diff options
Diffstat (limited to 'packages')
| -rw-r--r-- | packages/contracts/test/exchange/core.ts | 485 | ||||
| -rw-r--r-- | packages/contracts/test/exchange/helpers.ts | 47 | ||||
| -rw-r--r-- | packages/contracts/test/exchange/wrapper.ts | 258 | ||||
| -rw-r--r-- | packages/contracts/test/tutorials/arbitrage.ts | 426 |
4 files changed, 632 insertions, 584 deletions
diff --git a/packages/contracts/test/exchange/core.ts b/packages/contracts/test/exchange/core.ts index 63a62396a..b68db3edc 100644 --- a/packages/contracts/test/exchange/core.ts +++ b/packages/contracts/test/exchange/core.ts @@ -1,4 +1,4 @@ -import { LogWithDecodedArgs, SignedOrder, TransactionReceiptWithDecodedLogs, ZeroEx } from '0x.js'; +import { LogWithDecodedArgs, TransactionReceiptWithDecodedLogs, ZeroEx } from '0x.js'; import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils'; import { BigNumber } from '@0xproject/utils'; @@ -21,7 +21,8 @@ import { crypto } from '../../src/utils/crypto'; import { ExchangeWrapper } from '../../src/utils/exchange_wrapper'; import { LogDecoder } from '../../src/utils/log_decoder'; import { OrderFactory } from '../../src/utils/order_factory'; -import { BalancesByOwner, ContractName, ExchangeContractErrs } from '../../src/utils/types'; +import { orderUtils } from '../../src/utils/order_utils'; +import { BalancesByOwner, ContractName, ExchangeContractErrs, SignatureType, SignedOrder } from '../../src/utils/types'; import { chaiSetup } from '../utils/chai_setup'; import { deployer } from '../utils/deployer'; import { provider, web3Wrapper } from '../utils/web3_wrapper'; @@ -32,10 +33,10 @@ const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); const logDecoder = new LogDecoder(constants.TESTRPC_NETWORK_ID); describe('Exchange', () => { - let maker: string; + let makerAddress: string; let tokenOwner: string; - let taker: string; - let feeRecipient: string; + let takerAddress: string; + let feeRecipientAddress: string; const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); @@ -55,8 +56,8 @@ describe('Exchange', () => { before(async () => { const accounts = await web3Wrapper.getAvailableAddressesAsync(); - maker = accounts[0]; - [tokenOwner, taker, feeRecipient] = accounts; + makerAddress = accounts[0]; + [tokenOwner, takerAddress, feeRecipientAddress] = accounts; const [repInstance, dgdInstance, zrxInstance] = await Promise.all([ deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS), deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS), @@ -84,43 +85,44 @@ describe('Exchange', () => { exWrapper = new ExchangeWrapper(exchange, zeroEx); const defaultOrderParams = { - exchangeContractAddress: exchange.address, - maker, - feeRecipient, + exchangeAddress: exchange.address, + makerAddress, + feeRecipientAddress, makerTokenAddress: rep.address, takerTokenAddress: dgd.address, 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), + makerFeeAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), + takerFeeAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), }; - orderFactory = new OrderFactory(zeroEx, defaultOrderParams); - dmyBalances = new Balances([rep, dgd, zrx], [maker, taker, feeRecipient]); + const secretKey = constants.TESTRPC_ACCOUNTS[0].secretKey; + orderFactory = new OrderFactory(secretKey, defaultOrderParams); + dmyBalances = new Balances([rep, dgd, zrx], [makerAddress, takerAddress, feeRecipientAddress]); await Promise.all([ rep.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { - from: maker, + from: makerAddress, }), rep.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { - from: taker, + from: takerAddress, }), - rep.setBalance.sendTransactionAsync(maker, INITIAL_BALANCE, { from: tokenOwner }), - rep.setBalance.sendTransactionAsync(taker, INITIAL_BALANCE, { from: tokenOwner }), + rep.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }), + rep.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }), dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { - from: maker, + from: makerAddress, }), dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { - from: taker, + from: takerAddress, }), - dgd.setBalance.sendTransactionAsync(maker, INITIAL_BALANCE, { from: tokenOwner }), - dgd.setBalance.sendTransactionAsync(taker, INITIAL_BALANCE, { from: tokenOwner }), + dgd.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }), + dgd.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }), zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { - from: maker, + from: makerAddress, }), zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { - from: taker, + from: takerAddress, }), - zrx.setBalance.sendTransactionAsync(maker, INITIAL_BALANCE, { from: tokenOwner }), - zrx.setBalance.sendTransactionAsync(taker, INITIAL_BALANCE, { from: tokenOwner }), + zrx.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }), + zrx.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }), ]); }); beforeEach(async () => { @@ -138,57 +140,57 @@ describe('Exchange', () => { describe('fillOrder', () => { beforeEach(async () => { balances = await dmyBalances.getAsync(); - signedOrder = await orderFactory.newSignedOrderAsync(); + signedOrder = orderFactory.newSignedOrder(); }); it('should create an unfillable order', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ + signedOrder = orderFactory.newSignedOrder({ makerTokenAmount: new BigNumber(1001), takerTokenAmount: new BigNumber(3), }); - const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync( - ZeroEx.getOrderHashHex(signedOrder), + const filledTakerTokenAmountBefore = await exWrapper.getFilledTakerTokenAmountAsync( + orderUtils.getOrderHashHex(signedOrder), ); expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0); const fillTakerTokenAmount1 = new BigNumber(2); - await exWrapper.fillOrderAsync(signedOrder, taker, { + await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount: fillTakerTokenAmount1, }); - const filledTakerTokenAmountAfter1 = await zeroEx.exchange.getFilledTakerAmountAsync( - ZeroEx.getOrderHashHex(signedOrder), + const filledTakerTokenAmountAfter1 = await exWrapper.getFilledTakerTokenAmountAsync( + orderUtils.getOrderHashHex(signedOrder), ); expect(filledTakerTokenAmountAfter1).to.be.bignumber.equal(fillTakerTokenAmount1); const fillTakerTokenAmount2 = new BigNumber(1); - await exWrapper.fillOrderAsync(signedOrder, taker, { + await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount: fillTakerTokenAmount2, }); - const filledTakerTokenAmountAfter2 = await zeroEx.exchange.getFilledTakerAmountAsync( - ZeroEx.getOrderHashHex(signedOrder), + const filledTakerTokenAmountAfter2 = await exWrapper.getFilledTakerTokenAmountAsync( + orderUtils.getOrderHashHex(signedOrder), ); expect(filledTakerTokenAmountAfter2).to.be.bignumber.equal(filledTakerTokenAmountAfter1); }); it('should transfer the correct amounts when makerTokenAmount === takerTokenAmount', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ + signedOrder = orderFactory.newSignedOrder({ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), }); - const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync( - ZeroEx.getOrderHashHex(signedOrder), + const filledTakerTokenAmountBefore = await exWrapper.getFilledTakerTokenAmountAsync( + orderUtils.getOrderHashHex(signedOrder), ); expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0); const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2); - await exWrapper.fillOrderAsync(signedOrder, taker, { takerTokenFillAmount }); + await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount }); - const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync( - ZeroEx.getOrderHashHex(signedOrder), + const filledTakerTokenAmountAfter = await exWrapper.getFilledTakerTokenAmountAsync( + orderUtils.getOrderHashHex(signedOrder), ); expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(takerTokenFillAmount); @@ -197,51 +199,51 @@ describe('Exchange', () => { const makerTokenFillAmount = takerTokenFillAmount .times(signedOrder.makerTokenAmount) .dividedToIntegerBy(signedOrder.takerTokenAmount); - const makerFeePaid = signedOrder.makerFee + const makerFeePaid = signedOrder.makerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - const takerFeePaid = signedOrder.takerFee + const takerFeePaid = signedOrder.takerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - expect(newBalances[maker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.makerTokenAddress].minus(makerTokenFillAmount), + expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.makerTokenAddress].minus(makerTokenFillAmount), ); - expect(newBalances[maker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.takerTokenAddress].add(takerTokenFillAmount), + expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenFillAmount), ); - expect(newBalances[maker][zrx.address]).to.be.bignumber.equal( - balances[maker][zrx.address].minus(makerFeePaid), + expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( + balances[makerAddress][zrx.address].minus(makerFeePaid), ); - expect(newBalances[taker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.takerTokenAddress].minus(takerTokenFillAmount), + expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenFillAmount), ); - expect(newBalances[taker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.makerTokenAddress].add(makerTokenFillAmount), + expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.makerTokenAddress].add(makerTokenFillAmount), ); - expect(newBalances[taker][zrx.address]).to.be.bignumber.equal( - balances[taker][zrx.address].minus(takerFeePaid), + expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( + balances[takerAddress][zrx.address].minus(takerFeePaid), ); - expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal( - balances[feeRecipient][zrx.address].add(makerFeePaid.add(takerFeePaid)), + expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal( + balances[feeRecipientAddress][zrx.address].add(makerFeePaid.add(takerFeePaid)), ); }); it('should transfer the correct amounts when makerTokenAmount > takerTokenAmount', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ + signedOrder = orderFactory.newSignedOrder({ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), }); - const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync( - ZeroEx.getOrderHashHex(signedOrder), + const filledTakerTokenAmountBefore = await exWrapper.getFilledTakerTokenAmountAsync( + orderUtils.getOrderHashHex(signedOrder), ); expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0); const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2); - await exWrapper.fillOrderAsync(signedOrder, taker, { takerTokenFillAmount }); + await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount }); - const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync( - ZeroEx.getOrderHashHex(signedOrder), + const filledTakerTokenAmountAfter = await exWrapper.getFilledTakerTokenAmountAsync( + orderUtils.getOrderHashHex(signedOrder), ); expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(takerTokenFillAmount); @@ -250,51 +252,51 @@ describe('Exchange', () => { const makerTokenFillAmount = takerTokenFillAmount .times(signedOrder.makerTokenAmount) .dividedToIntegerBy(signedOrder.takerTokenAmount); - const makerFeePaid = signedOrder.makerFee + const makerFeePaid = signedOrder.makerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - const takerFeePaid = signedOrder.takerFee + const takerFeePaid = signedOrder.takerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - expect(newBalances[maker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.makerTokenAddress].minus(makerTokenFillAmount), + expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.makerTokenAddress].minus(makerTokenFillAmount), ); - expect(newBalances[maker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.takerTokenAddress].add(takerTokenFillAmount), + expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenFillAmount), ); - expect(newBalances[maker][zrx.address]).to.be.bignumber.equal( - balances[maker][zrx.address].minus(makerFeePaid), + expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( + balances[makerAddress][zrx.address].minus(makerFeePaid), ); - expect(newBalances[taker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.takerTokenAddress].minus(takerTokenFillAmount), + expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenFillAmount), ); - expect(newBalances[taker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.makerTokenAddress].add(makerTokenFillAmount), + expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.makerTokenAddress].add(makerTokenFillAmount), ); - expect(newBalances[taker][zrx.address]).to.be.bignumber.equal( - balances[taker][zrx.address].minus(takerFeePaid), + expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( + balances[takerAddress][zrx.address].minus(takerFeePaid), ); - expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal( - balances[feeRecipient][zrx.address].add(makerFeePaid.add(takerFeePaid)), + expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal( + balances[feeRecipientAddress][zrx.address].add(makerFeePaid.add(takerFeePaid)), ); }); it('should transfer the correct amounts when makerTokenAmount < takerTokenAmount', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ + signedOrder = orderFactory.newSignedOrder({ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), }); - const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync( - ZeroEx.getOrderHashHex(signedOrder), + const filledTakerTokenAmountBefore = await exWrapper.getFilledTakerTokenAmountAsync( + orderUtils.getOrderHashHex(signedOrder), ); expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0); const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2); - await exWrapper.fillOrderAsync(signedOrder, taker, { takerTokenFillAmount }); + await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount }); - const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync( - ZeroEx.getOrderHashHex(signedOrder), + const filledTakerTokenAmountAfter = await exWrapper.getFilledTakerTokenAmountAsync( + orderUtils.getOrderHashHex(signedOrder), ); expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(takerTokenFillAmount); @@ -303,52 +305,52 @@ describe('Exchange', () => { const makerTokenFillAmount = takerTokenFillAmount .times(signedOrder.makerTokenAmount) .dividedToIntegerBy(signedOrder.takerTokenAmount); - const makerFeePaid = signedOrder.makerFee + const makerFeePaid = signedOrder.makerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - const takerFeePaid = signedOrder.takerFee + const takerFeePaid = signedOrder.takerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - expect(newBalances[maker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.makerTokenAddress].minus(makerTokenFillAmount), + expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.makerTokenAddress].minus(makerTokenFillAmount), ); - expect(newBalances[maker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.takerTokenAddress].add(takerTokenFillAmount), + expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenFillAmount), ); - expect(newBalances[maker][zrx.address]).to.be.bignumber.equal( - balances[maker][zrx.address].minus(makerFeePaid), + expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( + balances[makerAddress][zrx.address].minus(makerFeePaid), ); - expect(newBalances[taker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.takerTokenAddress].minus(takerTokenFillAmount), + expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenFillAmount), ); - expect(newBalances[taker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.makerTokenAddress].add(makerTokenFillAmount), + expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.makerTokenAddress].add(makerTokenFillAmount), ); - expect(newBalances[taker][zrx.address]).to.be.bignumber.equal( - balances[taker][zrx.address].minus(takerFeePaid), + expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( + balances[takerAddress][zrx.address].minus(takerFeePaid), ); - expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal( - balances[feeRecipient][zrx.address].add(makerFeePaid.add(takerFeePaid)), + expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal( + balances[feeRecipientAddress][zrx.address].add(makerFeePaid.add(takerFeePaid)), ); }); it('should transfer the correct amounts when taker is specified and order is claimed by taker', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ - taker, + signedOrder = orderFactory.newSignedOrder({ + takerAddress, makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), }); - const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync( - ZeroEx.getOrderHashHex(signedOrder), + const filledTakerTokenAmountBefore = await exWrapper.getFilledTakerTokenAmountAsync( + orderUtils.getOrderHashHex(signedOrder), ); expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0); const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2); - await exWrapper.fillOrderAsync(signedOrder, taker, { takerTokenFillAmount }); + await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount }); - const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync( - ZeroEx.getOrderHashHex(signedOrder), + const filledTakerTokenAmountAfter = await exWrapper.getFilledTakerTokenAmountAsync( + orderUtils.getOrderHashHex(signedOrder), ); const expectedFillAmountTAfter = takerTokenFillAmount.add(filledTakerTokenAmountBefore); expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(expectedFillAmountTAfter); @@ -358,40 +360,40 @@ describe('Exchange', () => { const makerTokenFillAmount = takerTokenFillAmount .times(signedOrder.makerTokenAmount) .dividedToIntegerBy(signedOrder.takerTokenAmount); - const makerFeePaid = signedOrder.makerFee + const makerFeePaid = signedOrder.makerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - const takerFeePaid = signedOrder.takerFee + const takerFeePaid = signedOrder.takerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - expect(newBalances[maker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.makerTokenAddress].minus(makerTokenFillAmount), + expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.makerTokenAddress].minus(makerTokenFillAmount), ); - expect(newBalances[maker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.takerTokenAddress].add(takerTokenFillAmount), + expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenFillAmount), ); - expect(newBalances[maker][zrx.address]).to.be.bignumber.equal( - balances[maker][zrx.address].minus(makerFeePaid), + expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( + balances[makerAddress][zrx.address].minus(makerFeePaid), ); - expect(newBalances[taker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.takerTokenAddress].minus(takerTokenFillAmount), + expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenFillAmount), ); - expect(newBalances[taker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.makerTokenAddress].add(makerTokenFillAmount), + expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.makerTokenAddress].add(makerTokenFillAmount), ); - expect(newBalances[taker][zrx.address]).to.be.bignumber.equal( - balances[taker][zrx.address].minus(takerFeePaid), + expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( + balances[takerAddress][zrx.address].minus(takerFeePaid), ); - expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal( - balances[feeRecipient][zrx.address].add(makerFeePaid.add(takerFeePaid)), + expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal( + balances[feeRecipientAddress][zrx.address].add(makerFeePaid.add(takerFeePaid)), ); }); it('should fill remaining value if takerTokenFillAmount > remaining takerTokenAmount', async () => { const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2); - await exWrapper.fillOrderAsync(signedOrder, taker, { takerTokenFillAmount }); + await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount }); - const res = await exWrapper.fillOrderAsync(signedOrder, taker, { + const res = await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount: signedOrder.takerTokenAmount, }); const log = logDecoder.decodeLogOrThrow(res.logs[0]) as LogWithDecodedArgs<LogFillContractEventArgs>; @@ -400,32 +402,34 @@ describe('Exchange', () => { ); const newBalances = await dmyBalances.getAsync(); - expect(newBalances[maker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.makerTokenAddress].minus(signedOrder.makerTokenAmount), + expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.makerTokenAddress].minus(signedOrder.makerTokenAmount), ); - expect(newBalances[maker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.takerTokenAddress].add(signedOrder.takerTokenAmount), + expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.takerTokenAddress].add(signedOrder.takerTokenAmount), ); - expect(newBalances[maker][zrx.address]).to.be.bignumber.equal( - balances[maker][zrx.address].minus(signedOrder.makerFee), + expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( + balances[makerAddress][zrx.address].minus(signedOrder.makerFeeAmount), ); - expect(newBalances[taker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.takerTokenAddress].minus(signedOrder.takerTokenAmount), + expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.takerTokenAddress].minus(signedOrder.takerTokenAmount), ); - expect(newBalances[taker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.makerTokenAddress].add(signedOrder.makerTokenAmount), + expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.makerTokenAddress].add(signedOrder.makerTokenAmount), ); - expect(newBalances[taker][zrx.address]).to.be.bignumber.equal( - balances[taker][zrx.address].minus(signedOrder.takerFee), + expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( + balances[takerAddress][zrx.address].minus(signedOrder.takerFeeAmount), ); - expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal( - balances[feeRecipient][zrx.address].add(signedOrder.makerFee.add(signedOrder.takerFee)), + expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal( + balances[feeRecipientAddress][zrx.address].add( + signedOrder.makerFeeAmount.add(signedOrder.takerFeeAmount), + ), ); }); it('should log 1 event with the correct arguments when order has a feeRecipient', async () => { const divisor = 2; - const res = await exWrapper.fillOrderAsync(signedOrder, taker, { + const res = await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount: signedOrder.takerTokenAmount.div(divisor), }); expect(res.logs).to.have.length(1); @@ -434,29 +438,29 @@ describe('Exchange', () => { const logArgs = log.args; const expectedFilledMakerTokenAmount = signedOrder.makerTokenAmount.div(divisor); const expectedFilledTakerTokenAmount = signedOrder.takerTokenAmount.div(divisor); - const expectedFeeMPaid = signedOrder.makerFee.div(divisor); - const expectedFeeTPaid = signedOrder.takerFee.div(divisor); + const expectedFeeMPaid = signedOrder.makerFeeAmount.div(divisor); + const expectedFeeTPaid = signedOrder.takerFeeAmount.div(divisor); const tokensHashBuff = crypto.solSHA3([signedOrder.makerTokenAddress, signedOrder.takerTokenAddress]); const expectedTokens = ethUtil.bufferToHex(tokensHashBuff); - expect(signedOrder.maker).to.be.equal(logArgs.maker); - expect(taker).to.be.equal(logArgs.taker); - expect(signedOrder.feeRecipient).to.be.equal(logArgs.feeRecipient); - expect(signedOrder.makerTokenAddress).to.be.equal(logArgs.makerToken); - expect(signedOrder.takerTokenAddress).to.be.equal(logArgs.takerToken); + expect(signedOrder.makerAddress).to.be.equal(logArgs.makerAddress); + expect(takerAddress).to.be.equal(logArgs.takerAddress); + expect(signedOrder.feeRecipientAddress).to.be.equal(logArgs.feeRecipientAddress); + expect(signedOrder.makerTokenAddress).to.be.equal(logArgs.makerTokenAddress); + expect(signedOrder.takerTokenAddress).to.be.equal(logArgs.takerTokenAddress); expect(expectedFilledMakerTokenAmount).to.be.bignumber.equal(logArgs.makerTokenFilledAmount); expect(expectedFilledTakerTokenAmount).to.be.bignumber.equal(logArgs.takerTokenFilledAmount); - expect(expectedFeeMPaid).to.be.bignumber.equal(logArgs.makerFeePaid); - expect(expectedFeeTPaid).to.be.bignumber.equal(logArgs.takerFeePaid); - expect(ZeroEx.getOrderHashHex(signedOrder)).to.be.equal(logArgs.orderHash); + expect(expectedFeeMPaid).to.be.bignumber.equal(logArgs.makerFeeAmountPaid); + expect(expectedFeeTPaid).to.be.bignumber.equal(logArgs.takerFeeAmountPaid); + expect(orderUtils.getOrderHashHex(signedOrder)).to.be.equal(logArgs.orderHash); }); it('should log 1 event with the correct arguments when order has no feeRecipient', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ - feeRecipient: ZeroEx.NULL_ADDRESS, + signedOrder = orderFactory.newSignedOrder({ + feeRecipientAddress: ZeroEx.NULL_ADDRESS, }); const divisor = 2; - const res = await exWrapper.fillOrderAsync(signedOrder, taker, { + const res = await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount: signedOrder.takerTokenAmount.div(divisor), }); expect(res.logs).to.have.length(1); @@ -470,59 +474,66 @@ describe('Exchange', () => { const tokensHashBuff = crypto.solSHA3([signedOrder.makerTokenAddress, signedOrder.takerTokenAddress]); const expectedTokens = ethUtil.bufferToHex(tokensHashBuff); - expect(signedOrder.maker).to.be.equal(logArgs.maker); - expect(taker).to.be.equal(logArgs.taker); - expect(signedOrder.feeRecipient).to.be.equal(logArgs.feeRecipient); - expect(signedOrder.makerTokenAddress).to.be.equal(logArgs.makerToken); - expect(signedOrder.takerTokenAddress).to.be.equal(logArgs.takerToken); + expect(signedOrder.makerAddress).to.be.equal(logArgs.makerAddress); + expect(takerAddress).to.be.equal(logArgs.takerAddress); + expect(signedOrder.feeRecipientAddress).to.be.equal(logArgs.feeRecipientAddress); + expect(signedOrder.makerTokenAddress).to.be.equal(logArgs.makerTokenAddress); + expect(signedOrder.takerTokenAddress).to.be.equal(logArgs.takerTokenAddress); expect(expectedFilledMakerTokenAmount).to.be.bignumber.equal(logArgs.makerTokenFilledAmount); expect(expectedFilledTakerTokenAmount).to.be.bignumber.equal(logArgs.takerTokenFilledAmount); - expect(expectedFeeMPaid).to.be.bignumber.equal(logArgs.makerFeePaid); - expect(expectedFeeTPaid).to.be.bignumber.equal(logArgs.takerFeePaid); - expect(ZeroEx.getOrderHashHex(signedOrder)).to.be.equal(logArgs.orderHash); + expect(expectedFeeMPaid).to.be.bignumber.equal(logArgs.makerFeeAmountPaid); + expect(expectedFeeTPaid).to.be.bignumber.equal(logArgs.takerFeeAmountPaid); + expect(orderUtils.getOrderHashHex(signedOrder)).to.be.equal(logArgs.orderHash); }); it('should throw when taker is specified and order is claimed by other', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ - taker: feeRecipient, + signedOrder = orderFactory.newSignedOrder({ + takerAddress: feeRecipientAddress, makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), }); - return expect(exWrapper.fillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT); + return expect(exWrapper.fillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(constants.REVERT); }); it('should throw if signature is invalid', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ + signedOrder = orderFactory.newSignedOrder({ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(10), 18), }); - signedOrder.ecSignature.r = ethUtil.bufferToHex(ethUtil.sha3('invalidR')); - signedOrder.ecSignature.s = ethUtil.bufferToHex(ethUtil.sha3('invalidS')); - return expect(exWrapper.fillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT); + const invalidR = ethUtil.sha3('invalidR'); + const invalidS = ethUtil.sha3('invalidS'); + const invalidSigBuff = Buffer.concat([ + ethUtil.toBuffer(signedOrder.signature.slice(0, 6)), + invalidR, + invalidS, + ]); + const invalidSigHex = `0x${invalidSigBuff.toString('hex')}`; + signedOrder.signature = invalidSigHex; + return expect(exWrapper.fillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(constants.REVERT); }); it('should throw if makerTokenAmount is 0', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ + signedOrder = orderFactory.newSignedOrder({ makerTokenAmount: new BigNumber(0), }); - return expect(exWrapper.fillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT); + return expect(exWrapper.fillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(constants.REVERT); }); it('should throw if takerTokenAmount is 0', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ + signedOrder = orderFactory.newSignedOrder({ takerTokenAmount: new BigNumber(0), }); - return expect(exWrapper.fillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT); + return expect(exWrapper.fillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(constants.REVERT); }); it('should throw if takerTokenFillAmount is 0', async () => { - signedOrder = await orderFactory.newSignedOrderAsync(); + signedOrder = orderFactory.newSignedOrder(); return expect( - exWrapper.fillOrderAsync(signedOrder, taker, { + exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount: new BigNumber(0), }), ).to.be.rejectedWith(constants.REVERT); @@ -540,11 +551,11 @@ describe('Exchange', () => { // }); it('should throw if maker balances are too low to fill order', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ + signedOrder = orderFactory.newSignedOrder({ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18), }); - return expect(exWrapper.fillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT); + 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 \ @@ -559,11 +570,11 @@ describe('Exchange', () => { // }); it('should throw if taker balances are too low to fill order', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ + signedOrder = orderFactory.newSignedOrder({ takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18), }); - return expect(exWrapper.fillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT); + 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 \ @@ -579,10 +590,12 @@ describe('Exchange', () => { // }); it('should throw if maker allowances are too low to fill order', async () => { - await rep.approve.sendTransactionAsync(tokenTransferProxy.address, new BigNumber(0), { from: maker }); - expect(exWrapper.fillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT); + await rep.approve.sendTransactionAsync(tokenTransferProxy.address, new BigNumber(0), { + from: makerAddress, + }); + expect(exWrapper.fillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(constants.REVERT); await rep.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { - from: maker, + from: makerAddress, }); }); @@ -599,10 +612,12 @@ describe('Exchange', () => { // }); it('should throw if taker allowances are too low to fill order', async () => { - await dgd.approve.sendTransactionAsync(tokenTransferProxy.address, new BigNumber(0), { from: taker }); - expect(exWrapper.fillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT); + await dgd.approve.sendTransactionAsync(tokenTransferProxy.address, new BigNumber(0), { + from: takerAddress, + }); + expect(exWrapper.fillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(constants.REVERT); await dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { - from: taker, + from: takerAddress, }); }); @@ -673,21 +688,21 @@ describe('Exchange', () => { // }); it('should not change balances if an order is expired', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ - expirationUnixTimestampSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), + signedOrder = orderFactory.newSignedOrder({ + expirationTimeSeconds: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), }); - await exWrapper.fillOrderAsync(signedOrder, taker); + await exWrapper.fillOrderAsync(signedOrder, takerAddress); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should log an error event if an order is expired', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ - expirationUnixTimestampSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), + signedOrder = orderFactory.newSignedOrder({ + expirationTimeSeconds: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), }); - const res = await exWrapper.fillOrderAsync(signedOrder, taker); + const res = await exWrapper.fillOrderAsync(signedOrder, takerAddress); expect(res.logs).to.have.length(1); const log = logDecoder.decodeLogOrThrow(res.logs[0]) as LogWithDecodedArgs<LogErrorContractEventArgs>; const errCode = log.args.errorId; @@ -695,10 +710,10 @@ describe('Exchange', () => { }); it('should log an error event if no value is filled', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({}); - await exWrapper.fillOrderAsync(signedOrder, taker); + signedOrder = orderFactory.newSignedOrder({}); + await exWrapper.fillOrderAsync(signedOrder, takerAddress); - const res = await exWrapper.fillOrderAsync(signedOrder, taker); + const res = await exWrapper.fillOrderAsync(signedOrder, takerAddress); expect(res.logs).to.have.length(1); const log = logDecoder.decodeLogOrThrow(res.logs[0]) as LogWithDecodedArgs<LogErrorContractEventArgs>; const errCode = log.args.errorId; @@ -709,42 +724,42 @@ describe('Exchange', () => { describe('cancelOrder', () => { beforeEach(async () => { balances = await dmyBalances.getAsync(); - signedOrder = await orderFactory.newSignedOrderAsync(); + signedOrder = orderFactory.newSignedOrder(); }); it('should throw if not sent by maker', async () => { - return expect(exWrapper.cancelOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT); + return expect(exWrapper.cancelOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(constants.REVERT); }); it('should throw if makerTokenAmount is 0', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ + signedOrder = orderFactory.newSignedOrder({ makerTokenAmount: new BigNumber(0), }); - return expect(exWrapper.cancelOrderAsync(signedOrder, maker)).to.be.rejectedWith(constants.REVERT); + return expect(exWrapper.cancelOrderAsync(signedOrder, makerAddress)).to.be.rejectedWith(constants.REVERT); }); it('should throw if takerTokenAmount is 0', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ + signedOrder = orderFactory.newSignedOrder({ takerTokenAmount: new BigNumber(0), }); - return expect(exWrapper.cancelOrderAsync(signedOrder, maker)).to.be.rejectedWith(constants.REVERT); + return expect(exWrapper.cancelOrderAsync(signedOrder, makerAddress)).to.be.rejectedWith(constants.REVERT); }); it('should throw if takerTokenCancelAmount is 0', async () => { - signedOrder = await orderFactory.newSignedOrderAsync(); + signedOrder = orderFactory.newSignedOrder(); return expect( - exWrapper.cancelOrderAsync(signedOrder, maker, { + exWrapper.cancelOrderAsync(signedOrder, makerAddress, { takerTokenCancelAmount: new BigNumber(0), }), ).to.be.rejectedWith(constants.REVERT); }); it('should be able to cancel a full order', async () => { - await exWrapper.cancelOrderAsync(signedOrder, maker); - await exWrapper.fillOrderAsync(signedOrder, taker, { + await exWrapper.cancelOrderAsync(signedOrder, makerAddress); + await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount: signedOrder.takerTokenAmount.div(2), }); @@ -754,11 +769,11 @@ describe('Exchange', () => { it('should be able to cancel part of an order', async () => { const takerTokenCancelAmount = signedOrder.takerTokenAmount.div(2); - await exWrapper.cancelOrderAsync(signedOrder, maker, { + await exWrapper.cancelOrderAsync(signedOrder, makerAddress, { takerTokenCancelAmount, }); - const res = await exWrapper.fillOrderAsync(signedOrder, taker, { + const res = await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount: signedOrder.takerTokenAmount, }); const log = logDecoder.decodeLogOrThrow(res.logs[0]) as LogWithDecodedArgs<LogFillContractEventArgs>; @@ -770,38 +785,38 @@ describe('Exchange', () => { const cancelMakerTokenAmount = takerTokenCancelAmount .times(signedOrder.makerTokenAmount) .dividedToIntegerBy(signedOrder.takerTokenAmount); - const makerFeePaid = signedOrder.makerFee + const makerFeePaid = signedOrder.makerFeeAmount .times(cancelMakerTokenAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - const takerFeePaid = signedOrder.takerFee + const takerFeePaid = signedOrder.takerFeeAmount .times(cancelMakerTokenAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - expect(newBalances[maker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.makerTokenAddress].minus(cancelMakerTokenAmount), + expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.makerTokenAddress].minus(cancelMakerTokenAmount), ); - expect(newBalances[maker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.takerTokenAddress].add(takerTokenCancelAmount), + expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenCancelAmount), ); - expect(newBalances[maker][zrx.address]).to.be.bignumber.equal( - balances[maker][zrx.address].minus(makerFeePaid), + expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( + balances[makerAddress][zrx.address].minus(makerFeePaid), ); - expect(newBalances[taker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.takerTokenAddress].minus(takerTokenCancelAmount), + expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenCancelAmount), ); - expect(newBalances[taker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.makerTokenAddress].add(cancelMakerTokenAmount), + expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.makerTokenAddress].add(cancelMakerTokenAmount), ); - expect(newBalances[taker][zrx.address]).to.be.bignumber.equal( - balances[taker][zrx.address].minus(takerFeePaid), + expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( + balances[takerAddress][zrx.address].minus(takerFeePaid), ); - expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal( - balances[feeRecipient][zrx.address].add(makerFeePaid.add(takerFeePaid)), + expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal( + balances[feeRecipientAddress][zrx.address].add(makerFeePaid.add(takerFeePaid)), ); }); it('should log 1 event with correct arguments', async () => { const divisor = 2; - const res = await exWrapper.cancelOrderAsync(signedOrder, maker, { + const res = await exWrapper.cancelOrderAsync(signedOrder, makerAddress, { takerTokenCancelAmount: signedOrder.takerTokenAmount.div(divisor), }); expect(res.logs).to.have.length(1); @@ -810,22 +825,20 @@ describe('Exchange', () => { const logArgs = log.args; const expectedCancelledMakerTokenAmount = signedOrder.makerTokenAmount.div(divisor); const expectedCancelledTakerTokenAmount = signedOrder.takerTokenAmount.div(divisor); - const tokensHashBuff = crypto.solSHA3([signedOrder.makerTokenAddress, signedOrder.takerTokenAddress]); - const expectedTokens = ethUtil.bufferToHex(tokensHashBuff); - expect(signedOrder.maker).to.be.equal(logArgs.maker); - expect(signedOrder.feeRecipient).to.be.equal(logArgs.feeRecipient); - expect(signedOrder.makerTokenAddress).to.be.equal(logArgs.makerToken); - expect(signedOrder.takerTokenAddress).to.be.equal(logArgs.takerToken); + expect(signedOrder.makerAddress).to.be.equal(logArgs.makerAddress); + expect(signedOrder.feeRecipientAddress).to.be.equal(logArgs.feeRecipientAddress); + expect(signedOrder.makerTokenAddress).to.be.equal(logArgs.makerTokenAddress); + expect(signedOrder.takerTokenAddress).to.be.equal(logArgs.takerTokenAddress); expect(expectedCancelledMakerTokenAmount).to.be.bignumber.equal(logArgs.makerTokenCancelledAmount); expect(expectedCancelledTakerTokenAmount).to.be.bignumber.equal(logArgs.takerTokenCancelledAmount); - expect(ZeroEx.getOrderHashHex(signedOrder)).to.be.equal(logArgs.orderHash); + expect(orderUtils.getOrderHashHex(signedOrder)).to.be.equal(logArgs.orderHash); }); it('should not log events if no value is cancelled', async () => { - await exWrapper.cancelOrderAsync(signedOrder, maker); + await exWrapper.cancelOrderAsync(signedOrder, makerAddress); - const res = await exWrapper.cancelOrderAsync(signedOrder, maker); + const res = await exWrapper.cancelOrderAsync(signedOrder, makerAddress); expect(res.logs).to.have.length(1); const log = logDecoder.decodeLogOrThrow(res.logs[0]) as LogWithDecodedArgs<LogErrorContractEventArgs>; const errCode = log.args.errorId; @@ -833,11 +846,11 @@ describe('Exchange', () => { }); it('should not log events if order is expired', async () => { - signedOrder = await orderFactory.newSignedOrderAsync({ - expirationUnixTimestampSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), + signedOrder = orderFactory.newSignedOrder({ + expirationTimeSeconds: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), }); - const res = await exWrapper.cancelOrderAsync(signedOrder, maker); + const res = await exWrapper.cancelOrderAsync(signedOrder, makerAddress); expect(res.logs).to.have.length(1); const log = logDecoder.decodeLogOrThrow(res.logs[0]) as LogWithDecodedArgs<LogErrorContractEventArgs>; const errCode = log.args.errorId; diff --git a/packages/contracts/test/exchange/helpers.ts b/packages/contracts/test/exchange/helpers.ts index d41f37446..c52f66ca5 100644 --- a/packages/contracts/test/exchange/helpers.ts +++ b/packages/contracts/test/exchange/helpers.ts @@ -1,4 +1,4 @@ -import { SignedOrder, ZeroEx } from '0x.js'; +import { ZeroEx } from '0x.js'; import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils'; import { BigNumber } from '@0xproject/utils'; import { Web3Wrapper } from '@0xproject/web3-wrapper'; @@ -9,7 +9,8 @@ import { ExchangeContract } from '../../src/contract_wrappers/generated/exchange import { constants } from '../../src/utils/constants'; import { ExchangeWrapper } from '../../src/utils/exchange_wrapper'; import { OrderFactory } from '../../src/utils/order_factory'; -import { ContractName } from '../../src/utils/types'; +import { orderUtils } from '../../src/utils/order_utils'; +import { ContractName, SignedOrder } from '../../src/utils/types'; import { chaiSetup } from '../utils/chai_setup'; import { deployer } from '../utils/deployer'; import { provider, web3Wrapper } from '../utils/web3_wrapper'; @@ -20,8 +21,8 @@ const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); describe('Exchange', () => { - let maker: string; - let feeRecipient: string; + let makerAddress: string; + let feeRecipientAddress: string; let signedOrder: SignedOrder; let exchangeWrapper: ExchangeWrapper; @@ -29,7 +30,7 @@ describe('Exchange', () => { before(async () => { const accounts = await web3Wrapper.getAvailableAddressesAsync(); - [maker, feeRecipient] = accounts; + [makerAddress, feeRecipientAddress] = accounts; const tokenRegistry = await deployer.deployAsync(ContractName.TokenRegistry); const tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy); const [rep, dgd, zrx] = await Promise.all([ @@ -46,18 +47,19 @@ describe('Exchange', () => { const zeroEx = new ZeroEx(provider, { networkId: constants.TESTRPC_NETWORK_ID }); exchangeWrapper = new ExchangeWrapper(exchange, zeroEx); const defaultOrderParams = { - exchangeContractAddress: exchange.address, - maker, - feeRecipient, + exchangeAddress: exchange.address, + makerAddress, + feeRecipientAddress, makerTokenAddress: rep.address, takerTokenAddress: dgd.address, 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), + makerFeeAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), + takerFeeAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), }; - orderFactory = new OrderFactory(zeroEx, defaultOrderParams); - signedOrder = await orderFactory.newSignedOrderAsync(); + const secretKey = constants.TESTRPC_ACCOUNTS[0].secretKey; + orderFactory = new OrderFactory(secretKey, defaultOrderParams); + signedOrder = orderFactory.newSignedOrder(); }); beforeEach(async () => { @@ -69,30 +71,31 @@ describe('Exchange', () => { describe('getOrderHash', () => { it('should output the correct orderHash', async () => { const orderHashHex = await exchangeWrapper.getOrderHashAsync(signedOrder); - expect(ZeroEx.getOrderHashHex(signedOrder)).to.be.equal(orderHashHex); + expect(orderUtils.getOrderHashHex(signedOrder)).to.be.equal(orderHashHex); }); }); describe('isValidSignature', () => { beforeEach(async () => { - signedOrder = await orderFactory.newSignedOrderAsync(); + signedOrder = orderFactory.newSignedOrder(); }); it('should return true with a valid signature', async () => { const success = await exchangeWrapper.isValidSignatureAsync(signedOrder); - const orderHashHex = ZeroEx.getOrderHashHex(signedOrder); - const isValidSignature = ZeroEx.isValidSignature(orderHashHex, signedOrder.ecSignature, signedOrder.maker); - expect(isValidSignature).to.be.true(); expect(success).to.be.true(); }); it('should return false with an invalid signature', async () => { - signedOrder.ecSignature.r = ethUtil.bufferToHex(ethUtil.sha3('invalidR')); - signedOrder.ecSignature.s = ethUtil.bufferToHex(ethUtil.sha3('invalidS')); + const invalidR = ethUtil.sha3('invalidR'); + const invalidS = ethUtil.sha3('invalidS'); + const invalidSigBuff = Buffer.concat([ + ethUtil.toBuffer(signedOrder.signature.slice(0, 6)), + invalidR, + invalidS, + ]); + const invalidSigHex = `0x${invalidSigBuff.toString('hex')}`; + signedOrder.signature = invalidSigHex; const success = await exchangeWrapper.isValidSignatureAsync(signedOrder); - const orderHashHex = ZeroEx.getOrderHashHex(signedOrder); - const isValidSignature = ZeroEx.isValidSignature(orderHashHex, signedOrder.ecSignature, signedOrder.maker); - expect(isValidSignature).to.be.false(); expect(success).to.be.false(); }); }); diff --git a/packages/contracts/test/exchange/wrapper.ts b/packages/contracts/test/exchange/wrapper.ts index 2a803e2ac..182578f42 100644 --- a/packages/contracts/test/exchange/wrapper.ts +++ b/packages/contracts/test/exchange/wrapper.ts @@ -1,4 +1,4 @@ -import { SignedOrder, ZeroEx } from '0x.js'; +import { ZeroEx } from '0x.js'; import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils'; import { BigNumber } from '@0xproject/utils'; import { Web3Wrapper } from '@0xproject/web3-wrapper'; @@ -19,7 +19,7 @@ import { Balances } from '../../src/utils/balances'; import { constants } from '../../src/utils/constants'; import { ExchangeWrapper } from '../../src/utils/exchange_wrapper'; import { OrderFactory } from '../../src/utils/order_factory'; -import { BalancesByOwner, ContractName } from '../../src/utils/types'; +import { BalancesByOwner, ContractName, SignedOrder } from '../../src/utils/types'; import { chaiSetup } from '../utils/chai_setup'; import { deployer } from '../utils/deployer'; import { provider, web3Wrapper } from '../utils/web3_wrapper'; @@ -29,10 +29,10 @@ const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); describe('Exchange', () => { - let maker: string; + let makerAddress: string; let tokenOwner: string; - let taker: string; - let feeRecipient: string; + let takerAddress: string; + let feeRecipientAddress: string; const INIT_BAL = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); const INIT_ALLOW = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); @@ -53,7 +53,7 @@ describe('Exchange', () => { before(async () => { const accounts = await web3Wrapper.getAvailableAddressesAsync(); tokenOwner = accounts[0]; - [maker, taker, feeRecipient] = accounts; + [makerAddress, takerAddress, feeRecipientAddress] = accounts; const [repInstance, dgdInstance, zrxInstance] = await Promise.all([ deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS), deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS), @@ -80,32 +80,33 @@ describe('Exchange', () => { exWrapper = new ExchangeWrapper(exchange, zeroEx); const defaultOrderParams = { - exchangeContractAddress: exchange.address, - maker, - feeRecipient, + exchangeAddress: exchange.address, + makerAddress, + feeRecipientAddress, makerTokenAddress: rep.address, takerTokenAddress: dgd.address, 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), + makerFeeAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), + takerFeeAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), }; - orderFactory = new OrderFactory(zeroEx, defaultOrderParams); - dmyBalances = new Balances([rep, dgd, zrx], [maker, taker, feeRecipient]); + const secretKey = constants.TESTRPC_ACCOUNTS[0].secretKey; + 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: maker }), - rep.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: taker }), - rep.setBalance.sendTransactionAsync(maker, INIT_BAL, { from: tokenOwner }), - rep.setBalance.sendTransactionAsync(taker, INIT_BAL, { from: tokenOwner }), - dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: maker }), - dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: taker }), - dgd.setBalance.sendTransactionAsync(maker, INIT_BAL, { from: tokenOwner }), - dgd.setBalance.sendTransactionAsync(taker, INIT_BAL, { from: tokenOwner }), - zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: maker }), - zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: taker }), - zrx.setBalance.sendTransactionAsync(maker, INIT_BAL, { from: tokenOwner }), - zrx.setBalance.sendTransactionAsync(taker, INIT_BAL, { from: tokenOwner }), + 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 }), ]); }); beforeEach(async () => { @@ -120,12 +121,12 @@ describe('Exchange', () => { }); it('should transfer the correct amounts', async () => { - const signedOrder = await orderFactory.newSignedOrderAsync({ + const signedOrder = orderFactory.newSignedOrder({ makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), }); const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2); - await exWrapper.fillOrKillOrderAsync(signedOrder, taker, { + await exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount, }); @@ -134,59 +135,66 @@ describe('Exchange', () => { const makerTokenFillAmount = takerTokenFillAmount .times(signedOrder.makerTokenAmount) .dividedToIntegerBy(signedOrder.takerTokenAmount); - const makerFee = signedOrder.makerFee + const makerFeeAmount = signedOrder.makerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - const takerFee = signedOrder.takerFee + const takerFeeAmount = signedOrder.takerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - expect(newBalances[maker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.makerTokenAddress].minus(makerTokenFillAmount), + expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.makerTokenAddress].minus(makerTokenFillAmount), ); - expect(newBalances[maker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrder.takerTokenAddress].add(takerTokenFillAmount), + expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenFillAmount), ); - expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(makerFee)); - expect(newBalances[taker][signedOrder.takerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.takerTokenAddress].minus(takerTokenFillAmount), + expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( + balances[makerAddress][zrx.address].minus(makerFeeAmount), ); - expect(newBalances[taker][signedOrder.makerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrder.makerTokenAddress].add(makerTokenFillAmount), + expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenFillAmount), ); - 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)), + expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrder.makerTokenAddress].add(makerTokenFillAmount), + ); + expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( + balances[takerAddress][zrx.address].minus(takerFeeAmount), + ); + expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal( + balances[feeRecipientAddress][zrx.address].add(makerFeeAmount.add(takerFeeAmount)), ); }); it('should throw if an signedOrder is expired', async () => { - const signedOrder = await orderFactory.newSignedOrderAsync({ - expirationUnixTimestampSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), + const signedOrder = orderFactory.newSignedOrder({ + expirationTimeSeconds: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), }); - return expect(exWrapper.fillOrKillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT); + return expect(exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith( + constants.REVERT, + ); }); it('should throw if entire takerTokenFillAmount not filled', async () => { - const signedOrder = await orderFactory.newSignedOrderAsync(); + const signedOrder = orderFactory.newSignedOrder(); - const from = taker; - await exWrapper.fillOrderAsync(signedOrder, from, { + await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerTokenFillAmount: signedOrder.takerTokenAmount.div(2), }); - return expect(exWrapper.fillOrKillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT); + return expect(exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith( + constants.REVERT, + ); }); }); describe('batch functions', () => { let signedOrders: SignedOrder[]; beforeEach(async () => { - signedOrders = await Promise.all([ - orderFactory.newSignedOrderAsync(), - orderFactory.newSignedOrderAsync(), - orderFactory.newSignedOrderAsync(), - ]); + signedOrders = [ + orderFactory.newSignedOrder(), + orderFactory.newSignedOrder(), + orderFactory.newSignedOrder(), + ]; balances = await dmyBalances.getAsync(); }); @@ -200,25 +208,33 @@ describe('Exchange', () => { const makerTokenFillAmount = takerTokenFillAmount .times(signedOrder.makerTokenAmount) .dividedToIntegerBy(signedOrder.takerTokenAmount); - const makerFee = signedOrder.makerFee + const makerFeeAmount = signedOrder.makerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - const takerFee = signedOrder.takerFee + const takerFeeAmount = signedOrder.takerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); takerTokenFillAmounts.push(takerTokenFillAmount); - balances[maker][makerTokenAddress] = balances[maker][makerTokenAddress].minus(makerTokenFillAmount); - balances[maker][takerTokenAddress] = balances[maker][takerTokenAddress].add(takerTokenFillAmount); - balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee); - balances[taker][makerTokenAddress] = balances[taker][makerTokenAddress].add(makerTokenFillAmount); - balances[taker][takerTokenAddress] = balances[taker][takerTokenAddress].minus(takerTokenFillAmount); - balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee); - balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add( - makerFee.add(takerFee), + 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.batchFillOrdersAsync(signedOrders, taker, { + await exWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerTokenFillAmounts, }); @@ -237,25 +253,33 @@ describe('Exchange', () => { const makerTokenFillAmount = takerTokenFillAmount .times(signedOrder.makerTokenAmount) .dividedToIntegerBy(signedOrder.takerTokenAmount); - const makerFee = signedOrder.makerFee + const makerFee = signedOrder.makerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); - const takerFee = signedOrder.takerFee + const takerFee = signedOrder.takerFeeAmount .times(makerTokenFillAmount) .dividedToIntegerBy(signedOrder.makerTokenAmount); takerTokenFillAmounts.push(takerTokenFillAmount); - balances[maker][makerTokenAddress] = balances[maker][makerTokenAddress].minus(makerTokenFillAmount); - balances[maker][takerTokenAddress] = balances[maker][takerTokenAddress].add(takerTokenFillAmount); - balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee); - balances[taker][makerTokenAddress] = balances[taker][makerTokenAddress].add(makerTokenFillAmount); - balances[taker][takerTokenAddress] = balances[taker][takerTokenAddress].minus(takerTokenFillAmount); - balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee); - balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add( + 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(makerFee); + 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(takerFee); + balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add( makerFee.add(takerFee), ); }); - await exWrapper.batchFillOrKillOrdersAsync(signedOrders, taker, { + await exWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, { takerTokenFillAmounts, }); @@ -270,10 +294,10 @@ describe('Exchange', () => { takerTokenFillAmounts.push(takerTokenFillAmount); }); - await exWrapper.fillOrKillOrderAsync(signedOrders[0], taker); + await exWrapper.fillOrKillOrderAsync(signedOrders[0], takerAddress); return expect( - exWrapper.batchFillOrKillOrdersAsync(signedOrders, taker, { + exWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, { takerTokenFillAmounts, }), ).to.be.rejectedWith(constants.REVERT); @@ -285,7 +309,7 @@ describe('Exchange', () => { const takerTokenFillAmount = signedOrders[0].takerTokenAmount.plus( signedOrders[1].takerTokenAmount.div(2), ); - await exWrapper.marketFillOrdersAsync(signedOrders, taker, { + await exWrapper.marketFillOrdersAsync(signedOrders, takerAddress, { takerTokenFillAmount, }); @@ -294,53 +318,61 @@ describe('Exchange', () => { const makerTokenFillAmount = signedOrders[0].makerTokenAmount.add( signedOrders[1].makerTokenAmount.dividedToIntegerBy(2), ); - const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2)); - const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2)); - expect(newBalances[maker][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrders[0].makerTokenAddress].minus(makerTokenFillAmount), + 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[maker][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal( - balances[maker][signedOrders[0].takerTokenAddress].add(takerTokenFillAmount), + expect(newBalances[makerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal( + balances[makerAddress][signedOrders[0].takerTokenAddress].add(takerTokenFillAmount), ); - expect(newBalances[maker][zrx.address]).to.be.bignumber.equal( - balances[maker][zrx.address].minus(makerFee), + expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( + balances[makerAddress][zrx.address].minus(makerFee), ); - expect(newBalances[taker][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrders[0].takerTokenAddress].minus(takerTokenFillAmount), + expect(newBalances[takerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrders[0].takerTokenAddress].minus(takerTokenFillAmount), ); - expect(newBalances[taker][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal( - balances[taker][signedOrders[0].makerTokenAddress].add(makerTokenFillAmount), + expect(newBalances[takerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal( + balances[takerAddress][signedOrders[0].makerTokenAddress].add(makerTokenFillAmount), ); - expect(newBalances[taker][zrx.address]).to.be.bignumber.equal( - balances[taker][zrx.address].minus(takerFee), + expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( + balances[takerAddress][zrx.address].minus(takerFee), ); - expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal( - balances[feeRecipient][zrx.address].add(makerFee.add(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); signedOrders.forEach(signedOrder => { - balances[maker][signedOrder.makerTokenAddress] = balances[maker][ + balances[makerAddress][signedOrder.makerTokenAddress] = balances[makerAddress][ signedOrder.makerTokenAddress ].minus(signedOrder.makerTokenAmount); - balances[maker][signedOrder.takerTokenAddress] = balances[maker][signedOrder.takerTokenAddress].add( - signedOrder.takerTokenAmount, - ); - balances[maker][zrx.address] = balances[maker][zrx.address].minus(signedOrder.makerFee); - balances[taker][signedOrder.makerTokenAddress] = balances[taker][signedOrder.makerTokenAddress].add( - 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[taker][signedOrder.takerTokenAddress] = balances[taker][ + balances[takerAddress][signedOrder.makerTokenAddress] = balances[takerAddress][ + signedOrder.makerTokenAddress + ].add(signedOrder.makerTokenAmount); + balances[takerAddress][signedOrder.takerTokenAddress] = balances[takerAddress][ signedOrder.takerTokenAddress ].minus(signedOrder.takerTokenAmount); - balances[taker][zrx.address] = balances[taker][zrx.address].minus(signedOrder.takerFee); - balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add( - signedOrder.makerFee.add(signedOrder.takerFee), + 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.marketFillOrdersAsync(signedOrders, taker, { + await exWrapper.marketFillOrdersAsync(signedOrders, takerAddress, { takerTokenFillAmount, }); @@ -349,14 +381,14 @@ describe('Exchange', () => { }); it('should throw when an signedOrder does not use the same takerTokenAddress', async () => { - signedOrders = await Promise.all([ - orderFactory.newSignedOrderAsync(), - orderFactory.newSignedOrderAsync({ takerTokenAddress: zrx.address }), - orderFactory.newSignedOrderAsync(), - ]); + signedOrders = [ + orderFactory.newSignedOrder(), + orderFactory.newSignedOrder({ takerTokenAddress: zrx.address }), + orderFactory.newSignedOrder(), + ]; return expect( - exWrapper.marketFillOrdersAsync(signedOrders, taker, { + exWrapper.marketFillOrdersAsync(signedOrders, takerAddress, { takerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18), }), ).to.be.rejectedWith(constants.REVERT); @@ -366,11 +398,11 @@ describe('Exchange', () => { describe('batchCancelOrders', () => { it('should be able to cancel multiple signedOrders', async () => { const takerTokenCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerTokenAmount); - await exWrapper.batchCancelOrdersAsync(signedOrders, maker, { + await exWrapper.batchCancelOrdersAsync(signedOrders, makerAddress, { takerTokenCancelAmounts, }); - await exWrapper.batchFillOrdersAsync(signedOrders, taker, { + await exWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerTokenFillAmounts: takerTokenCancelAmounts, }); const newBalances = await dmyBalances.getAsync(); diff --git a/packages/contracts/test/tutorials/arbitrage.ts b/packages/contracts/test/tutorials/arbitrage.ts index 8a6d02af4..d8f777c8f 100644 --- a/packages/contracts/test/tutorials/arbitrage.ts +++ b/packages/contracts/test/tutorials/arbitrage.ts @@ -1,225 +1,225 @@ -import { ECSignature, SignedOrder, ZeroEx } from '0x.js'; -import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils'; -import { BigNumber } from '@0xproject/utils'; -import { Web3Wrapper } from '@0xproject/web3-wrapper'; -import * as chai from 'chai'; -import ethUtil = require('ethereumjs-util'); -import * as Web3 from 'web3'; +// import { ECSignature, SignedOrder, ZeroEx } from '0x.js'; +// import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils'; +// import { BigNumber } from '@0xproject/utils'; +// import { Web3Wrapper } from '@0xproject/web3-wrapper'; +// import * as chai from 'chai'; +// import ethUtil = require('ethereumjs-util'); +// import * as Web3 from 'web3'; -import { ArbitrageContract } from '../../src/contract_wrappers/generated/arbitrage'; -import { EtherDeltaContract } from '../../src/contract_wrappers/generated/ether_delta'; -import { ExchangeContract } from '../../src/contract_wrappers/generated/exchange'; -import { Balances } from '../../src/utils/balances'; -import { constants } from '../../src/utils/constants'; -import { crypto } from '../../src/utils/crypto'; -import { ExchangeWrapper } from '../../src/utils/exchange_wrapper'; -import { OrderFactory } from '../../src/utils/order_factory'; -import { BalancesByOwner, ContractName, ExchangeContractErrs } from '../../src/utils/types'; -import { chaiSetup } from '../utils/chai_setup'; -import { deployer } from '../utils/deployer'; -import { provider, web3Wrapper } from '../utils/web3_wrapper'; +// import { ArbitrageContract } from '../../src/contract_wrappers/generated/arbitrage'; +// import { EtherDeltaContract } from '../../src/contract_wrappers/generated/ether_delta'; +// import { ExchangeContract } from '../../src/contract_wrappers/generated/exchange'; +// import { Balances } from '../../src/utils/balances'; +// import { constants } from '../../src/utils/constants'; +// import { crypto } from '../../src/utils/crypto'; +// import { ExchangeWrapper } from '../../src/utils/exchange_wrapper'; +// import { OrderFactory } from '../../src/utils/order_factory'; +// import { BalancesByOwner, ContractName, ExchangeContractErrs } from '../../src/utils/types'; +// import { chaiSetup } from '../utils/chai_setup'; +// import { deployer } from '../utils/deployer'; +// import { provider, web3Wrapper } from '../utils/web3_wrapper'; -chaiSetup.configure(); -const expect = chai.expect; -const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +// chaiSetup.configure(); +// const expect = chai.expect; +// const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); -describe('Arbitrage', () => { - let coinbase: string; - let maker: string; - let edMaker: string; - let edFrontRunner: string; - let amountGet: BigNumber; - let amountGive: BigNumber; - let makerTokenAmount: BigNumber; - let takerTokenAmount: BigNumber; - const feeRecipient = ZeroEx.NULL_ADDRESS; - const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); - const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); +// describe('Arbitrage', () => { +// let coinbase: string; +// let maker: string; +// let edMaker: string; +// let edFrontRunner: string; +// let amountGet: BigNumber; +// let amountGive: BigNumber; +// let makerTokenAmount: BigNumber; +// let takerTokenAmount: BigNumber; +// const feeRecipient = ZeroEx.NULL_ADDRESS; +// const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); +// const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18); - let weth: Web3.ContractInstance; - let zrx: Web3.ContractInstance; - let arbitrage: ArbitrageContract; - let etherDelta: EtherDeltaContract; +// let weth: Web3.ContractInstance; +// let zrx: Web3.ContractInstance; +// let arbitrage: ArbitrageContract; +// let etherDelta: EtherDeltaContract; - let signedOrder: SignedOrder; - let exWrapper: ExchangeWrapper; - let orderFactory: OrderFactory; +// let signedOrder: SignedOrder; +// let exWrapper: ExchangeWrapper; +// let orderFactory: OrderFactory; - let zeroEx: ZeroEx; +// let zeroEx: ZeroEx; - // From a bird's eye view - we create two orders. - // 0x order of 1 ZRX (maker) for 1 WETH (taker) - // ED order of 2 WETH (tokenGive) for 1 ZRX (tokenGet) - // And then we do an atomic arbitrage between them which gives us 1 WETH. - before(async () => { - const accounts = await web3Wrapper.getAvailableAddressesAsync(); - [coinbase, maker, edMaker, edFrontRunner] = accounts; - weth = await deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS); - zrx = await deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS); - const accountLevels = await deployer.deployAsync(ContractName.AccountLevels); - const edAdminAddress = accounts[0]; - const edMakerFee = 0; - const edTakerFee = 0; - const edFeeRebate = 0; - const etherDeltaInstance = await deployer.deployAsync(ContractName.EtherDelta, [ - edAdminAddress, - feeRecipient, - accountLevels.address, - edMakerFee, - edTakerFee, - edFeeRebate, - ]); - etherDelta = new EtherDeltaContract(etherDeltaInstance.abi, etherDeltaInstance.address, provider); - const tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy); - const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [ - zrx.address, - tokenTransferProxy.address, - ]); - await tokenTransferProxy.addAuthorizedAddress(exchangeInstance.address, { from: accounts[0] }); - zeroEx = new ZeroEx(provider, { - exchangeContractAddress: exchangeInstance.address, - networkId: constants.TESTRPC_NETWORK_ID, - }); - const exchange = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider); - exWrapper = new ExchangeWrapper(exchange, zeroEx); +// From a bird's eye view - we create two orders. +// 0x order of 1 ZRX (maker) for 1 WETH (taker) +// ED order of 2 WETH (tokenGive) for 1 ZRX (tokenGet) +// And then we do an atomic arbitrage between them which gives us 1 WETH. +// before(async () => { +// const accounts = await web3Wrapper.getAvailableAddressesAsync(); +// [coinbase, maker, edMaker, edFrontRunner] = accounts; +// weth = await deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS); +// zrx = await deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS); +// const accountLevels = await deployer.deployAsync(ContractName.AccountLevels); +// const edAdminAddress = accounts[0]; +// const edMakerFee = 0; +// const edTakerFee = 0; +// const edFeeRebate = 0; +// const etherDeltaInstance = await deployer.deployAsync(ContractName.EtherDelta, [ +// edAdminAddress, +// feeRecipient, +// accountLevels.address, +// edMakerFee, +// edTakerFee, +// edFeeRebate, +// ]); +// etherDelta = new EtherDeltaContract(etherDeltaInstance.abi, etherDeltaInstance.address, provider); +// const tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy); +// const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [ +// zrx.address, +// tokenTransferProxy.address, +// ]); +// await tokenTransferProxy.addAuthorizedAddress(exchangeInstance.address, { from: accounts[0] }); +// zeroEx = new ZeroEx(provider, { +// exchangeContractAddress: exchangeInstance.address, +// networkId: constants.TESTRPC_NETWORK_ID, +// }); +// const exchange = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider); +// exWrapper = new ExchangeWrapper(exchange, zeroEx); - makerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18); - takerTokenAmount = makerTokenAmount; - const defaultOrderParams = { - exchangeContractAddress: exchange.address, - maker, - feeRecipient, - makerTokenAddress: zrx.address, - takerTokenAddress: weth.address, - makerTokenAmount, - takerTokenAmount, - makerFee: new BigNumber(0), - takerFee: new BigNumber(0), - }; - orderFactory = new OrderFactory(zeroEx, defaultOrderParams); - const arbitrageInstance = await deployer.deployAsync(ContractName.Arbitrage, [ - exchange.address, - etherDelta.address, - tokenTransferProxy.address, - ]); - arbitrage = new ArbitrageContract(arbitrageInstance.abi, arbitrageInstance.address, provider); - // Enable arbitrage and withdrawals of tokens - await arbitrage.setAllowances.sendTransactionAsync(weth.address, { from: coinbase }); - await arbitrage.setAllowances.sendTransactionAsync(zrx.address, { from: coinbase }); +// makerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18); +// takerTokenAmount = makerTokenAmount; +// const defaultOrderParams = { +// exchangeContractAddress: exchange.address, +// maker, +// feeRecipient, +// makerTokenAddress: zrx.address, +// takerTokenAddress: weth.address, +// makerTokenAmount, +// takerTokenAmount, +// makerFee: new BigNumber(0), +// takerFee: new BigNumber(0), +// }; +// orderFactory = new OrderFactory(zeroEx, defaultOrderParams); +// const arbitrageInstance = await deployer.deployAsync(ContractName.Arbitrage, [ +// exchange.address, +// etherDelta.address, +// tokenTransferProxy.address, +// ]); +// arbitrage = new ArbitrageContract(arbitrageInstance.abi, arbitrageInstance.address, provider); +// // Enable arbitrage and withdrawals of tokens +// await arbitrage.setAllowances.sendTransactionAsync(weth.address, { from: coinbase }); +// await arbitrage.setAllowances.sendTransactionAsync(zrx.address, { from: coinbase }); - // Give some tokens to arbitrage contract - await weth.setBalance(arbitrage.address, takerTokenAmount, { from: coinbase }); +// // Give some tokens to arbitrage contract +// await weth.setBalance(arbitrage.address, takerTokenAmount, { from: coinbase }); - // Fund the maker on exchange side - await zrx.setBalance(maker, makerTokenAmount, { from: coinbase }); - // Set the allowance for the maker on Exchange side - await zrx.approve(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: maker }); +// // Fund the maker on exchange side +// await zrx.setBalance(maker, makerTokenAmount, { from: coinbase }); +// // Set the allowance for the maker on Exchange side +// await zrx.approve(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: maker }); - amountGive = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18); - // Fund the maker on EtherDelta side - await weth.setBalance(edMaker, amountGive, { from: coinbase }); - // Set the allowance for the maker on EtherDelta side - await weth.approve(etherDelta.address, INITIAL_ALLOWANCE, { from: edMaker }); - // Deposit maker funds into EtherDelta - await etherDelta.depositToken.sendTransactionAsync(weth.address, amountGive, { from: edMaker }); +// amountGive = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18); +// // Fund the maker on EtherDelta side +// await weth.setBalance(edMaker, amountGive, { from: coinbase }); +// // Set the allowance for the maker on EtherDelta side +// await weth.approve(etherDelta.address, INITIAL_ALLOWANCE, { from: edMaker }); +// // Deposit maker funds into EtherDelta +// await etherDelta.depositToken.sendTransactionAsync(weth.address, amountGive, { from: edMaker }); - amountGet = makerTokenAmount; - // Fund the front runner on EtherDelta side - await zrx.setBalance(edFrontRunner, amountGet, { from: coinbase }); - // Set the allowance for the front-runner on EtherDelta side - await zrx.approve(etherDelta.address, INITIAL_ALLOWANCE, { from: edFrontRunner }); - // Deposit front runner funds into EtherDelta - await etherDelta.depositToken.sendTransactionAsync(zrx.address, amountGet, { from: edFrontRunner }); - }); - beforeEach(async () => { - await blockchainLifecycle.startAsync(); - }); - afterEach(async () => { - await blockchainLifecycle.revertAsync(); - }); - describe('makeAtomicTrade', () => { - let addresses: string[]; - let values: BigNumber[]; - let v: number[]; - let r: string[]; - let s: string[]; - let tokenGet: string; - let tokenGive: string; - let expires: BigNumber; - let nonce: BigNumber; - let edSignature: ECSignature; - before(async () => { - signedOrder = await orderFactory.newSignedOrderAsync(); - tokenGet = zrx.address; - tokenGive = weth.address; - const blockNumber = await web3Wrapper.getBlockNumberAsync(); - const ED_ORDER_EXPIRATION_IN_BLOCKS = 10; - expires = new BigNumber(blockNumber + ED_ORDER_EXPIRATION_IN_BLOCKS); - nonce = new BigNumber(42); - const edOrderHash = `0x${crypto - .solSHA256([etherDelta.address, tokenGet, amountGet, tokenGive, amountGive, expires, nonce]) - .toString('hex')}`; - const shouldAddPersonalMessagePrefix = false; - edSignature = await zeroEx.signOrderHashAsync(edOrderHash, edMaker, shouldAddPersonalMessagePrefix); - addresses = [ - signedOrder.maker, - signedOrder.taker, - signedOrder.makerTokenAddress, - signedOrder.takerTokenAddress, - signedOrder.feeRecipient, - edMaker, - ]; - const fillTakerTokenAmount = takerTokenAmount; - const edFillAmount = makerTokenAmount; - values = [ - signedOrder.makerTokenAmount, - signedOrder.takerTokenAmount, - signedOrder.makerFee, - signedOrder.takerFee, - signedOrder.expirationUnixTimestampSec, - signedOrder.salt, - fillTakerTokenAmount, - amountGet, - amountGive, - expires, - nonce, - edFillAmount, - ]; - v = [signedOrder.ecSignature.v, edSignature.v]; - r = [signedOrder.ecSignature.r, edSignature.r]; - s = [signedOrder.ecSignature.s, edSignature.s]; - }); - it('should successfully execute the arbitrage if not front-runned', async () => { - const txHash = await arbitrage.makeAtomicTrade.sendTransactionAsync(addresses, values, v, r, s, { - from: coinbase, - }); - const res = await zeroEx.awaitTransactionMinedAsync(txHash); - const postBalance = await weth.balanceOf(arbitrage.address); - expect(postBalance).to.be.bignumber.equal(amountGive); - }); - it('should fail and revert if front-runned', async () => { - const preBalance = await weth.balanceOf(arbitrage.address); - // Front-running transaction - await etherDelta.trade.sendTransactionAsync( - tokenGet, - amountGet, - tokenGive, - amountGive, - expires, - nonce, - edMaker, - edSignature.v, - edSignature.r, - edSignature.s, - amountGet, - { from: edFrontRunner }, - ); - // tslint:disable-next-line:await-promise - await expect( - arbitrage.makeAtomicTrade.sendTransactionAsync(addresses, values, v, r, s, { from: coinbase }), - ).to.be.rejectedWith(constants.REVERT); - const postBalance = await weth.balanceOf(arbitrage.address); - expect(preBalance).to.be.bignumber.equal(postBalance); - }); - }); -}); +// amountGet = makerTokenAmount; +// // Fund the front runner on EtherDelta side +// await zrx.setBalance(edFrontRunner, amountGet, { from: coinbase }); +// // Set the allowance for the front-runner on EtherDelta side +// await zrx.approve(etherDelta.address, INITIAL_ALLOWANCE, { from: edFrontRunner }); +// // Deposit front runner funds into EtherDelta +// await etherDelta.depositToken.sendTransactionAsync(zrx.address, amountGet, { from: edFrontRunner }); +// }); +// beforeEach(async () => { +// await blockchainLifecycle.startAsync(); +// }); +// afterEach(async () => { +// await blockchainLifecycle.revertAsync(); +// }); +// describe('makeAtomicTrade', () => { +// let addresses: string[]; +// let values: BigNumber[]; +// let v: number[]; +// let r: string[]; +// let s: string[]; +// let tokenGet: string; +// let tokenGive: string; +// let expires: BigNumber; +// let nonce: BigNumber; +// let edSignature: ECSignature; +// before(async () => { +// signedOrder = await orderFactory.newSignedOrderAsync(); +// tokenGet = zrx.address; +// tokenGive = weth.address; +// const blockNumber = await web3Wrapper.getBlockNumberAsync(); +// const ED_ORDER_EXPIRATION_IN_BLOCKS = 10; +// expires = new BigNumber(blockNumber + ED_ORDER_EXPIRATION_IN_BLOCKS); +// nonce = new BigNumber(42); +// const edOrderHash = `0x${crypto +// .solSHA256([etherDelta.address, tokenGet, amountGet, tokenGive, amountGive, expires, nonce]) +// .toString('hex')}`; +// const shouldAddPersonalMessagePrefix = false; +// edSignature = await zeroEx.signOrderHashAsync(edOrderHash, edMaker, shouldAddPersonalMessagePrefix); +// addresses = [ +// signedOrder.maker, +// signedOrder.taker, +// signedOrder.makerTokenAddress, +// signedOrder.takerTokenAddress, +// signedOrder.feeRecipient, +// edMaker, +// ]; +// const fillTakerTokenAmount = takerTokenAmount; +// const edFillAmount = makerTokenAmount; +// values = [ +// signedOrder.makerTokenAmount, +// signedOrder.takerTokenAmount, +// signedOrder.makerFee, +// signedOrder.takerFee, +// signedOrder.expirationUnixTimestampSec, +// signedOrder.salt, +// fillTakerTokenAmount, +// amountGet, +// amountGive, +// expires, +// nonce, +// edFillAmount, +// ]; +// v = [signedOrder.ecSignature.v, edSignature.v]; +// r = [signedOrder.ecSignature.r, edSignature.r]; +// s = [signedOrder.ecSignature.s, edSignature.s]; +// }); +// it('should successfully execute the arbitrage if not front-runned', async () => { +// const txHash = await arbitrage.makeAtomicTrade.sendTransactionAsync(addresses, values, v, r, s, { +// from: coinbase, +// }); +// const res = await zeroEx.awaitTransactionMinedAsync(txHash); +// const postBalance = await weth.balanceOf(arbitrage.address); +// expect(postBalance).to.be.bignumber.equal(amountGive); +// }); +// it('should fail and revert if front-runned', async () => { +// const preBalance = await weth.balanceOf(arbitrage.address); +// // Front-running transaction +// await etherDelta.trade.sendTransactionAsync( +// tokenGet, +// amountGet, +// tokenGive, +// amountGive, +// expires, +// nonce, +// edMaker, +// edSignature.v, +// edSignature.r, +// edSignature.s, +// amountGet, +// { from: edFrontRunner }, +// ); +// // tslint:disable-next-line:await-promise +// await expect( +// arbitrage.makeAtomicTrade.sendTransactionAsync(addresses, values, v, r, s, { from: coinbase }), +// ).to.be.rejectedWith(constants.REVERT); +// const postBalance = await weth.balanceOf(arbitrage.address); +// expect(preBalance).to.be.bignumber.equal(postBalance); +// }); +// }); +// }); |