import { BlockchainLifecycle } from '@0xproject/dev-utils'; import { assetProxyUtils } from '@0xproject/order-utils'; import { AssetProxyId, SignedOrder } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; import { Web3Wrapper } from '@0xproject/web3-wrapper'; import * as chai from 'chai'; import * as _ from 'lodash'; import 'make-promises-safe'; import { DummyERC20TokenContract } from '../../src/contract_wrappers/generated/dummy_e_r_c20_token'; import { DummyERC721TokenContract } from '../../src/contract_wrappers/generated/dummy_e_r_c721_token'; import { ERC20ProxyContract } from '../../src/contract_wrappers/generated/e_r_c20_proxy'; import { ERC721ProxyContract } from '../../src/contract_wrappers/generated/e_r_c721_proxy'; import { ExchangeContract } from '../../src/contract_wrappers/generated/exchange'; import { artifacts } from '../../src/utils/artifacts'; import { expectRevertOrAlwaysFailingTransactionAsync } from '../../src/utils/assertions'; import { chaiSetup } from '../../src/utils/chai_setup'; import { constants } from '../../src/utils/constants'; import { ERC20Wrapper } from '../../src/utils/erc20_wrapper'; import { ERC721Wrapper } from '../../src/utils/erc721_wrapper'; import { ExchangeWrapper } from '../../src/utils/exchange_wrapper'; import { OrderFactory } from '../../src/utils/order_factory'; import { ERC20BalancesByOwner } from '../../src/utils/types'; import { provider, txDefaults, web3Wrapper } from '../../src/utils/web3_wrapper'; chaiSetup.configure(); const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); describe('Exchange wrappers', () => { let makerAddress: string; let owner: string; let takerAddress: string; let feeRecipientAddress: string; let erc20TokenA: DummyERC20TokenContract; let erc20TokenB: DummyERC20TokenContract; let zrxToken: DummyERC20TokenContract; let erc721Token: DummyERC721TokenContract; let exchange: ExchangeContract; let erc20Proxy: ERC20ProxyContract; let erc721Proxy: ERC721ProxyContract; let exchangeWrapper: ExchangeWrapper; let erc20Wrapper: ERC20Wrapper; let erc721Wrapper: ERC721Wrapper; let erc20Balances: ERC20BalancesByOwner; let orderFactory: OrderFactory; let erc721MakerAssetId: BigNumber; let erc721TakerAssetId: BigNumber; let defaultMakerAssetAddress: string; let defaultTakerAssetAddress: string; before(async () => { await blockchainLifecycle.startAsync(); }); after(async () => { await blockchainLifecycle.revertAsync(); }); before(async () => { const accounts = await web3Wrapper.getAvailableAddressesAsync(); const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = accounts); erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); [erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync(); erc20Proxy = await erc20Wrapper.deployProxyAsync(); await erc20Wrapper.setBalancesAndAllowancesAsync(); [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); erc721Proxy = await erc721Wrapper.deployProxyAsync(); await erc721Wrapper.setBalancesAndAllowancesAsync(); const erc721Balances = await erc721Wrapper.getBalancesAsync(); erc721MakerAssetId = erc721Balances[makerAddress][erc721Token.address][0]; erc721TakerAssetId = erc721Balances[takerAddress][erc721Token.address][0]; exchange = await ExchangeContract.deployFrom0xArtifactAsync( artifacts.Exchange, provider, txDefaults, assetProxyUtils.encodeERC20ProxyData(zrxToken.address), ); exchangeWrapper = new ExchangeWrapper(exchange, provider); await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC20, erc20Proxy.address, owner); await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC721, erc721Proxy.address, owner); await web3Wrapper.awaitTransactionSuccessAsync( await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: owner, }), constants.AWAIT_TRANSACTION_MINED_MS, ); await web3Wrapper.awaitTransactionSuccessAsync( await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: owner, }), constants.AWAIT_TRANSACTION_MINED_MS, ); defaultMakerAssetAddress = erc20TokenA.address; defaultTakerAssetAddress = erc20TokenB.address; const defaultOrderParams = { ...constants.STATIC_ORDER_PARAMS, exchangeAddress: exchange.address, makerAddress, feeRecipientAddress, makerAssetData: assetProxyUtils.encodeERC20ProxyData(defaultMakerAssetAddress), takerAssetData: assetProxyUtils.encodeERC20ProxyData(defaultTakerAssetAddress), }; const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; orderFactory = new OrderFactory(privateKey, defaultOrderParams); }); beforeEach(async () => { await blockchainLifecycle.startAsync(); erc20Balances = await erc20Wrapper.getBalancesAsync(); }); afterEach(async () => { await blockchainLifecycle.revertAsync(); }); describe('fillOrKillOrder', () => { it('should transfer the correct amounts', async () => { const signedOrder = orderFactory.newSignedOrder({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), }); const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); await exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const makerAssetFilledAmount = takerAssetFillAmount .times(signedOrder.makerAssetAmount) .dividedToIntegerBy(signedOrder.takerAssetAmount); const makerFee = signedOrder.makerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); const takerFee = signedOrder.takerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount), ); expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][zrxToken.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount), ); expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][zrxToken.address].minus(takerFee), ); expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)), ); }); it('should throw if an signedOrder is expired', async () => { const signedOrder = orderFactory.newSignedOrder({ expirationTimeSeconds: new BigNumber(Math.floor((Date.now() - 10000) / 1000)), }); return expectRevertOrAlwaysFailingTransactionAsync( exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress), ); }); it('should throw if entire takerAssetFillAmount not filled', async () => { const signedOrder = orderFactory.newSignedOrder(); await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount: signedOrder.takerAssetAmount.div(2), }); return expectRevertOrAlwaysFailingTransactionAsync( exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress), ); }); }); describe('fillOrderNoThrow', () => { it('should transfer the correct amounts', async () => { const signedOrder = orderFactory.newSignedOrder({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), }); const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, { takerAssetFillAmount, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 250000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const makerAssetFilledAmount = takerAssetFillAmount .times(signedOrder.makerAssetAmount) .dividedToIntegerBy(signedOrder.takerAssetAmount); const makerFee = signedOrder.makerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); const takerFee = signedOrder.takerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount), ); expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][zrxToken.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount), ); expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][zrxToken.address].minus(takerFee), ); expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)), ); }); it('should not change erc20Balances if maker erc20Balances are too low to fill order', async () => { const signedOrder = orderFactory.newSignedOrder({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18), }); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if taker erc20Balances are too low to fill order', async () => { const signedOrder = orderFactory.newSignedOrder({ takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18), }); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if maker allowances are too low to fill order', async () => { const signedOrder = orderFactory.newSignedOrder(); await web3Wrapper.awaitTransactionSuccessAsync( await erc20TokenA.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), { from: makerAddress, }), constants.AWAIT_TRANSACTION_MINED_MS, ); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); await web3Wrapper.awaitTransactionSuccessAsync( await erc20TokenA.approve.sendTransactionAsync(erc20Proxy.address, constants.INITIAL_ERC20_ALLOWANCE, { from: makerAddress, }), constants.AWAIT_TRANSACTION_MINED_MS, ); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if taker allowances are too low to fill order', async () => { const signedOrder = orderFactory.newSignedOrder(); await web3Wrapper.awaitTransactionSuccessAsync( await erc20TokenB.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), { from: takerAddress, }), constants.AWAIT_TRANSACTION_MINED_MS, ); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); await web3Wrapper.awaitTransactionSuccessAsync( await erc20TokenB.approve.sendTransactionAsync(erc20Proxy.address, constants.INITIAL_ERC20_ALLOWANCE, { from: takerAddress, }), constants.AWAIT_TRANSACTION_MINED_MS, ); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker balance', async () => { const makerZRXBalance = new BigNumber(erc20Balances[makerAddress][zrxToken.address]); const signedOrder = orderFactory.newSignedOrder({ makerAssetAmount: makerZRXBalance, makerFee: new BigNumber(1), makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address), }); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker allowance', async () => { const makerZRXAllowance = await zrxToken.allowance.callAsync(makerAddress, erc20Proxy.address); const signedOrder = orderFactory.newSignedOrder({ makerAssetAmount: new BigNumber(makerZRXAllowance), makerFee: new BigNumber(1), makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address), }); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker balance', async () => { const takerZRXBalance = new BigNumber(erc20Balances[takerAddress][zrxToken.address]); const signedOrder = orderFactory.newSignedOrder({ takerAssetAmount: takerZRXBalance, takerFee: new BigNumber(1), takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address), }); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker allowance', async () => { const takerZRXAllowance = await zrxToken.allowance.callAsync(takerAddress, erc20Proxy.address); const signedOrder = orderFactory.newSignedOrder({ takerAssetAmount: new BigNumber(takerZRXAllowance), takerFee: new BigNumber(1), takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address), }); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should successfully exchange ERC721 tokens', async () => { // Construct Exchange parameters const makerAssetId = erc721MakerAssetId; const takerAssetId = erc721TakerAssetId; const signedOrder = orderFactory.newSignedOrder({ makerAssetAmount: new BigNumber(1), takerAssetAmount: new BigNumber(1), makerAssetData: assetProxyUtils.encodeERC721ProxyData(erc721Token.address, makerAssetId), takerAssetData: assetProxyUtils.encodeERC721ProxyData(erc721Token.address, takerAssetId), }); // Verify pre-conditions const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); expect(initialOwnerMakerAsset).to.be.bignumber.equal(makerAddress); const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress); // Call Exchange const takerAssetFillAmount = signedOrder.takerAssetAmount; await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, { takerAssetFillAmount, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 270000, }); // Verify post-conditions const newOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); expect(newOwnerMakerAsset).to.be.bignumber.equal(takerAddress); const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); expect(newOwnerTakerAsset).to.be.bignumber.equal(makerAddress); }); }); describe('batch functions', () => { let signedOrders: SignedOrder[]; beforeEach(async () => { signedOrders = [ orderFactory.newSignedOrder(), orderFactory.newSignedOrder(), orderFactory.newSignedOrder(), ]; }); describe('batchFillOrders', () => { it('should transfer the correct amounts', async () => { const takerAssetFillAmounts: BigNumber[] = []; const makerAssetAddress = erc20TokenA.address; const takerAssetAddress = erc20TokenB.address; _.forEach(signedOrders, signedOrder => { const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); const makerAssetFilledAmount = takerAssetFillAmount .times(signedOrder.makerAssetAmount) .dividedToIntegerBy(signedOrder.takerAssetAmount); const makerFee = signedOrder.makerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); const takerFee = signedOrder.takerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); takerAssetFillAmounts.push(takerAssetFillAmount); erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ makerAssetAddress ].minus(makerAssetFilledAmount); erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add( takerAssetFillAmount, ); erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( makerFee, ); erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add( makerAssetFilledAmount, ); erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ takerAssetAddress ].minus(takerAssetFillAmount); erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( takerFee, ); erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ zrxToken.address ].add(makerFee.add(takerFee)); }); await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); }); describe('batchFillOrKillOrders', () => { it('should transfer the correct amounts', async () => { const takerAssetFillAmounts: BigNumber[] = []; const makerAssetAddress = erc20TokenA.address; const takerAssetAddress = erc20TokenB.address; _.forEach(signedOrders, signedOrder => { const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); const makerAssetFilledAmount = takerAssetFillAmount .times(signedOrder.makerAssetAmount) .dividedToIntegerBy(signedOrder.takerAssetAmount); const makerFee = signedOrder.makerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); const takerFee = signedOrder.takerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); takerAssetFillAmounts.push(takerAssetFillAmount); erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ makerAssetAddress ].minus(makerAssetFilledAmount); erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add( takerAssetFillAmount, ); erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( makerFee, ); erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add( makerAssetFilledAmount, ); erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ takerAssetAddress ].minus(takerAssetFillAmount); erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( takerFee, ); erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ zrxToken.address ].add(makerFee.add(takerFee)); }); await exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should throw if a single signedOrder does not fill the expected amount', async () => { const takerAssetFillAmounts: BigNumber[] = []; _.forEach(signedOrders, signedOrder => { const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); takerAssetFillAmounts.push(takerAssetFillAmount); }); await exchangeWrapper.fillOrKillOrderAsync(signedOrders[0], takerAddress); return expectRevertOrAlwaysFailingTransactionAsync( exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts, }), ); }); }); describe('batchFillOrdersNoThrow', async () => { it('should transfer the correct amounts', async () => { const takerAssetFillAmounts: BigNumber[] = []; const makerAssetAddress = erc20TokenA.address; const takerAssetAddress = erc20TokenB.address; _.forEach(signedOrders, signedOrder => { const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); const makerAssetFilledAmount = takerAssetFillAmount .times(signedOrder.makerAssetAmount) .dividedToIntegerBy(signedOrder.takerAssetAmount); const makerFee = signedOrder.makerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); const takerFee = signedOrder.takerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); takerAssetFillAmounts.push(takerAssetFillAmount); erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ makerAssetAddress ].minus(makerAssetFilledAmount); erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add( takerAssetFillAmount, ); erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( makerFee, ); erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add( makerAssetFilledAmount, ); erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ takerAssetAddress ].minus(takerAssetFillAmount); erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( takerFee, ); erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ zrxToken.address ].add(makerFee.add(takerFee)); }); await exchangeWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmounts, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 600000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not throw if an order is invalid and fill the remaining orders', async () => { const takerAssetFillAmounts: BigNumber[] = []; const makerAssetAddress = erc20TokenA.address; const takerAssetAddress = erc20TokenB.address; const invalidOrder = { ...signedOrders[0], signature: '0x00', }; const validOrders = signedOrders.slice(1); takerAssetFillAmounts.push(invalidOrder.takerAssetAmount.div(2)); _.forEach(validOrders, signedOrder => { const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); const makerAssetFilledAmount = takerAssetFillAmount .times(signedOrder.makerAssetAmount) .dividedToIntegerBy(signedOrder.takerAssetAmount); const makerFee = signedOrder.makerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); const takerFee = signedOrder.takerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); takerAssetFillAmounts.push(takerAssetFillAmount); erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ makerAssetAddress ].minus(makerAssetFilledAmount); erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add( takerAssetFillAmount, ); erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( makerFee, ); erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add( makerAssetFilledAmount, ); erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ takerAssetAddress ].minus(takerAssetFillAmount); erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( takerFee, ); erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ zrxToken.address ].add(makerFee.add(takerFee)); }); const newOrders = [invalidOrder, ...validOrders]; await exchangeWrapper.batchFillOrdersNoThrowAsync(newOrders, takerAddress, { takerAssetFillAmounts, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 450000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); }); describe('marketSellOrders', () => { it('should stop when the entire takerAssetFillAmount is filled', async () => { const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus( signedOrders[1].takerAssetAmount.div(2), ); await exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmount, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const makerAssetFilledAmount = signedOrders[0].makerAssetAmount.add( signedOrders[1].makerAssetAmount.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[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount), ); expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][zrxToken.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount), ); expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][zrxToken.address].minus(takerFee), ); expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)), ); }); it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => { const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); _.forEach(signedOrders, signedOrder => { erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ defaultMakerAssetAddress ].minus(signedOrder.makerAssetAmount); erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ defaultTakerAssetAddress ].add(signedOrder.takerAssetAmount); erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( signedOrder.makerFee, ); erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ defaultMakerAssetAddress ].add(signedOrder.makerAssetAmount); erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ defaultTakerAssetAddress ].minus(signedOrder.takerAssetAmount); erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( signedOrder.takerFee, ); erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ zrxToken.address ].add(signedOrder.makerFee.add(signedOrder.takerFee)); }); await exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmount, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should throw when an signedOrder does not use the same takerAssetAddress', async () => { signedOrders = [ orderFactory.newSignedOrder(), orderFactory.newSignedOrder({ takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address), }), orderFactory.newSignedOrder(), ]; return expectRevertOrAlwaysFailingTransactionAsync( exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18), }), ); }); }); describe('marketSellOrdersNoThrow', () => { it('should stop when the entire takerAssetFillAmount is filled', async () => { const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus( signedOrders[1].takerAssetAmount.div(2), ); await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmount, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const makerAssetFilledAmount = signedOrders[0].makerAssetAmount.add( signedOrders[1].makerAssetAmount.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[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount), ); expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][zrxToken.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount), ); expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][zrxToken.address].minus(takerFee), ); expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)), ); }); it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => { const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); _.forEach(signedOrders, signedOrder => { erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ defaultMakerAssetAddress ].minus(signedOrder.makerAssetAmount); erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ defaultTakerAssetAddress ].add(signedOrder.takerAssetAmount); erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( signedOrder.makerFee, ); erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ defaultMakerAssetAddress ].add(signedOrder.makerAssetAmount); erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ defaultTakerAssetAddress ].minus(signedOrder.takerAssetAmount); erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( signedOrder.takerFee, ); erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ zrxToken.address ].add(signedOrder.makerFee.add(signedOrder.takerFee)); }); await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmount, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 600000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should throw when a signedOrder does not use the same takerAssetAddress', async () => { signedOrders = [ orderFactory.newSignedOrder(), orderFactory.newSignedOrder({ takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address), }), orderFactory.newSignedOrder(), ]; return expectRevertOrAlwaysFailingTransactionAsync( exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18), }), ); }); }); describe('marketBuyOrders', () => { it('should stop when the entire makerAssetFillAmount is filled', async () => { const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus( signedOrders[1].makerAssetAmount.div(2), ); await exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, { makerAssetFillAmount, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const makerAmountBought = signedOrders[0].takerAssetAmount.add( signedOrders[1].takerAssetAmount.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[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultTakerAssetAddress].add(makerAmountBought), ); expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][zrxToken.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultTakerAssetAddress].minus(makerAmountBought), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFillAmount), ); expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][zrxToken.address].minus(takerFee), ); expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)), ); }); it('should fill all signedOrders if cannot fill entire makerAssetFillAmount', async () => { const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); _.forEach(signedOrders, signedOrder => { erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ defaultMakerAssetAddress ].minus(signedOrder.makerAssetAmount); erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ defaultTakerAssetAddress ].add(signedOrder.takerAssetAmount); erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( signedOrder.makerFee, ); erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ defaultMakerAssetAddress ].add(signedOrder.makerAssetAmount); erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ defaultTakerAssetAddress ].minus(signedOrder.takerAssetAmount); erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( signedOrder.takerFee, ); erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ zrxToken.address ].add(signedOrder.makerFee.add(signedOrder.takerFee)); }); await exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, { makerAssetFillAmount, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should throw when an signedOrder does not use the same makerAssetAddress', async () => { signedOrders = [ orderFactory.newSignedOrder(), orderFactory.newSignedOrder({ makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address), }), orderFactory.newSignedOrder(), ]; return expectRevertOrAlwaysFailingTransactionAsync( exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, { makerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18), }), ); }); }); describe('marketBuyOrdersNoThrow', () => { it('should stop when the entire makerAssetFillAmount is filled', async () => { const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus( signedOrders[1].makerAssetAmount.div(2), ); await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, { makerAssetFillAmount, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const makerAmountBought = signedOrders[0].takerAssetAmount.add( signedOrders[1].takerAssetAmount.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[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultTakerAssetAddress].add(makerAmountBought), ); expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][zrxToken.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultTakerAssetAddress].minus(makerAmountBought), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFillAmount), ); expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][zrxToken.address].minus(takerFee), ); expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)), ); }); it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => { const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); _.forEach(signedOrders, signedOrder => { erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ defaultMakerAssetAddress ].minus(signedOrder.makerAssetAmount); erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ defaultTakerAssetAddress ].add(signedOrder.takerAssetAmount); erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus( signedOrder.makerFee, ); erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ defaultMakerAssetAddress ].add(signedOrder.makerAssetAmount); erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ defaultTakerAssetAddress ].minus(signedOrder.takerAssetAmount); erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus( signedOrder.takerFee, ); erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][ zrxToken.address ].add(signedOrder.makerFee.add(signedOrder.takerFee)); }); await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmount, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 600000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should throw when a signedOrder does not use the same makerAssetAddress', async () => { signedOrders = [ orderFactory.newSignedOrder(), orderFactory.newSignedOrder({ makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address), }), orderFactory.newSignedOrder(), ]; return expectRevertOrAlwaysFailingTransactionAsync( exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, { makerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18), }), ); }); }); describe('batchCancelOrders', () => { it('should be able to cancel multiple signedOrders', async () => { const takerAssetCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount); await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress); await exchangeWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmounts: takerAssetCancelAmounts, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(erc20Balances).to.be.deep.equal(newBalances); }); }); }); }); // tslint:disable-line:max-file-line-count