import { 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 { ExchangeContract, LogCancelContractEventArgs, LogErrorContractEventArgs, LogFillContractEventArgs, } from '../../src/contract_wrappers/generated/exchange'; import { constants } from '../../util/constants'; import { ExchangeWrapper } from '../../util/exchange_wrapper'; import { OrderFactory } from '../../util/order_factory'; import { ContractName } from '../../util/types'; import { chaiSetup } from '../utils/chai_setup'; import { deployer } from '../utils/deployer'; import { web3, web3Wrapper } from '../utils/web3_wrapper'; chaiSetup.configure(); const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); describe('Exchange', () => { let maker: string; let feeRecipient: string; let signedOrder: SignedOrder; let exchangeWrapper: ExchangeWrapper; let orderFactory: OrderFactory; before(async () => { const accounts = await web3Wrapper.getAvailableAddressesAsync(); [maker, feeRecipient] = accounts; const tokenRegistry = await deployer.deployAsync(ContractName.TokenRegistry); const tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy); const [rep, dgd, zrx] = await Promise.all([ deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS), deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS), deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS), ]); const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [ zrx.address, tokenTransferProxy.address, ]); const exchange = new ExchangeContract(web3Wrapper, exchangeInstance.abi, exchangeInstance.address); await tokenTransferProxy.addAuthorizedAddress(exchange.address, { from: accounts[0] }); const zeroEx = new ZeroEx(web3.currentProvider, { networkId: constants.TESTRPC_NETWORK_ID }); exchangeWrapper = new ExchangeWrapper(exchange, zeroEx); const defaultOrderParams = { exchangeContractAddress: exchange.address, maker, feeRecipient, 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), }; orderFactory = new OrderFactory(zeroEx, defaultOrderParams); signedOrder = await orderFactory.newSignedOrderAsync(); }); beforeEach(async () => { await blockchainLifecycle.startAsync(); }); afterEach(async () => { await blockchainLifecycle.revertAsync(); }); describe('getOrderHash', () => { it('should output the correct orderHash', async () => { const orderHashHex = await exchangeWrapper.getOrderHashAsync(signedOrder); expect(ZeroEx.getOrderHashHex(signedOrder)).to.be.equal(orderHashHex); }); }); describe('isValidSignature', () => { beforeEach(async () => { signedOrder = await orderFactory.newSignedOrderAsync(); }); 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 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(); }); }); describe('isRoundingError', () => { it('should return false if there is a rounding error of 0.1%', async () => { const numerator = new BigNumber(20); const denominator = new BigNumber(999); const target = new BigNumber(50); // rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1% const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target); expect(isRoundingError).to.be.false(); }); it('should return false if there is a rounding of 0.09%', async () => { const numerator = new BigNumber(20); const denominator = new BigNumber(9991); const target = new BigNumber(500); // rounding error = ((20*500/9991) - floor(20*500/9991)) / (20*500/9991) = 0.09% const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target); expect(isRoundingError).to.be.false(); }); it('should return true if there is a rounding error of 0.11%', async () => { const numerator = new BigNumber(20); const denominator = new BigNumber(9989); const target = new BigNumber(500); // rounding error = ((20*500/9989) - floor(20*500/9989)) / (20*500/9989) = 0.011% const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target); expect(isRoundingError).to.be.true(); }); it('should return true if there is a rounding error > 0.1%', async () => { const numerator = new BigNumber(3); const denominator = new BigNumber(7); const target = new BigNumber(10); // rounding error = ((3*10/7) - floor(3*10/7)) / (3*10/7) = 6.67% const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target); expect(isRoundingError).to.be.true(); }); it('should return false when there is no rounding error', async () => { const numerator = new BigNumber(1); const denominator = new BigNumber(2); const target = new BigNumber(10); const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target); expect(isRoundingError).to.be.false(); }); it('should return false when there is rounding error <= 0.1%', async () => { // randomly generated numbers const numerator = new BigNumber(76564); const denominator = new BigNumber(676373677); const target = new BigNumber(105762562); // rounding error = ((76564*105762562/676373677) - floor(76564*105762562/676373677)) / // (76564*105762562/676373677) = 0.0007% const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target); expect(isRoundingError).to.be.false(); }); }); describe('getPartialAmount', () => { it('should return the numerator/denominator*target', async () => { const numerator = new BigNumber(1); const denominator = new BigNumber(2); const target = new BigNumber(10); const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target); const expectedPartialAmount = 5; expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount); }); it('should round down', async () => { const numerator = new BigNumber(2); const denominator = new BigNumber(3); const target = new BigNumber(10); const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target); const expectedPartialAmount = 6; expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount); }); it('should round .5 down', async () => { const numerator = new BigNumber(1); const denominator = new BigNumber(20); const target = new BigNumber(10); const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target); const expectedPartialAmount = 0; expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount); }); }); });