import 'mocha'; import * as chai from 'chai'; import * as Web3 from 'web3'; import * as BigNumber from 'bignumber.js'; import {ChaiSetup} from './chai_setup'; import ChaiBigNumber = require('chai-bignumber'); import promisify = require('es6-promisify'); import {web3Factory} from './utils/web3_factory'; import {ZeroEx} from '../src/0x.js'; import {BlockchainLifecycle} from './utils/blockchain_lifecycle'; import { Token, SignedOrder, SubscriptionOpts, ExchangeEvents, ContractEvent, DoneCallback, ExchangeContractErrs, } from '../src/types'; import {FillScenarios} from './utils/fill_scenarios'; import {TokenUtils} from './utils/token_utils'; ChaiSetup.configure(); const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(); const NON_EXISTENT_ORDER_HASH = '0x79370342234e7acd6bbeac335bd3bb1d368383294b64b8160a00f4060e4d3777'; describe('ExchangeWrapper', () => { let web3: Web3; let zeroEx: ZeroEx; let tokenUtils: TokenUtils; let tokens: Token[]; let userAddresses: string[]; let zrxTokenAddress: string; let fillScenarios: FillScenarios; before(async () => { web3 = web3Factory.create(); zeroEx = new ZeroEx(web3); userAddresses = await promisify(web3.eth.getAccounts)(); tokens = await zeroEx.tokenRegistry.getTokensAsync(); tokenUtils = new TokenUtils(tokens); zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address; fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress); }); beforeEach(async () => { await blockchainLifecycle.startAsync(); }); afterEach(async () => { await blockchainLifecycle.revertAsync(); }); describe('#isValidSignatureAsync', () => { // The Exchange smart contract `isValidSignature` method only validates orderHashes and assumes // the length of the data is exactly 32 bytes. Thus for these tests, we use data of this size. const dataHex = '0x6927e990021d23b1eb7b8789f6a6feaf98fe104bb0cf8259421b79f9a34222b0'; const signature = { v: 27, r: '0x61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc33', s: '0x40349190569279751135161d22529dc25add4f6069af05be04cacbda2ace2254', }; const address = '0x5409ed021d9299bf6814279a6a1411a7e866a631'; describe('should throw if passed a malformed signature', () => { it('malformed v', async () => { const malformedSignature = { v: 34, r: signature.r, s: signature.s, }; return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address)) .to.be.rejected(); }); it('r lacks 0x prefix', async () => { const malformedR = signature.r.replace('0x', ''); const malformedSignature = { v: signature.v, r: malformedR, s: signature.s, }; return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address)) .to.be.rejected(); }); it('r is too short', async () => { const malformedR = signature.r.substr(10); const malformedSignature = { v: signature.v, r: malformedR, s: signature.s.replace('0', 'z'), }; return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address)) .to.be.rejected(); }); it('s is not hex', async () => { const malformedS = signature.s.replace('0', 'z'); const malformedSignature = { v: signature.v, r: signature.r, s: malformedS, }; return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address)) .to.be.rejected(); }); }); it('should return false if the data doesn\'t pertain to the signature & address', async () => { const isValid = await zeroEx.exchange.isValidSignatureAsync('0x0', signature, address); expect(isValid).to.be.false(); }); it('should return false if the address doesn\'t pertain to the signature & dataHex', async () => { const validUnrelatedAddress = '0x8b0292B11a196601eD2ce54B665CaFEca0347D42'; const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, signature, validUnrelatedAddress); expect(isValid).to.be.false(); }); it('should return false if the signature doesn\'t pertain to the dataHex & address', async () => { const wrongSignature = {...signature, v: 28}; const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, wrongSignature, address); expect(isValid).to.be.false(); }); it('should return true if the signature does pertain to the dataHex & address', async () => { const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, signature, address); expect(isValid).to.be.true(); }); }); describe('#fillOrderAsync', () => { let makerTokenAddress: string; let takerTokenAddress: string; let coinbase: string; let makerAddress: string; let takerAddress: string; let feeRecipient: string; const fillTakerAmount = new BigNumber(5); const shouldCheckTransfer = false; before(async () => { [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses; tokens = await zeroEx.tokenRegistry.getTokensAsync(); const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens(); makerTokenAddress = makerToken.address; takerTokenAddress = takerToken.address; }); afterEach('reset default account', () => { zeroEx.setTransactionSenderAccount(userAddresses[0]); }); describe('failed fills', () => { it('should throw when the fill amount is zero', async () => { const fillableAmount = new BigNumber(5); const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); const zeroFillAmount = new BigNumber(0); zeroEx.setTransactionSenderAccount(takerAddress); return expect(zeroEx.exchange.fillOrderAsync( signedOrder, zeroFillAmount, shouldCheckTransfer, )).to.be.rejectedWith(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO); }); it('should throw when sender is not a taker', async () => { const fillableAmount = new BigNumber(5); const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); return expect(zeroEx.exchange.fillOrderAsync( signedOrder, fillTakerAmount, shouldCheckTransfer, )).to.be.rejectedWith(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER); }); it('should throw when order is expired', async () => { const expirationInPast = new BigNumber(42); const fillableAmount = new BigNumber(5); const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast, ); zeroEx.setTransactionSenderAccount(takerAddress); return expect(zeroEx.exchange.fillOrderAsync( signedOrder, fillTakerAmount, shouldCheckTransfer, )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_EXPIRED); }); describe('should throw when not enough balance or allowance to fulfill the order', () => { const fillableAmount = new BigNumber(5); const balanceToSubtractFromMaker = new BigNumber(3); const lackingAllowance = new BigNumber(3); let signedOrder: SignedOrder; beforeEach('create fillable signed order', async () => { signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); }); it('should throw when taker balance is less than fill amount', async () => { await zeroEx.token.transferAsync( takerTokenAddress, takerAddress, coinbase, balanceToSubtractFromMaker, ); zeroEx.setTransactionSenderAccount(takerAddress); return expect(zeroEx.exchange.fillOrderAsync( signedOrder, fillTakerAmount, shouldCheckTransfer, )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE); }); it('should throw when taker allowance is less than fill amount', async () => { const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance); await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, newAllowanceWhichIsLessThanFillAmount); zeroEx.setTransactionSenderAccount(takerAddress); return expect(zeroEx.exchange.fillOrderAsync( signedOrder, fillTakerAmount, shouldCheckTransfer, )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE); }); it('should throw when maker balance is less than maker fill amount', async () => { await zeroEx.token.transferAsync( makerTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker, ); zeroEx.setTransactionSenderAccount(takerAddress); return expect(zeroEx.exchange.fillOrderAsync( signedOrder, fillTakerAmount, shouldCheckTransfer, )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE); }); it('should throw when maker allowance is less than maker fill amount', async () => { const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance); await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, newAllowanceWhichIsLessThanFillAmount); zeroEx.setTransactionSenderAccount(takerAddress); return expect(zeroEx.exchange.fillOrderAsync( signedOrder, fillTakerAmount, shouldCheckTransfer, )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE); }); }); it('should throw when there a rounding error would have occurred', async () => { const makerAmount = new BigNumber(3); const takerAmount = new BigNumber(5); const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, makerAmount, takerAmount, ); const fillTakerAmountThatCausesRoundingError = new BigNumber(3); zeroEx.setTransactionSenderAccount(takerAddress); return expect(zeroEx.exchange.fillOrderAsync( signedOrder, fillTakerAmountThatCausesRoundingError, shouldCheckTransfer, )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR); }); describe('should throw when not enough balance or allowance to pay fees', () => { const fillableAmount = new BigNumber(5); const makerFee = new BigNumber(2); const takerFee = new BigNumber(2); let signedOrder: SignedOrder; beforeEach('setup', async () => { signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( makerTokenAddress, takerTokenAddress, makerFee, takerFee, makerAddress, takerAddress, fillableAmount, feeRecipient, ); zeroEx.setTransactionSenderAccount(takerAddress); }); it('should throw when maker doesn\'t have enough balance to pay fees', async () => { const balanceToSubtractFromMaker = new BigNumber(1); await zeroEx.token.transferAsync( zrxTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker, ); return expect(zeroEx.exchange.fillOrderAsync( signedOrder, fillTakerAmount, shouldCheckTransfer, )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_BALANCE); }); it('should throw when maker doesn\'t have enough allowance to pay fees', async () => { const newAllowanceWhichIsLessThanFees = makerFee.minus(1); await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, makerAddress, newAllowanceWhichIsLessThanFees); return expect(zeroEx.exchange.fillOrderAsync( signedOrder, fillTakerAmount, shouldCheckTransfer, )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_ALLOWANCE); }); it('should throw when taker doesn\'t have enough balance to pay fees', async () => { const balanceToSubtractFromTaker = new BigNumber(1); await zeroEx.token.transferAsync( zrxTokenAddress, takerAddress, coinbase, balanceToSubtractFromTaker, ); return expect(zeroEx.exchange.fillOrderAsync( signedOrder, fillTakerAmount, shouldCheckTransfer, )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_BALANCE); }); it('should throw when taker doesn\'t have enough allowance to pay fees', async () => { const newAllowanceWhichIsLessThanFees = makerFee.minus(1); await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, takerAddress, newAllowanceWhichIsLessThanFees); return expect(zeroEx.exchange.fillOrderAsync( signedOrder, fillTakerAmount, shouldCheckTransfer, )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE); }); }); }); describe('successful fills', () => { it('should fill a valid order', async () => { const fillableAmount = new BigNumber(5); const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress)) .to.be.bignumber.equal(fillableAmount); expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress)) .to.be.bignumber.equal(0); expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress)) .to.be.bignumber.equal(0); expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) .to.be.bignumber.equal(fillableAmount); zeroEx.setTransactionSenderAccount(takerAddress); await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer); expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress)) .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount)); expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress)) .to.be.bignumber.equal(fillTakerAmount); expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress)) .to.be.bignumber.equal(fillTakerAmount); expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount)); }); it('should partially fill the valid order', async () => { const fillableAmount = new BigNumber(5); const signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); const partialFillAmount = new BigNumber(3); zeroEx.setTransactionSenderAccount(takerAddress); await zeroEx.exchange.fillOrderAsync(signedOrder, partialFillAmount, shouldCheckTransfer); expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress)) .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount)); expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress)) .to.be.bignumber.equal(partialFillAmount); expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress)) .to.be.bignumber.equal(partialFillAmount); expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount)); }); it('should fill the valid orders with fees', async () => { const fillableAmount = new BigNumber(5); const makerFee = new BigNumber(1); const takerFee = new BigNumber(2); const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( makerTokenAddress, takerTokenAddress, makerFee, takerFee, makerAddress, takerAddress, fillableAmount, feeRecipient, ); zeroEx.setTransactionSenderAccount(takerAddress); await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer); expect(await zeroEx.token.getBalanceAsync(zrxTokenAddress, feeRecipient)) .to.be.bignumber.equal(makerFee.plus(takerFee)); }); }); }); describe('tests that require partially filled order', () => { let makerTokenAddress: string; let takerTokenAddress: string; let takerAddress: string; let fillableAmount: BigNumber.BigNumber; let partialFillAmount: BigNumber.BigNumber; let signedOrder: SignedOrder; before(() => { takerAddress = userAddresses[1]; const [makerToken, takerToken] = tokens; makerTokenAddress = makerToken.address; takerTokenAddress = takerToken.address; }); beforeEach(async () => { fillableAmount = new BigNumber(5); partialFillAmount = new BigNumber(2); signedOrder = await fillScenarios.createPartiallyFilledSignedOrderAsync( makerTokenAddress, takerTokenAddress, takerAddress, fillableAmount, partialFillAmount, ); }); describe('#getUnavailableTakerAmountAsync', () => { it ('should throw if passed an invalid orderHash', async () => { const invalidOrderHashHex = '0x123'; expect(zeroEx.exchange.getUnavailableTakerAmountAsync(invalidOrderHashHex)).to.be.rejected(); }); it ('should return zero if passed a valid but non-existent orderHash', async () => { const unavailableValueT = await zeroEx.exchange.getUnavailableTakerAmountAsync(NON_EXISTENT_ORDER_HASH); expect(unavailableValueT).to.be.bignumber.equal(0); }); it ('should return the unavailableValueT for a valid and partially filled orderHash', async () => { const orderHash = await zeroEx.getOrderHashHexAsync(signedOrder); const unavailableValueT = await zeroEx.exchange.getUnavailableTakerAmountAsync(orderHash); expect(unavailableValueT).to.be.bignumber.equal(partialFillAmount); }); }); describe('#getFilledTakerAmountAsync', () => { it ('should throw if passed an invalid orderHash', async () => { const invalidOrderHashHex = '0x123'; expect(zeroEx.exchange.getFilledTakerAmountAsync(invalidOrderHashHex)).to.be.rejected(); }); it ('should return zero if passed a valid but non-existent orderHash', async () => { const filledValueT = await zeroEx.exchange.getFilledTakerAmountAsync(NON_EXISTENT_ORDER_HASH); expect(filledValueT).to.be.bignumber.equal(0); }); it ('should return the filledValueT for a valid and partially filled orderHash', async () => { const orderHash = await zeroEx.getOrderHashHexAsync(signedOrder); const filledValueT = await zeroEx.exchange.getFilledTakerAmountAsync(orderHash); expect(filledValueT).to.be.bignumber.equal(partialFillAmount); }); }); describe('#getCanceledTakerAmountAsync', () => { it ('should throw if passed an invalid orderHash', async () => { const invalidOrderHashHex = '0x123'; expect(zeroEx.exchange.getCanceledTakerAmountAsync(invalidOrderHashHex)).to.be.rejected(); }); it ('should return zero if passed a valid but non-existent orderHash', async () => { const cancelledValueT = await zeroEx.exchange.getCanceledTakerAmountAsync(NON_EXISTENT_ORDER_HASH); expect(cancelledValueT).to.be.bignumber.equal(0); }); it ('should return the cancelledValueT for a valid and partially filled orderHash', async () => { const orderHash = await zeroEx.getOrderHashHexAsync(signedOrder); const cancelledValueT = await zeroEx.exchange.getCanceledTakerAmountAsync(orderHash); expect(cancelledValueT).to.be.bignumber.equal(0); }); }); }); describe('#subscribeAsync', () => { const indexFilterValues = {}; const shouldCheckTransfer = false; let makerTokenAddress: string; let takerTokenAddress: string; let coinbase: string; let takerAddress: string; let makerAddress: string; let fillableAmount: BigNumber.BigNumber; let signedOrder: SignedOrder; before(() => { [coinbase, makerAddress, takerAddress] = userAddresses; const [makerToken, takerToken] = tokens; makerTokenAddress = makerToken.address; takerTokenAddress = takerToken.address; }); beforeEach(async () => { fillableAmount = new BigNumber(5); signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, ); }); afterEach(async () => { (zeroEx.exchange as any).stopWatchingExchangeLogEventsAsync(); }); // Hack: Mocha does not allow a test to be both async and have a `done` callback // Since we need to await the receipt of the event in the `subscribeAsync` callback, // we do need both. A hack is to make the top-level a sync fn w/ a done callback and then // wrap the rest of the test in an async block // Source: https://github.com/mochajs/mocha/issues/2407 it('Should receive the LogFill event when an order is filled', (done: DoneCallback) => { (async () => { const subscriptionOpts: SubscriptionOpts = { fromBlock: 0, toBlock: 'latest', }; await zeroEx.exchange.subscribeAsync(ExchangeEvents.LogFill, subscriptionOpts, indexFilterValues, (err: Error, event: ContractEvent) => { expect(err).to.be.null(); expect(event).to.not.be.undefined(); done(); }); const fillTakerAmountInBaseUnits = new BigNumber(1); zeroEx.setTransactionSenderAccount(takerAddress); await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer); })(); }); it('Outstanding subscriptions are cancelled when zeroEx.setProviderAsync called', (done: DoneCallback) => { (async () => { const subscriptionOpts: SubscriptionOpts = { fromBlock: 0, toBlock: 'latest', }; await zeroEx.exchange.subscribeAsync(ExchangeEvents.LogFill, subscriptionOpts, indexFilterValues, (err: Error, event: ContractEvent) => { done(new Error('Expected this subscription to have been cancelled')); }); const newProvider = web3Factory.getRpcProvider(); await zeroEx.setProviderAsync(newProvider); await zeroEx.exchange.subscribeAsync(ExchangeEvents.LogFill, subscriptionOpts, indexFilterValues, (err: Error, event: ContractEvent) => { expect(err).to.be.null(); expect(event).to.not.be.undefined(); done(); }); const fillTakerAmountInBaseUnits = new BigNumber(1); zeroEx.setTransactionSenderAccount(takerAddress); await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer); })(); }); }); });