import { BlockchainLifecycle } from '@0xproject/dev-utils'; import { BigNumber } from '@0xproject/utils'; import * as chai from 'chai'; import * as Sinon from 'sinon'; import * as Web3 from 'web3'; import { ExchangeContractErrs, SignedOrder, Token, ZeroEx, ZeroExError } from '../src'; import { BlockParamLiteral, TradeSide, TransferType } from '../src/types'; import { ExchangeTransferSimulator } from '../src/utils/exchange_transfer_simulator'; import { OrderValidationUtils } from '../src/utils/order_validation_utils'; import { chaiSetup } from './utils/chai_setup'; import { constants } from './utils/constants'; import { FillScenarios } from './utils/fill_scenarios'; import { TokenUtils } from './utils/token_utils'; import { web3Factory } from './utils/web3_factory'; chaiSetup.configure(); const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(constants.RPC_URL); describe('OrderValidation', () => { let web3: Web3; let zeroEx: ZeroEx; let userAddresses: string[]; let tokens: Token[]; let tokenUtils: TokenUtils; let exchangeContractAddress: string; let zrxTokenAddress: string; let fillScenarios: FillScenarios; let makerTokenAddress: string; let takerTokenAddress: string; let coinbase: string; let makerAddress: string; let takerAddress: string; let feeRecipient: string; const fillableAmount = new BigNumber(5); const fillTakerAmount = new BigNumber(5); const config = { networkId: constants.TESTRPC_NETWORK_ID, }; before(async () => { web3 = web3Factory.create(); zeroEx = new ZeroEx(web3.currentProvider, config); exchangeContractAddress = zeroEx.exchange.getContractAddress(); userAddresses = await zeroEx.getAvailableAddressesAsync(); [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses; tokens = await zeroEx.tokenRegistry.getTokensAsync(); tokenUtils = new TokenUtils(tokens); zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address; fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress); const [makerToken, takerToken] = tokenUtils.getDummyTokens(); makerTokenAddress = makerToken.address; takerTokenAddress = takerToken.address; }); beforeEach(async () => { await blockchainLifecycle.startAsync(); }); afterEach(async () => { await blockchainLifecycle.revertAsync(); }); describe('validateOrderFillableOrThrowAsync', () => { it('should succeed if the order is fillable', async () => { const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); await zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder); }); it('should succeed if the order is asymmetric and fillable', async () => { const makerFillableAmount = fillableAmount; const takerFillableAmount = fillableAmount.minus(4); const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, makerFillableAmount, takerFillableAmount, ); await zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder); }); it('should throw when the order is fully filled or cancelled', async () => { const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount); return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith( ExchangeContractErrs.OrderRemainingFillAmountZero, ); }); it('should throw when order is expired', async () => { const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast, ); return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith( ExchangeContractErrs.OrderFillExpired, ); }); }); describe('validateFillOrderAndThrowIfInvalidAsync', () => { it('should throw when the fill amount is zero', async () => { const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); const zeroFillAmount = new BigNumber(0); return expect( zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, zeroFillAmount, takerAddress), ).to.be.rejectedWith(ExchangeContractErrs.OrderFillAmountZero); }); it('should throw when the signature is invalid', async () => { const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); // 27 <--> 28 signedOrder.ecSignature.v = 28 - signedOrder.ecSignature.v + 27; return expect( zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillableAmount, takerAddress), ).to.be.rejectedWith(ZeroExError.InvalidSignature); }); it('should throw when the order is fully filled or cancelled', async () => { const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount); return expect( zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillableAmount, takerAddress), ).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero); }); it('should throw when sender is not a taker', async () => { const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); const nonTakerAddress = userAddresses[6]; return expect( zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillTakerAmount, nonTakerAddress), ).to.be.rejectedWith(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker); }); it('should throw when order is expired', async () => { const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast, ); return expect( zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress), ).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired); }); 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); return expect( zeroEx.exchange.validateFillOrderThrowIfInvalidAsync( signedOrder, fillTakerAmountThatCausesRoundingError, takerAddress, ), ).to.be.rejectedWith(ExchangeContractErrs.OrderFillRoundingError); }); }); describe('#validateFillOrKillOrderAndThrowIfInvalidAsync', () => { it('should throw if remaining fillAmount is less then the desired fillAmount', async () => { const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); const tooLargeFillAmount = new BigNumber(7); const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount); await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference); await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount); await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference); await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount); return expect( zeroEx.exchange.validateFillOrKillOrderThrowIfInvalidAsync( signedOrder, tooLargeFillAmount, takerAddress, ), ).to.be.rejectedWith(ExchangeContractErrs.InsufficientRemainingFillAmount); }); }); describe('validateCancelOrderAndThrowIfInvalidAsync', () => { let signedOrder: SignedOrder; const cancelAmount = new BigNumber(3); beforeEach(async () => { [coinbase, makerAddress, takerAddress] = userAddresses; const [makerToken, takerToken] = tokenUtils.getDummyTokens(); makerTokenAddress = makerToken.address; takerTokenAddress = takerToken.address; signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); }); it('should throw when cancel amount is zero', async () => { const zeroCancelAmount = new BigNumber(0); return expect( zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, zeroCancelAmount), ).to.be.rejectedWith(ExchangeContractErrs.OrderCancelAmountZero); }); it('should throw when order is expired', async () => { const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 const expiredSignedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast, ); return expect( zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(expiredSignedOrder, cancelAmount), ).to.be.rejectedWith(ExchangeContractErrs.OrderCancelExpired); }); it('should throw when order is already cancelled or filled', async () => { await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount); return expect( zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, fillableAmount), ).to.be.rejectedWith(ExchangeContractErrs.OrderAlreadyCancelledOrFilled); }); }); describe('#validateFillOrderBalancesAllowancesThrowIfInvalidAsync', () => { let exchangeTransferSimulator: ExchangeTransferSimulator; let transferFromAsync: Sinon.SinonSpy; const bigNumberMatch = (expected: BigNumber) => { return Sinon.match((value: BigNumber) => value.eq(expected)); }; beforeEach('create exchangeTransferSimulator', async () => { exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest); transferFromAsync = Sinon.spy(); exchangeTransferSimulator.transferFromAsync = transferFromAsync as any; }); it('should call exchangeTransferSimulator.transferFrom in a correct order', async () => { const makerFee = new BigNumber(2); const takerFee = new BigNumber(2); const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( makerTokenAddress, takerTokenAddress, makerFee, takerFee, makerAddress, takerAddress, fillableAmount, feeRecipient, ); await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( exchangeTransferSimulator, signedOrder, fillableAmount, takerAddress, zrxTokenAddress, ); expect(transferFromAsync.callCount).to.be.equal(4); expect( transferFromAsync .getCall(0) .calledWith( makerTokenAddress, makerAddress, takerAddress, bigNumberMatch(fillableAmount), TradeSide.Maker, TransferType.Trade, ), ).to.be.true(); expect( transferFromAsync .getCall(1) .calledWith( takerTokenAddress, takerAddress, makerAddress, bigNumberMatch(fillableAmount), TradeSide.Taker, TransferType.Trade, ), ).to.be.true(); expect( transferFromAsync .getCall(2) .calledWith( zrxTokenAddress, makerAddress, feeRecipient, bigNumberMatch(makerFee), TradeSide.Maker, TransferType.Fee, ), ).to.be.true(); expect( transferFromAsync .getCall(3) .calledWith( zrxTokenAddress, takerAddress, feeRecipient, bigNumberMatch(takerFee), TradeSide.Taker, TransferType.Fee, ), ).to.be.true(); }); it('should call exchangeTransferSimulator.transferFrom with correct values for an open order', async () => { const makerFee = new BigNumber(2); const takerFee = new BigNumber(2); const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( makerTokenAddress, takerTokenAddress, makerFee, takerFee, makerAddress, ZeroEx.NULL_ADDRESS, fillableAmount, feeRecipient, ); await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( exchangeTransferSimulator, signedOrder, fillableAmount, takerAddress, zrxTokenAddress, ); expect(transferFromAsync.callCount).to.be.equal(4); expect( transferFromAsync .getCall(0) .calledWith( makerTokenAddress, makerAddress, takerAddress, bigNumberMatch(fillableAmount), TradeSide.Maker, TransferType.Trade, ), ).to.be.true(); expect( transferFromAsync .getCall(1) .calledWith( takerTokenAddress, takerAddress, makerAddress, bigNumberMatch(fillableAmount), TradeSide.Taker, TransferType.Trade, ), ).to.be.true(); expect( transferFromAsync .getCall(2) .calledWith( zrxTokenAddress, makerAddress, feeRecipient, bigNumberMatch(makerFee), TradeSide.Maker, TransferType.Fee, ), ).to.be.true(); expect( transferFromAsync .getCall(3) .calledWith( zrxTokenAddress, takerAddress, feeRecipient, bigNumberMatch(takerFee), TradeSide.Taker, TransferType.Fee, ), ).to.be.true(); }); it('should correctly round the fillMakerTokenAmount', async () => { const makerTokenAmount = new BigNumber(3); const takerTokenAmount = new BigNumber(1); const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, makerTokenAmount, takerTokenAmount, ); await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( exchangeTransferSimulator, signedOrder, takerTokenAmount, takerAddress, zrxTokenAddress, ); expect(transferFromAsync.callCount).to.be.equal(4); const makerFillAmount = transferFromAsync.getCall(0).args[3]; expect(makerFillAmount).to.be.bignumber.equal(makerTokenAmount); }); it('should correctly round the makerFeeAmount', async () => { const makerFee = new BigNumber(2); const takerFee = new BigNumber(4); const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( makerTokenAddress, takerTokenAddress, makerFee, takerFee, makerAddress, takerAddress, fillableAmount, ZeroEx.NULL_ADDRESS, ); const fillTakerTokenAmount = fillableAmount.div(2).round(0); await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( exchangeTransferSimulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress, ); const makerPartialFee = makerFee.div(2); const takerPartialFee = takerFee.div(2); expect(transferFromAsync.callCount).to.be.equal(4); const partialMakerFee = transferFromAsync.getCall(2).args[3]; expect(partialMakerFee).to.be.bignumber.equal(makerPartialFee); const partialTakerFee = transferFromAsync.getCall(3).args[3]; expect(partialTakerFee).to.be.bignumber.equal(takerPartialFee); }); }); });