import 'mocha'; import * as _ from 'lodash'; import * as chai from 'chai'; import * as Web3 from 'web3'; import * as BigNumber from 'bignumber.js'; import * as dirtyChai from 'dirty-chai'; 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 {ExchangeContractErrs, SignedOrder, Token} from '../src/types'; import {FillScenarios} from './utils/fill_scenarios'; import {TokenUtils} from './utils/token_utils'; chai.use(dirtyChai); chai.use(ChaiBigNumber()); const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(); describe('ExchangeWrapper', () => { let zeroEx: ZeroEx; let userAddresses: string[]; let web3: Web3; before(async () => { web3 = web3Factory.create(); zeroEx = new ZeroEx(web3); userAddresses = await promisify(web3.eth.getAccounts)(); }); 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 tokens: Token[]; let makerTokenAddress: string; let takerTokenAddress: string; let fillScenarios: FillScenarios; let coinbase: string; let makerAddress: string; let takerAddress: string; let feeRecipient: string; let zrxTokenAddress: string; const fillTakerAmount = new BigNumber(5); const shouldCheckTransfer = false; before(async () => { [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses; tokens = await zeroEx.tokenRegistry.getTokensAsync(); const tokenUtils = new TokenUtils(tokens); const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens(); makerTokenAddress = makerToken.address; takerTokenAddress = takerToken.address; zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address; fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress); }); 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 lackingBalance = 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, lackingBalance); 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, lackingBalance); 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 would be a rounding error', async () => { const makerFillableAmount = new BigNumber(3); const takerFillableAmount = new BigNumber(5); const signedOrder = await fillScenarios.createAsymetricFillableSignedOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, makerFillableAmount, takerFillableAmount, ); 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 raise 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 lackingBalance = new BigNumber(1); await zeroEx.token.transferAsync(zrxTokenAddress, makerAddress, coinbase, lackingBalance); 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 lackingBalance = new BigNumber(1); await zeroEx.token.transferAsync(zrxTokenAddress, takerAddress, coinbase, lackingBalance); 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 the 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)); }); }); }); });