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Diffstat (limited to 'test/exchange_wrapper_test.ts')
-rw-r--r-- | test/exchange_wrapper_test.ts | 328 |
1 files changed, 328 insertions, 0 deletions
diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts new file mode 100644 index 000000000..6327ef004 --- /dev/null +++ b/test/exchange_wrapper_test.ts @@ -0,0 +1,328 @@ +import 'mocha'; +import * as _ from 'lodash'; +import * as chai from 'chai'; +import * as Web3 from 'web3'; +import * as BigNumber from 'bignumber.js'; +import * as dirtyChai from 'dirty-chai'; +import ChaiBigNumber = require('chai-bignumber'); +import promisify = require('es6-promisify'); +import {web3Factory} from './utils/web3_factory'; +import {ZeroEx} from '../src/0x.js'; +import {BlockchainLifecycle} from './utils/blockchain_lifecycle'; +import {ExchangeContractErrs, SignedOrder, Token} from '../src/types'; +import {FillScenarios} from './utils/fill_scenarios'; +import {TokenUtils} from './utils/token_utils'; + +chai.use(dirtyChai); +chai.use(ChaiBigNumber()); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(); + +describe('ExchangeWrapper', () => { + let web3: Web3; + let zeroEx: ZeroEx; + let userAddresses: string[]; + before(async () => { + web3 = web3Factory.create(); + zeroEx = new ZeroEx(web3); + userAddresses = await promisify(web3.eth.getAccounts)(); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('#isValidSignatureAsync', () => { + // The Exchange smart contract `isValidSignature` method only validates orderHashes and assumes + // the length of the data is exactly 32 bytes. Thus for these tests, we use data of this size. + const dataHex = '0x6927e990021d23b1eb7b8789f6a6feaf98fe104bb0cf8259421b79f9a34222b0'; + const signature = { + v: 27, + r: '0x61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc33', + s: '0x40349190569279751135161d22529dc25add4f6069af05be04cacbda2ace2254', + }; + const address = '0x5409ed021d9299bf6814279a6a1411a7e866a631'; + describe('should throw if passed a malformed signature', () => { + it('malformed v', async () => { + const malformedSignature = { + v: 34, + r: signature.r, + s: signature.s, + }; + return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address)) + .to.be.rejected(); + }); + it('r lacks 0x prefix', async () => { + const malformedR = signature.r.replace('0x', ''); + const malformedSignature = { + v: signature.v, + r: malformedR, + s: signature.s, + }; + return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address)) + .to.be.rejected(); + }); + it('r is too short', async () => { + const malformedR = signature.r.substr(10); + const malformedSignature = { + v: signature.v, + r: malformedR, + s: signature.s.replace('0', 'z'), + }; + return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address)) + .to.be.rejected(); + }); + it('s is not hex', async () => { + const malformedS = signature.s.replace('0', 'z'); + const malformedSignature = { + v: signature.v, + r: signature.r, + s: malformedS, + }; + return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address)) + .to.be.rejected(); + }); + }); + it('should return false if the data doesn\'t pertain to the signature & address', async () => { + const isValid = await zeroEx.exchange.isValidSignatureAsync('0x0', signature, address); + expect(isValid).to.be.false(); + }); + it('should return false if the address doesn\'t pertain to the signature & dataHex', async () => { + const validUnrelatedAddress = '0x8b0292B11a196601eD2ce54B665CaFEca0347D42'; + const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, signature, validUnrelatedAddress); + expect(isValid).to.be.false(); + }); + it('should return false if the signature doesn\'t pertain to the dataHex & address', async () => { + const wrongSignature = {...signature, v: 28}; + const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, wrongSignature, address); + expect(isValid).to.be.false(); + }); + it('should return true if the signature does pertain to the dataHex & address', async () => { + const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, signature, address); + expect(isValid).to.be.true(); + }); + }); + describe('#fillOrderAsync', () => { + let tokens: Token[]; + let makerTokenAddress: string; + let takerTokenAddress: string; + let fillScenarios: FillScenarios; + let coinbase: string; + let makerAddress: string; + let takerAddress: string; + let feeRecipient: string; + let zrxTokenAddress: string; + const fillTakerAmount = new BigNumber(5); + const shouldCheckTransfer = false; + before(async () => { + [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses; + tokens = await zeroEx.tokenRegistry.getTokensAsync(); + const tokenUtils = new TokenUtils(tokens); + const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens(); + makerTokenAddress = makerToken.address; + takerTokenAddress = takerToken.address; + zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address; + fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress); + }); + afterEach('reset default account', () => { + zeroEx.setTransactionSenderAccount(userAddresses[0]); + }); + describe('failed fills', () => { + it('should throw when the fill amount is zero', async () => { + const fillableAmount = new BigNumber(5); + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, + ); + const zeroFillAmount = new BigNumber(0); + zeroEx.setTransactionSenderAccount(takerAddress); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, zeroFillAmount, shouldCheckTransfer, + )).to.be.rejectedWith(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO); + }); + it('should throw when sender is not a taker', async () => { + const fillableAmount = new BigNumber(5); + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, + ); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, + )).to.be.rejectedWith(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER); + }); + it('should throw when order is expired', async () => { + const expirationInPast = new BigNumber(42); + const fillableAmount = new BigNumber(5); + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast, + ); + zeroEx.setTransactionSenderAccount(takerAddress); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, + )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_EXPIRED); + }); + describe('should throw when not enough balance or allowance to fulfill the order', () => { + const fillableAmount = new BigNumber(5); + const balanceToSubtractFromMaker = new BigNumber(3); + const lackingAllowance = new BigNumber(3); + let signedOrder: SignedOrder; + beforeEach('create fillable signed order', async () => { + signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, + ); + }); + it('should throw when taker balance is less than fill amount', async () => { + await zeroEx.token.transferAsync( + takerTokenAddress, takerAddress, coinbase, balanceToSubtractFromMaker, + ); + zeroEx.setTransactionSenderAccount(takerAddress); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, + )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE); + }); + it('should throw when taker allowance is less than fill amount', async () => { + const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance); + await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, + newAllowanceWhichIsLessThanFillAmount); + zeroEx.setTransactionSenderAccount(takerAddress); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, + )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE); + }); + it('should throw when maker balance is less than maker fill amount', async () => { + await zeroEx.token.transferAsync( + makerTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker, + ); + zeroEx.setTransactionSenderAccount(takerAddress); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, + )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE); + }); + it('should throw when maker allowance is less than maker fill amount', async () => { + const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance); + await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, + newAllowanceWhichIsLessThanFillAmount); + zeroEx.setTransactionSenderAccount(takerAddress); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, + )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE); + }); + }); + it('should throw when there a rounding error would have occurred', async () => { + const makerAmount = new BigNumber(3); + const takerAmount = new BigNumber(5); + const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( + makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, + makerAmount, takerAmount, + ); + const fillTakerAmountThatCausesRoundingError = new BigNumber(3); + zeroEx.setTransactionSenderAccount(takerAddress); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmountThatCausesRoundingError, shouldCheckTransfer, + )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR); + }); + describe('should throw when not enough balance or allowance to pay fees', () => { + const fillableAmount = new BigNumber(5); + const makerFee = new BigNumber(2); + const takerFee = new BigNumber(2); + let signedOrder: SignedOrder; + beforeEach('setup', async () => { + signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerTokenAddress, takerTokenAddress, makerFee, takerFee, + makerAddress, takerAddress, fillableAmount, feeRecipient, + ); + zeroEx.setTransactionSenderAccount(takerAddress); + }); + it('should throw when maker doesn\'t have enough balance to pay fees', async () => { + const balanceToSubtractFromMaker = new BigNumber(1); + await zeroEx.token.transferAsync( + zrxTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker, + ); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, + )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_BALANCE); + }); + it('should throw when maker doesn\'t have enough allowance to pay fees', async () => { + const newAllowanceWhichIsLessThanFees = makerFee.minus(1); + await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, makerAddress, + newAllowanceWhichIsLessThanFees); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, + )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_ALLOWANCE); + }); + it('should throw when taker doesn\'t have enough balance to pay fees', async () => { + const balanceToSubtractFromTaker = new BigNumber(1); + await zeroEx.token.transferAsync( + zrxTokenAddress, takerAddress, coinbase, balanceToSubtractFromTaker, + ); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, + )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_BALANCE); + }); + it('should throw when taker doesn\'t have enough allowance to pay fees', async () => { + const newAllowanceWhichIsLessThanFees = makerFee.minus(1); + await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, takerAddress, + newAllowanceWhichIsLessThanFees); + return expect(zeroEx.exchange.fillOrderAsync( + signedOrder, fillTakerAmount, shouldCheckTransfer, + )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE); + }); + }); + }); + describe('successful fills', () => { + it('should fill a valid order', async () => { + const fillableAmount = new BigNumber(5); + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, + ); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress)) + .to.be.bignumber.equal(fillableAmount); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress)) + .to.be.bignumber.equal(0); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress)) + .to.be.bignumber.equal(0); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) + .to.be.bignumber.equal(fillableAmount); + zeroEx.setTransactionSenderAccount(takerAddress); + await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress)) + .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount)); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress)) + .to.be.bignumber.equal(fillTakerAmount); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress)) + .to.be.bignumber.equal(fillTakerAmount); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) + .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount)); + }); + it('should partially fill the valid order', async () => { + const fillableAmount = new BigNumber(5); + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, + ); + const partialFillAmount = new BigNumber(3); + zeroEx.setTransactionSenderAccount(takerAddress); + await zeroEx.exchange.fillOrderAsync(signedOrder, partialFillAmount, shouldCheckTransfer); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress)) + .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount)); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress)) + .to.be.bignumber.equal(partialFillAmount); + expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress)) + .to.be.bignumber.equal(partialFillAmount); + expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) + .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount)); + }); + it('should fill the valid orders with fees', async () => { + const fillableAmount = new BigNumber(5); + const makerFee = new BigNumber(1); + const takerFee = new BigNumber(2); + const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerTokenAddress, takerTokenAddress, makerFee, takerFee, + makerAddress, takerAddress, fillableAmount, feeRecipient, + ); + zeroEx.setTransactionSenderAccount(takerAddress); + await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer); + expect(await zeroEx.token.getBalanceAsync(zrxTokenAddress, feeRecipient)) + .to.be.bignumber.equal(makerFee.plus(takerFee)); + }); + }); + }); +}); |