrx.allowance(taker, TokenTransferProxy.address); + order = await orderFactory.newSignedOrderAsync({ + takerToken: zrx.address, + takerTokenAmount: new BigNumber(takerZRXAllowance), + takerFee: new BigNumber(1), + }); + await exWrapper.fillOrderAsync(order, taker); + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should throw if getBalance or getAllowance attempts to change state and \ + shouldThrowOnInsufficientBalanceOrAllowance = false', async () => { + const maliciousToken = await MaliciousToken.new(); + await maliciousToken.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: taker}); + + order = await orderFactory.newSignedOrderAsync({ + takerToken: maliciousToken.address, + }); + + return expect(exWrapper.fillOrderAsync(order, taker, {shouldThrowOnInsufficientBalanceOrAllowance: false})) + .to.be.rejectedWith(constants.INVALID_OPCODE); + }); + + it('should not change balances if an order is expired', async () => { + order = await orderFactory.newSignedOrderAsync({ + expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), + }); + await exWrapper.fillOrderAsync(order, taker); + + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should log an error event if an order is expired', async () => { + order = await orderFactory.newSignedOrderAsync({ + expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), + }); + + const res = await exWrapper.fillOrderAsync(order, taker); + expect(res.logs).to.have.length(1); + const errCode = res.logs[0].args.errorId.toNumber(); + expect(errCode).to.be.equal(ExchangeContractErrs.ERROR_ORDER_EXPIRED); + }); + + it('should log an error event if no value is filled', async () => { + await exWrapper.fillOrderAsync(order, taker); + + const res = await exWrapper.fillOrderAsync(order, taker); + expect(res.logs).to.have.length(1); + const errCode = res.logs[0].args.errorId.toNumber(); + expect(errCode).to.be.equal(ExchangeContractErrs.ERROR_ORDER_FULLY_FILLED_OR_CANCELLED); + }); + }); + + describe('cancelOrder', () => { + beforeEach(async () => { + balances = await dmyBalances.getAsync(); + order = await orderFactory.newSignedOrderAsync(); + }); + + it('should throw if not sent by maker', async () => { + return expect(exWrapper.cancelOrderAsync(order, taker)).to.be.rejectedWith(constants.INVALID_OPCODE); + }); + + it('should throw if makerTokenAmount is 0', async () => { + order = await orderFactory.newSignedOrderAsync({ + makerTokenAmount: new BigNumber(0), + }); + + return expect(exWrapper.cancelOrderAsync(order, maker)).to.be.rejectedWith(constants.INVALID_OPCODE); + }); + + it('should throw if takerTokenAmount is 0', async () => { + order = await orderFactory.newSignedOrderAsync({ + takerTokenAmount: new BigNumber(0), + }); + + return expect(exWrapper.cancelOrderAsync(order, maker)).to.be.rejectedWith(constants.INVALID_OPCODE); + }); + + it('should throw if cancelTakerTokenAmount is 0', async () => { + order = await orderFactory.newSignedOrderAsync(); + + return expect(exWrapper.cancelOrderAsync(order, maker, {cancelTakerTokenAmount: new BigNumber(0)})) + .to.be.rejectedWith(constants.INVALID_OPCODE); + }); + + it('should be able to cancel a full order', async () => { + await exWrapper.cancelOrderAsync(order, maker); + await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount: order.params.takerTokenAmount.div(2)}); + + const newBalances = await dmyBalances.getAsync(); + expect(newBalances).to.be.deep.equal(balances); + }); + + it('should be able to cancel part of an order', async () => { + const cancelTakerTokenAmount = order.params.takerTokenAmount.div(2); + await exWrapper.cancelOrderAsync(order, maker, {cancelTakerTokenAmount}); + + const res = await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount: order.params.takerTokenAmount}); + expect(res.logs[0].args.filledTakerTokenAmount) + .to.be.bignumber.equal(order.params.takerTokenAmount.minus(cancelTakerTokenAmount)); + + const newBalances = await dmyBalances.getAsync(); + const cancelMakerTokenAmount = cancelTakerTokenAmount + .times(order.params.makerTokenAmount) + .dividedToIntegerBy(order.params.takerTokenAmount); + const paidMakerFee = order.params.makerFee + .times(cancelMakerTokenAmount) + .dividedToIntegerBy(order.params.makerTokenAmount); + const paidTakerFee = order.params.takerFee + .times(cancelMakerTokenAmount) + .dividedToIntegerBy(order.params.makerTokenAmount); + expect(newBalances[maker][order.params.makerToken]) + .to.be.bignumber.equal(balances[maker][order.params.makerToken].minus(cancelMakerTokenAmount)); + expect(newBalances[maker][order.params.takerToken]) + .to.be.bignumber.equal(balances[maker][order.params.takerToken].add(cancelTakerTokenAmount)); + expect(newBalances[maker][zrx.address]) + .to.be.bignumber.equal(balances[maker][zrx.address].minus(paidMakerFee)); + expect(newBalances[taker][order.params.takerToken]) + .to.be.bignumber.equal(balances[taker][order.params.takerToken].minus(cancelTakerTokenAmount)); + expect(newBalances[taker][order.params.makerToken]) + .to.be.bignumber.equal(balances[taker][order.params.makerToken].add(cancelMakerTokenAmount)); + expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(balances[taker][zrx.address].minus(paidTakerFee)); + expect(newBalances[feeRecipient][zrx.address]) + .to.be.bignumber.equal(balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee))); + }); + + it('should log 1 event with correct arguments', async () => { + const divisor = 2; + const res = await exWrapper.cancelOrderAsync(order, maker, + {cancelTakerTokenAmount: order.params.takerTokenAmount.div(divisor)}); + expect(res.logs).to.have.length(1); + + const logArgs = res.logs[0].args; + const expectedCancelledMakerTokenAmount = order.params.makerTokenAmount.div(divisor); + const expectedCancelledTakerTokenAmount = order.params.takerTokenAmount.div(divisor); + const tokensHashBuff = crypto.solSHA3([order.params.makerToken, order.params.takerToken]); + const expectedTokens = ethUtil.bufferToHex(tokensHashBuff); + + expect(order.params.maker).to.be.equal(logArgs.maker); + expect(order.params.feeRecipient).to.be.equal(logArgs.feeRecipient); + expect(order.params.makerToken).to.be.equal(logArgs.makerToken); + expect(order.params.takerToken).to.be.equal(logArgs.takerToken); + expect(expectedCancelledMakerTokenAmount).to.be.bignumber.equal(logArgs.cancelledMakerTokenAmount); + expect(expectedCancelledTakerTokenAmount).to.be.bignumber.equal(logArgs.cancelledTakerTokenAmount); + expect(expectedTokens).to.be.equal(logArgs.tokens); + expect(order.params.orderHashHex).to.be.equal(logArgs.orderHash); + }); + + it('should not log events if no value is cancelled', async () => { + await exWrapper.cancelOrderAsync(order, maker); + + const res = await exWrapper.cancelOrderAsync(order, maker); + expect(res.logs).to.have.length(1); + const errId = res.logs[0].args.errorId.toNumber(); + const errCode = res.logs[0].args.errorId.toNumber(); + expect(errCode).to.be.equal(ExchangeContractErrs.ERROR_ORDER_FULLY_FILLED_OR_CANCELLED); + }); + + it('should not log events if order is expired', async () => { + order = await orderFactory.newSignedOrderAsync({ + expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), + }); + + const res = await exWrapper.cancelOrderAsync(order, maker); + expect(res.logs).to.have.length(1); + const errCode = res.logs[0].args.errorId.toNumber(); + expect(errCode).to.be.equal(ExchangeContractErrs.ERROR_ORDER_EXPIRED); + }); + }); +}); diff --git a/packages/contracts/test/ts/exchange/helpers.ts b/packages/contracts/test/ts/exchange/helpers.ts new file mode 100644 index 000000000..5ccc02b80 --- /dev/null +++ b/packages/contracts/test/ts/exchange/helpers.ts @@ -0,0 +1,173 @@ +import {ZeroEx} from '0x.js'; +import {BigNumber} from 'bignumber.js'; +import * as chai from 'chai'; +import ethUtil = require('ethereumjs-util'); + +import {Artifacts} from '../../../util/artifacts'; +import {ExchangeWrapper} from '../../../util/exchange_wrapper'; +import {Order} from '../../../util/order'; +import {OrderFactory} from '../../../util/order_factory'; +import {chaiSetup} from '../utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; + +const { + Exchange, + TokenRegistry, +} = new Artifacts(artifacts); + +contract('Exchange', (accounts: string[]) => { + const maker = accounts[0]; + const feeRecipient = accounts[1] || accounts[accounts.length - 1]; + + let order: Order; + let exchangeWrapper: ExchangeWrapper; + let orderFactory: OrderFactory; + + before(async () => { + const [tokenRegistry, exchange] = await Promise.all([ + TokenRegistry.deployed(), + Exchange.deployed(), + ]); + exchangeWrapper = new ExchangeWrapper(exchange); + const [repAddress, dgdAddress] = await Promise.all([ + tokenRegistry.getTokenAddressBySymbol('REP'), + tokenRegistry.getTokenAddressBySymbol('DGD'), + ]); + 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); + }); + + beforeEach(async () => { + order = await orderFactory.newSignedOrderAsync(); + }); + + describe('getOrderHash', () => { + it('should output the correct orderHash', async () => { + const orderHashHex = await exchangeWrapper.getOrderHashAsync(order); + expect(order.params.orderHashHex).to.be.equal(orderHashHex); + }); + }); + + describe('isValidSignature', () => { + beforeEach(async () => { + order = await orderFactory.newSignedOrderAsync(); + }); + + it('should return true with a valid signature', async () => { + const success = await exchangeWrapper.isValidSignatureAsync(order); + const isValidSignature = order.isValidSignature(); + expect(isValidSignature).to.be.true(); + expect(success).to.be.true(); + }); + + it('should return false with an invalid signature', async () => { + order.params.r = ethUtil.bufferToHex(ethUtil.sha3('invalidR')); + order.params.s = ethUtil.bufferToHex(ethUtil.sha3('invalidS')); + const success = await exchangeWrapper.isValidSignatureAsync(order); + expect(order.isValidSignature()).to.be.false(); + expect(success).to.be.false(); + }); + }); + + describe('isRoundingError', () => { + it('should return false if there is a rounding error of 0.1%', async () => { + const numerator = new BigNumber(20); + const denominator = new BigNumber(999); + const target = new BigNumber(50); + // rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1% + const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target); + expect(isRoundingError).to.be.false(); + }); + + it('should return false if there is a rounding of 0.09%', async () => { + const numerator = new BigNumber(20); + const denominator = new BigNumber(9991); + const target = new BigNumber(500); + // rounding error = ((20*500/9991) - floor(20*500/9991)) / (20*500/9991) = 0.09% + const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target); + expect(isRoundingError).to.be.false(); + }); + + it('should return true if there is a rounding error of 0.11%', async () => { + const numerator = new BigNumber(20); + const denominator = new BigNumber(9989); + const target = new BigNumber(500); + // rounding error = ((20*500/9989) - floor(20*500/9989)) / (20*500/9989) = 0.011% + const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target); + expect(isRoundingError).to.be.true(); + }); + + it('should return true if there is a rounding error > 0.1%', async () => { + const numerator = new BigNumber(3); + const denominator = new BigNumber(7); + const target = new BigNumber(10); + // rounding error = ((3*10/7) - floor(3*10/7)) / (3*10/7) = 6.67% + const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target); + expect(isRoundingError).to.be.true(); + }); + + it('should return false when there is no rounding error', async () => { + const numerator = new BigNumber(1); + const denominator = new BigNumber(2); + const target = new BigNumber(10); + + const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target); + expect(isRoundingError).to.be.false(); + }); + + it('should return false when there is rounding error <= 0.1%', async () => { + // randomly generated numbers + const numerator = new BigNumber(76564); + const denominator = new BigNumber(676373677); + const target = new BigNumber(105762562); + // rounding error = ((76564*105762562/676373677) - floor(76564*105762562/676373677)) / + // (76564*105762562/676373677) = 0.0007% + const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target); + expect(isRoundingError).to.be.false(); + }); + }); + + describe('getPartialAmount', () => { + it('should return the numerator/denominator*target', async () => { + const numerator = new BigNumber(1); + const denominator = new BigNumber(2); + const target = new BigNumber(10); + + const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target); + const expectedPartialAmount = 5; + expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount); + }); + + it('should round down', async () => { + const numerator = new BigNumber(2); + const denominator = new BigNumber(3); + const target = new BigNumber(10); + + const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target); + const expectedPartialAmount = 6; + expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount); + }); + + it('should round .5 down', async () => { + const numerator = new BigNumber(1); + const denominator = new BigNumber(20); + const target = new BigNumber(10); + + const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target); + const expectedPartialAmount = 0; + expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount); + }); + }); +}); diff --git a/packages/contracts/test/ts/exchange/wrapper.ts b/packages/contracts/test/ts/exchange/wrapper.ts new file mode 100644 index 000000000..aa0e286a7 --- /dev/null +++ b/packages/contracts/test/ts/exchange/wrapper.ts @@ -0,0 +1,317 @@ +import {ZeroEx} from '0x.js'; +import {BigNumber} from 'bignumber.js'; +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.INVALID_OPCODE); + }); + + 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.INVALID_OPCODE); + }); + }); + + 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[] = []; + const makerToken = rep.address; + const takerToken = dgd.address; + 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.INVALID_OPCODE); + }); + }); + + 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.INVALID_OPCODE); + }); + }); + + 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}); + + const res = await exWrapper.batchFillOrdersAsync( + orders, taker, {fillTakerTokenAmounts: cancelTakerTokenAmounts}); + const newBalances = await dmyBalances.getAsync(); + expect(balances).to.be.deep.equal(newBalances); + }); + }); + }); +}); |