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-rw-r--r--packages/contracts/src/utils/exchange_wrapper.ts42
-rw-r--r--packages/contracts/test/exchange/core.ts112
-rw-r--r--packages/contracts/test/exchange/wrapper.ts320
3 files changed, 344 insertions, 130 deletions
diff --git a/packages/contracts/src/utils/exchange_wrapper.ts b/packages/contracts/src/utils/exchange_wrapper.ts
index 9dd414be2..b53519871 100644
--- a/packages/contracts/src/utils/exchange_wrapper.ts
+++ b/packages/contracts/src/utils/exchange_wrapper.ts
@@ -144,6 +144,27 @@ export class ExchangeWrapper {
});
return tx;
}
+ public async batchFillOrdersNoThrowAsync(
+ orders: SignedOrder[],
+ from: string,
+ opts: { takerTokenFillAmounts?: BigNumber[] } = {},
+ ): Promise<TransactionReceiptWithDecodedLogs> {
+ const params = formatters.createBatchFill(orders, opts.takerTokenFillAmounts);
+ const txHash = await this._exchange.batchFillOrdersNoThrow.sendTransactionAsync(
+ params.orders,
+ params.takerTokenFillAmounts,
+ params.signatures,
+ { from },
+ );
+ const tx = await this._zeroEx.awaitTransactionMinedAsync(txHash);
+ tx.logs = _.filter(tx.logs, log => log.address === this._exchange.address);
+ tx.logs = _.map(tx.logs, log => {
+ const logWithDecodedArgs = this._logDecoder.decodeLogOrThrow(log);
+ wrapLogBigNumbers(logWithDecodedArgs);
+ return logWithDecodedArgs;
+ });
+ return tx;
+ }
public async marketFillOrdersAsync(
orders: SignedOrder[],
from: string,
@@ -165,6 +186,27 @@ export class ExchangeWrapper {
});
return tx;
}
+ public async marketFillOrdersNoThrowAsync(
+ orders: SignedOrder[],
+ from: string,
+ opts: { takerTokenFillAmount: BigNumber },
+ ): Promise<TransactionReceiptWithDecodedLogs> {
+ const params = formatters.createMarketFillOrders(orders, opts.takerTokenFillAmount);
+ const txHash = await this._exchange.marketFillOrdersNoThrow.sendTransactionAsync(
+ params.orders,
+ params.takerTokenFillAmount,
+ params.signatures,
+ { from },
+ );
+ const tx = await this._zeroEx.awaitTransactionMinedAsync(txHash);
+ tx.logs = _.filter(tx.logs, log => log.address === this._exchange.address);
+ tx.logs = _.map(tx.logs, log => {
+ const logWithDecodedArgs = this._logDecoder.decodeLogOrThrow(log);
+ wrapLogBigNumbers(logWithDecodedArgs);
+ return logWithDecodedArgs;
+ });
+ return tx;
+ }
public async batchCancelOrdersAsync(
orders: SignedOrder[],
from: string,
diff --git a/packages/contracts/test/exchange/core.ts b/packages/contracts/test/exchange/core.ts
index 9b8f9e1d2..c31f7ab74 100644
--- a/packages/contracts/test/exchange/core.ts
+++ b/packages/contracts/test/exchange/core.ts
@@ -538,17 +538,6 @@ describe('Exchange', () => {
).to.be.rejectedWith(constants.REVERT);
});
- // it('should not change balances if maker balances are too low to fill order and \
- // shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
- // signedOrder = await orderFactory.newSignedOrderAsync({
- // makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
- // });
-
- // await exWrapper.fillOrderAsync(signedOrder, 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', async () => {
signedOrder = orderFactory.newSignedOrder({
makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
@@ -557,17 +546,6 @@ describe('Exchange', () => {
return expect(exWrapper.fillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(constants.REVERT);
});
- // it('should not change balances if taker balances are too low to fill order and \
- // shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
- // signedOrder = await orderFactory.newSignedOrderAsync({
- // takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
- // });
-
- // await exWrapper.fillOrderAsync(signedOrder, 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', async () => {
signedOrder = orderFactory.newSignedOrder({
takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
@@ -576,18 +554,6 @@ describe('Exchange', () => {
return expect(exWrapper.fillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(constants.REVERT);
});
- // it('should not change balances if maker allowances are too low to fill order and \
- // shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
- // await rep.approve.sendTransactionAsync(tokenTransferProxy.address, new BigNumber(0), { from: maker });
- // await exWrapper.fillOrderAsync(signedOrder, taker);
- // await rep.approve.sendTransactionAsync(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', async () => {
await rep.approve.sendTransactionAsync(tokenTransferProxy.address, new BigNumber(0), {
from: makerAddress,
@@ -598,18 +564,6 @@ describe('Exchange', () => {
});
});
- // it('should not change balances if taker allowances are too low to fill order and \
- // shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
- // await dgd.approve.sendTransactionAsync(tokenTransferProxy.address, new BigNumber(0), { from: taker });
- // await exWrapper.fillOrderAsync(signedOrder, taker);
- // await dgd.approve.sendTransactionAsync(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', async () => {
await dgd.approve.sendTransactionAsync(tokenTransferProxy.address, new BigNumber(0), {
from: takerAddress,
@@ -620,72 +574,6 @@ describe('Exchange', () => {
});
});
- // it('should not change balances if makerTokenAddress is ZRX, makerTokenAmount + makerFee > maker balance, \
- // and shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
- // const makerZRXBalance = new BigNumber(balances[maker][zrx.address]);
- // signedOrder = await orderFactory.newSignedOrderAsync({
- // makerTokenAddress: zrx.address,
- // makerTokenAmount: makerZRXBalance,
- // makerFee: new BigNumber(1),
- // });
- // await exWrapper.fillOrderAsync(signedOrder, taker);
- // const newBalances = await dmyBalances.getAsync();
- // expect(newBalances).to.be.deep.equal(balances);
- // });
-
- // it('should not change balances if makerTokenAddress is ZRX, makerTokenAmount + makerFee > maker allowance, \
- // and shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
- // const makerZRXAllowance = await zrx.allowance(maker, tokenTransferProxy.address);
- // signedOrder = await orderFactory.newSignedOrderAsync({
- // makerTokenAddress: zrx.address,
- // makerTokenAmount: new BigNumber(makerZRXAllowance),
- // makerFee: new BigNumber(1),
- // });
- // await exWrapper.fillOrderAsync(signedOrder, taker);
- // const newBalances = await dmyBalances.getAsync();
- // expect(newBalances).to.be.deep.equal(balances);
- // });
-
- // it('should not change balances if takerTokenAddress is ZRX, takerTokenAmount + takerFee > taker balance, \
- // and shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
- // const takerZRXBalance = new BigNumber(balances[taker][zrx.address]);
- // signedOrder = await orderFactory.newSignedOrderAsync({
- // takerTokenAddress: zrx.address,
- // takerTokenAmount: takerZRXBalance,
- // takerFee: new BigNumber(1),
- // });
- // await exWrapper.fillOrderAsync(signedOrder, taker);
- // const newBalances = await dmyBalances.getAsync();
- // expect(newBalances).to.be.deep.equal(balances);
- // });
-
- // it('should not change balances if takerTokenAddress is ZRX, takerTokenAmount + takerFee > taker allowance, \
- // and shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
- // const takerZRXAllowance = await zrx.allowance(taker, tokenTransferProxy.address);
- // signedOrder = await orderFactory.newSignedOrderAsync({
- // takerTokenAddress: zrx.address,
- // takerTokenAmount: new BigNumber(takerZRXAllowance),
- // takerFee: new BigNumber(1),
- // });
- // await exWrapper.fillOrderAsync(signedOrder, 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 deployer.deployAsync(ContractName.MaliciousToken);
- // await maliciousToken.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, {
- // from: taker,
- // });
-
- // signedOrder = await orderFactory.newSignedOrderAsync({
- // takerTokenAddress: maliciousToken.address,
- // });
-
- // return expect(exWrapper.fillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT);
- // });
-
it('should not change balances if an order is expired', async () => {
signedOrder = orderFactory.newSignedOrder({
expirationTimeSeconds: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
diff --git a/packages/contracts/test/exchange/wrapper.ts b/packages/contracts/test/exchange/wrapper.ts
index e5933a7e7..0ea1f2c82 100644
--- a/packages/contracts/test/exchange/wrapper.ts
+++ b/packages/contracts/test/exchange/wrapper.ts
@@ -34,8 +34,8 @@ describe('Exchange', () => {
let takerAddress: string;
let feeRecipientAddress: string;
- const INIT_BAL = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
- const INIT_ALLOW = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+ const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+ const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
let rep: DummyTokenContract;
let dgd: DummyTokenContract;
@@ -95,18 +95,18 @@ describe('Exchange', () => {
orderFactory = new OrderFactory(secretKey, defaultOrderParams);
dmyBalances = new Balances([rep, dgd, zrx], [makerAddress, takerAddress, feeRecipientAddress]);
await Promise.all([
- rep.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: makerAddress }),
- rep.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: takerAddress }),
- rep.setBalance.sendTransactionAsync(makerAddress, INIT_BAL, { from: tokenOwner }),
- rep.setBalance.sendTransactionAsync(takerAddress, INIT_BAL, { from: tokenOwner }),
- dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: makerAddress }),
- dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: takerAddress }),
- dgd.setBalance.sendTransactionAsync(makerAddress, INIT_BAL, { from: tokenOwner }),
- dgd.setBalance.sendTransactionAsync(takerAddress, INIT_BAL, { from: tokenOwner }),
- zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: makerAddress }),
- zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: takerAddress }),
- zrx.setBalance.sendTransactionAsync(makerAddress, INIT_BAL, { from: tokenOwner }),
- zrx.setBalance.sendTransactionAsync(takerAddress, INIT_BAL, { from: tokenOwner }),
+ rep.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: makerAddress }),
+ rep.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: takerAddress }),
+ rep.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }),
+ rep.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }),
+ dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: makerAddress }),
+ dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: takerAddress }),
+ dgd.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }),
+ dgd.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }),
+ zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: makerAddress }),
+ zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: takerAddress }),
+ zrx.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }),
+ zrx.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }),
]);
});
beforeEach(async () => {
@@ -228,6 +228,102 @@ describe('Exchange', () => {
balances[feeRecipientAddress][zrx.address].add(makerFeeAmount.add(takerFeeAmount)),
);
});
+
+ it('should not change balances if maker balances are too low to fill order', async () => {
+ const signedOrder = orderFactory.newSignedOrder({
+ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
+ });
+
+ await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should not change balances if taker balances are too low to fill order', async () => {
+ const signedOrder = orderFactory.newSignedOrder({
+ takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
+ });
+
+ await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should not change balances if maker allowances are too low to fill order', async () => {
+ const signedOrder = orderFactory.newSignedOrder();
+ await rep.approve.sendTransactionAsync(tokenTransferProxy.address, new BigNumber(0), {
+ from: makerAddress,
+ });
+ await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
+ await rep.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, {
+ from: makerAddress,
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should not change balances if taker allowances are too low to fill order', async () => {
+ const signedOrder = orderFactory.newSignedOrder();
+ await dgd.approve.sendTransactionAsync(tokenTransferProxy.address, new BigNumber(0), {
+ from: takerAddress,
+ });
+ await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
+ await dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, {
+ from: takerAddress,
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should not change balances if makerTokenAddress is ZRX, makerTokenAmount + makerFee > maker balance', async () => {
+ const makerZRXBalance = new BigNumber(balances[makerAddress][zrx.address]);
+ const signedOrder = orderFactory.newSignedOrder({
+ makerTokenAddress: zrx.address,
+ makerTokenAmount: makerZRXBalance,
+ makerFeeAmount: new BigNumber(1),
+ });
+ await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should not change balances if makerTokenAddress is ZRX, makerTokenAmount + makerFee > maker allowance', async () => {
+ const makerZRXAllowance = await zrx.allowance.callAsync(makerAddress, tokenTransferProxy.address);
+ const signedOrder = orderFactory.newSignedOrder({
+ makerTokenAddress: zrx.address,
+ makerTokenAmount: new BigNumber(makerZRXAllowance),
+ makerFeeAmount: new BigNumber(1),
+ });
+ await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should not change balances if takerTokenAddress is ZRX, takerTokenAmount + takerFee > taker balance', async () => {
+ const takerZRXBalance = new BigNumber(balances[takerAddress][zrx.address]);
+ const signedOrder = orderFactory.newSignedOrder({
+ takerTokenAddress: zrx.address,
+ takerTokenAmount: takerZRXBalance,
+ takerFeeAmount: new BigNumber(1),
+ });
+ await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should not change balances if takerTokenAddress is ZRX, takerTokenAmount + takerFee > taker allowance', async () => {
+ const takerZRXAllowance = await zrx.allowance.callAsync(takerAddress, tokenTransferProxy.address);
+ const signedOrder = orderFactory.newSignedOrder({
+ takerTokenAddress: zrx.address,
+ takerTokenAmount: new BigNumber(takerZRXAllowance),
+ takerFeeAmount: new BigNumber(1),
+ });
+ await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
});
describe('batch functions', () => {
@@ -245,7 +341,7 @@ describe('Exchange', () => {
const takerTokenFillAmounts: BigNumber[] = [];
const makerTokenAddress = rep.address;
const takerTokenAddress = dgd.address;
- signedOrders.forEach(signedOrder => {
+ _.forEach(signedOrders, signedOrder => {
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
const makerTokenFillAmount = takerTokenFillAmount
.times(signedOrder.makerTokenAmount)
@@ -290,7 +386,7 @@ describe('Exchange', () => {
const takerTokenFillAmounts: BigNumber[] = [];
const makerTokenAddress = rep.address;
const takerTokenAddress = dgd.address;
- signedOrders.forEach(signedOrder => {
+ _.forEach(signedOrders, signedOrder => {
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
const makerTokenFillAmount = takerTokenFillAmount
.times(signedOrder.makerTokenAmount)
@@ -331,7 +427,7 @@ describe('Exchange', () => {
it('should throw if a single signedOrder does not fill the expected amount', async () => {
const takerTokenFillAmounts: BigNumber[] = [];
- signedOrders.forEach(signedOrder => {
+ _.forEach(signedOrders, signedOrder => {
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
takerTokenFillAmounts.push(takerTokenFillAmount);
});
@@ -346,6 +442,103 @@ describe('Exchange', () => {
});
});
+ describe('batchFillOrdersNoThrow', async () => {
+ it('should transfer the correct amounts', async () => {
+ const takerTokenFillAmounts: BigNumber[] = [];
+ const makerTokenAddress = rep.address;
+ const takerTokenAddress = dgd.address;
+ _.forEach(signedOrders, signedOrder => {
+ const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
+ const makerTokenFillAmount = takerTokenFillAmount
+ .times(signedOrder.makerTokenAmount)
+ .dividedToIntegerBy(signedOrder.takerTokenAmount);
+ const makerFeeAmount = signedOrder.makerFeeAmount
+ .times(makerTokenFillAmount)
+ .dividedToIntegerBy(signedOrder.makerTokenAmount);
+ const takerFeeAmount = signedOrder.takerFeeAmount
+ .times(makerTokenFillAmount)
+ .dividedToIntegerBy(signedOrder.makerTokenAmount);
+ takerTokenFillAmounts.push(takerTokenFillAmount);
+ balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
+ makerTokenFillAmount,
+ );
+ balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
+ takerTokenFillAmount,
+ );
+ balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFeeAmount);
+ balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
+ makerTokenFillAmount,
+ );
+ balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
+ takerTokenFillAmount,
+ );
+ balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFeeAmount);
+ balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
+ makerFeeAmount.add(takerFeeAmount),
+ );
+ });
+
+ await exWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, {
+ takerTokenFillAmounts,
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should not throw if an order is invalid and fill the remaining orders', async () => {
+ const takerTokenFillAmounts: BigNumber[] = [];
+ const makerTokenAddress = rep.address;
+ const takerTokenAddress = dgd.address;
+
+ const invalidOrder = {
+ ...signedOrders[0],
+ signature: '0x00',
+ };
+ const validOrders = signedOrders.slice(1);
+
+ takerTokenFillAmounts.push(invalidOrder.takerTokenAmount.div(2));
+ _.forEach(validOrders, signedOrder => {
+ const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
+ const makerTokenFillAmount = takerTokenFillAmount
+ .times(signedOrder.makerTokenAmount)
+ .dividedToIntegerBy(signedOrder.takerTokenAmount);
+ const makerFeeAmount = signedOrder.makerFeeAmount
+ .times(makerTokenFillAmount)
+ .dividedToIntegerBy(signedOrder.makerTokenAmount);
+ const takerFeeAmount = signedOrder.takerFeeAmount
+ .times(makerTokenFillAmount)
+ .dividedToIntegerBy(signedOrder.makerTokenAmount);
+ takerTokenFillAmounts.push(takerTokenFillAmount);
+ balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
+ makerTokenFillAmount,
+ );
+ balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
+ takerTokenFillAmount,
+ );
+ balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFeeAmount);
+ balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
+ makerTokenFillAmount,
+ );
+ balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
+ takerTokenFillAmount,
+ );
+ balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFeeAmount);
+ balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
+ makerFeeAmount.add(takerFeeAmount),
+ );
+ });
+
+ const newOrders = [invalidOrder, ...validOrders];
+ await exWrapper.batchFillOrdersNoThrowAsync(newOrders, takerAddress, {
+ takerTokenFillAmounts,
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+ });
+
describe('marketFillOrders', () => {
it('should stop when the entire takerTokenFillAmount is filled', async () => {
const takerTokenFillAmount = signedOrders[0].takerTokenAmount.plus(
@@ -391,7 +584,7 @@ describe('Exchange', () => {
it('should fill all signedOrders if cannot fill entire takerTokenFillAmount', async () => {
const takerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
- signedOrders.forEach(signedOrder => {
+ _.forEach(signedOrders, signedOrder => {
balances[makerAddress][signedOrder.makerTokenAddress] = balances[makerAddress][
signedOrder.makerTokenAddress
].minus(signedOrder.makerTokenAmount);
@@ -437,6 +630,97 @@ describe('Exchange', () => {
});
});
+ describe('marketFillOrdersNoThrow', () => {
+ it('should stop when the entire takerTokenFillAmount is filled', async () => {
+ const takerTokenFillAmount = signedOrders[0].takerTokenAmount.plus(
+ signedOrders[1].takerTokenAmount.div(2),
+ );
+ await exWrapper.marketFillOrdersNoThrowAsync(signedOrders, takerAddress, {
+ takerTokenFillAmount,
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+
+ const makerTokenFillAmount = signedOrders[0].makerTokenAmount.add(
+ signedOrders[1].makerTokenAmount.dividedToIntegerBy(2),
+ );
+ const makerFee = signedOrders[0].makerFeeAmount.add(
+ signedOrders[1].makerFeeAmount.dividedToIntegerBy(2),
+ );
+ const takerFee = signedOrders[0].takerFeeAmount.add(
+ signedOrders[1].takerFeeAmount.dividedToIntegerBy(2),
+ );
+ expect(newBalances[makerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
+ balances[makerAddress][signedOrders[0].makerTokenAddress].minus(makerTokenFillAmount),
+ );
+ expect(newBalances[makerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
+ balances[makerAddress][signedOrders[0].takerTokenAddress].add(takerTokenFillAmount),
+ );
+ expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
+ balances[makerAddress][zrx.address].minus(makerFee),
+ );
+ expect(newBalances[takerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
+ balances[takerAddress][signedOrders[0].takerTokenAddress].minus(takerTokenFillAmount),
+ );
+ expect(newBalances[takerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
+ balances[takerAddress][signedOrders[0].makerTokenAddress].add(makerTokenFillAmount),
+ );
+ expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
+ balances[takerAddress][zrx.address].minus(takerFee),
+ );
+ expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
+ balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
+ );
+ });
+
+ it('should fill all signedOrders if cannot fill entire takerTokenFillAmount', async () => {
+ const takerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
+ _.forEach(signedOrders, signedOrder => {
+ balances[makerAddress][signedOrder.makerTokenAddress] = balances[makerAddress][
+ signedOrder.makerTokenAddress
+ ].minus(signedOrder.makerTokenAmount);
+ balances[makerAddress][signedOrder.takerTokenAddress] = balances[makerAddress][
+ signedOrder.takerTokenAddress
+ ].add(signedOrder.takerTokenAmount);
+ balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(
+ signedOrder.makerFeeAmount,
+ );
+ balances[takerAddress][signedOrder.makerTokenAddress] = balances[takerAddress][
+ signedOrder.makerTokenAddress
+ ].add(signedOrder.makerTokenAmount);
+ balances[takerAddress][signedOrder.takerTokenAddress] = balances[takerAddress][
+ signedOrder.takerTokenAddress
+ ].minus(signedOrder.takerTokenAmount);
+ balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(
+ signedOrder.takerFeeAmount,
+ );
+ balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
+ signedOrder.makerFeeAmount.add(signedOrder.takerFeeAmount),
+ );
+ });
+ await exWrapper.marketFillOrdersNoThrowAsync(signedOrders, takerAddress, {
+ takerTokenFillAmount,
+ });
+
+ const newBalances = await dmyBalances.getAsync();
+ expect(newBalances).to.be.deep.equal(balances);
+ });
+
+ it('should throw when a signedOrder does not use the same takerTokenAddress', async () => {
+ signedOrders = [
+ orderFactory.newSignedOrder(),
+ orderFactory.newSignedOrder({ takerTokenAddress: zrx.address }),
+ orderFactory.newSignedOrder(),
+ ];
+
+ return expect(
+ exWrapper.marketFillOrdersNoThrowAsync(signedOrders, takerAddress, {
+ takerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
+ }),
+ ).to.be.rejectedWith(constants.REVERT);
+ });
+ });
+
describe('batchCancelOrders', () => {
it('should be able to cancel multiple signedOrders', async () => {
const takerTokenCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerTokenAmount);