diff options
Diffstat (limited to 'packages/order-watcher/test/order_watcher_test.ts')
| -rw-r--r-- | packages/order-watcher/test/order_watcher_test.ts | 574 |
1 files changed, 574 insertions, 0 deletions
diff --git a/packages/order-watcher/test/order_watcher_test.ts b/packages/order-watcher/test/order_watcher_test.ts new file mode 100644 index 000000000..8c9249f58 --- /dev/null +++ b/packages/order-watcher/test/order_watcher_test.ts @@ -0,0 +1,574 @@ +import { ContractWrappers } from '@0xproject/contract-wrappers'; +import { BlockchainLifecycle, callbackErrorReporter, devConstants } from '@0xproject/dev-utils'; +import { FillScenarios } from '@0xproject/fill-scenarios'; +import { getOrderHashHex } from '@0xproject/order-utils'; +import { + DoneCallback, + ExchangeContractErrs, + OrderState, + OrderStateInvalid, + OrderStateValid, + SignedOrder, + Token, +} from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import { Web3Wrapper } from '@0xproject/web3-wrapper'; +import * as chai from 'chai'; +import * as _ from 'lodash'; +import 'mocha'; + +import { OrderWatcher } from '../src/order_watcher/order_watcher'; +import { OrderWatcherError } from '../src/types'; + +import { chaiSetup } from './utils/chai_setup'; +import { constants } from './utils/constants'; +import { TokenUtils } from './utils/token_utils'; +import { provider, web3Wrapper } from './utils/web3_wrapper'; + +const TIMEOUT_MS = 150; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); + +describe('OrderWatcher', () => { + let contractWrappers: ContractWrappers; + let tokens: Token[]; + let tokenUtils: TokenUtils; + let fillScenarios: FillScenarios; + let userAddresses: string[]; + let zrxTokenAddress: string; + let exchangeContractAddress: string; + let makerToken: Token; + let takerToken: Token; + let maker: string; + let taker: string; + let signedOrder: SignedOrder; + let orderWatcher: OrderWatcher; + const config = { + networkId: constants.TESTRPC_NETWORK_ID, + }; + const decimals = constants.ZRX_DECIMALS; + const fillableAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals); + before(async () => { + contractWrappers = new ContractWrappers(provider, config); + const networkId = await web3Wrapper.getNetworkIdAsync(); + orderWatcher = new OrderWatcher(provider, constants.TESTRPC_NETWORK_ID); + exchangeContractAddress = contractWrappers.exchange.getContractAddress(); + userAddresses = await web3Wrapper.getAvailableAddressesAsync(); + [, maker, taker] = userAddresses; + tokens = await contractWrappers.tokenRegistry.getTokensAsync(); + tokenUtils = new TokenUtils(tokens); + zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address; + fillScenarios = new FillScenarios(provider, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress); + await fillScenarios.initTokenBalancesAsync(); + [makerToken, takerToken] = tokenUtils.getDummyTokens(); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('#removeOrder', async () => { + it('should successfully remove existing order', async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, + takerToken.address, + maker, + taker, + fillableAmount, + ); + const orderHash = getOrderHashHex(signedOrder); + orderWatcher.addOrder(signedOrder); + expect((orderWatcher as any)._orderByOrderHash).to.include({ + [orderHash]: signedOrder, + }); + let dependentOrderHashes = (orderWatcher as any)._dependentOrderHashes; + expect(dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress]).to.have.keys(orderHash); + orderWatcher.removeOrder(orderHash); + expect((orderWatcher as any)._orderByOrderHash).to.not.include({ + [orderHash]: signedOrder, + }); + dependentOrderHashes = (orderWatcher as any)._dependentOrderHashes; + expect(dependentOrderHashes[signedOrder.maker]).to.be.undefined(); + }); + it('should no-op when removing a non-existing order', async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, + takerToken.address, + maker, + taker, + fillableAmount, + ); + const orderHash = getOrderHashHex(signedOrder); + const nonExistentOrderHash = `0x${orderHash + .substr(2) + .split('') + .reverse() + .join('')}`; + orderWatcher.removeOrder(nonExistentOrderHash); + }); + }); + describe('#subscribe', async () => { + afterEach(async () => { + orderWatcher.unsubscribe(); + }); + it('should fail when trying to subscribe twice', async () => { + orderWatcher.subscribe(_.noop); + expect(() => orderWatcher.subscribe(_.noop)).to.throw(OrderWatcherError.SubscriptionAlreadyPresent); + }); + }); + describe('tests with cleanup', async () => { + afterEach(async () => { + orderWatcher.unsubscribe(); + const orderHash = getOrderHashHex(signedOrder); + orderWatcher.removeOrder(orderHash); + }); + it('should emit orderStateInvalid when maker allowance set to 0 for watched order', (done: DoneCallback) => { + (async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, + takerToken.address, + maker, + taker, + fillableAmount, + ); + const orderHash = getOrderHashHex(signedOrder); + orderWatcher.addOrder(signedOrder); + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + expect(orderState.isValid).to.be.false(); + const invalidOrderState = orderState as OrderStateInvalid; + expect(invalidOrderState.orderHash).to.be.equal(orderHash); + expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerAllowance); + }); + orderWatcher.subscribe(callback); + await contractWrappers.token.setProxyAllowanceAsync(makerToken.address, maker, new BigNumber(0)); + })().catch(done); + }); + it('should not emit an orderState event when irrelevant Transfer event received', (done: DoneCallback) => { + (async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, + takerToken.address, + maker, + taker, + fillableAmount, + ); + orderWatcher.addOrder(signedOrder); + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + throw new Error('OrderState callback fired for irrelevant order'); + }); + orderWatcher.subscribe(callback); + const notTheMaker = userAddresses[0]; + const anyRecipient = taker; + const transferAmount = new BigNumber(2); + await contractWrappers.token.transferAsync( + makerToken.address, + notTheMaker, + anyRecipient, + transferAmount, + ); + setTimeout(() => { + done(); + }, TIMEOUT_MS); + })().catch(done); + }); + it('should emit orderStateInvalid when maker moves balance backing watched order', (done: DoneCallback) => { + (async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, + takerToken.address, + maker, + taker, + fillableAmount, + ); + const orderHash = getOrderHashHex(signedOrder); + orderWatcher.addOrder(signedOrder); + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + expect(orderState.isValid).to.be.false(); + const invalidOrderState = orderState as OrderStateInvalid; + expect(invalidOrderState.orderHash).to.be.equal(orderHash); + expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerBalance); + }); + orderWatcher.subscribe(callback); + const anyRecipient = taker; + const makerBalance = await contractWrappers.token.getBalanceAsync(makerToken.address, maker); + await contractWrappers.token.transferAsync(makerToken.address, maker, anyRecipient, makerBalance); + })().catch(done); + }); + it('should emit orderStateInvalid when watched order fully filled', (done: DoneCallback) => { + (async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, + takerToken.address, + maker, + taker, + fillableAmount, + ); + const orderHash = getOrderHashHex(signedOrder); + orderWatcher.addOrder(signedOrder); + + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + expect(orderState.isValid).to.be.false(); + const invalidOrderState = orderState as OrderStateInvalid; + expect(invalidOrderState.orderHash).to.be.equal(orderHash); + expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero); + }); + orderWatcher.subscribe(callback); + + const shouldThrowOnInsufficientBalanceOrAllowance = true; + await contractWrappers.exchange.fillOrderAsync( + signedOrder, + fillableAmount, + shouldThrowOnInsufficientBalanceOrAllowance, + taker, + ); + })().catch(done); + }); + it('should emit orderStateValid when watched order partially filled', (done: DoneCallback) => { + (async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, + takerToken.address, + maker, + taker, + fillableAmount, + ); + + const makerBalance = await contractWrappers.token.getBalanceAsync(makerToken.address, maker); + const fillAmountInBaseUnits = new BigNumber(2); + const orderHash = getOrderHashHex(signedOrder); + orderWatcher.addOrder(signedOrder); + + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + expect(orderState.isValid).to.be.true(); + const validOrderState = orderState as OrderStateValid; + expect(validOrderState.orderHash).to.be.equal(orderHash); + const orderRelevantState = validOrderState.orderRelevantState; + const remainingMakerBalance = makerBalance.sub(fillAmountInBaseUnits); + const remainingFillable = fillableAmount.minus(fillAmountInBaseUnits); + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + remainingFillable, + ); + expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal( + remainingFillable, + ); + expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance); + }); + orderWatcher.subscribe(callback); + const shouldThrowOnInsufficientBalanceOrAllowance = true; + await contractWrappers.exchange.fillOrderAsync( + signedOrder, + fillAmountInBaseUnits, + shouldThrowOnInsufficientBalanceOrAllowance, + taker, + ); + })().catch(done); + }); + it('should trigger the callback when orders backing ZRX allowance changes', (done: DoneCallback) => { + (async () => { + const makerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18); + const takerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18); + signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerToken.address, + takerToken.address, + makerFee, + takerFee, + maker, + taker, + fillableAmount, + taker, + ); + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)(); + orderWatcher.addOrder(signedOrder); + orderWatcher.subscribe(callback); + await contractWrappers.token.setProxyAllowanceAsync(zrxTokenAddress, maker, new BigNumber(0)); + })().catch(done); + }); + describe('remainingFillable(M|T)akerTokenAmount', () => { + it('should calculate correct remaining fillable', (done: DoneCallback) => { + (async () => { + const takerFillableAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(10), decimals); + const makerFillableAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(20), decimals); + signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( + makerToken.address, + takerToken.address, + maker, + taker, + makerFillableAmount, + takerFillableAmount, + ); + const fillAmountInBaseUnits = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals); + const orderHash = getOrderHashHex(signedOrder); + orderWatcher.addOrder(signedOrder); + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + expect(orderState.isValid).to.be.true(); + const validOrderState = orderState as OrderStateValid; + expect(validOrderState.orderHash).to.be.equal(orderHash); + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + Web3Wrapper.toBaseUnitAmount(new BigNumber(16), decimals), + ); + expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal( + Web3Wrapper.toBaseUnitAmount(new BigNumber(8), decimals), + ); + }); + orderWatcher.subscribe(callback); + const shouldThrowOnInsufficientBalanceOrAllowance = true; + await contractWrappers.exchange.fillOrderAsync( + signedOrder, + fillAmountInBaseUnits, + shouldThrowOnInsufficientBalanceOrAllowance, + taker, + ); + })().catch(done); + }); + it('should equal approved amount when approved amount is lowest', (done: DoneCallback) => { + (async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, + takerToken.address, + maker, + taker, + fillableAmount, + ); + + const changedMakerApprovalAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals); + orderWatcher.addOrder(signedOrder); + + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + const validOrderState = orderState as OrderStateValid; + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + changedMakerApprovalAmount, + ); + expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal( + changedMakerApprovalAmount, + ); + }); + orderWatcher.subscribe(callback); + await contractWrappers.token.setProxyAllowanceAsync( + makerToken.address, + maker, + changedMakerApprovalAmount, + ); + })().catch(done); + }); + it('should equal balance amount when balance amount is lowest', (done: DoneCallback) => { + (async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, + takerToken.address, + maker, + taker, + fillableAmount, + ); + + const makerBalance = await contractWrappers.token.getBalanceAsync(makerToken.address, maker); + + const remainingAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals); + const transferAmount = makerBalance.sub(remainingAmount); + orderWatcher.addOrder(signedOrder); + + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + expect(orderState.isValid).to.be.true(); + const validOrderState = orderState as OrderStateValid; + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + remainingAmount, + ); + expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal( + remainingAmount, + ); + }); + orderWatcher.subscribe(callback); + await contractWrappers.token.transferAsync( + makerToken.address, + maker, + constants.NULL_ADDRESS, + transferAmount, + ); + })().catch(done); + }); + it('should equal remaining amount when partially cancelled and order has fees', (done: DoneCallback) => { + (async () => { + const takerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(0), decimals); + const makerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals); + const feeRecipient = taker; + signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerToken.address, + takerToken.address, + makerFee, + takerFee, + maker, + taker, + fillableAmount, + feeRecipient, + ); + + const remainingTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(4), decimals); + const transferTokenAmount = makerFee.sub(remainingTokenAmount); + orderWatcher.addOrder(signedOrder); + + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + expect(orderState.isValid).to.be.true(); + const validOrderState = orderState as OrderStateValid; + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + remainingTokenAmount, + ); + }); + orderWatcher.subscribe(callback); + await contractWrappers.exchange.cancelOrderAsync(signedOrder, transferTokenAmount); + })().catch(done); + }); + it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => { + (async () => { + const takerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(0), decimals); + const makerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals); + const feeRecipient = taker; + signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerToken.address, + takerToken.address, + makerFee, + takerFee, + maker, + taker, + fillableAmount, + feeRecipient, + ); + + const remainingFeeAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals); + + const remainingTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(4), decimals); + const transferTokenAmount = makerFee.sub(remainingTokenAmount); + orderWatcher.addOrder(signedOrder); + + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + const validOrderState = orderState as OrderStateValid; + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + remainingFeeAmount, + ); + }); + orderWatcher.subscribe(callback); + await contractWrappers.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingFeeAmount); + await contractWrappers.token.transferAsync( + makerToken.address, + maker, + constants.NULL_ADDRESS, + transferTokenAmount, + ); + })().catch(done); + }); + it('should calculate full amount when all available and non-divisible', (done: DoneCallback) => { + (async () => { + const takerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(0), decimals); + const makerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals); + const feeRecipient = taker; + signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerToken.address, + takerToken.address, + makerFee, + takerFee, + maker, + taker, + fillableAmount, + feeRecipient, + ); + + orderWatcher.addOrder(signedOrder); + + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + const validOrderState = orderState as OrderStateValid; + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + fillableAmount, + ); + }); + orderWatcher.subscribe(callback); + await contractWrappers.token.setProxyAllowanceAsync( + makerToken.address, + maker, + Web3Wrapper.toBaseUnitAmount(new BigNumber(100), decimals), + ); + })().catch(done); + }); + }); + it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => { + (async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, + takerToken.address, + maker, + taker, + fillableAmount, + ); + const orderHash = getOrderHashHex(signedOrder); + orderWatcher.addOrder(signedOrder); + + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + expect(orderState.isValid).to.be.false(); + const invalidOrderState = orderState as OrderStateInvalid; + expect(invalidOrderState.orderHash).to.be.equal(orderHash); + expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero); + }); + orderWatcher.subscribe(callback); + + await contractWrappers.exchange.cancelOrderAsync(signedOrder, fillableAmount); + })().catch(done); + }); + it('should emit orderStateInvalid when within rounding error range', (done: DoneCallback) => { + (async () => { + const remainingFillableAmountInBaseUnits = new BigNumber(100); + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, + takerToken.address, + maker, + taker, + fillableAmount, + ); + const orderHash = getOrderHashHex(signedOrder); + orderWatcher.addOrder(signedOrder); + + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + expect(orderState.isValid).to.be.false(); + const invalidOrderState = orderState as OrderStateInvalid; + expect(invalidOrderState.orderHash).to.be.equal(orderHash); + expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderFillRoundingError); + }); + orderWatcher.subscribe(callback); + await contractWrappers.exchange.cancelOrderAsync( + signedOrder, + fillableAmount.minus(remainingFillableAmountInBaseUnits), + ); + })().catch(done); + }); + it('should emit orderStateValid when watched order partially cancelled', (done: DoneCallback) => { + (async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, + takerToken.address, + maker, + taker, + fillableAmount, + ); + + const cancelAmountInBaseUnits = new BigNumber(2); + const orderHash = getOrderHashHex(signedOrder); + orderWatcher.addOrder(signedOrder); + + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + expect(orderState.isValid).to.be.true(); + const validOrderState = orderState as OrderStateValid; + expect(validOrderState.orderHash).to.be.equal(orderHash); + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.cancelledTakerTokenAmount).to.be.bignumber.equal(cancelAmountInBaseUnits); + }); + orderWatcher.subscribe(callback); + await contractWrappers.exchange.cancelOrderAsync(signedOrder, cancelAmountInBaseUnits); + })().catch(done); + }); + }); +}); // tslint:disable:max-file-line-count |