import { 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 * as _ from 'lodash'; import * as Web3 from 'web3'; import { AssetProxyDispatcherContract } from '../../src/contract_wrappers/generated/asset_proxy_dispatcher'; 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 { TokenRegistryContract } from '../../src/contract_wrappers/generated/token_registry'; import { assetProxyUtils } from '../../src/utils/asset_proxy_utils'; 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 { AssetProxyId, 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'; chaiSetup.configure(); const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); describe('Exchange', () => { let makerAddress: string; let tokenOwner: 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); let rep: DummyERC20TokenContract; let dgd: DummyERC20TokenContract; let zrx: DummyERC20TokenContract; let erc721Token: DummyERC721TokenContract; let exchange: ExchangeContract; let tokenRegistry: TokenRegistryContract; let assetProxyDispatcher: AssetProxyDispatcherContract; let erc20Proxy: ERC20ProxyContract; let erc721Proxy: ERC721ProxyContract; let balances: BalancesByOwner; let exWrapper: ExchangeWrapper; let dmyBalances: Balances; let orderFactory: OrderFactory; const erc721MakerAssetId = new BigNumber('0x1010101010101010101010101010101010101010101010101010101010101010'); const erc721TakerAssetId = new BigNumber('0x3030303030303030303030303030303030303030303030303030303030303030'); let defaultMakerAssetAddress: string; let defaultTakerAssetAddress: string; before(async () => { const accounts = await web3Wrapper.getAvailableAddressesAsync(); tokenOwner = accounts[0]; [makerAddress, takerAddress, feeRecipientAddress] = accounts; const owner = tokenOwner; const [repInstance, dgdInstance, zrxInstance, erc721TokenInstance] = await Promise.all([ deployer.deployAsync(ContractName.DummyERC20Token, constants.DUMMY_TOKEN_ARGS), deployer.deployAsync(ContractName.DummyERC20Token, constants.DUMMY_TOKEN_ARGS), deployer.deployAsync(ContractName.DummyERC20Token, constants.DUMMY_TOKEN_ARGS), deployer.deployAsync(ContractName.DummyERC721Token, constants.DUMMY_ERC721TOKEN_ARGS), ]); rep = new DummyERC20TokenContract(repInstance.abi, repInstance.address, provider); dgd = new DummyERC20TokenContract(dgdInstance.abi, dgdInstance.address, provider); zrx = new DummyERC20TokenContract(zrxInstance.abi, zrxInstance.address, provider); erc721Token = new DummyERC721TokenContract(erc721TokenInstance.abi, erc721TokenInstance.address, provider); const tokenRegistryInstance = await deployer.deployAsync(ContractName.TokenRegistry); tokenRegistry = new TokenRegistryContract(tokenRegistryInstance.abi, tokenRegistryInstance.address, provider); // Deploy Asset Proxy Dispatcher const assetProxyDispatcherInstance = await deployer.deployAsync(ContractName.AssetProxyDispatcher); assetProxyDispatcher = new AssetProxyDispatcherContract( assetProxyDispatcherInstance.abi, assetProxyDispatcherInstance.address, provider, ); // Deploy ERC20 Proxy const erc20ProxyInstance = await deployer.deployAsync(ContractName.ERC20Proxy); erc20Proxy = new ERC20ProxyContract(erc20ProxyInstance.abi, erc20ProxyInstance.address, provider); await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(assetProxyDispatcher.address, { from: owner, }); const prevERC20ProxyAddress = ZeroEx.NULL_ADDRESS; await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync( AssetProxyId.ERC20, erc20Proxy.address, prevERC20ProxyAddress, { from: owner }, ); // Deploy ERC721 Proxy const erc721ProxyInstance = await deployer.deployAsync(ContractName.ERC721Proxy); erc721Proxy = new ERC721ProxyContract(erc721ProxyInstance.abi, erc721ProxyInstance.address, provider); await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(assetProxyDispatcher.address, { from: owner, }); const prevERC721ProxyAddress = ZeroEx.NULL_ADDRESS; await assetProxyDispatcher.registerAssetProxy.sendTransactionAsync( AssetProxyId.ERC721, erc721Proxy.address, prevERC721ProxyAddress, { from: owner }, ); // Deploy and configure Exchange const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [ assetProxyDispatcher.address, assetProxyUtils.encodeERC20ProxyData(zrx.address), ]); exchange = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider); await assetProxyDispatcher.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: owner }); const zeroEx = new ZeroEx(provider, { networkId: constants.TESTRPC_NETWORK_ID }); exWrapper = new ExchangeWrapper(exchange, zeroEx); defaultMakerAssetAddress = rep.address; defaultTakerAssetAddress = dgd.address; const defaultOrderParams = { exchangeAddress: exchange.address, makerAddress, feeRecipientAddress, makerAssetAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), takerAssetAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), makerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), takerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18), makerAssetData: assetProxyUtils.encodeERC20ProxyData(defaultMakerAssetAddress), takerAssetData: assetProxyUtils.encodeERC20ProxyData(defaultTakerAssetAddress), }; const privateKey = constants.TESTRPC_PRIVATE_KEYS[0]; orderFactory = new OrderFactory(privateKey, defaultOrderParams); dmyBalances = new Balances([rep, dgd, zrx], [makerAddress, takerAddress, feeRecipientAddress]); await Promise.all([ rep.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: makerAddress }), rep.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: takerAddress }), rep.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }), rep.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }), dgd.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: makerAddress }), dgd.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: takerAddress }), dgd.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }), dgd.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }), zrx.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: makerAddress }), zrx.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: takerAddress }), zrx.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }), zrx.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }), erc721Token.setApprovalForAll.sendTransactionAsync(erc721Proxy.address, true, { from: makerAddress, }), erc721Token.setApprovalForAll.sendTransactionAsync(erc721Proxy.address, true, { from: takerAddress, }), erc721Token.mint.sendTransactionAsync(makerAddress, erc721MakerAssetId, { from: tokenOwner }), erc721Token.mint.sendTransactionAsync(takerAddress, erc721TakerAssetId, { from: tokenOwner }), ]); }); beforeEach(async () => { await blockchainLifecycle.startAsync(); balances = await dmyBalances.getAsync(); }); afterEach(async () => { await blockchainLifecycle.revertAsync(); }); describe('fillOrKillOrder', () => { it('should transfer the correct amounts', async () => { const signedOrder = orderFactory.newSignedOrder({ makerAssetAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), takerAssetAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), }); const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); await exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount, }); const newBalances = await dmyBalances.getAsync(); 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( balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount), ); expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( balances[makerAddress][zrx.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount), ); expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( balances[takerAddress][zrx.address].minus(takerFee), ); expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal( balances[feeRecipientAddress][zrx.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 expect(exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith( constants.REVERT, ); }); it('should throw if entire takerAssetFillAmount not filled', async () => { const signedOrder = orderFactory.newSignedOrder(); await exWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount: signedOrder.takerAssetAmount.div(2), }); return expect(exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith( constants.REVERT, ); }); }); describe('fillOrderNoThrow', () => { it('should transfer the correct amounts', async () => { const signedOrder = orderFactory.newSignedOrder({ makerAssetAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18), takerAssetAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18), }); const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, { takerAssetFillAmount, }); const newBalances = await dmyBalances.getAsync(); 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( balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount), ); expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( balances[makerAddress][zrx.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount), ); expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( balances[takerAddress][zrx.address].minus(takerFee), ); expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal( balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)), ); }); it('should not change balances if maker balances are too low to fill order', async () => { const signedOrder = orderFactory.newSignedOrder({ makerAssetAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18), }); await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should not change balances if taker balances are too low to fill order', async () => { const signedOrder = orderFactory.newSignedOrder({ takerAssetAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18), }); await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should not change balances if maker allowances are too low to fill order', async () => { const signedOrder = orderFactory.newSignedOrder(); await rep.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), { from: makerAddress, }); await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); await rep.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: makerAddress, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should not change balances if taker allowances are too low to fill order', async () => { const signedOrder = orderFactory.newSignedOrder(); await dgd.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), { from: takerAddress, }); await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); await dgd.approve.sendTransactionAsync(erc20Proxy.address, INITIAL_ALLOWANCE, { from: takerAddress, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should not change balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker balance', async () => { const makerZRXBalance = new BigNumber(balances[makerAddress][zrx.address]); const signedOrder = orderFactory.newSignedOrder({ makerAssetAmount: makerZRXBalance, makerFee: new BigNumber(1), makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrx.address), }); await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should not change balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker allowance', async () => { const makerZRXAllowance = await zrx.allowance.callAsync(makerAddress, erc20Proxy.address); const signedOrder = orderFactory.newSignedOrder({ makerAssetAmount: new BigNumber(makerZRXAllowance), makerFee: new BigNumber(1), makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrx.address), }); await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should not change balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker balance', async () => { const takerZRXBalance = new BigNumber(balances[takerAddress][zrx.address]); const signedOrder = orderFactory.newSignedOrder({ takerAssetAmount: takerZRXBalance, takerFee: new BigNumber(1), takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrx.address), }); await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should not change balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker allowance', async () => { const takerZRXAllowance = await zrx.allowance.callAsync(takerAddress, erc20Proxy.address); const signedOrder = orderFactory.newSignedOrder({ takerAssetAmount: new BigNumber(takerZRXAllowance), takerFee: new BigNumber(1), takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrx.address), }); await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); 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 exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, { takerAssetFillAmount }); // 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 = rep.address; const takerAssetAddress = dgd.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); balances[makerAddress][makerAssetAddress] = balances[makerAddress][makerAssetAddress].minus( makerAssetFilledAmount, ); balances[makerAddress][takerAssetAddress] = balances[makerAddress][takerAssetAddress].add( takerAssetFillAmount, ); balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee); balances[takerAddress][makerAssetAddress] = balances[takerAddress][makerAssetAddress].add( makerAssetFilledAmount, ); balances[takerAddress][takerAssetAddress] = balances[takerAddress][takerAssetAddress].minus( takerAssetFillAmount, ); balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee); balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add( makerFee.add(takerFee), ); }); await exWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); }); describe('batchFillOrKillOrders', () => { it('should transfer the correct amounts', async () => { const takerAssetFillAmounts: BigNumber[] = []; const makerAssetAddress = rep.address; const takerAssetAddress = dgd.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); balances[makerAddress][makerAssetAddress] = balances[makerAddress][makerAssetAddress].minus( makerAssetFilledAmount, ); balances[makerAddress][takerAssetAddress] = balances[makerAddress][takerAssetAddress].add( takerAssetFillAmount, ); balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee); balances[takerAddress][makerAssetAddress] = balances[takerAddress][makerAssetAddress].add( makerAssetFilledAmount, ); balances[takerAddress][takerAssetAddress] = balances[takerAddress][takerAssetAddress].minus( takerAssetFillAmount, ); 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, takerAddress, { takerAssetFillAmounts, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); 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 exWrapper.fillOrKillOrderAsync(signedOrders[0], takerAddress); return expect( exWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts, }), ).to.be.rejectedWith(constants.REVERT); }); }); describe('batchFillOrdersNoThrow', async () => { it('should transfer the correct amounts', async () => { const takerAssetFillAmounts: BigNumber[] = []; const makerAssetAddress = rep.address; const takerAssetAddress = dgd.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); balances[makerAddress][makerAssetAddress] = balances[makerAddress][makerAssetAddress].minus( makerAssetFilledAmount, ); balances[makerAddress][takerAssetAddress] = balances[makerAddress][takerAssetAddress].add( takerAssetFillAmount, ); balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee); balances[takerAddress][makerAssetAddress] = balances[takerAddress][makerAssetAddress].add( makerAssetFilledAmount, ); balances[takerAddress][takerAssetAddress] = balances[takerAddress][takerAssetAddress].minus( takerAssetFillAmount, ); balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee); balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add( makerFee.add(takerFee), ); }); await exWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmounts, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should not throw if an order is invalid and fill the remaining orders', async () => { const takerAssetFillAmounts: BigNumber[] = []; const makerAssetAddress = rep.address; const takerAssetAddress = dgd.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); balances[makerAddress][makerAssetAddress] = balances[makerAddress][makerAssetAddress].minus( makerAssetFilledAmount, ); balances[makerAddress][takerAssetAddress] = balances[makerAddress][takerAssetAddress].add( takerAssetFillAmount, ); balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee); balances[takerAddress][makerAssetAddress] = balances[takerAddress][makerAssetAddress].add( makerAssetFilledAmount, ); balances[takerAddress][takerAssetAddress] = balances[takerAddress][takerAssetAddress].minus( takerAssetFillAmount, ); balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee); balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add( makerFee.add(takerFee), ); }); const newOrders = [invalidOrder, ...validOrders]; await exWrapper.batchFillOrdersNoThrowAsync(newOrders, takerAddress, { takerAssetFillAmounts, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); }); describe('marketSellOrders', () => { it('should stop when the entire takerAssetFillAmount is filled', async () => { const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus( signedOrders[1].takerAssetAmount.div(2), ); await exWrapper.marketSellOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmount, }); const newBalances = await dmyBalances.getAsync(); 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( balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount), ); expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( balances[makerAddress][zrx.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount), ); expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( balances[takerAddress][zrx.address].minus(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 takerAssetFillAmount', async () => { const takerAssetFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18); _.forEach(signedOrders, signedOrder => { balances[makerAddress][defaultMakerAssetAddress] = balances[makerAddress][ defaultMakerAssetAddress ].minus(signedOrder.makerAssetAmount); balances[makerAddress][defaultTakerAssetAddress] = balances[makerAddress][ defaultTakerAssetAddress ].add(signedOrder.takerAssetAmount); balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus( signedOrder.makerFee, ); balances[takerAddress][defaultMakerAssetAddress] = balances[takerAddress][ defaultMakerAssetAddress ].add(signedOrder.makerAssetAmount); balances[takerAddress][defaultTakerAssetAddress] = balances[takerAddress][ defaultTakerAssetAddress ].minus(signedOrder.takerAssetAmount); balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus( signedOrder.takerFee, ); balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add( signedOrder.makerFee.add(signedOrder.takerFee), ); }); await exWrapper.marketSellOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmount, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should throw when an signedOrder does not use the same takerAssetAddress', async () => { signedOrders = [ orderFactory.newSignedOrder(), orderFactory.newSignedOrder({ takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrx.address) }), orderFactory.newSignedOrder(), ]; return expect( exWrapper.marketSellOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18), }), ).to.be.rejectedWith(constants.REVERT); }); }); describe('marketSellOrdersNoThrow', () => { it('should stop when the entire takerAssetFillAmount is filled', async () => { const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus( signedOrders[1].takerAssetAmount.div(2), ); await exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmount, }); const newBalances = await dmyBalances.getAsync(); 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( balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount), ); expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( balances[makerAddress][zrx.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount), ); expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( balances[takerAddress][zrx.address].minus(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 takerAssetFillAmount', async () => { const takerAssetFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18); _.forEach(signedOrders, signedOrder => { balances[makerAddress][defaultMakerAssetAddress] = balances[makerAddress][ defaultMakerAssetAddress ].minus(signedOrder.makerAssetAmount); balances[makerAddress][defaultTakerAssetAddress] = balances[makerAddress][ defaultTakerAssetAddress ].add(signedOrder.takerAssetAmount); balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus( signedOrder.makerFee, ); balances[takerAddress][defaultMakerAssetAddress] = balances[takerAddress][ defaultMakerAssetAddress ].add(signedOrder.makerAssetAmount); balances[takerAddress][defaultTakerAssetAddress] = balances[takerAddress][ defaultTakerAssetAddress ].minus(signedOrder.takerAssetAmount); balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus( signedOrder.takerFee, ); balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add( signedOrder.makerFee.add(signedOrder.takerFee), ); }); await exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmount, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should throw when a signedOrder does not use the same takerAssetAddress', async () => { signedOrders = [ orderFactory.newSignedOrder(), orderFactory.newSignedOrder({ takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrx.address) }), orderFactory.newSignedOrder(), ]; return expect( exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18), }), ).to.be.rejectedWith(constants.REVERT); }); }); describe('marketBuyOrders', () => { it('should stop when the entire makerAssetFillAmount is filled', async () => { const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus( signedOrders[1].makerAssetAmount.div(2), ); await exWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, { makerAssetFillAmount, }); const newBalances = await dmyBalances.getAsync(); 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( balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( balances[makerAddress][defaultTakerAssetAddress].add(makerAmountBought), ); expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( balances[makerAddress][zrx.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( balances[takerAddress][defaultTakerAssetAddress].minus(makerAmountBought), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFillAmount), ); expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( balances[takerAddress][zrx.address].minus(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 makerAssetFillAmount', async () => { const makerAssetFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18); _.forEach(signedOrders, signedOrder => { balances[makerAddress][defaultMakerAssetAddress] = balances[makerAddress][ defaultMakerAssetAddress ].minus(signedOrder.makerAssetAmount); balances[makerAddress][defaultTakerAssetAddress] = balances[makerAddress][ defaultTakerAssetAddress ].add(signedOrder.takerAssetAmount); balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus( signedOrder.makerFee, ); balances[takerAddress][defaultMakerAssetAddress] = balances[takerAddress][ defaultMakerAssetAddress ].add(signedOrder.makerAssetAmount); balances[takerAddress][defaultTakerAssetAddress] = balances[takerAddress][ defaultTakerAssetAddress ].minus(signedOrder.takerAssetAmount); balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus( signedOrder.takerFee, ); balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add( signedOrder.makerFee.add(signedOrder.takerFee), ); }); await exWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, { makerAssetFillAmount, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should throw when an signedOrder does not use the same makerAssetAddress', async () => { signedOrders = [ orderFactory.newSignedOrder(), orderFactory.newSignedOrder({ makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrx.address) }), orderFactory.newSignedOrder(), ]; return expect( exWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, { makerAssetFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18), }), ).to.be.rejectedWith(constants.REVERT); }); }); describe('marketBuyOrdersNoThrow', () => { it('should stop when the entire makerAssetFillAmount is filled', async () => { const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus( signedOrders[1].makerAssetAmount.div(2), ); await exWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, { makerAssetFillAmount, }); const newBalances = await dmyBalances.getAsync(); 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( balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( balances[makerAddress][defaultTakerAssetAddress].add(makerAmountBought), ); expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal( balances[makerAddress][zrx.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( balances[takerAddress][defaultTakerAssetAddress].minus(makerAmountBought), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFillAmount), ); expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal( balances[takerAddress][zrx.address].minus(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 takerAssetFillAmount', async () => { const takerAssetFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18); _.forEach(signedOrders, signedOrder => { balances[makerAddress][defaultMakerAssetAddress] = balances[makerAddress][ defaultMakerAssetAddress ].minus(signedOrder.makerAssetAmount); balances[makerAddress][defaultTakerAssetAddress] = balances[makerAddress][ defaultTakerAssetAddress ].add(signedOrder.takerAssetAmount); balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus( signedOrder.makerFee, ); balances[takerAddress][defaultMakerAssetAddress] = balances[takerAddress][ defaultMakerAssetAddress ].add(signedOrder.makerAssetAmount); balances[takerAddress][defaultTakerAssetAddress] = balances[takerAddress][ defaultTakerAssetAddress ].minus(signedOrder.takerAssetAmount); balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus( signedOrder.takerFee, ); balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add( signedOrder.makerFee.add(signedOrder.takerFee), ); }); await exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmount, }); const newBalances = await dmyBalances.getAsync(); expect(newBalances).to.be.deep.equal(balances); }); it('should throw when a signedOrder does not use the same makerAssetAddress', async () => { signedOrders = [ orderFactory.newSignedOrder(), orderFactory.newSignedOrder({ makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrx.address) }), orderFactory.newSignedOrder(), ]; return expect( exWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, { makerAssetFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18), }), ).to.be.rejectedWith(constants.REVERT); }); }); describe('batchCancelOrders', () => { it('should be able to cancel multiple signedOrders', async () => { const takerAssetCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount); await exWrapper.batchCancelOrdersAsync(signedOrders, makerAddress); await exWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts: takerAssetCancelAmounts, }); const newBalances = await dmyBalances.getAsync(); expect(balances).to.be.deep.equal(newBalances); }); }); }); }); // tslint:disable-line:max-file-line-count